Domini Impact Equity Fund
Portfolio of Investments
October 31, 2024(Unaudited)
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Long Term Investments – 99.9% | | | | | | | | |
| | |
Common Stocks – 99.9% | | | | | | | | |
| | |
Communication Services – 8.1% | | | | | | | | |
| | |
Alphabet, Inc., Class A | | | 268,100 | | | $ | 45,874,591 | |
| | |
AT&T, Inc. | | | 246,085 | | | | 5,546,756 | |
| | |
Charter Communications, Inc., Class A (a) | | | 3,158 | | | | 1,034,593 | |
| | |
Comcast Corp., Class A | | | 133,421 | | | | 5,826,495 | |
| | |
Electronic Arts, Inc. | | | 9,300 | | | | 1,402,905 | |
| | |
Interpublic Group of Cos., Inc. (The) | | | 13,100 | | | | 385,140 | |
| | |
Netflix, Inc. (a) | | | 14,838 | | | | 11,217,973 | |
| | |
New York Times Co. (The), Class A | | | 8,067 | | | | 450,461 | |
| | |
Omnicom Group, Inc. | | | 6,800 | | | | 686,800 | |
| | |
Take-Two Interactive Software, Inc. (a) | | | 5,900 | | | | 954,148 | |
| | |
TELUS Corp. | | | 51,494 | | | | 814,120 | |
| | |
T-Mobile US, Inc. | | | 17,000 | | | | 3,793,720 | |
| | |
Verizon Communications, Inc. | | | 134,995 | | | | 5,687,339 | |
| | |
Walt Disney Co. (The) | | | 61,493 | | | | 5,915,627 | |
| | | | | | | | |
| | |
| | | | | | | 89,590,668 | |
| | | | | | | | |
Consumer Discretionary – 10.4% | | | | | | | | |
| | |
Amazon.com, Inc. (a) | | | 234,180 | | | | 43,651,152 | |
| | |
Aptiv PLC (a) | | | 9,200 | | | | 522,836 | |
| | |
Best Buy Co., Inc. | | | 6,749 | | | | 610,312 | |
| | |
Chipotle Mexican Grill, Inc. (a) | | | 47,850 | | | | 2,668,595 | |
| | |
Cie Generale des Etablissements Michelin SCA ADR | | | 47,800 | | | | 802,562 | |
| | |
eBay, Inc. | | | 16,400 | | | | 943,164 | |
| | |
Ford Motor Co. | | | 136,400 | | | | 1,403,556 | |
| | |
Garmin, Ltd. | | | 5,346 | | | | 1,060,379 | |
| | |
Home Depot, Inc. (The) | | | 34,451 | | | | 13,565,081 | |
| | |
Lowe’s Cos., Inc. | | | 19,741 | | | | 5,168,786 | |
| | |
MercadoLibre, Inc. (a) | | | 1,723 | | | | 3,510,061 | |
| | |
NIKE, Inc., Class B | | | 41,349 | | | | 3,189,249 | |
| | |
NIO, Inc. ADR (a) | | | 68,500 | | | | 349,350 | |
| | |
Sony Group Corp. ADR | | | 198,775 | | | | 3,498,440 | |
| | |
Starbucks Corp. | | | 38,667 | | | | 3,777,766 | |
| | |
Stride, Inc. (a) | | | 2,200 | | | | 205,216 | |
| | |
Tapestry, Inc. | | | 8,000 | | | | 379,600 | |
| | |
Tesla, Inc. (a) | | | 96,999 | | | | 24,235,200 | |
| | |
TJX Cos., Inc. | | | 39,200 | | | | 4,430,776 | |
| | |
Ulta Beauty, Inc. (a) | | | 1,698 | | | | 626,528 | |
| | |
Williams-Sonoma, Inc. | | | 4,400 | | | | 590,172 | |
| | | | | | | | |
| | |
| | | | | | | 115,188,781 | |
| | | | | | | | |
Consumer Staples – 6.0% | | | | | | | | |
| | |
Church & Dwight Co., Inc. | | | 8,512 | | | | 850,434 | |
| | |
Clorox Co. (The) | | | 4,300 | | | | 681,765 | |
0
Domini Impact Equity Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Consumer Staples (Continued) | | | | | | | | |
| | |
Colgate-Palmolive Co. | | | 28,525 | | | $ | 2,673,078 | |
| | |
Costco Wholesale Corp. | | | 15,403 | | | | 13,464,995 | |
| | |
Estee Lauder Cos., Inc. (The), Class A | | | 7,577 | | | | 522,358 | |
| | |
General Mills, Inc. | | | 19,499 | | | | 1,326,322 | |
| | |
Haleon PLC ADR | | | 126,625 | | | | 1,226,996 | |
| | |
JM Smucker Co. (The) | | | 3,346 | | | | 379,804 | |
| | |
Kenvue, Inc. | | | 68,500 | | | | 1,570,705 | |
| | |
Keurig Dr. Pepper, Inc. | | | 36,900 | | | | 1,215,855 | |
| | |
Kimberly-Clark Corp. | | | 11,718 | | | | 1,572,321 | |
| | |
Kraft Heinz Co. (The) | | | 26,423 | | | | 884,114 | |
| | |
Kroger Co. (The) | | | 23,211 | | | | 1,294,477 | |
| | |
Lamb Weston Holdings, Inc. | | | 4,800 | | | | 372,912 | |
| | |
L’Oreal SA ADR | | | 42,000 | | | | 3,142,860 | |
| | |
McCormick & Co., Inc. | | | 14,000 | | | | 1,095,360 | |
| | |
Mondelez International, Inc., Class A | | | 46,647 | | | | 3,194,387 | |
| | |
PepsiCo, Inc. | | | 48,031 | | | | 7,976,988 | |
| | |
Procter & Gamble Co. (The) | | | 82,025 | | | | 13,548,890 | |
| | |
Sprouts Farmers Market, Inc. (a) | | | 5,200 | | | | 667,836 | |
| | |
Sysco Corp. | | | 17,203 | | | | 1,289,365 | |
| | |
Target Corp. | | | 15,551 | | | | 2,333,272 | |
| | |
Unilever PLC ADR | | | 84,185 | | | | 5,127,708 | |
| | |
Walgreens Boots Alliance, Inc. | | | 24,848 | | | | 235,062 | |
| | | | | | | | |
| | |
| | | | | | | 66,647,864 | |
| | | | | | | | |
Financials – 13.5% | | | | | | | | |
| | |
Aflac, Inc. | | | 19,215 | | | | 2,013,540 | |
| | |
Allstate Corp. | | | 9,000 | | | | 1,678,680 | |
| | |
American Express Co. | | | 18,048 | | | | 4,874,404 | |
| | |
Aon PLC, Class A | | | 7,300 | | | | 2,678,151 | |
| | |
Banco do Brasil SA ADR | | | 95,800 | | | | 442,596 | |
| | |
Bank of America Corp. | | | 237,454 | | | | 9,930,326 | |
| | |
Bank of Montreal | | | 24,531 | | | | 2,235,265 | |
| | |
Bank of New York Mellon Corp. (The) | | | 25,500 | | | | 1,921,680 | |
| | |
Bank of Nova Scotia (The) | | | 40,766 | | | | 2,099,041 | |
| | |
Blackrock, Inc. | | | 4,786 | | | | 4,695,210 | |
| | |
Brown & Brown, Inc. | | | 8,200 | | | | 858,048 | |
| | |
Canadian Imperial Bank of Commerce | | | 31,700 | | | | 1,983,152 | |
| | |
Capital One Financial Corp. | | | 12,718 | | | | 2,070,363 | |
| | |
Charles Schwab Corp. (The) | | | 50,078 | | | | 3,547,025 | |
| | |
Chubb, Ltd. | | | 13,187 | | | | 3,724,536 | |
| | |
Cincinnati Financial Corp. | | | 5,411 | | | | 762,031 | |
| | |
Citigroup, Inc. | | | 64,308 | | | | 4,126,644 | |
| | |
CME Group, Inc. | | | 12,498 | | | | 2,816,549 | |
| | |
Commerce Bancshares, Inc. | | | 4,100 | | | | 256,250 | |
1
Domini Impact Equity Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Financials (Continued) | | | | | | | | |
| | |
Discover Financial Services | | | 8,700 | | | $ | 1,291,341 | |
| | |
DNB Bank ASA ADR | | | 28,740 | | | | 589,457 | |
| | |
Equitable Holdings, Inc. | | | 11,600 | | | | 525,944 | |
| | |
Everest Group, Ltd. | | | 1,500 | | | | 533,415 | |
| | |
FactSet Research Systems, Inc. | | | 1,300 | | | | 590,278 | |
| | |
Fifth Third Bancorp | | | 35,456 | | | | 1,548,718 | |
| | |
Fiserv, Inc. (a) | | | 20,100 | | | | 3,977,790 | |
| | |
Hartford Financial Services Group, Inc. (The) | | | 10,293 | | | | 1,136,759 | |
| | |
Huntington Bancshares, Inc. | | | 49,700 | | | | 774,823 | |
| | |
Intercontinental Exchange, Inc. | | | 19,795 | | | | 3,085,447 | |
| | |
KeyCorp. | | | 48,800 | | | | 841,800 | |
| | |
London Stock Exchange Group PLC ADR | | | 68,600 | | | | 2,356,410 | |
| | |
M&T Bank Corp. | | | 5,700 | | | | 1,109,676 | |
| | |
Marsh & McLennan Cos., Inc. | | | 17,030 | | | | 3,716,627 | |
| | |
Mastercard, Inc., Class A | | | 28,552 | | | | 14,264,294 | |
| | |
MetLife, Inc. | | | 19,400 | | | | 1,521,348 | |
| | |
Moody’s Corp. | | | 8,071 | | | | 3,664,557 | |
| | |
Morgan Stanley | | | 42,659 | | | | 4,959,109 | |
| | |
MSCI, Inc. | | | 2,668 | | | | 1,523,962 | |
| | |
Nasdaq, Inc. | | | 16,500 | | | | 1,219,680 | |
| | |
Northern Trust Corp. | | | 6,600 | | | | 663,432 | |
| | |
PayPal Holdings, Inc. (a) | | | 36,000 | | | | 2,854,800 | |
| | |
PNC Financial Services Group, Inc. (The) | | | 13,749 | | | | 2,588,524 | |
| | |
Principal Financial Group, Inc. | | | 8,000 | | | | 659,200 | |
| | |
Progressive Corp. (The) | | | 20,258 | | | | 4,919,250 | |
| | |
Prudential Financial, Inc. | | | 12,461 | | | | 1,526,223 | |
| | |
Raymond James Financial, Inc. | | | 6,550 | | | | 970,841 | |
| | |
Regions Financial Corp. | | | 31,028 | | | | 740,638 | |
| | |
Rocket Cos., Inc., Class A (a) | | | 6,900 | | | | 111,090 | |
| | |
S&P Global, Inc. | | | 11,058 | | | | 5,311,821 | |
| | |
T Rowe Price Group, Inc. | | | 7,611 | | | | 836,144 | |
| | |
Toronto-Dominion Bank (The) | | | 59,017 | | | | 3,261,870 | |
| | |
Travelers Cos., Inc. (The) | | | 7,916 | | | | 1,946,861 | |
| | |
Truist Financial Corp. | | | 46,302 | | | | 1,993,301 | |
| | |
US Bancorp | | | 53,116 | | | | 2,566,034 | |
| | |
Visa, Inc., A Shares | | | 57,900 | | | | 16,782,315 | |
| | |
W.R. Berkley Corp. | | | 10,050 | | | | 574,559 | |
| | | | | | | | |
| | |
| | | | | | | 150,251,829 | |
| | | | | | | | |
Health Care – 12.0% | | | | | | | | |
| | |
AbbVie, Inc. | | | 61,552 | | | | 12,548,606 | |
| | |
Agilent Technologies, Inc | | | 10,200 | | | | 1,329,162 | |
| | |
Alcon AG | | | 17,362 | | | | 1,596,436 | |
| | |
Align Technology, Inc. (a) | | | 2,400 | | | | 492,072 | |
2
Domini Impact Equity Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Health Care (Continued) | | | | | | | | |
| | |
Alnylam Pharmaceuticals, Inc. (a) | | | 6,700 | | | $ | 1,786,153 | |
| | |
Amgen, Inc. | | | 18,619 | | | | 5,961,059 | |
| | |
AstraZeneca PLC ADR | | | 103,900 | | | | 7,392,485 | |
| | |
Becton Dickinson and Co. | | | 10,051 | | | | 2,347,813 | |
| | |
Biogen, Inc. (a) | | | 5,067 | | | | 881,658 | |
| | |
BioMarin Pharmaceutical, Inc. (a) | | | 6,300 | | | | 415,107 | |
| | |
Bio-Techne Corp. | | | 5,200 | | | | 383,500 | |
| | |
Bristol-Myers Squibb Co. | | | 70,601 | | | | 3,937,418 | |
| | |
Cooper Cos., Inc. (The) (a) | | | 6,900 | | | | 722,292 | |
| | |
CSL, Ltd. ADR | | | 33,400 | | | | 3,131,718 | |
| | |
Danaher Corp. | | | 23,115 | | | | 5,678,431 | |
| | |
DexCom, Inc. (a) | | | 13,973 | | | | 984,817 | |
| | |
Doximity, Inc., Class A (a) | | | 5,700 | | | | 237,918 | |
| | |
Edwards Lifesciences Corp. (a) | | | 20,772 | | | | 1,391,932 | |
| | |
Exelixis, Inc. (a) | | | 14,700 | | | | 488,040 | |
| | |
GE HealthCare Technologies, Inc. | | | 14,800 | | | | 1,292,780 | |
| | |
Genmab A/S ADR (a) | | | 21,600 | | | | 482,112 | |
| | |
Gilead Sciences, Inc. | | | 43,446 | | | | 3,858,874 | |
| | |
Globus Medical, Inc., Class A (a) | | | 3,900 | | | | 286,806 | |
| | |
GSK PLC ADR | | | 68,800 | | | | 2,529,088 | |
| | |
Halozyme Therapeutics, Inc. (a) | | | 6,656 | | | | 336,594 | |
| | |
Hologic, Inc. (a) | | | 12,052 | | | | 974,645 | |
| | |
IDEXX Laboratories, Inc. (a) | | | 2,819 | | | | 1,147,107 | |
| | |
Illumina, Inc. (a) | | | 5,349 | | | | 771,005 | |
| | |
Incyte Corp. (a) | | | 5,200 | | | | 385,424 | |
| | |
Insulet Corp. (a) | | | 2,300 | | | | 532,519 | |
| | |
Intuitive Surgical, Inc. (a) | | | 12,400 | | | | 6,247,616 | |
| | |
Lonza Group AG ADR | | | 25,500 | | | | 1,572,585 | |
| | |
Merck & Co., Inc. | | | 87,035 | | | | 8,905,421 | |
| | |
Merck KGaA ADR | | | 22,600 | | | | 746,704 | |
| | |
Mettler-Toledo International, Inc. (a) | | | 690 | | | | 891,308 | |
| | |
Moderna, Inc. (a) | | | 11,700 | | | | 636,012 | |
| | |
Neurocrine Biosciences, Inc. (a) | | | 3,500 | | | | 420,945 | |
| | |
Novo Nordisk A/S ADR | | | 117,256 | | | | 13,126,809 | |
| | |
Pfizer, Inc. | | | 197,370 | | | | 5,585,571 | |
| | |
Quest Diagnostics, Inc. | | | 3,715 | | | | 575,193 | |
| | |
Regeneron Pharmaceuticals, Inc. (a) | | | 3,696 | | | | 3,097,987 | |
| | |
ResMed, Inc. | | | 5,046 | | | | 1,223,504 | |
| | |
Revvity, Inc. | | | 6,500 | | | | 770,835 | |
| | |
Sanofi SA ADR | | | 79,216 | | | | 4,188,942 | |
| | |
Siemens Healthineers AG ADR | | | 18,900 | | | | 491,400 | |
| | |
STERIS PLC | | | 3,400 | | | | 754,290 | |
| | |
Stryker Corp. | | | 11,928 | | | | 4,249,708 | |
| | |
Takeda Pharmaceutical Co., Ltd. ADR | | | 102,000 | | | | 1,421,880 | |
3
Domini Impact Equity Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Health Care (Continued) | | | | | | | | |
| | |
Teleflex, Inc. | | | 1,600 | | | $ | 321,696 | |
| | |
Thermo Fisher Scientific, Inc. | | | 13,288 | | | | 7,259,500 | |
| | |
United Therapeutics Corp. (a) | | | 2,300 | | | | 860,131 | |
| | |
Veeva Systems, Inc., Class A (a) | | | 5,106 | | | | 1,066,286 | |
| | |
Vertex Pharmaceuticals, Inc. (a) | | | 9,043 | | | | 4,304,287 | |
| | |
Waters Corp. (a) | | | 2,063 | | | | 666,576 | |
| | | | | | | | |
| | |
| | | | | | | 133,688,757 | |
| | | | | | | | |
Industrials – 7.8% | | | | | | | | |
| | |
Advanced Drainage Systems, Inc. | | | 2,725 | | | | 408,423 | |
| | |
Allegion PLC | | | 4,600 | | | | 642,298 | |
| | |
Assa Abloy AB ADR | | | 67,942 | | | | 1,058,536 | |
| | |
Atlas Copco AB, Class A ADR | | | 135,300 | | | | 2,217,567 | |
| | |
Automatic Data Processing, Inc. | | | 21,368 | | | | 6,180,480 | |
| | |
Brambles, Ltd. ADR | | | 24,400 | | | | 588,040 | |
| | |
Builders FirstSource, Inc. (a) | | | 4,100 | | | | 702,740 | |
| | |
Carlisle Cos., Inc. | | | 1,500 | | | | 633,345 | |
| | |
Carrier Global Corp. | | | 29,300 | | | | 2,130,696 | |
| | |
Central Japan Railway Co. ADR | | | 57,800 | | | | 588,982 | |
| | |
Cintas Corp. | | | 11,872 | | | | 2,443,376 | |
| | |
Comfort Systems USA, Inc. | | | 1,227 | | | | 479,806 | |
| | |
Copart, Inc. (a) | | | 30,500 | | | | 1,569,835 | |
| | |
Deere & Co. | | | 8,945 | | | | 3,619,952 | |
| | |
Deutsche Post AG ADR | | | 31,800 | | | | 1,275,498 | |
| | |
Emerson Electric Co. | | | 19,826 | | | | 2,146,561 | |
| | |
Expeditors International of Washington, Inc | | | 4,900 | | | | 583,100 | |
| | |
FANUC Corp. ADR | | | 65,700 | | | | 873,153 | |
| | |
Fastenal Co. | | | 19,958 | | | | 1,560,317 | |
| | |
Graco, Inc. | | | 5,900 | | | | 480,555 | |
| | |
Hubbell, Inc. | | | 1,900 | | | | 811,357 | |
| | |
IDEX Corp. | | | 2,600 | | | | 558,064 | |
| | |
Illinois Tool Works, Inc. | | | 9,952 | | | | 2,598,766 | |
| | |
Ingersoll Rand, Inc. | | | 14,069 | | | | 1,350,624 | |
| | |
JB Hunt Transport Services, Inc. | | | 2,900 | | | | 523,798 | |
| | |
Kone OYJ ADR | | | 24,500 | | | | 669,830 | |
| | |
Lennox International, Inc. | | | 1,100 | | | | 662,827 | |
| | |
Masco Corp. | | | 7,700 | | | | 615,307 | |
| | |
Mueller Water Products, Inc., Class A | | | 8,100 | | | | 174,879 | |
| | |
Nidec Corp. ADR | | | 134,712 | | | | 669,519 | |
| | |
Nordson Corp. | | | 1,700 | | | | 421,413 | |
| | |
Old Dominion Freight Line, Inc. | | | 6,900 | | | | 1,389,108 | |
| | |
Otis Worldwide Corp. | | | 14,100 | | | | 1,384,620 | |
| | |
Owens Corning | | | 2,933 | | | | 518,525 | |
| | |
PACCAR, Inc. | | | 17,900 | | | | 1,866,612 | |
4
Domini Impact Equity Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Industrials (Continued) | | | | | | | | |
| | |
Paychex, Inc. | | | 16,931 | | | $ | 2,358,996 | |
| | |
Pentair PLC | | | 5,500 | | | | 545,160 | |
| | |
Quanta Services, Inc. | | | 5,200 | | | | 1,568,476 | |
| | |
Recruit Holdings Co., Ltd. ADR | | | 241,500 | | | | 2,951,130 | |
| | |
RELX PLC ADR | | | 65,300 | | | | 3,018,166 | |
| | |
Rockwell Automation, Inc. | | | 3,972 | | | | 1,059,372 | |
| | |
Schneider Electric SE ADR | | | 97,600 | | | | 5,044,944 | |
| | |
Siemens AG ADR | | | 54,936 | | | | 5,332,638 | |
| | |
SMC Corp. ADR | | | 42,000 | | | | 899,640 | |
| | |
Snap-on, Inc. | | | 1,800 | | | | 594,234 | |
| | |
Stanley Black & Decker, Inc. | | | 5,254 | | | | 488,307 | |
| | |
Thomson Reuters Corp. | | | 4,600 | | | | 752,744 | |
| | |
Trane Technologies PLC | | | 7,807 | | | | 2,889,839 | |
| | |
United Parcel Service, Inc., Class B | | | 25,293 | | | | 3,390,780 | |
| | |
United Rentals, Inc. | | | 2,259 | | | | 1,836,115 | |
| | |
Veralto Corp. | | | 12,538 | | | | 1,281,258 | |
| | |
Vertiv Holdings Co., Class A | | | 13,000 | | | | 1,420,770 | |
| | |
Vestas Wind Systems A/S ADR (a) | | | 105,800 | | | | 658,076 | |
| | |
Watsco, Inc. | | | 1,200 | | | | 567,612 | |
| | |
Westinghouse Air Brake Technologies Corp | | | 5,991 | | | | 1,126,188 | |
| | |
Wolters Kluwer NV ADR | | | 8,400 | | | | 1,404,228 | |
| | |
WW Grainger, Inc. | | | 1,570 | | | | 1,741,491 | |
| | |
Xylem, Inc. | | | 8,500 | | | | 1,035,130 | |
| | | | | | | | |
| | |
| | | | | | | 86,363,803 | |
| | | | | | | | |
Information Technology – 36.2% | | | | | | | | |
| | |
Accenture PLC, Class A | | | 21,800 | | | | 7,517,076 | |
| | |
Adobe, Inc. (a) | | | 15,524 | | | | 7,421,714 | |
| | |
Advanced Micro Devices, Inc. (a) | | | 56,250 | | | | 8,103,938 | |
| | |
Analog Devices, Inc. | | | 17,211 | | | | 3,839,946 | |
| | |
Apple, Inc. | | | 362,796 | | | | 81,959,244 | |
| | |
Applied Materials, Inc. | | | 28,802 | | | | 5,229,867 | |
| | |
Arista Networks, Inc. (a) | | | 8,475 | | | | 3,275,079 | |
| | |
ASML Holding NV, Class G | | | 13,600 | | | | 9,146,680 | |
| | |
Atlassian Corp., Class A (a) | | | 5,400 | | | | 1,018,116 | |
| | |
Autodesk, Inc. (a) | | | 7,607 | | | | 2,158,867 | |
| | |
Broadcom, Inc. | | | 159,480 | | | | 27,074,920 | |
| | |
Cadence Design Systems, Inc. (a) | | | 9,584 | | | | 2,646,334 | |
| | |
Check Point Software Technologies, Ltd. (a) | | | 4,500 | | | | 779,445 | |
| | |
Cisco Systems, Inc. | | | 128,791 | | | | 7,053,883 | |
| | |
Cloudflare, Inc., Class A (a) | | | 9,700 | | | | 850,787 | |
| | |
Crowdstrike Holdings, Inc., Class A (a) | | | 7,980 | | | | 2,369,023 | |
| | |
Datadog, Inc., Class A (a) | | | 9,800 | | | | 1,229,312 | |
| | |
Enphase Energy, Inc. (a) | | | 4,651 | | | | 386,219 | |
5
Domini Impact Equity Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Information Technology (Continued) | | | | | | | | |
| | |
Fair Isaac Corp. (a) | | | 1,200 | | | $ | 2,391,732 | |
| | |
First Solar, Inc. (a) | | | 3,700 | | | | 719,576 | |
| | |
Flex, Ltd. (a) | | | 13,848 | | | | 480,110 | |
| | |
Hewlett Packard Enterprise Co. | | | 46,600 | | | | 908,234 | |
| | |
Infineon Technologies AG ADR | | | 42,800 | | | | 1,354,620 | |
| | |
Intel Corp. | | | 137,579 | | | | 2,960,700 | |
| | |
International Business Machines Corp. | | | 47,666 | | | | 9,853,516 | |
| | |
Intuit, Inc. | | | 9,522 | | | | 5,811,277 | |
| | |
Marvell Technology, Inc. | | | 30,275 | | | | 2,425,330 | |
| | |
Micron Technology, Inc. | | | 38,700 | | | | 3,856,455 | |
| | |
Microsoft Corp. | | | 184,861 | | | | 75,118,267 | |
| | |
MongoDB, Inc. (a) | | | 2,400 | | | | 648,960 | |
| | |
NetApp, Inc. | | | 7,008 | | | | 808,092 | |
| | |
NVIDIA Corp. | | | 591,880 | | | | 78,577,989 | |
| | |
Okta, Inc. (a) | | | 5,500 | | | | 395,395 | |
| | |
Palo Alto Networks, Inc. (a) | | | 11,225 | | | | 4,044,704 | |
| | |
QUALCOMM, Inc. | | | 39,000 | | | | 6,348,030 | |
| | |
Roper Technologies, Inc. | | | 3,757 | | | | 2,020,252 | |
| | |
Salesforce, Inc. | | | 32,534 | | | | 9,479,432 | |
| | |
ServiceNow, Inc. (a) | | | 7,158 | | | | 6,678,342 | |
| | |
Shopify, Inc., Class A (a) | | | 41,100 | | | | 3,214,431 | |
| | |
Super Micro Computer, Inc. (a) | | | 18,000 | | | | 523,980 | |
| | |
Synopsys, Inc. (a) | | | 5,343 | | | | 2,744,218 | |
| | |
Texas Instruments, Inc. | | | 31,852 | | | | 6,471,052 | |
| | |
Tyler Technologies, Inc. (a) | | | 2,200 | | | | 1,332,298 | |
| | |
Zoom Video Communications, Inc., Class A (a) | | | 8,431 | | | | 630,133 | |
| | | | | | | | |
| | |
| | | | | | | 401,857,575 | |
| | | | | | | | |
Materials – 2.4% | | | | | | | | |
| | |
Air Liquide SA ADR | | | 100,641 | | | | 3,601,941 | |
| | |
Air Products and Chemicals, Inc. | | | 7,759 | | | | 2,409,402 | |
| | |
Albemarle Corp. | | | 4,300 | | | | 407,339 | |
| | |
Avery Dennison Corp. | | | 2,800 | | | | 579,684 | |
| | |
Ball Corp. | | | 10,100 | | | | 598,425 | |
| | |
Ecolab, Inc. | | | 8,848 | | | | 2,174,219 | |
| | |
International Flavors & Fragrances, Inc | | | 8,900 | | | | 884,927 | |
| | |
International Paper Co. | | | 11,700 | | | | 649,818 | |
| | |
Linde PLC | | | 16,630 | | | | 7,585,775 | |
| | |
Nucor Corp. | | | 8,192 | | | | 1,161,953 | |
| | |
PPG Industries, Inc. | | | 8,242 | | | | 1,026,211 | |
| | |
Sherwin-Williams Co. (The) | | | 8,092 | | | | 2,903,167 | |
| | |
Smurfit WestRock PLC | | | 18,185 | | | | 936,528 | |
| | |
Steel Dynamics, Inc. | | | 5,200 | | | | 678,6 00 | |
6
Domini Impact Equity Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Materials (Continued) | | | | | | | | |
| | |
Vulcan Materials Co | | | 4,544 | | | $ | 1,244,738 | |
| | | | | | | | |
| | |
| | | | | | | 26,842,727 | |
| | | | | | | | |
Real Estate – 2.9% | | | | | | | | |
| | |
Alexandria Real Estate Equities, Inc | | | 6,100 | | | | 680,455 | |
| | |
American Tower Corp | | | 24,309 | | | | 5,190,944 | |
| | |
CBRE Group, Inc., Class A (a) | | | 10,422 | | | | 1,364,969 | |
| | |
CoStar Group, Inc. (a) | | | 14,110 | | | | 1,027,067 | |
| | |
Crown Castle, Inc | | | 15,122 | | | | 1,625,464 | |
| | |
Digital Realty Trust, Inc | | | 11,592 | | | | 2,066,042 | |
| | |
Equinix, Inc | | | 3,331 | | | | 3,024,814 | |
| | |
Equity LifeStyle Properties, Inc | | | 5,700 | | | | 399,684 | |
| | |
Essex Property Trust, Inc | | | 2,200 | | | | 624,492 | |
| | |
Extra Space Storage, Inc | | | 7,300 | | | | 1,192,090 | |
| | |
Mid-America Apartment Communities, Inc | | | 4,100 | | | | 620,494 | |
| | |
Prologis, Inc | | | 32,222 | | | | 3,639,153 | |
| | |
Public Storage | | | 5,477 | | | | 1,802,262 | |
| | |
SBA Communications Corp | | | 3,707 | | | | 850,645 | |
| | |
Simon Property Group, Inc | | | 10,700 | | | | 1,809,584 | |
| | |
UDR, Inc | | | 11,269 | | | | 475,439 | |
| | |
Ventas, Inc | | | 21,663 | | | | 1,418,710 | |
| | |
Welltower, Inc | | | 21,400 | | | | 2,886,432 | |
| | |
Weyerhaeuser Co | | | 26,300 | | | | 819,508 | |
| | |
WP Carey, Inc | | | 7,100 | | | | 395,612 | |
| | | | | | | | |
| | |
| | | | | | | 31,913,860 | |
| | | | | | | | |
Utilities – 0.6% | | | | | | | | |
| | |
Alliant Energy Corp | | | 8,500 | | | | 510,000 | |
| | |
Consolidated Edison, Inc | | | 12,061 | | | | 1,226,363 | |
| | |
Eversource Energy | | | 12,158 | | | | 800,604 | |
| | |
Fortis, Inc | | | 17,000 | | | | 734,910 | |
| | |
National Grid PLC ADR | | | 33,219 | | | | 2,112,396 | |
| | |
SSE PLC ADR | | | 38,200 | | | | 867,064 | |
| | | | | | | | |
| | |
| | | | | | | 6,251,337 | |
| | | | | | | | |
| | |
Total Investments – 99.9% (Cost $542,332,723) | | | | | | | 1,108,597,201 | |
| | |
Other Assets, less liabilities – 0.1% | | | | | | | 1,030,036 | |
| | | | | | | | |
| | |
Net Assets – 100.0% | | | | | | $ | 1,109,627,237 | |
| | | | | | | | |
(a) | Non-income producing security. |
Abbreviations
ADR — American Depositary Receipt
See Notes to Portfolio of Investments
7
Domini International Opportunities Fund
Portfolio of Investments
October 31, 2024(Unaudited)
| | | | | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
Long Term Investments – 99.4% | | | | | | | | | | | | | | | |
| | | |
Common Stocks – 99.4% | | | | | | | | | | | | | | | |
| | | |
Australia – 4.2% | | | | | | | | | | | | | | | |
| | | |
ANZ Group Holdings, Ltd. | | | | Banks | | | | | 7,931 | | | | $ | 161,638 | |
| | | |
ASX, Ltd. | | | | Financial Services | | | | | 507 | | | | | 21,592 | |
| | | |
Brambles, Ltd. | | |
| Commercial & Professional Services | | | | | 5,499 | | | | | 66,208 | |
| | | |
CAR Group, Ltd. | | |
| Media & Entertainment | | | | | 939 | | | | | 23,128 | |
| | | |
Cochlear, Ltd. | | |
| Health Care Equipment & Services | | | | | 171 | | | | | 31,659 | |
| | | |
Coles Group, Ltd. | | |
| Consumer Staples Distribution & Retail | | | | | 3,416 | | | | | 39,426 | |
| | | |
Commonwealth Bank of Australia | | | | Banks | | | | | 4,423 | | | | | 412,552 | |
| | | |
Dexus | | |
| Equity Real Estate Investment Trusts (REITs) | | | | | 2,752 | | | | | 12,916 | |
| | | |
Fortescue, Ltd. | | | | Materials | | | | | 4,171 | | | | | 52,233 | |
| | | |
GPT Group (The) | | |
| Equity Real Estate Investment Trusts (REITs) | | | | | 5,002 | | | | | 15,497 | |
| | | |
IGO, Ltd. | | | | Materials | | | | | 1,944 | | | | | 6,659 | |
| | | |
Mirvac Group | | |
| Equity Real Estate Investment Trusts (REITs) | | | | | 10,281 | | | | | 14,372 | |
| | | |
Pilbara Minerals, Ltd. (a) | | | | Materials | | | | | 7,626 | | | | | 14,125 | |
| | | |
Stockland | | |
| Equity Real Estate Investment Trusts (REITs) | | | | | 5,667 | | | | | 19,164 | |
| | | |
Suncorp Group, Ltd. | | | | Insurance | | | | | 3,339 | | | | | 39,167 | |
| | | |
Transurban Group | | | | Transportation | | | | | 8,173 | | | | | 68,113 | |
| | | | | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | | | 998,449 | |
| | | | | | | | | | | | | | | |
Austria – 0.3% | | | | | | | | | | | | | | | |
| | | |
Erste Group Bank AG | | | | Banks | | | | | 880 | | | | | 49,778 | |
| | | |
Mondi PLC | | | | Materials | | | | | 1,018 | | | | | 16,484 | |
| | | |
Verbund AG | | | | Utilities | | | | | 84 | | | | | 6,918 | |
| | | | | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | | | 73,180 | |
| | | | | | | | | | | | | | | |
Belgium – 0.4% | | | | | | | | | | | | | | | |
Ageas SA | | | | Insurance | | | | | 442 | | | | | 23,067 | |
KBC Group NV | | | | Banks | | | | | 673 | | | | | 49,022 | |
Lotus Bakeries NV | | |
| Food, Beverage & Tobacco | | | | | 1 | | | | | 13,108 | |
Umicore SA | | | | Materials | | | | | 518 | | | | | 6,237 | |
| | | | | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | | | 91,434 | |
| | | | | | | | | | | | | | | |
Brazil – 1.5% | | | | | | | | | | | | | | | |
Itau Unibanco Holding SA ADR | | | | Banks | | | | | 13,700 | | | | | 82,885 | |
8
Domini International Opportunities Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
Brazil (Continued) | | | | | | | | | | | | | | | |
| | | |
MercadoLibre, Inc. (a) | | |
| Consumer Discretionary Distribution & Retail |
| | | | 133 | | | | $ | 270,945 | |
| | | | | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | | | 353,830 | |
| | | | | | | | | | | | | | | |
Canada – 0.4% | | | | | | | | | | | | | | | |
| | | |
Fortis, Inc. | | | | Utilities | | | | | 1,314 | | | | | 56,841 | |
| | | |
Hydro One, Ltd. (b) | | | | Utilities | | | | | 800 | | | | | 25,758 | |
| | | | | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | | | 82,599 | |
| | | | | | | | | | | | | | | |
China – 0.8% | | | | | | | | | | | | | | | |
| | | |
BYD Co., Ltd., Class H | | |
| Automobiles & Components |
| | | | 5,273 | | | | | 190,453 | |
| | | | | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | | | 190,453 | |
| | | | | | | | | | | | | | | |
Denmark – 6.1% | | | | | | | | | | | | | | | |
| | | |
Coloplast A/S, Class B | | |
| Health Care Equipment & Services |
| | | | 527 | | | | | 66,007 | |
| | | |
Demant A/S (a) | | |
| Health Care Equipment & Services |
| | | | 232 | | | | | 8,569 | |
| | | |
DSV A/S | | | | Transportation | | | | | 441 | | | | | 96,537 | |
| | | |
Genmab A/S (a) | | |
| Pharmaceuticals, Biotechnology & Life Sciences |
| | | | 166 | | | | | 37,177 | |
| | | |
H Lundbeck A/S | | |
| Pharmaceuticals, Biotechnology & Life Sciences |
| | | | 1,192 | | | | | 7,763 | |
| | | |
Novo Nordisk A/S, Class B | | |
| Pharmaceuticals, Biotechnology & Life Sciences |
| | | | 8,947 | | | | | 1,003,540 | |
| | | |
Novonesis (Novozymes) B, B Shares | | | | Materials | | | | | 1,068 | | | | | 67,115 | |
| | | |
Orsted A/S (a)(b) | | | | Utilities | | | | | 470 | | | | | 27,663 | |
| | | |
Pandora A/S | | |
| Consumer Durables & Apparel |
| | | | 211 | | | | | 31,902 | |
| | | |
Rockwool A/S, B Shares | | | | Capital Goods | | | | | 35 | | | | | 15,146 | |
| | | |
Tryg A/S | | | | Insurance | | | | | 793 | | | | | 18,716 | |
| | | |
Vestas Wind Systems A/S (a) | | | | Capital Goods | | | | | 2,596 | | | | | 49,473 | |
| | | | | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | | | 1,429,608 | |
| | | | | | | | | | | | | | | |
Finland – 0.9% | | | | | | | | | | | | | | | |
| | | |
Elisa OYJ | | |
| Telecommunication Services |
| | | | 387 | | | | | 18,423 | |
| | | |
Kesko OYJ, B Shares | | |
| Consumer Staples Distribution & Retail |
| | | | 840 | | | | | 18,040 | |
| | | |
Kone OYJ, Class B | | | | Capital Goods | | | | | 923 | | | | | 50,614 | |
| | | |
Nordea Bank Abp | | | | Banks | | | | | 8,670 | | | | | 101,454 | |
| | | |
Orion OYJ, Class B | | |
| Pharmaceuticals, Biotechnology & Life Sciences |
| | | | 491 | | | | | 23,847 | |
| | | | | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | | | 212,378 | |
| | | | | | | | | | | | | | | |
9
Domini International Opportunities Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
France – 8.2% | | | | | | | | | | | | |
| | | |
Air Liquide SA | | Materials | | | | 1,529 | | | | $ | 274,152 | |
| | | |
Alstom SA (a) | | Capital Goods | | | | 1,038 | | | | | 22,832 | |
| | | |
Amundi SA (b) | | Financial Services | | | | 163 | | | | | 11,818 | |
| | | |
AXA SA | | Insurance | | | | 5,649 | | | | | 212,105 | |
| | | |
BioMerieux | | Health Care Equipment & Services | | | | 109 | | | | | 12,200 | |
| | | |
BNP Paribas SA | | Banks | | | | 2,713 | | | | | 185,281 | |
| | | |
Capgemini SE | | Software & Services | | | | 428 | | | | | 74,250 | |
| | | |
Carrefour SA | | Consumer Staples Distribution & Retail | | | | 1,391 | | | | | 22,090 | |
| | | |
Cie Generale des Etablissements Michelin SCA | | Automobiles & Components | | | | 1,806 | | | | | 61,035 | |
| | | |
Credit Agricole SA | | Banks | | | | 3,168 | | | | | 48,559 | |
| | | |
Danone SA | | Food, Beverage & Tobacco | | | | 1,711 | | | | | 122,231 | |
| | | |
Edenred SE | | Financial Services | | | | 653 | | | | | 21,120 | |
| | | |
Eiffage SA | | Capital Goods | | | | 238 | | | | | 22,151 | |
| | | |
Gecina SA | | Equity Real Estate Investment Trusts (REITs) | | | | 174 | | | | | 18,595 | |
| | | |
Hermes International SCA | | Consumer Durables & Apparel | | | | 84 | | | | | 190,911 | |
| | | |
Kering SA | | Consumer Durables & Apparel | | | | 183 | | | | | 45,708 | |
| | | |
Klepierre SA | | Equity Real Estate Investment Trusts (REITs) | | | | 582 | | | | | 18,607 | |
| | | |
Legrand SA | | Capital Goods | | | | 678 | | | | | 76,525 | |
| | | |
L’Oreal SA | | Household & Personal Products | | | | 641 | | | | | 240,484 | |
| | | |
Nexans SA | | Capital Goods | | | | 83 | | | | | 11,554 | |
| | | |
Orange SA | | Telecommunication Services | | | | 5,399 | | | | | 59,312 | |
| | | |
Publicis Groupe SA | | Media & Entertainment | | | | 603 | | | | | 64,089 | |
| | | |
Rexel SA | | Capital Goods | | | | 783 | | | | | 21,573 | |
| | | |
Sartorius Stedim Biotech | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 77 | | | | | 15,446 | |
| | | |
Societe Generale SA | | Banks | | | | 1,972 | | | | | 56,639 | |
| | | |
Unibail-Rodamco-Westfield (a) | | Equity Real Estate Investment Trusts (REITs) | | | | 256 | | | | | 20,934 | |
| | | |
Worldline SA (a)(b) | | Financial Services | | | | 603 | | | | | 4,274 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,934,475 | |
| | | | | | | | | | | | |
10
Domini International Opportunities Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
Germany – 9.7% | | | | | | | | | | | | |
| | | |
adidas AG | | Consumer Durables & Apparel | | | | 422 | | | | $ | 101,065 | |
| | | |
Beiersdorf AG | | Household & Personal Products | | | | 247 | | | | | 33,344 | |
| | | |
Carl Zeiss Meditec AG | | Health Care Equipment & Services | | | | 95 | | | | | 5,980 | |
| | | |
Commerzbank AG | | Banks | | | | 2,535 | | | | | 44,960 | |
| | | |
Continental AG | | Automobiles & Components | | | | 283 | | | | | 17,662 | |
| | | |
Deutsche Boerse AG | | Financial Services | | | | 504 | | | | | 117,068 | |
| | | |
Deutsche Post AG | | Transportation | | | | 2,440 | | | | | 98,014 | |
| | | |
Hapag-Lloyd AG (b) | | Transportation | | | | 63 | | | | | 11,048 | |
| | | |
Henkel AG & Co. KGaA | | Household & Personal Products | | | | 774 | | | | | 60,366 | |
| | | |
Infineon Technologies AG | | Semiconductors & Semiconductor Equipment | | | | 3,233 | | | | | 102,242 | |
| | | |
KION Group AG | | Capital Goods | | | | 179 | | | | | 6,950 | |
| | | |
Knorr-Bremse AG | | Capital Goods | | | | 173 | | | | | 14,271 | |
| | | |
LEG Immobilien SE | | Real Estate Management & Development | | | | 185 | | | | | 17,477 | |
| | | |
Mercedes-Benz Group AG | | Automobiles & Components | | | | 2,087 | | | | | 126,787 | |
| | | |
Merck KGaA | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 343 | | | | | 56,707 | |
| | | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | | Insurance | | | | 354 | | | | | 181,029 | |
| | | |
Puma SE | | Consumer Durables & Apparel | | | | 270 | | | | | 12,312 | |
| | | |
SAP SE | | Software & Services | | | | 2,723 | | | | | 635,779 | |
| | | |
Sartorius AG, Preference Shares | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 74 | | | | | 19,170 | |
| | | |
Siemens AG | | Capital Goods | | | | 2,096 | | | | | 407,776 | |
| | | |
Siemens Energy AG (a) | | Capital Goods | | | | 1,410 | | | | | 57,913 | |
| | | |
Siemens Healthineers AG (b) | | Health Care Equipment & Services | | | | 706 | | | | | 36,856 | |
| | | |
Symrise AG | | Materials | | | | 349 | | | | | 41,995 | |
| | | |
Vonovia SE | | Real Estate Management & Development | | | | 2,074 | | | | | 67,998 | |
| | | |
Zalando SE (a)(b) | | Consumer Discretionary Distribution & Retail | | | | 613 | | | | | 18,557 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 2,293,326 | |
| | | | | | | | | | | | |
| | | |
Hong Kong – 2.0% | | | | | | | | | | | | |
| | | |
AIA Group, Ltd. | | Insurance | | | | 29,152 | | | | | 230,077 | |
11
Domini International Opportunities Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
Hong Kong (Continued) | | | | | | | | | | | | |
| | | |
Hong Kong Exchanges & Clearing, Ltd. | | Financial Services | | | | 3,131 | | | | $ | 125,367 | |
| | | |
Prudential PLC | | Insurance | | | | 7,189 | | | | | 59,847 | |
| | | |
Techtronic Industries Co., Ltd. | | Capital Goods | | | | 3,732 | | | | | 53,985 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 469,276 | |
| | | | | | | | | | | | |
Ireland – 0.3% | | | | | | | | | | | | |
| | | |
Kerry Group PLC, Class A | | Food, Beverage & Tobacco | | | | 396 | | | | | 39,550 | |
| | | |
Kingspan Group PLC | | Capital Goods | | | | 403 | | | | | 35,588 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 75,138 | |
| | | | | | | | | | | | |
Italy – 1.4% | | | | | | | | | | | | |
| | | |
Banco BPM SpA | | Banks | | | | 3,803 | | | | | 25,652 | |
| | | |
Intesa Sanpaolo SpA | | Banks | | | | 42,848 | | | | | 183,390 | |
| | | |
Moncler SpA | | Consumer Durables & Apparel | | | | 609 | | | | | 33,834 | |
| | | |
Prysmian SpA | | Capital Goods | | | | 770 | | | | | 54,342 | |
| | | |
Terna - Rete Elettrica Nazionale | | Utilities | | | | 3,700 | | | | | 32,048 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 329,266 | |
| | | | | | | | | | | | |
| | | |
Japan – 16.9% | | | | | | | | | | | | |
| | | |
Advantest Corp. | | Semiconductors & Semiconductor Equipment | | | | 1,900 | | | | | 110,009 | |
| | | |
Aeon Co., Ltd. | | Consumer Staples Distribution & Retail | | | | 1,977 | | | | | 48,443 | |
| | | |
Bridgestone Corp. | | Automobiles & Components | | | | 1,500 | | | | | 53,453 | |
| | | |
Canon, Inc. | | Technology Hardware & Equipment | | | | 2,500 | | | | | 81,313 | |
| | | |
Central Japan Railway Co. | | Transportation | | | | 2,260 | | | | | 46,803 | |
| | | |
Chiba Bank, Ltd. (The) | | Banks | | | | 1,700 | | | | | 12,406 | |
| | | |
Dai Nippon Printing Co., Ltd. | | Commercial & Professional Services | | | | 1,088 | | | | | 18,884 | |
| | | |
Daifuku Co., Ltd. | | Capital Goods | | | | 951 | | | | | 17,876 | |
| | | |
Dai-ichi Life Holdings, Inc. | | Insurance | | | | 2,405 | | | | | 59,957 | |
| | | |
Daiwa House Industry Co., Ltd. | | Real Estate Management & Development | | | | 1,553 | | | | | 46,324 | |
| | | |
FANUC Corp. | | Capital Goods | | | | 2,535 | | | | | 67,257 | |
| | | |
Fast Retailing Co., Ltd. | | Consumer Discretionary Distribution & Retail | | | | 456 | | | | | 145,793 | |
| | | |
FUJIFILM Holdings Corp. | | Technology Hardware & Equipment | | | | 3,117 | | | | | 74,148 | |
| | | |
Hankyu Hanshin Holdings, Inc. | | Transportation | | | | 642 | | | | | 17,456 | |
12
Domini International Opportunities Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
Japan (Continued) | | | | | | | | | | | | |
| | | |
Hoya Corp. | | Health Care Equipment & Services | | | | 888 | | | | $ | 118,809 | |
| | | |
Japan Airlines Co., Ltd. | | Transportation | | | | 1,100 | | | | | 17,642 | |
| | | |
Kao Corp. | | Household & Personal Products | | | | 1,182 | | | | | 52,097 | |
| | | |
KDDI Corp. | | Telecommunication Services | | | | 3,900 | | | | | 121,600 | |
| | | |
Keio Corp. | | Transportation | | | | 252 | | | | | 5,636 | |
| | | |
Keisei Electric Railway Co., Ltd. | | Transportation | | | | 400 | | | | | 10,407 | |
| | | |
Keyence Corp. | | Technology Hardware & Equipment | | | | 520 | | | | | 234,735 | |
| | | |
Kintetsu Group Holdings Co., Ltd. | | Transportation | | | | 500 | | | | | 11,621 | |
| | | |
Kurita Water Industries, Ltd. | | Capital Goods | | | | 298 | | | | | 11,176 | |
| | | |
Lasertec Corp. | | Semiconductors & Semiconductor Equipment | | | | 212 | | | | | 28,768 | |
| | | |
Lixil Corp. | | Capital Goods | | | | 778 | | | | | 9,132 | |
| | | |
Makita Corp. | | Capital Goods | | | | 643 | | | | | 20,995 | |
| | | |
Mitsubishi Estate Co., Ltd. | | Real Estate Management & Development | | | | 3,016 | | | | | 44,601 | |
| | | |
Mitsui Fudosan Co., Ltd. | | Real Estate Management & Development | | | | 6,853 | | | | | 58,472 | |
| | | |
MS&AD Insurance Group Holdings, Inc. | | Insurance | | | | 3,605 | | | | | 79,740 | |
| | | |
Nexon Co., Ltd. | | Media & Entertainment | | | | 1,100 | | | | | 19,065 | |
| | | |
Nidec Corp. | | Capital Goods | | | | 2,628 | | | | | 52,352 | |
| | | |
Nintendo Co., Ltd. | | Media & Entertainment | | | | 3,080 | | | | | 162,695 | |
| | | |
Nippon Express Holdings, Inc. | | Transportation | | | | 200 | | | | | 9,860 | |
| | | |
Nippon Prologis REIT, Inc. | | Equity Real Estate Investment Trusts (REITs) | | | | 6 | | | | | 9,653 | |
| | | |
Nippon Telegraph & Telephone Corp. | | Telecommunication Services | | | | 138,650 | | | | | 133,774 | |
| | | |
Nissin Foods Holdings Co., Ltd. | | Food, Beverage & Tobacco | | | | 543 | | | | | 14,621 | |
| | | |
Nitto Denko Corp. | | Materials | | | | 1,810 | | | | | 29,781 | |
| | | |
Nomura Holdings, Inc. | | Financial Services | | | | 7,205 | | | | | 36,947 | |
| | | |
NTT Data Group Corp. | | Software & Services | | | | 1,528 | | | | | 24,173 | |
| | | |
Odakyu Electric Railway Co., Ltd. | | Transportation | | | | 900 | | | | | 9,443 | |
| | | |
Omron Corp. | | Technology Hardware & Equipment | | | | 532 | | | | | 21,004 | |
| | | |
Oriental Land Co., Ltd. | | Consumer Services | | | | 2,760 | | | | | 66,701 | |
| | | |
Panasonic Holdings Corp. | | Consumer Durables & Apparel | | | | 5,801 | | | | | 47,742 | |
13
Domini International Opportunities Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
Japan (Continued) | | | | | | | | | | | | |
| | | |
Recruit Holdings Co., Ltd. | | Commercial & Professional Services | | | | 3,650 | | | | $ | 222,878 | |
| | | |
Renesas Electronics Corp. | | Semiconductors & Semiconductor Equipment | | | | 4,243 | | | | | 56,849 | |
| | | |
Resona Holdings, Inc. | | Banks | | | | 5,946 | | | | | 39,230 | |
| | | |
Rohm Co., Ltd. | | Semiconductors & Semiconductor Equipment | | | | 940 | | | | | 10,363 | |
| | | |
Sekisui Chemical Co., Ltd. | | Consumer Durables & Apparel | | | | 1,000 | | | | | 14,113 | |
| | | |
Sekisui House, Ltd. | | Consumer Durables & Apparel | | | | 1,513 | | | | | 36,541 | |
| | | |
Shimadzu Corp. | | Technology Hardware & Equipment | | | | 700 | | | | | 20,649 | |
| | | |
Shimano, Inc. | | Consumer Durables & Apparel | | | | 220 | | | | | 32,320 | |
| | | |
Shionogi & Co., Ltd. | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 2,142 | | | | | 30,594 | |
| | | |
Shiseido Co., Ltd. | | Household & Personal Products | | | | 1,098 | | | | | 23,700 | |
| | | |
SMC Corp. | | Capital Goods | | | | 170 | | | | | 72,173 | |
| | | |
Sony Group Corp. | | Consumer Durables & Apparel | | | | 15,065 | | | | | 265,107 | |
| | | |
Sumitomo Realty & Development Co., Ltd. | | Real Estate Management & Development | | | | 800 | | | | | 23,731 | |
| | | |
Sysmex Corp. | | Health Care Equipment & Services | | | | 1,263 | | | | | 23,433 | |
| | | |
Terumo Corp. | | Health Care Equipment & Services | | | | 3,764 | | | | | 71,687 | |
| | | |
Tobu Railway Co., Ltd. | | Transportation | | | | 528 | | | | | 8,544 | |
| | | |
Tokyo Electron, Ltd. | | Semiconductors & Semiconductor Equipment | | | | 1,142 | | | | | 168,049 | |
| | | |
Tokyu Corp. | | Transportation | | | | 1,498 | | | | | 18,468 | |
| | | |
TOTO, Ltd. | | Capital Goods | | | | 599 | | | | | 16,712 | |
| | | |
Toyota Motor Corp. | | Automobiles & Components | | | | 29,197 | | | | | 503,076 | |
| | | |
Unicharm Corp. | | Household & Personal Products | | | | 1,002 | | | | | 32,309 | |
| | | |
Yaskawa Electric Corp. | | Capital Goods | | | | 705 | | | | | 20,205 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 3,974,095 | |
| | | | | | | | | | | | |
14
Domini International Opportunities Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
Luxembourg – 0.1% | | | | | | | | | | | | |
| | | |
Eurofins Scientific SE | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 341 | | | | $ | 16,819 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 16,819 | |
| | | | | | | | | | | | |
Netherlands – 6.1% | | | | | | | | | | | | |
| | | |
Aalberts NV | | Capital Goods | | | | 254 | | | | | 9,166 | |
| | | |
Adyen NV (a)(b) | | Financial Services | | | | 77 | | | | | 117,630 | |
| | | |
Akzo Nobel NV | | Materials | | | | 449 | | | | | 28,652 | |
| | | |
Arcadis NV | | Commercial & Professional Services | | | | 183 | | | | | 12,671 | |
| | | |
Argenx SE (a) | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 236 | | | | | 139,159 | |
| | | |
ASML Holding NV | | Semiconductors & Semiconductor Equipment | | | | 1,035 | | | | | 696,691 | |
| | | |
Euronext NV (b) | | Financial Services | | | | 244 | | | | | 26,922 | |
| | | |
ING Groep NV | | Banks | | | | 8,503 | | | | | 144,299 | |
| | | |
Koninklijke Ahold Delhaize NV | | Consumer Staples Distribution & Retail | | | | 2,470 | | | | | 81,435 | |
| | | |
Koninklijke KPN NV | | Telecommunication Services | | | | 10,084 | | | | | 39,411 | |
| | | |
NN Group NV | | Insurance | | | | 724 | | | | | 35,543 | |
| | | |
Wolters Kluwer NV | | Commercial & Professional Services | | | | 636 | | | | | 106,901 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,438,480 | |
| | | | | | | | | | | | |
New Zealand – 0.4% | | | | | | | | | | | | |
| | | |
Auckland International Airport, Ltd. | | Transportation | | | | 3,451 | | | | | 15,057 | |
| | | |
Contact Energy, Ltd. | | Utilities | | | | 2,134 | | | | | 10,956 | |
| | | |
Fisher & Paykel Healthcare Corp., Ltd. | | Health Care Equipment & Services | | | | 2,308 | | | | | 49,463 | |
| | | |
Spark New Zealand, Ltd. | | Telecommunication Services | | | | 4,975 | | | | | 8,632 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 84,108 | |
| | | | | | | | | | | | |
Norway – 0.4% | | | | | | | | | | | | |
| | | |
DNB Bank ASA | | Banks | | | | 2,133 | | | | | 44,202 | |
| | | |
Gjensidige Forsikring ASA | | Insurance | | | | 482 | | | | | 8,698 | |
| | | |
Orkla ASA | | Food, Beverage & Tobacco | | | | 1,760 | | | | | 16,260 | |
| | | |
Storebrand ASA | | Insurance | | | | 1,091 | | | | | 12,441 | |
| | | |
TOMRA Systems ASA | | Capital Goods | | | | 576 | | | | | 8,281 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 89,882 | |
| | | | | | | | | | | | |
Singapore – 0.9% | | | | | | | | | | | | |
CapitaLand Integrated Commercial Trust | | Equity Real Estate Investment Trusts (REITs) | | | | 18,791 | | | | | 28,549 | |
15
Domini International Opportunities Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
Singapore (Continued) | | | | | | | | | | | | |
| | | |
DBS Group Holdings, Ltd. | | Banks | | | | 5,102 | | | | $ | 147,931 | |
| | | |
STMicroelectronics NV | | Semiconductors & Semiconductor Equipment | | | | 1,690 | | | | | 45,955 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 222,435 | |
| | | | | | | | | | | | |
| | | |
Spain – 3.7% | | | | | | | | | | | | |
| | | |
Aena SME SA (b) | | Transportation | | | | 182 | | | | | 40,335 | |
| | | |
Amadeus IT Group SA | | Consumer Services | | | | 1,153 | | | | | 83,585 | |
| | | |
Banco Bilbao Vizcaya Argentaria SA | | Banks | | | | 15,174 | | | | | 151,052 | |
| | | |
Banco de Sabadell SA | | Banks | | | | 13,593 | | | | | 26,511 | |
| | | |
Banco Santander SA | | Banks | | | | 40,436 | | | | | 197,546 | |
| | | |
Bankinter SA | | Banks | | | | 1,678 | | | | | 13,690 | |
| | | |
CaixaBank SA | | Banks | | | | 9,089 | | | | | 55,386 | |
| | | |
Cellnex Telecom SA (a)(b) | | Telecommunication Services | | | | 1,299 | | | | | 47,707 | |
| | | |
EDP Renovaveis SA | | Utilities | | | | 781 | | | | | 10,517 | |
| | | |
Grifols SA (a) | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 1,352 | | | | | 15,176 | |
| | | |
Industria de Diseno Textil SA | | Consumer Discretionary Distribution & Retail | | | | 2,930 | | | | | 167,053 | |
| | | |
Redeia Corp. SA | | Utilities | | | | 1,134 | | | | | 20,997 | |
| | | |
Telefonica SA | | Telecommunication Services | | | | 10,447 | | | | | 49,024 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 878,579 | |
| | | | | | | | | | | | |
Sweden – 3.1% | | | | | | | | | | | | |
| | | |
Alfa Laval AB | | Capital Goods | | | | 754 | | | | | 33,379 | |
| | | |
Assa Abloy AB, Class B | | Capital Goods | | | | 2,567 | | | | | 80,405 | |
| | | |
Atlas Copco AB, A Shares | | Capital Goods | | | | 10,358 | | | | | 170,942 | |
| | | |
Autoliv, Inc | | Automobiles & Components | | | | 223 | | | | | 20,712 | |
| | | |
Boliden AB | | Materials | | | | 695 | | | | | 21,743 | |
| | | |
Castellum AB (a) | | Real Estate Management & Development | | | | 1,186 | | | | | 14,852 | |
| | | |
Essity AB, Class B | | Household & Personal Products | | | | 1,659 | | | | | 46,837 | |
| | | |
H & M Hennes & Mauritz AB, B Shares | | Consumer Discretionary Distribution & Retail | | | | 1,675 | | | | | 24,970 | |
| | | |
Industrivarden AB, A Shares | | Financial Services | | | | 735 | | | | | 25,351 | |
| | | |
Investment AB Latour, B Shares | | Capital Goods | | | | 350 | | | | | 9,661 | |
| | | |
MIPS AB | | Consumer Durables & Apparel | | | | 103 | | | | | 5,052 | |
| | | |
Nibe Industrier AB, B Shares | | Capital Goods | | | | 4,200 | | | | | 20,364 | |
| | | |
Sandvik AB | | Capital Goods | | | | 2,743 | | | | | 53,992 | |
16
Domini International Opportunities Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
Sweden (Continued) | | | | | | | | | | | | |
| | | |
Skandinaviska Enskilda Banken AB, Class A | | Banks | | | | 3,982 | | | | $ | 56,239 | |
| | | |
SKF AB, B Shares | | Capital Goods | | | | 992 | | | | | 18,816 | |
| | | |
SSAB AB, Class A | | Materials | | | | 2,083 | | | | | 10,022 | |
| | | |
Svenska Cellulosa AB SCA, Class B | | Materials | | | | 1,590 | | | | | 21,050 | |
| | | |
Svenska Handelsbanken AB, A Shares | | Banks | | | | 3,953 | | | | | 41,074 | |
| | | |
Swedbank AB, Class A | | Banks | | | | 2,869 | | | | | 58,214 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 733,675 | |
| | | | | | | | | | | | |
| | | |
Switzerland – 7.9% | | | | | | | | | | | | |
| | | |
ABB, Ltd. | | Capital Goods | | | | 4,170 | | | | | 231,732 | |
| | | |
Adecco Group AG | | Commercial & Professional Services | | | | 441 | | | | | 13,795 | |
| | | |
Barry Callebaut AG | | Food, Beverage & Tobacco | | | | 9 | | | | | 15,785 | |
| | | |
Chocoladefabriken Lindt & Spruengli AG | | Food, Beverage & Tobacco | | | | 6 | | | | | 70,777 | |
| | | |
DSM-Firmenich AG | | Materials | | | | 515 | | | | | 61,070 | |
| | | |
Geberit AG | | Capital Goods | | | | 88 | | | | | 55,131 | |
| | | |
Givaudan SA | | Materials | | | | 20 | | | | | 94,949 | |
| | | |
Helvetia Holding AG | | Insurance | | | | 91 | | | | | 15,371 | |
| | | |
Kuehne + Nagel International AG | | Transportation | | | | 146 | | | | | 36,447 | |
| | | |
Lonza Group AG | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 192 | | | | | 118,143 | |
| | | |
Novartis AG | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 5,417 | | | | | 587,779 | |
| | | |
Sandoz Group AG | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 1,137 | | | | | 51,834 | |
| | | |
SIG Group AG | | Materials | | | | 750 | | | | | 16,185 | |
| | | |
Sika AG | | Materials | | | | 426 | | | | | 118,648 | |
| | | |
Sonova Holding AG | | Health Care Equipment & Services | | | | 129 | | | | | 47,206 | |
| | | |
| | Health Care | | | | | | | | | | |
| | | |
| | Equipment & | | | | | | | | | | |
| | | |
Straumann Holding AG | | Services | | | | 272 | | | | | 35,860 | |
| | | |
Swatch Group AG | | Consumer Durables & Apparel | | | | 99 | | | | | 20,315 | |
| | | |
Swisscom AG | | Telecommunication Services | | | | 67 | | | | | 40,822 | |
| | | |
Zurich Insurance Group AG | | Insurance | | | | 388 | | | | | 228,767 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,860,616 | |
| | | | | | | | | | | | |
| | | |
United Kingdom – 9.7% | | | | | | | | | | | | |
| | | |
3i Group PLC | | Financial Services | | | | 2,524 | | | | | 103,504 | |
| | | |
Ashtead Group PLC | | Capital Goods | | | | 1,152 | | | | | 86,178 | |
| | | |
Associated British Foods PLC | | Food, Beverage & Tobacco | | | | 898 | | | | | 25,810 | |
17
Domini International Opportunities Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
United Kingdom (Continued) | | | | | | | | | | | | |
| | | |
AstraZeneca PLC | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 3,970 | | | | $ | 564,906 | |
| | | |
Aviva PLC | | Insurance | | | | 7,056 | | | | | 41,350 | |
| | | |
BT Group PLC | | Telecommunication Services | | | | 18,334 | | | | | 32,737 | |
| | | |
Bunzl PLC | | Capital Goods | | | | 891 | | | | | 39,226 | |
| | | |
Burberry Group PLC | | Consumer Durables & Apparel | | | | 933 | | | | | 9,484 | |
| | | |
Compass Group PLC | | Consumer Services | | | | 4,513 | | | | | 146,566 | |
| | | |
Hiscox, Ltd. | | Insurance | | | | 886 | | | | | 12,361 | |
| | | |
Informa PLC | | Media & Entertainment | | | | 3,501 | | | | | 36,575 | |
| | | |
Intermediate Capital Group PLC | | Financial Services | | | | 759 | | | | | 20,162 | |
| | | |
Intertek Group PLC | | Commercial & Professional Services | | | | 425 | | | | | 25,513 | |
| | | |
Investec PLC | | Financial Services | | | | 1,541 | | | | | 11,823 | |
| | | |
J Sainsbury PLC | | Consumer Staples Distribution & Retail | | | | 5,572 | | | | | 19,183 | |
| | | |
Kingfisher PLC | | Consumer Discretionary Distribution & Retail | | | | 7,254 | | | | | 27,433 | |
| | | |
Land Securities Group PLC | | Equity Real Estate Investment Trusts (REITs) | | | | 1,953 | | | | | 15,168 | |
| | | |
Legal & General Group PLC | | Insurance | | | | 15,653 | | | | | 43,905 | |
| | | |
London Stock Exchange Group PLC | | Financial Services | | | | 1,327 | | | | | 179,856 | |
| | | |
M&G PLC | | Financial Services | | | | 5,843 | | | | | 14,638 | |
| | | |
National Grid PLC | | Utilities | | | | 12,683 | | | | | 159,250 | |
| | | |
Phoenix Group Holdings PLC | | Insurance | | | | 2,213 | | | | | 14,058 | |
| | | |
Sage Group PLC (The) | | Software & Services | | | | 2,637 | | | | | 32,957 | |
| | | |
Schroders PLC | | Financial Services | | | | 2,408 | | | | | 10,670 | |
| | | |
Segro PLC | | Equity Real Estate Investment Trusts (REITs) | | | | 3,557 | | | | | 36,041 | |
| | | |
Severn Trent PLC | | Utilities | | | | 788 | | | | | 26,069 | |
| | | |
Spirax Group PLC | | Capital Goods | | | | 193 | | | | | 16,110 | |
| | | |
SSE PLC | | Utilities | | | | 2,896 | | | | | 65,807 | |
| | | |
Unilever PLC | | Household & Personal Products | | | | 6,377 | | | | | 389,010 | |
| | | |
Vodafone Group PLC | | Telecommunication Services | | | | 65,865 | | | | | 61,249 | |
| | | |
Whitbread PLC | | Consumer Services | | | | 471 | | | | | 18,325 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 2,285,924 | |
| | | | | | | | | | | | |
| | | |
United States – 14.0% | | | | | | | | | | | | |
| | | |
Alliant Energy Corp. | | Utilities | | | | 645 | | | | | 38,700 | |
18
Domini International Opportunities Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
United States (Continued) | | | | | | | | | | | | |
| | | |
Campbell Soup Co. | | Food, Beverage & Tobacco | | | | 489 | | | | $ | 22,812 | |
| | | |
Chubb, Ltd. | | Insurance | | | | 1,000 | | | | | 282,440 | |
| | | |
Clorox Co. (The) | | Household & Personal Products | | | | 366 | | | | | 58,029 | |
| | | |
Consolidated Edison, Inc | | Utilities | | | | 900 | | | | | 91,512 | |
| | | |
Copart, Inc. (a) | | Commercial & Professional Services | | | | 2,288 | | | | | 117,763 | |
| | | |
CRH PLC | | Materials | | | | 1,772 | | | | | 168,930 | |
| | | |
CSL, Ltd. | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 1,267 | | | | | 237,886 | |
| | | |
Eversource Energy | | Utilities | | | | 900 | | | | | 59,265 | |
| | | |
Ferguson Enterprises, Inc. | | Capital Goods | | | | 534 | | | | | 104,994 | |
| | | |
Ferrovial SE | | Capital Goods | | | | 1,318 | | | | | 52,895 | |
| | | |
General Mills, Inc. | | Food, Beverage & Tobacco | | | | 1,449 | | | | | 98,561 | |
| | | |
GSK PLC | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 10,485 | | | | | 189,344 | |
| | | |
Haleon PLC | | Household & Personal Products | | | | 19,692 | | | | | 94,641 | |
| | | |
Linde PLC | | Materials | | | | 1,252 | | | | | 571,100 | |
| | | |
McCormick & Co., Inc. | | Food, Beverage & Tobacco | | | | 689 | | | | | 53,907 | |
| | | |
Qiagen NV (a) | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 545 | | | | | 22,944 | |
| | | |
Sanofi SA | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 4,522 | | | | | 477,884 | |
| | | |
Schneider Electric SE | | Capital Goods | | | | 1,470 | | | | | 380,802 | |
| | | |
Signify NV(b) | | Capital Goods | | | | 325 | | | | | 7,958 | |
| | | |
Smurfit WestRock PLC | | Materials | | | | 1,380 | | | | | 71,333 | |
| | | |
Swiss Re AG | | Insurance | | | | 768 | | | | | 98,064 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 3,301,764 | |
| | | | | | | | | | | | |
| | | |
Total Investments – 99.4% (Cost $20,330,020) | | | | | | | | | | | 23,419,789 | |
| | | |
Other Assets, less liabilities – 0.6% | | | | | | | | | | | 129,830 | |
| | | | | | | | | | | | |
| | | |
Net Assets – 100.0% | | | | | | | | | | $ | 23,549,619 | |
| | | | | | | | | | | | |
(a) | Non-income producing security. |
(b) | Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At October 31, 2024, the aggregate value of these securities is $376,526 or 1.60% of the Fund’s net assets. |
As of the date of this report, certain foreign securities were fair valued by an independent pricing service under the direction of the Board of Trustees or its delegates in accordance with the Trust’s Valuation and Pricing Policies and Procedures.
Abbreviations
ADR — American Depositary Receipt
See Notes to Portfolio of Investments
19
Domini Sustainable Solutions Fund
Portfolio of Investments
October 31, 2024(Unaudited)
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Long Term Investments – 97.0% | | | | | | | | |
| | |
Common Stocks – 97.0% | | | | | | | | |
| | |
Communication Services – 2.1% | | | | | | | | |
| | |
New York Times Co. (The), Class A | | | 13,845 | | | $ | 773,105 | |
| | | | | | | | |
| | |
| | | | | | | 773,105 | |
| | | | | | | | |
| | |
Consumer Discretionary – 8.5% | | | | | | | | |
| | |
BYD Co., Ltd., Class H | | | 19,936 | | | | 720,060 | |
| | |
Levi Strauss & Co., Class A | | | 44,241 | | | | 756,079 | |
| | |
MercadoLibre, Inc. (a) | | | 432 | | | | 880,062 | |
| | |
Tesla, Inc. (a) | | | 2,949 | | | | 736,807 | |
| | | | | | | | |
| | |
| | | | | | | 3,093,008 | |
| | | | | | | | |
| | |
Consumer Staples – 3.6% | | | | | | | | |
| | |
elf Beauty, Inc. (a) | | | 3,659 | | | | 385,110 | |
| | |
Haleon PLC | | | 187,803 | | | | 902,594 | |
| | | | | | | | |
| | |
| | | | | | | 1,287,704 | |
| | | | | | | | |
| | |
Financials – 10.4% | | | | | | | | |
| | |
Amalgamated Financial Corp. | | | 14,865 | | | | 492,998 | |
| | |
Federal Agricultural Mortgage Corp., Class C | | | 4,929 | | | | 903,338 | |
| | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | | | 2,578 | | | | 1,318,338 | |
| | |
Resona Holdings, Inc. | | | 159,262 | | | | 1,050,773 | |
| | | | | | | | |
| | |
| | | | | | | 3,765,447 | |
| | | | | | | | |
| | |
Health Care – 18.4% | | | | | | | | |
| | |
DexCom, Inc. (a) | | | 5,786 | | | | 407,797 | |
| | |
GSK PLC | | | 49,329 | | | | 890,812 | |
| | |
Halozyme Therapeutics, Inc. (a) | | | 14,703 | | | | 743,531 | |
| | |
Hologic, Inc. (a) | | | 14,384 | | | | 1,163,234 | |
| | |
Inspire Medical Systems, Inc. (a) | | | 2,390 | | | | 466,146 | |
| | |
Natera, Inc. (a) | | | 3,813 | | | | 461,220 | |
| | |
Organon & Co. | | | 31,243 | | | | 586,744 | |
| | |
Sarepta Therapeutics, Inc. (a) | | | 1,498 | | | | 188,748 | |
| | |
United Therapeutics Corp. (a) | | | 2,083 | | | | 778,979 | |
| | |
Vertex Pharmaceuticals, Inc. (a) | | | 2,099 | | | | 999,082 | |
| | | | | | | | |
| | |
| | | | | | | 6,686,293 | |
| | | | | | | | |
| | |
Industrials – 31.3% | | | | | | | | |
| | |
Acuity Brands, Inc. | | | 2,200 | | | | 661,518 | |
| | |
Advanced Drainage Systems, Inc. | | | 4,223 | | | | 632,943 | |
| | |
Arcadis NV | | | 17,829 | | | | 1,234,548 | |
| | |
Comfort Systems USA, Inc. | | | 2,168 | | | | 847,775 | |
| | |
Kurita Water Industries, Ltd. | | | 23,221 | | | | 870,897 | |
| | |
Nexans SA | | | 8,459 | | | | 1,177,515 | |
| | |
NEXTracker, Inc., Class A (a) | | | 7,504 | | | | 298,809 | |
| | |
Nordex SE (a) | | | 42,458 | | | | 605,049 | |
| | |
Schneider Electric SE | | | 5,786 | | | | 1,498,856 | |
20
Domini Sustainable Solutions Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Industrials (Continued) | | | | | | | | |
| | |
Veralto Corp. | | | 11,952 | | | $ | 1,221,375 | |
| | |
Wolters Kluwer NV | | | 7,587 | | | | 1,275,250 | |
| | |
Xylem, Inc. | | | 8,387 | | | | 1,021,369 | |
| | | | | | | | |
| | |
| | | | | | | 11,345,904 | |
| | | | | | | | |
Information Technology – 21.4% | | | | | | | | |
| | |
Arista Networks, Inc. (a) | | | 1,027 | | | | 396,874 | |
| | |
ASML Holding NV, Class G | | | 549 | | | | 369,230 | |
| | |
Autodesk, Inc. (a) | | | 3,371 | | | | 956,690 | |
| | |
Crowdstrike Holdings, Inc., Class A (a) | | | 2,721 | | | | 807,783 | |
| | |
Enphase Energy, Inc. (a) | | | 3,420 | | | | 283,997 | |
| | |
First Solar, Inc. (a) | | | 3,476 | | | | 676,012 | |
| | |
Flex, Ltd. (a) | | | 31,489 | | | | 1,091,724 | |
| | |
International Business Machines Corp. | | | 3,308 | | | | 683,830 | |
| | |
NVIDIA Corp. | | | 3,288 | | | | 436,515 | |
| | |
Palo Alto Networks, Inc. (a) | | | 4,244 | | | | 1,529,240 | |
| | |
Shopify, Inc., Class A (a) | | | 7,035 | | | | 550,207 | |
| | | | | | | | |
| | |
| | | | | | | 7,782,102 | |
| | | | | | | | |
Utilities – 1.3% | | | | | | | | |
| | |
SSE PLC | | | 21,340 | | | | 484,917 | |
| | | | | | | | |
| | |
| | | | | | | 484,917 | |
| | | | | | | | |
| | |
Total Investments – 97.0% (Cost $25,819,097) | | | | | | | 35,218,480 | |
| | |
Other Assets, less liabilities – 3.0% | | | | | | | 1,072,988 | |
| | | | | | | | |
| | |
Net Assets – 100.0% | | | | | | $ | 36,291,468 | |
| | | | | | | | |
(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.
21
Domini Sustainable Solutions Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | |
Portfolio Holdings by Country (% Of Net Assets) (Unaudited) | | | | |
| |
United States | | | 68.0% | |
| |
Netherlands | | | 7.9% | |
| |
Germany | | | 5.3% | |
| |
Japan | | | 5.3% | |
| |
France | | | 3.3% | |
| |
Brazil | | | 2.4% | |
| |
China | | | 2.0% | |
| |
Canada | | | 1.5% | |
| |
United Kingdom | | | 1.3% | |
| |
Other Assets, less liabilities | | | 3.0% | |
| | | | |
| |
Total | | | 100.0% | |
| | | | |
See Notes to Portfolio of Investments
22
Domini Impact International Equity Fund
Portfolio of Investments
October 31, 2024(Unaudited)
| | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
Long Term Investments – 98.5% | | | | | | | | | | | | |
| | | |
Common Stocks – 98.5% | | | | | | | | | | | | |
| | | |
Australia – 5.4% | | | | | | | | | | | | |
| | | |
ANZ Group Holdings, Ltd. | | Banks | | | | 78,244 | | | | $ | 1,594,652 | |
| | | |
BlueScope Steel, Ltd. | | Materials | | | | 215,026 | | | | | 2,857,347 | |
| | | |
Fortescue, Ltd. | | Materials | | | | 537,530 | | | | | 6,731,407 | |
| | | |
Goodman Group | | Equity Real Estate Investment Trusts (REITs) | | | | 631,100 | | | | | 15,070,347 | |
| | | |
JB Hi-Fi, Ltd. | | Consumer Discretionary Distribution & Retail | | | | 59,700 | | | | | 3,203,636 | |
| | | |
Pro Medicus, Ltd. | | Health Care Equipment & Services | | | | 114,402 | | | | | 14,491,906 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 43,949,295 | |
| | | | | | | | | | | | |
| | | |
Belgium – 1.7% | | | | | | | | | | | | |
| | | |
Ageas SA | | Insurance | | | | 65,900 | | | | | 3,439,212 | |
| | | |
Colruyt Group NV | | Consumer Staples Distribution & Retail | | | | 15,025 | | | | | 701,133 | |
| | | |
UCB SA | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 47,800 | | | | | 9,203,814 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 13,344,159 | |
| | | | | | | | | | | | |
| | | |
Brazil – 0.4% | | | | | | | | | | | | |
| | | |
Banco do Brasil SA | | Banks | | | | 359,438 | | | | | 1,637,116 | |
| | | |
Cia Paranaense de Energia - Copel, Class B | | Utilities | | | | 767,400 | | | | | 1,302,253 | |
| | | |
Klabin SA | | Materials | | | | 6,142 | | | | | 4,441 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 2,943,810 | |
| | | | | | | | | | | | |
| | | |
China – 1.7% | | | | | | | | | | | | |
| | | |
AAC Technologies Holdings, Inc. | | Technology Hardware & Equipment | | | | 649,600 | | | | | 2,623,737 | |
| | | |
China Life Insurance Co., Ltd., Class H | | Insurance | | | | 295,000 | | | | | 626,117 | |
| | | |
Lenovo Group, Ltd. | | Technology Hardware & Equipment | | | | 2,335,500 | | | | | 3,079,674 | |
| | | |
Ping An Insurance Group Co. of China, Ltd., Class H | | Insurance | | | | 223,800 | | | | | 1,386,137 | |
| | | |
SITC International Holdings Co., Ltd. | | Transportation | | | | 815,600 | | | | | 2,308,074 | |
| | | |
Zhongsheng Group Holdings, Ltd. | | Consumer Discretionary Distribution & Retail | | | | 2,335,300 | | | | | 3,591,199 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 13,614,938 | |
| | | | | | | | | | | | |
| | | |
Denmark – 4.8% | | | | | | | | | | | | |
| | | |
Ambu A/S, Class B (a) | | Health Care Equipment & Services | | | | 48,200 | | | | | 894,420 | |
1
Domini Impact International Equity Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
Denmark (Continued) | | | | | | | | | | | | |
| | | |
Novo Nordisk A/S, Class B | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 254,484 | | | | $ | 28,544,195 | |
| | | |
Pandora A/S | | Consumer Durables & Apparel | | | | 60,000 | | | | | 9,071,767 | |
| | | |
Vestas Wind Systems A/S (a) | | Capital Goods | | | | 290 | | | | | 5,527 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 38,515,909 | |
| | | | | | | | | | | | |
| | | |
Finland – 0.3% | | | | | | | | | | | | |
| | | |
Nokia OYJ | | Technology Hardware & Equipment | | | | 512,420 | | | | | 2,424,782 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 2,424,782 | |
| | | | | | | | | | | | |
| | | |
France – 8.5% | | | | | | | | | | | | |
| | | |
Accor SA | | Consumer Services | | | | 160,600 | | | | | 7,285,969 | |
| | | |
Arkema SA | | Materials | | | | 18,825 | | | | | 1,658,899 | |
| | | |
BNP Paribas SA | | Banks | | | | 207,877 | | | | | 14,196,748 | |
| | | |
Carrefour SA | | Consumer Staples Distribution & Retail | | | | 381 | | | | | 6,051 | |
| | | |
Credit Agricole SA | | Banks | | | | 197,100 | | | | | 3,021,165 | |
| | | |
Eiffage SA | | Capital Goods | | | | 40,645 | | | | | 3,782,978 | |
| | | |
Forvia SE | | Automobiles & Components | | | | 399,200 | | | | | 3,808,298 | |
| | | |
Ipsen SA | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 23,300 | | | | | 2,840,442 | |
| | | |
Kering SA | | Consumer Durables & Apparel | | | | 18 | | | | | 4,496 | |
| | | |
Klepierre SA | | Equity Real Estate Investment Trusts (REITs) | | | | 205,900 | | | | | 6,582,951 | |
| | | |
Publicis Groupe SA | | Media & Entertainment | | | | 85,400 | | | | | 9,076,596 | |
| | | |
Societe Generale SA | | Banks | | | | 231,400 | | | | | 6,646,146 | |
| | | |
Unibail-Rodamco-Westfield (a) | | Equity Real Estate Investment Trusts (REITs) | | | | 115,415 | | | | | 9,437,747 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 68,348,486 | |
| | | | | | | | | | | | |
| | | |
Germany – 6.7% | | | | | | | | | | | | |
| | | |
adidas AG | | Consumer Durables & Apparel | | | | 59,533 | | | | | 14,257,629 | |
| | | |
Bayerische Motoren Werke AG | | Automobiles & Components | | | | 59,073 | | | | | 4,657,078 | |
| | | |
Deutsche Telekom AG | | Telecommunication Services | | | | 477 | | | | | 14,422 | |
| | | |
Evonik Industries AG | | Materials | | | | 80,968 | | | | | 1,784,468 | |
| | | |
Mercedes-Benz Group AG | | Automobiles & Components | | | | 19,205 | | | | | 1,166,716 | |
| | | |
Nemetschek SE | | Software & Services | | | | 40,700 | | | | | 4,385,512 | |
2
Domini Impact International Equity Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
Germany (Continued) | | | | | | | | | | | | |
SAP SE | | Software & Services | | | | 22,109 | | | | $ | 5,162,117 | |
Siemens Energy AG (a) | | Capital Goods | | | | 226,478 | | | | | 9,302,151 | |
Talanx AG | | Insurance | | | | 36,500 | | | | | 2,812,989 | |
TeamViewer SE (a) | | Software & Services | | | | 192,000 | | | | | 2,766,008 | |
Vonovia SE | | Real Estate Management & Development | | | | 247,500 | | | | | 8,114,470 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 54,423,560 | |
| | | | | | | | | | | | |
Hong Kong – 1.1% | | | | | | | | | | | | |
Cathay Pacific Airways, Ltd. | | Transportation | | | | 3,942,400 | | | | | 4,100,518 | |
Swire Pacific, Ltd., Class A | | Capital Goods | | | | 589,600 | | | | | 4,938,296 | |
Techtronic Industries Co., Ltd. | | Capital Goods | | | | 14,100 | | | | | 203,963 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 9,242,777 | |
| | | | | | | | | | | | |
Hungary – 0.3% | | | | | | | | | | | | |
Richter Gedeon Nyrt | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 96,512 | | | | | 2,787,833 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 2,787,833 | |
| | | | | | | | | | | | |
India – 0.1% | | | | | | | | | | | | |
Dr. Reddy’s Laboratories Ltd. | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 39,200 | | | | | 592,837 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 592,837 | |
| | | | | | | | | | | | |
Ireland – 1.1% | | | | | | | | | | | | |
AerCap Holdings NV | | Capital Goods | | | | 92,756 | | | | | 8,677,324 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 8,677,324 | |
| | | | | | | | | | | | |
Israel – 0.4% | | | | | | | | | | | | |
Wix.com, Ltd. (a) | | Software & Services | | | | 20,324 | | | | | 3,396,547 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 3,396,547 | |
| | | | | | | | | | | | |
Italy – 3.6% | | | | | | | | | | | | |
A2A SpA | | Utilities | | | | 1,149,100 | | | | | 2,626,662 | |
Banco BPM SpA | | Banks | | | | 150,907 | | | | | 1,017,881 | |
Hera SpA | | Utilities | | | | 314,700 | | | | | 1,203,901 | |
Intesa Sanpaolo SpA | | Banks | | | | 1,938,859 | | | | | 8,298,333 | |
Pirelli & C SpA | | Automobiles & Components | | | | 41,517 | | | | | 226,975 | |
UniCredit SpA | | Banks | | | | 134,612 | | | | | 5,955,124 | |
Unipol Gruppo SpA | | Insurance | | | | 797,045 | | | | | 9,905,662 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 29,234,538 | |
| | | | | | | | | | | | |
Japan – 19.0% | | | | | | | | | | | | |
Aisin Corp. | | Automobiles & Components | | | | 112,400 | | | | | 1,168,664 | |
Central Japan Railway Co. | | Transportation | | | | 400 | | | | | 8,284 | |
3
Domini Impact International Equity Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
Japan (Continued) | | | | | | | | | | | | |
Coca-Cola Bottlers Japan Holdings, Inc. | | Food, Beverage & Tobacco | | | | 64,500 | | | | $ | 826,168 | |
Dai Nippon Printing Co., Ltd. | | Commercial & Professional Services | | | | 800 | | | | | 13,885 | |
Dowa Holdings Co., Ltd | | Materials | | | | 18,600 | | | | | 631,938 | |
Eisai Co., Ltd. | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 150 | | | | | 5,082 | |
FANUC Corp. | | Capital Goods | | | | 7,000 | | | | | 185,719 | |
Fast Retailing Co., Ltd. | | Consumer Discretionary Distribution & Retail | | | | 53,400 | | | | | 17,073,125 | |
Hoya Corp. | | Health Care Equipment & Services | | | | 9,569 | | | | | 1,280,274 | |
Kakaku.com, Inc. | | Media & Entertainment | | | | 45,200 | | | | | 694,045 | |
Kose Corp. | | Household & Personal Products | | | | 100 | | | | | 5,496 | |
Kuraray Co., Ltd. | | Materials | | | | 34,000 | | | | | 460,750 | |
Kyocera Corp. | | Technology Hardware & Equipment | | | | 581,700 | | | | | 5,899,433 | |
Lion Corp. | | Household & Personal Products | | | | 32,600 | | | | | 360,028 | |
Makita Corp. | | Capital Goods | | | | 318,400 | | | | | 10,396,358 | |
MatsukiyoCocokara & Co. | | Consumer Staples Distribution & Retail | | | | 23,000 | | | | | 316,375 | |
Mazda Motor Corp. | | Automobiles & Components | | | | 685,800 | | | | | 4,848,258 | |
Medipal Holdings Corp. | | Health Care Equipment & Services | | | | 33,400 | | | | | 529,180 | |
MISUMI Group, Inc. | | Capital Goods | | | | 116,000 | | | | | 1,887,964 | |
Mitsubishi Estate Co., Ltd. | | Real Estate Management & Development | | | | 520 | | | | | 7,690 | |
MS&AD Insurance Group Holdings, Inc. | | Insurance | | | | 735,900 | | | | | 16,277,614 | |
Nintendo Co., Ltd. | | Media & Entertainment | | | | 131,800 | | | | | 6,962,066 | |
Nippon Express Holdings, Inc. | | Transportation | | | | 106,200 | | | | | 5,235,865 | |
Nitto Denko Corp. | | Materials | | | | 197,000 | | | | | 3,241,384 | |
Nomura Holdings, Inc. | | Financial Services | | | | 1,945,400 | | | | | 9,975,824 | |
NSK, Ltd. | | Capital Goods | | | | 870,200 | | | | | 3,967,859 | |
Panasonic Holdings Corp. | | Consumer Durables & Apparel | | | | 162,800 | | | | | 1,339,850 | |
Persol Holdings Co., Ltd. | | Commercial & Professional Services | | | | 1,670,000 | | | | | 2,804,821 | |
4
Domini Impact International Equity Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
Japan (Continued) | | | | | | | | | | | | |
Recruit Holdings Co., Ltd. | | Commercial & Professional Services | | | | 306,000 | | | | $ | 18,685,132 | |
Shimamura Co., Ltd. | | Consumer Discretionary Distribution & Retail | | | | 64,700 | | | | | 3,330,495 | |
Shionogi & Co., Ltd. | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 675,000 | | | | | 9,640,851 | |
Sony Group Corp. | | Consumer Durables & Apparel | | | | 176,050 | | | | | 3,098,042 | |
TDK Corp. | | Technology Hardware & Equipment | | | | 503,600 | | | | | 5,919,966 | |
Tokyo Electron, Ltd. | | Semiconductors & Semiconductor Equipment | | | | 19,200 | | | | | 2,825,337 | |
TOPPAN Holdings, Inc. | | Commercial & Professional Services | | | | 540 | | | | | 15,796 | |
Trend Micro, Inc. | | Software & Services | | | | 249,400 | | | | | 13,049,201 | |
Yokogawa Electric Corp. | | Technology Hardware & Equipment | | | | 31,400 | | | | | 696,194 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 153,665,013 | |
| | | | | | | | | | | | |
Mexico – 0.3% | | | | | | | | | | | | |
Gruma SAB de CV, Class B | | Food, Beverage & Tobacco | | | | 149,500 | | | | | 2,570,179 | |
Grupo Bimbo SAB de CV Series A | | Food, Beverage & Tobacco | | | | 1,174 | | | | | 3,636 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 2,573,815 | |
| | | | | | | | | | | | |
Netherlands – 3.6% | | | | | | | | | | | | |
ABN AMRO Bank NV | | Banks | | | | 527,400 | | | | | 8,715,652 | |
Arcadis NV | | Commercial & Professional Services | | | | 66,600 | | | | | 4,611,637 | |
ASML Holding NV | | Semiconductors & Semiconductor Equipment | | | | 8,171 | | | | | 5,500,153 | |
Euronext NV | | Financial Services | | | | 3,796 | | | | | 418,830 | |
Koninklijke Ahold Delhaize NV | | Consumer Staples Distribution & Retail | | | | 88,864 | | | | | 2,929,819 | |
NN Group NV | | Insurance | | | | 134,220 | | | | | 6,589,162 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 28,765,253 | |
| | | | | | | | | | | | |
Norway – 0.0% (b) | | | | | | | | | | | | |
Norsk Hydro ASA | | Materials | | | | 931 | | | | | 5,779 | |
Orkla ASA | | Food, Beverage & Tobacco | | | | 1,040 | | | | | 9,608 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 15,387 | |
| | | | | | | | | | | | |
5
Domini Impact International Equity Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
Singapore – 3.2% | | | | | | | | | | | | |
DBS Group Holdings, Ltd. | | Banks | | | | 296,100 | | | | $ | 8,585,358 | |
Singapore Airlines, Ltd. | | Transportation | | | | 783,300 | | | | | 3,821,023 | |
STMicroelectronics NV | | Semiconductors & Semiconductor Equipment | | | | 107,980 | | | | | 2,936,203 | |
United Overseas Bank, Ltd. | | Banks | | | | 435,900 | | | | | 10,596,310 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 25,938,894 | |
| | | | | | | | | | | | |
South Africa – 0.7% | | | | | | | | | | | | |
Clicks Group, Ltd. | | Consumer Staples Distribution & Retail | | | | 183,000 | | | | | 3,906,422 | |
Mr. Price Group Ltd. | | Consumer Discretionary Distribution & Retail | | | | 47,600 | | | | | 694,333 | |
Sanlam, Ltd. | | Insurance | | | | 221,400 | | | | | 1,101,726 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 5,702,481 | |
| | | | | | | | | | | | |
South Korea – 1.7% | | | | | | | | | | | | |
DB Insurance Co., Ltd. | | Insurance | | | | 46,700 | | | | | 3,680,851 | |
Delivery Hero SE (a) | | Consumer Services | | | | 12,525 | | | | | 530,112 | |
Hankook Tire & Technology Co., Ltd. | | Automobiles & Components | | | | 11,800 | | | | | 300,529 | |
LG Electronics, Inc. | | Consumer Durables & Apparel | | | | 42,200 | | | | | 2,717,603 | |
LG H&H Co., Ltd. | | Household & Personal Products | | | | 4,092 | | | | | 979,614 | |
LG Uplus Corp. | | Telecommunication Services | | | | 154,300 | | | | | 1,118,326 | |
Woori Financial Group, Inc. | | Banks | | | | 360,100 | | | | | 4,008,998 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 13,336,033 | |
| | | | | | | | | | | | |
Spain – 4.3% | | | | | | | | | | | | |
Banco Bilbao Vizcaya Argentaria SA | | Banks | | | | 1,295,824 | | | | | 12,899,503 | |
Banco Santander SA | | Banks | | | | 3,523,768 | | | | | 17,214,982 | |
CaixaBank SA | | Banks | | | | 246,547 | | | | | 1,502,398 | |
Corp. ACCIONA Energias Renovables SA | | Utilities | | | | 210 | | | | | 4,347 | |
Industria de Diseno Textil SA | | Consumer Discretionary Distribution & Retail | | | | 35,200 | | | | | 2,006,916 | |
Mapfre SA | | Insurance | | | | 408,200 | | | | | 1,166,885 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 34,795,031 | |
| | | | | | | | | | | | |
Sweden – 2.0% | | | | | | | | | | | | |
Alfa Laval AB | | Capital Goods | | | | 8,700 | | | | | 385,147 | |
Atlas Copco AB, B Shares | | Capital Goods | | | | 277,975 | | | | | 4,041,673 | |
Essity AB, Class B | | Household & Personal Products | | | | 184,356 | | | | | 5,204,751 | |
6
Domini Impact International Equity Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | |
Country/Security | | Industry | | Shares | | Value |
| | | |
Sweden (Continued) | | | | | | | | | | | | |
H & M Hennes & Mauritz AB, B Shares | | Consumer Discretionary Distribution & Retail | | | | 484 | | | | $ | 7,215 | |
Trelleborg AB, B Shares | | Capital Goods | | | | 195,720 | | | | | 6,510,651 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 16,149,437 | |
| | | | | | | | | | | | |
Switzerland – 9.2% | | | | | | | | | | | | |
ABB, Ltd. | | Capital Goods | | | | 296,813 | | | | | 16,494,225 | |
Accelleron Industries AG | | Capital Goods | | | | 39,600 | | | | | 2,123,248 | |
Givaudan SA | | Materials | | | | 2,401 | | | | | 11,398,623 | |
Logitech International SA | | Technology Hardware & Equipment | | | | 72,976 | | | | | 5,975,402 | |
Lonza Group AG | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 4,300 | | | | | 2,645,911 | |
Novartis AG | | Pharmaceuticals, Biotechnology & Life Sciences | | | | 281,753 | | | | | 30,571,961 | |
VAT Group AG | | Capital Goods | | | | 12,075 | | | | | 5,027,956 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 74,237,326 | |
| | | | | | | | | | | | |
Taiwan – 1.5% | | | | | | | | | | | | |
ASPEED Technology, Inc. | | Semiconductors & Semiconductor Equipment | | | | 6,500 | | | | | 824,246 | |
Evergreen Marine Corp. Taiwan, Ltd. | | Transportation | | | | 391,700 | | | | | 2,481,854 | |
MediaTek, Inc. | | Semiconductors & Semiconductor Equipment | | | | 106,700 | | | | | 4,153,635 | |
Taiwan Semiconductor Manufacturing Co., Ltd. | | Semiconductors & Semiconductor Equipment | | | | 138,000 | | | | | 4,327,609 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 11,787,344 | |
| | | | | | | | | | | | |
Thailand – 0.2% | | | | | | | | | | | | |
Bumrungrad Hospital PCL | | Health Care Equipment & Services | | | | 137,700 | | | | | 1,111,325 | |
Kasikornbank PCL | | Banks | | | | 127,800 | | | | | 556,723 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,668,048 | |
| | | | | | | | | | | | |
Turkey – 0.1% | | | | | | | | | | | | |
Turkiye Garanti Bankasi AS | | Banks | | | | 299,100 | | | | | 933,133 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 933,133 | |
| | | | | | | | | | | | |
United Kingdom – 10.7% | | | | | | | | | | | | |
3i Group PLC | | Financial Services | | | | 398,991 | | | | | 16,361,712 | |
Associated British Foods PLC | | Food, Beverage & Tobacco | | | | 274,600 | | | | | 7,892,475 | |
Auto Trader Group PLC | | Media & Entertainment | | | | 386,125 | | | | | 4,169,181 | |
Burberry Group PLC | | Consumer Durables & Apparel | | | | 312 | | | | | 3,171 | |
7
Domini Impact International Equity Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | |
Country/Security | | Industry | | Shares | | | Value | |
| | | |
United Kingdom (Continued) | | | | | | | | | | |
InterContinental Hotels Group PLC | | Consumer Services | | | 158,820 | | | $ | 17,517,458 | |
Intermediate Capital Group PLC | | Financial Services | | | 141,225 | | | | 3,751,559 | |
Investec PLC | | Financial Services | | | 261,000 | | | | 2,029,375 | |
J Sainsbury PLC | | Consumer Staples Distribution & Retail | | | 2,911,360 | | | | 10,023,215 | |
Kingfisher PLC | | Consumer Discretionary Distribution & Retail | | | 1,713 | | | | 6,478 | |
Marks & Spencer Group PLC | | Consumer Staples Distribution & Retail | | | 2,265,868 | | | | 10,993,753 | |
Sage Group PLC (The) | | Software & Services | | | 451,200 | | | | 5,638,995 | |
Smiths Group PLC | | Capital Goods | | | 108,885 | | | | 2,148,610 | |
Unilever PLC | | Household & Personal Products | | | 237 | | | | 14,457 | |
Vodafone Group PLC | | Telecommunication Services | | | 5,976,871 | | | | 5,557,987 | |
| | | | | | | | | | |
| | | |
| | | | | | | | | 86,108,426 | |
| | | | | | | | | | |
United States – 5.9% | | | | | | | | | | |
Alcon AG | | Health Care Equipment & Services | | | 74,000 | | | | 6,797,105 | |
CRH PLC | | Materials | | | 141,513 | | | | 13,490,835 | |
CyberArk Software, Ltd. (a) | | Software & Services | | | 18,657 | | | | 5,159,034 | |
GSK PLC | | Pharmaceuticals, Biotechnology & Life Sciences | | | 843,727 | | | | 15,236,508 | |
Monday.com, Ltd. (a) | | Software & Services | | | 13,447 | | | | 3,951,670 | |
Sanofi SA | | Pharmaceuticals, Biotechnology & Life Sciences | | | 24,900 | | | | 2,631,426 | |
Smurfit WestRock PLC | | Materials | | | 119 | | | | 6,151 | |
| | | | | | | | | | |
| | | |
| | | | | | | | | 47,272,729 | |
| | | | | | | | | | |
| | | |
Total Investments – 98.5% (Cost $663,969,579) | | | | | | | | | 794,445,145 | |
| | | |
Other Assets, less liabilities – 1.5% | | | | | | | | | 12,501,605 | |
| | | | | | | | | | |
| | | |
Net Assets – 100.0% | | | | | | | | $ | 806,946,750 | |
| | | | | | | | | | |
(a) | Non-income producing security. |
(b) | Amount is less than 0.05%. |
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
8
Domini Impact Equity Fund
Domini International Opportunities Fund
Domini Sustainable Solutions Fund
Domini Impact International Equity Fund
NOTES TO PORTFOLIO OF INVESTMENTS
October 31, 2024(Unaudited)
1.ORGANIZATION
The Domini Investment Trust is a Massachusetts business trust registered under the Investment Company Act of 1940 as an open-end management investment company. The Domini Investment Trust comprises five separate series: Domini Impact Equity Fund, Domini International Opportunities Fund, Domini Sustainable Solutions Fund, Domini Impact International Equity Fund and Domini Impact Bond Fund (each the “Fund,” collectively the “Funds”). The 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 International Opportunities Fund offers two classes of shares: Investor shares and Institutional shares. The Domini Sustainable Solutions Fund offers two classes of shares: Investor shares and Institutional shares. The Domini Impact International Equity Fund offers 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%.
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 International Opportunities Fund, 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.
9
Domini Impact Equity Fund
Domini International Opportunities Fund
Domini Sustainable Solutions Fund
Domini Impact International Equity Fund
NOTES TO PORTFOLIO OF INVESTMENTS (continued)
October 31, 2024(Unaudited)
The following is a summary of the inputs used by the Domini Impact Equity Fund, as of October 31, 2024, in valuing the Fund’s assets carried at fair value:
| | | | | | | | | | | | | | | | | | | | |
| | Level 1 - Quoted Prices | | Level 2 - Other Significant Observable Inputs | | Level 3 - Significant Unobservable Inputs | | Total |
Common Stocks | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | $ | 89,590,668 | | | | | $ - | | | | | $ - | | | | $ | 89,590,668 | |
Consumer Discretionary | | | | 115,188,781 | | | | | - | | | | | - | | | | | 115,188,781 | |
Consumer Staples | | | | 66,647,864 | | | | | - | | | | | - | | | | | 66,647,864 | |
Financials | | | | 150,251,829 | | | | | - | | | | | - | | | | | 150,251,829 | |
Health Care | | | | 133,688,757 | | | | | - | | | | | - | | | | | 133,688,757 | |
Industrials | | | | 86,363,803 | | | | | - | | | | | - | | | | | 86,363,803 | |
Information Technology | | | | 401,857,575 | | | | | - | | | | | - | | | | | 401,857,575 | |
Materials | | | | 26,842,727 | | | | | - | | | | | - | | | | | 26,842,727 | |
Real Estate | | | | 31,913,860 | | | | | - | | | | | - | | | | | 31,913,860 | |
Utilities | | | | 6,251,337 | | | | | - | | | | | - | | | | | 6,251,337 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | |
Total | | | $ | 1,108,597,201 | | | | | $ - | | | | | $ - | | | | $ | 1,108,597,201 | |
| | | | | | | | | | | | | | | | | | | | |
The following is a summary of the inputs used by the Domini International Opportunities Fund, as of October 31, 2024, in valuing the Fund’s assets carried at fair value:
| | | | | | | | | | | | | | | | | | | | |
| | Level 1 - Quoted Prices | | Level 2 - Other Significant Observable Inputs | | Level 3 - Significant Unobservable Inputs | | Total |
Common Stocks | | | | | | | | | | | | | | | | | | | | |
Australia | | | $ | - | | | | $ | 998,449 | | | | | $ - | | | | $ | 998,449 | |
Austria | | | | - | | | | | 73,180 | | | | | - | | | | | 73,180 | |
Belgium | | | | - | | | | | 91,434 | | | | | - | | | | | 91,434 | |
Brazil | | | | 353,830 | | | | | - | | | | | - | | | | | 353,830 | |
Canada | | | | 82,599 | | | | | - | | | | | - | | | | | 82,599 | |
China | | | | - | | | | | 190,453 | | | | | - | | | | | 190,453 | |
Denmark | | | | 7,763 | | | | | 1,421,845 | | | | | - | | | | | 1,429,608 | |
Finland | | | | 42,270 | | | | | 170,108 | | | | | - | | | | | 212,378 | |
France | | | | - | | | | | 1,934,475 | | | | | - | | | | | 1,934,475 | |
Germany | | | | 60,366 | | | | | 2,232,960 | | | | | - | | | | | 2,293,326 | |
Hong Kong | | | | - | | | | | 469,276 | | | | | - | | | | | 469,276 | |
Ireland | | | | - | | | | | 75,138 | | | | | - | | | | | 75,138 | |
Italy | | | | - | | | | | 329,266 | | | | | - | | | | | 329,266 | |
Japan | | | | - | | | | | 3,974,095 | | | | | - | | | | | 3,974,095 | |
Luxembourg | | | | - | | | | | 16,819 | | | | | - | | | | | 16,819 | |
Netherlands | | | | 120,846 | | | | | 1,317,634 | | | | | - | | | | | 1,438,480 | |
New Zealand | | | | 26,013 | | | | | 58,095 | | | | | - | | | | | 84,108 | |
Norway | | | | 8,698 | | | | | 81,184 | | | | | - | | | | | 89,882 | |
10
Domini Impact Equity Fund
Domini International Opportunities Fund
Domini Sustainable Solutions Fund
Domini Impact International Equity Fund
NOTES TO PORTFOLIO OF INVESTMENTS (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | | | | | | | | | |
| | Level 1 - Quoted Prices | | Level 2 - Other Significant Observable Inputs | | Level 3 - Significant Unobservable Inputs | | Total |
Singapore | | | | - | | | | | 222,435 | | | | | - | | | | | 222,435 | |
Spain | | | | - | | | | | 878,579 | | | | | - | | | | | 878,579 | |
Sweden | | | | 67,549 | | | | | 666,126 | | | | | - | | | | | 733,675 | |
Switzerland | | | | - | | | | | 1,860,616 | | | | | - | | | | | 1,860,616 | |
United Kingdom | | | | 24,184 | | | | | 2,261,740 | | | | | - | | | | | 2,285,924 | |
United States | | | | 1,417,033 | | | | | 1,884,731 | | | | | - | | | | | 3,301,764 | |
| | | | | | | | | | | | | | | | | | | | |
Total | | | $ | 2,211,151 | | | | $ | 21,208,638 | | | | | $ - | | | | $ | 23,419,789 | |
| | | | | | | | | | | | | | | | | | | | |
The following is a summary of the inputs used by the Domini Sustainable Solutions Fund, as of October 31, 2024, in valuing the Fund’s assets carried at fair value:
| | | | | | | | | | | | | | | | | | | | |
| | Level 1 - Quoted Prices | | Level 2 - Other Significant Observable Inputs | | Level 3 - Significant Unobservable Inputs | | Total |
Common Stocks | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | $ | 773,105 | | | | $ | - | | | | | $ - | | | | $ | 773,105 | |
Consumer Discretionary | | | | 2,372,948 | | | | | 720,060 | | | | | - | | | | | 3,093,008 | |
Consumer Staples | | | | 385,110 | | | | | 902,594 | | | | | - | | | | | 1,287,704 | |
Financials | | | | 1,396,336 | | | | | 2,369,111 | | | | | - | | | | | 3,765,447 | |
Health Care | | | | 5,795,481 | | | | | 890,812 | | | | | - | | | | | 6,686,293 | |
Industrials | | | | 4,683,789 | | | | | 6,662,115 | | | | | - | | | | | 11,345,904 | |
Information Technology | | | | 7,782,102 | | | | | - | | | | | - | | | | | 7,782,102 | |
Utilities | | | | - | | | | | 484,917 | | | | | - | | | | | 484,917 | |
| | | | | | | | | | | | | | | | | | | | |
Total | | | $ | 23,188,871 | | | | $ | 12,029,609 | | | | | $ - | | | | $ | 35,218,480 | |
| | | | | | | | | | | | | | | | | | | | |
11
Domini Impact Equity Fund
Domini International Opportunities Fund
Domini Sustainable Solutions Fund
Domini Impact International Equity Fund
NOTES TO PORTFOLIO OF INVESTMENTS (continued)
October 31, 2024(Unaudited)
The following is a summary of the inputs used by the Domini Impact International Equity Fund, as of October 31, 2024, in valuing the Fund’s assets carried at fair value:
| | | | | | | | | | | | | | | | | | | | |
| | Level 1 - Quoted Prices | | Level 2 - Other Significant Observable Inputs | | Level 3 - Significant Unobservable Inputs | | Total |
| | | | |
Common Stocks | | | | | | | | | | | | | | | | | | | | |
| | | | |
Australia | | | $ | - | | | | $ | 43,949,295 | | | | $ | - | | | | $ | 43,949,295 | |
| | | | |
Belgium | | | | 701,133 | | | | | 12,643,026 | | | | | - | | | | | 13,344,159 | |
| | | | |
Brazil | | | | 2,943,810 | | | | | - | | | | | - | | | | | 2,943,810 | |
| | | | |
China | | | | 2,308,074 | | | | | 11,306,864 | | | | | - | | | | | 13,614,938 | |
| | | | |
Denmark | | | | - | | | | | 38,515,909 | | | | | - | | | | | 38,515,909 | |
| | | | |
Finland | | | | - | | | | | 2,424,782 | | | | | - | | | | | 2,424,782 | |
| | | | |
France | | | | - | | | | | 68,348,486 | | | | | - | | | | | 68,348,486 | |
| | | | |
Germany | | | | - | | | | | 54,423,560 | | | | | - | | | | | 54,423,560 | |
| | | | |
Hong Kong | | | | - | | | | | 9,242,777 | | | | | - | | | | | 9,242,777 | |
| | | | |
Hungary | | | | 2,787,833 | | | | | - | | | | | - | | | | | 2,787,833 | |
| | | | |
India | | | | - | | | | | 592,837 | | | | | - | | | | | 592,837 | |
| | | | |
Ireland | | | | 8,677,324 | | | | | - | | | | | - | | | | | 8,677,324 | |
| | | | |
Israel | | | | 3,396,547 | | | | | - | | | | | - | | | | | 3,396,547 | |
| | | | |
Italy | | | | - | | | | | 29,234,538 | | | | | - | | | | | 29,234,538 | |
| | | | |
Japan | | | | 360,028 | | | | | 153,304,985 | | | | | - | | | | | 153,665,013 | |
| | | | |
MexiCo. | | | | 2,573,815 | | | | | - | | | | | - | | | | | 2,573,815 | |
| | | | |
Netherlands | | | | 2,929,819 | | | | | 25,835,434 | | | | | - | | | | | 28,765,253 | |
| | | | |
Norway | | | | - | | | | | 15,387 | | | | | - | | | | | 15,387 | |
| | | | |
Singapore | | | | - | | | | | 25,938,894 | | | | | - | | | | | 25,938,894 | |
| | | | |
South Africa | | | | 5,008,148 | | | | | 694,333 | | | | | - | | | | | 5,702,481 | |
| | | | |
South Korea | | | | - | | | | | 13,336,033 | | | | | - | | | | | 13,336,033 | |
| | | | |
Spain | | | | - | | | | | 34,795,031 | | | | | - | | | | | 34,795,031 | |
| | | | |
Sweden | | | | 5,204,751 | | | | | 10,944,686 | | | | | - | | | | | 16,149,437 | |
| | | | |
Switzerland | | | | - | | | | | 74,237,326 | | | | | - | | | | | 74,237,326 | |
| | | | |
Taiwan | | | | - | | | | | 11,787,344 | | | | | - | | | | | 11,787,344 | |
| | | | |
Thailand | | | | - | | | | | 1,668,048 | | | | | - | | | | | 1,668,048 | |
| | | | |
Turkey | | | | 933,133 | | | | | - | | | | | - | | | | | 933,133 | |
| | | | |
United Kingdom | | | | 2,029,375 | | | | | 84,079,051 | | | | | - | | | | | 86,108,426 | |
| | | | |
United States | | | | 9,110,704 | | | | | 38,162,025 | | | | | - | | | | | 47,272,729 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | |
Total | | | $ | 48,964,494 | | | | $ | 745,480,651 | | | | | $ - | | | | $ | 794,445,145 | |
| | | | | | | | | | | | | | | | | | | | |
12
Domini Impact Bond Fund
Portfolio of Investments
October 31, 2024(Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Security | | Principal Amount* | | | | Value |
| | | | | | | |
Long Term Investments – 109.8% | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Mortgage Backed Securities – 44.0% | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Agency Collateralized Mortgage Obligations – 7.8% | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
CHNGE Mortgage Trust | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2022-2, Class A1, 3.757%, 3/25/67 (a)(b) | | | | | | | | | 516,845 | | | | | | | | | | | | | | | | | | | $ | 490,810 | | | | | | |
| | | | | | | |
Series 2022-4, Class A1, 6.000%, 10/25/57 (a)(c) | | | | | | | | | 388,758 | | | | | | | | | | | | | | | | | | | | 387,343 | | | | | | |
| | | | | | | |
Series 2023-2, Class A1, 6.525%, 6/25/58 (a)(c) | | | | | | | | | 365,099 | | | | | | | | | | | | | | | | | | | | 364,856 | | | | | | |
| | | | | | | |
Federal Home Loan Mortgage Corp. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 3768, Class CB, 3.500%, 12/15/25 | | | | | | | | | 14,872 | | | | | | | | | | | | | | | | | | | | 14,738 | | | | | | |
| | | | | | | |
Series 3800, Class CB, 3.500%, 2/15/26 | | | | | | | | | 24,375 | | | | | | | | | | | | | | | | | | | | 24,162 | | | | | | |
| | | | | | | |
Series 3806, Class L, 3.500%, 2/15/26 | | | | | | | | | 106,786 | | | | | | | | | | | | | | | | | | | | 105,733 | | | | | | |
| | | | | | | |
Series 3877, Class LM, 3.500%, 6/15/26 | | | | | | | | | 58,471 | | | | | | | | | | | | | | | | | | | | 57,967 | | | | | | |
| | | | | | | |
Series 4961, Class JB, 2.500%, 12/15/42 | | | | | | | | | 153,693 | | | | | | | | | | | | | | | | | | | | 138,743 | | | | | | |
| | | | | | | |
Federal National Mortgage Association | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2012-17, Class BC, 3.500%, 3/25/27 | | | | | | | | | 114,863 | | | | | | | | | | | | | | | | | | | | 113,337 | | | | | | |
| | | | | | | |
Series 2017-105, Class ZE, 3.000%, 1/25/48 | | | | | | | | | 984,390 | | | | | | | | | | | | | | | | | | | | 758,444 | | | | | | |
| | | | | | | |
Series 2020-1, Class AC, 3.500%, 8/25/58 | | | | | | | | | 193,445 | | | | | | | | | | | | | | | | | | | | 179,939 | | | | | | |
| | | | | | | |
Series 2020-1, Class L, 2.500%, 2/25/50 | | | | | | | | | 1,246,009 | | | | | | | | | | | | | | | | | | | | 780,387 | | | | | | |
| | | | | | | |
Federal National Mortgage Association Connecticut Avenue Securities | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2016-C07, Class 2M2, 9.321%, (1 Month USD SOFR + 4.464%), 5/25/29 (b) | | | | | | | | | 57,809 | | | | | | | | | | | | | | | | | | | | 60,157 | | | | | | |
| | | | | | | |
Series 2017-C01, Class 1M2, 8.521%, (1 Month USD SOFR + 3.664%), 7/25/29 (b) | | | | | | | | | 34,479 | | | | | | | | | | | | | | | | | | | | 35,532 | | | | | | |
| | | | | | | |
Freddie Mac Multiclass Certificates | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2021-ML12, Class X, 1.226%, 7/25/41 (a)(b)(d) | | | | | | | | | 1,168,596 | | | | | | | | | | | | | | | | | | | | 109,030 | | | | | | |
| | | | | | | |
Series 2021-P011, Class X1, 1.770%, 9/25/45 (b)(d) | | | | | | | | | 2,101,427 | | | | | | | | | | | | | | | | | | | | 237,554 | | | | | | |
| | | | | | | |
Freddie Mac Multifamily Structured Pass Through Certificates | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series K103, Class X1, 0.638%, 11/25/29 (b)(d) | | | | | | | | | 8,854,105 | | | | | | | | | | | | | | | | | | | | 235,544 | | | | | | |
| | | | | | | |
Series K111, Class X1, 1.569%, 5/25/30 (b)(d) | | | | | | | | | 1,438,706 | | | | | | | | | | | | | | | | | | | | 100,461 | | | | | | |
| | | | | | | |
Series K112, Class X1, 1.432%, 5/25/30 (b)(d) | | | | | | | | | 1,491,067 | | | | | | | | | | | | | | | | | | | | 96,020 | | | | | | |
| | | | | | | |
Series K113, Class X1, 1.379%, 6/25/30 (b)(d) | | | | | | | | | 2,524,959 | | | | | | | | | | | | | | | | | | | | 155,250 | | | | | | |
| | | | | | | |
Series K114, Class X1, 1.114%, 6/25/30 (b)(d) | | | | | | | | | 2,335,271 | | | | | | | | | | | | | | | | | | | | 119,161 | | | | | | |
| | | | | | | |
Series K119, Class X1, 0.926%, 9/25/30 (b)(d) | | | | | | | | | 4,921,593 | | | | | | | | | | | | | | | | | | | | 212,162 | | | | | | |
| | | | | | | |
Series K121, Class X1, 1.019%, 10/25/30 (b)(d) | | | | | | | | | 650,925 | | | | | | | | | | | | | | | | | | | | 30,712 | | | | | | |
| | | | | | | |
Series K122, Class X1, 0.875%, 11/25/30 (b)(d) | | | | | | | | | 359,971 | | | | | | | | | | | | | | | | | | | | 15,120 | | | | | | |
| | | | | | | |
Series K124, Class X1, 0.717%, 12/25/30 (b)(d) | | | | | | | | | 1,459,202 | | | | | | | | | | | | | | | | | | | | 52,060 | | | | | | |
| | | | | | | |
Series K160, Class A2, 4.500%, 8/25/33 (b) | | | | | | | | | 3,270,526 | | | | | | | | | | | | | | | | | | | | 3,225,903 | | | | | | |
| | | | | | | |
Series K162, Class A2, 5.150%, 12/25/33 | | | | | | | | | 1,500,000 | | | | | | | | | | | | | | | | | | | | 1,547,288 | | | | | | |
| | | | | | | |
Series K740, Class X1, 0.737%, 9/25/27 (b)(d) | | | | | | | | | 1,268,748 | | | | | | | | | | | | | | | | | | | | 22,221 | | | | | | |
| | | | | | | |
Series KG03, Class X1, 1.372%, 6/25/30 (b)(d) | | | | | | | | | 3,164,247 | | | | | | | | | | | | | | | | | | | | 189,393 | | | | | | |
| | | | | | | |
Series KG04, Class X1, 0.848%, 11/25/30 (b)(d) | | | | | | | | | 2,406,357 | | | | | | | | | | | | | | | | | | | | 95,174 | | | | | | |
| | | | | | | |
Series KG05, Class X1, 0.312%, 1/25/31 (b)(d) | | | | | | | | | 2,463,756 | | | | | | | | | | | | | | | | | | | | 39,127 | | | | | | |
| | | | | | | |
Series KG06, Class X1, 0.532%, 10/25/31 (b)(d) | | | | | | | | | 2,294,813 | | | | | | | | | | | | | | | | | | | | 66,888 | | | | | | |
| | | | | | | |
Series KSG1, Class X1, 1.144%, 9/25/30 (b)(d) | | | | | | | | | 4,008,648 | | | | | | | | | | | | | | | | | | | | 206,256 | | | | | | |
13
Domini Impact Bond Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Security | | Principal Amount* | | | | | | Value | |
| | | | | | | |
Agency Collateralized Mortgage Obligations (Continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series Q014, Class X, 2.780%, 10/25/55 (b)(d) | | | | | | | 2,013,147 | | | | | | | | | | | | | | | $ | 307,586 | | | | | |
| | | | | | | |
FREMF Mortgage Trust | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2017-K65, Class B, 4.080%, 7/25/50 (a)(b) | | | | | | | 155,000 | | | | | | | | | | | | | | | | 150,909 | | | | | |
| | | | | | | |
Series 2017-K66, Class B, 4.039%, 7/25/27 (a)(b) | | | | | | | 136,000 | | | | | | | | | | | | | | | | 132,115 | | | | | |
| | | | | | | |
Series 2017-K67, Class B, 3.945%, 9/25/49 (a)(b) | | | | | | | 85,000 | | | | | | | | | | | | | | | | 82,082 | | | | | |
| | | | | | | |
Series 2017-K67, Class C, 3.945%, 9/25/49 (a)(b) | | | | | | | 100,000 | | | | | | | | | | | | | | | | 96,077 | | | | | |
| | | | | | | |
Series 2017-K68, Class B, 3.841%, 10/25/49 (a)(b) | | | | | | | 90,000 | | | | | | | | | | | | | | | | 86,687 | | | | | |
| | | | | | | |
Series 2017-K69, Class C, 3.727%, 10/25/49 (a)(b) | | | | | | | 40,000 | | | | | | | | | | | | | | | | 38,018 | | | | | |
| | | | | | | |
Series 2017-K71, Class B, 3.752%, 11/25/50 (a)(b) | | | | | | | 220,000 | | | | | | | | | | | | | | | | 212,672 | | | | | |
| | | | | | | |
Series 2017-K71, Class C, 3.752%, 11/25/50 (a)(b) | | | | | | | 65,000 | | | | | | | | | | | | | | | | 62,194 | | | | | |
| | | | | | | |
Series 2017-K729, Class B, 3.730%, 11/25/49 (a)(b) | | | | | | | 250,000 | | | | | | | | | | | | | | | | 249,039 | | | | | |
| | | | | | | |
Series 2017-K729, Class C, 3.730%, 11/25/49 (a)(b) | | | | | | | 90,000 | | | | | | | | | | | | | | | | 89,633 | | | | | |
| | | | | | | |
Series 2018-K154, Class B, 4.024%, 11/25/32 (a)(b) | | | | | | | 67,000 | | | | | | | | | | | | | | | | 57,379 | | | | | |
| | | | | | | |
Series 2018-K77, Class B, 4.160%, 5/25/51 (a)(b) | | | | | | | 1,070,000 | | | | | | | | | | | | | | | | 1,031,183 | | | | | |
| | | | | | | |
Series 2018-K85, Class C, 4.320%, 12/25/50 (a)(b) | | | | | | | 550,000 | | | | | | | | | | | | | | | | 524,436 | | | | | |
| | | | | | | |
Series 2018-KW07, Class B, 4.084%, 10/25/31 (a)(b) | | | | | | | 461,000 | | | | | | | | | | | | | | | | 400,906 | | | | | |
| | | | | | | |
Series 2019-K100, Class C, 3.494%, 11/25/52 (a)(b) | | | | | | | 700,000 | | | | | | | | | | | | | | | | 634,037 | | | | | |
| | | | | | | |
Series 2019-K103, Class B, 3.456%, 12/25/51 (a)(b) | | | | | | | 525,000 | | | | | | | | | | | | | | | | 480,355 | | | | | |
| | | | | | | |
Series 2019-K95, Class B, 3.923%, 8/25/52 (a)(b) | | | | | | | 500,000 | | | | | | | | | | | | | | | | 471,238 | | | | | |
| | | | | | | |
Series 2019-K95, Class C, 3.923%, 8/25/52 (a)(b) | | | | | | | 307,000 | | | | | | | | | | | | | | | | 285,284 | | | | | |
| | | | | | | |
Series 2019-K97 , Class C, 3.767%, 9/25/51 (a)(b) | | | | | | | 204,000 | | | | | | | | | | | | | | | | 188,006 | | | | | |
| | | | | | | |
Series 2019-K99, Class B, 3.645%, 10/25/52 (a)(b) | | | | | | | 565,000 | | | | | | | | | | | | | | | | 524,446 | | | | | |
| | | | | | | |
Series 2020-K104, Class B, 3.534%, 2/25/52 (a)(b) | | | | | | | 520,000 | | | | | | | | | | | | | | | | 476,486 | | | | | |
| | | | | | | |
GCAT Trust, Series 2021-CM2, Class A1, 2.352%, 8/25/66 (a)(b) | | | | | | | 260,553 | | | | | | | | | | | | | | | | 242,798 | | | | | |
| | | | | | | |
Government National Mortgage Association | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2019-132, Class NZ, 3.500%, 10/20/49 | | | | | | | 384,115 | | | | | | | | | | | | | | | | 258,397 | | | | | |
| | | | | | | |
Series 2021-66, Class PY, 2.000%, 3/20/50 | | | | | | | 1,885,902 | | | | | | | | | | | | | | | | 1,081,354 | | | | | |
| | | | | | | |
Series 2022-136, Class KZ, 4.000%, 8/20/52 | | | | | | | 630,888 | | | | | | | | | | | | | | | | 442,686 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | 18,873,475 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Commercial Mortgage-Backed Securities – 6.2% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
245 Park Avenue Trust, Series 2017-245P, Class A, 3.508%, 6/5/37 (a) | | | | | | | 800,000 | | | | | | | | | | | | | | | | 758,628 | | | | | |
| | | | | | | |
280 Park Avenue Mortgage Trust, Series 2017-280P, Class E, 7.238%, (1 Month USD SOFR CME + 2.419%), 9/15/34 (a)(b) | | | | | | | 228,000 | | | | | | | | | | | | | | | | 212,287 | | | | | |
| | | | | | | |
Bank | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2017-BNK8, Class ASB, 3.314%, 11/15/50 | | | | | | | 93,319 | | | | | | | | | | | | | | | | 91,231 | | | | | |
| | | | | | | |
Series 2019-BN18, Class XA, 0.882%, 5/15/62 (b)(d) | | | | | | | 2,096,959 | | | | | | | | | | | | | | | | 68,135 | | | | | |
| | | | | | | |
Series 2019-BN24, Class XA, 0.633%, 11/15/62 (b)(d) | | | | | | | 5,448,626 | | | | | | | | | | | | | | | | 154,002 | | | | | |
| | | | | | | |
Series 2020-BN28, Class XA, 1.759%, 3/15/63 (b)(d) | | | | | | | 1,871,529 | | | | | | | | | | | | | | | | 151,607 | | | | | |
| | | | | | | |
Benchmark Mortgage Trust | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2019-B10, Class XA, 1.221%, 3/15/62 (b)(d) | | | | | | | 1,932,087 | | | | | | | | | | | | | | | | 86,215 | | | | | |
| | | | | | | |
Series 2020-B18, Class XA, 1.783%, 7/15/53 (b)(d) | | | | | | | 484,776 | | | | | | | | | | | | | | | | 26,540 | | | | | |
14
Domini Impact Bond Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Security | | Principal Amount* | | | | | | Value | |
| | | | | | | |
Commercial Mortgage-Backed Securities (Continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2020-B22, Class XA, 1.506%, 1/15/54 (b)(d) | | | | | | | 878,297 | | | | | | | | | | | | | | | $ | 62,805 | | | | | |
| | | | | | | |
BWAY Mortgage Trust | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2013-1515, Class A1, 2.809%, 3/10/33 (a) | | | | | | | 10,856 | | | | | | | | | | | | | | | | 10,786 | | | | | |
| | | | | | | |
Series 2013-1515, Class A2, 3.454%, 3/10/33 (a) | | | | | | | 1,000,000 | | | | | | | | | | | | | | | | 978,166 | | | | | |
| | | | | | | |
BX Trust | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2022-CLS, Class A, 5.760%, 10/13/27 (a) | | | | | | | 892,000 | | | | | | | | | | | | | | | | 887,787 | | | | | |
| | | | | | | |
Series 2022-CLS, Class B, 6.300%, 10/13/27 (a) | | | | | | | 375,000 | | | | | | | | | | | | | | | | 357,891 | | | | | |
| | | | | | | |
Series 2024-VLT5, Class A, 5.410%, 11/13/46 (a)(b) | | | | | | | 1,000,000 | | | | | | | | | | | | | | | | 1,016,269 | | | | | |
| | | | | | | |
COMM Mortgage Trust | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2015-LC19, Class A4, 3.183%, 2/10/48 | | | | | | | 291,000 | | | | | | | | | | | | | | | | 289,961 | | | | | |
| | | | | | | |
Series 2020-CX, Class A, 2.173%, 11/10/46 (a) | | | | | | | 825,000 | | | | | | | | | | | | | | | | 675,368 | | | | | |
| | | | | | | |
Series 2020-CX, Class B, 2.446%, 11/10/46 (a) | | | | | | | 524,000 | | | | | | | | | | | | | | | | 425,988 | | | | | |
| | | | | | | |
Series 2020-CX, Class C, 2.683%, 11/10/46 (a)(b) | | | | | | | 100,000 | | | | | | | | | | | | | | | | 80,967 | | | | | |
| | | | | | | |
Series 2020-CX, Class D, 2.683%, 11/10/46 (a)(b) | | | | | | | 100,000 | | | | | | | | | | | | | | | | 77,677 | | | | | |
| | | | | | | |
Series 2020-SBX, Class A, 1.670%, 1/10/38 (a) | | | | | | | 595,000 | | | | | | | | | | | | | | | | 531,564 | | | | | |
| | | | | | | |
DBJPM Mortgage Trust, Series 2020-C9, Class XA, 1.700%, 9/15/53 (b) | | | | | | | 630,306 | | | | | | | | | | | | | | | | 29,896 | | | | | |
| | | | | | | |
Grace Trust, Series 2020-GRCE, Class A, 2.347%, 12/10/40 (a) | | | | | | | 925,000 | | | | | | | | | | | | | | | | 777,866 | | | | | |
| | | | | | | |
Hudson Yards Mortgage Trust | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2016-10HY, Class A, 2.835%, 8/10/38 (a) | | | | | | | 915,000 | | | | | | | | | | | | | | | | 873,941 | | | | | |
| | | | | | | |
Series 2019-30HY, Class A, 3.228%, 7/10/39 (a) | | | | | | | 700,000 | | | | | | | | | | | | | | | | 641,441 | | | | | |
| | | | | | | |
JP Morgan Chase Commercial Mortgage Securities Corp. | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2021-NYAH, Class G, 7.808%, (1 Month USD SOFR CME + 3.004%), 6/15/38 (a)(b) | | | | | | | 655,000 | | | | | | | | | | | | | | | | 532,149 | | | | | |
| | | | | | | |
Series 2022-OPO, Class A, 3.024%, 1/5/39 (a) | | | | | | | 1,750,000 | | | | | | | | | | | | | | | | 1,601,647 | | | | | |
| | | | | | | |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class A4, 3.526%, 12/15/47 | | | | | | | 85,078 | | | | | | | | | | | | | | | | 84,891 | | | | | |
| | | | | | | |
SLG Office Trust | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2021-OVA, Class B, 2.707%, 7/15/41 (a) | | | | | | | 445,000 | | | | | | | | | | | | | | | | 370,330 | | | | | |
| | | | | | | |
Series 2021-OVA, Class C, 2.851%, 7/15/41 (a) | | | | | | | 835,000 | | | | | | | | | | | | | | | | 689,569 | | | | | |
| | | | | | | |
STWD Mortgage Trust, Series 2021-LIH, Class E, 7.821%, (1 Month USD SOFR CME + 3.017%), 11/15/36 (a)(b) | | | | | | | 955,000 | | | | | | | | | | | | | | | | 933,570 | | | | | |
| | | | | | | |
SUMIT Mortgage Trust, Series 2022-BVUE, Class A, 2.789%, 2/12/41 (a) | | | | | | | 1,615,000 | | | | | | | | | | | | | | | | 1,289,275 | | | | | |
| | | | | | | |
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class A4, 3.617%, 9/15/57 | | | | | | | 340,000 | | | | | | | | | | | | | | | | 335,325 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | 15,103,774 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Federal Home Loan Mortgage Corporation – 8.1% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Federal Home Loan Mortgage Corp. 2.500%, 8/1/27 | | | | | | | 8,534 | | | | | | | | | | | | | | | | 8,323 | | | | | |
| | | | | | | |
2.500%, 11/1/27 | | | | | | | 21,918 | | | | | | | | | | | | | | | | 21,376 | | | | | |
| | | | | | | |
3.000%, 1/1/27 | | | | | | | 26,018 | | | | | | | | | | | | | | | | 25,599 | | | | | |
| | | | | | | |
3.000%, 7/1/42 | | | | | | | 18,407 | | | | | | | | | | | | | | | | 16,448 | | | | | |
| | | | | | | |
3.000%, 5/1/45 | | | | | | | 154,902 | | | | | | | | | | | | | | | | 137,792 | | | | | |
15
Domini Impact Bond Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Security | | Principal Amount* | | | | | | Value | |
| | | | | | | |
Federal Home Loan Mortgage Corporation (Continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
3.500%, 12/1/32 | | | | | | | 70,600 | | | | | | | | | | | | | | | $ | 68,600 | | | | | |
| | | | | | | |
3.500%, 6/1/48 | | | | | | | 317,002 | | | | | | | | | | | | | | | | 287,946 | | | | | |
| | | | | | | |
4.000%, 2/1/37 | | | | | | | 33,830 | | | | | | | | | | | | | | | | 32,497 | | | | | |
| | | | | | | |
4.000%, 8/1/39 | | | | | | | 18,177 | | | | | | | | | | | | | | | | 17,346 | | | | | |
| | | | | | | |
4.000%, 10/1/39 | | | | | | | 35,711 | | | | | | | | | | | | | | | | 34,080 | | | | | |
| | | | | | | |
4.000%, 10/1/39 | | | | | | | 32,307 | | | | | | | | | | | | | | | | 30,831 | | | | | |
| | | | | | | |
4.000%, 11/1/39 | | | | | | | 15,316 | | | | | | | | | | | | | | | | 14,616 | | | | | |
| | | | | | | |
4.000%, 10/1/40 | | | | | | | 50,417 | | | | | | | | | | | | | | | | 48,113 | | | | | |
| | | | | | | |
4.000%, 11/1/40 | | | | | | | 45,595 | | | | | | | | | | | | | | | | 43,511 | | | | | |
| | | | | | | |
4.000%, 11/1/40 | | | | | | | 8,179 | | | | | | | | | | | | | | | | 7,805 | | | | | |
| | | | | | | |
4.000%, 11/1/40 | | | | | | | 6,039 | | | | | | | | | | | | | | | | 5,765 | | | | | |
| | | | | | | |
4.000%, 12/1/40 | | | | | | | 21,797 | | | | | | | | | | | | | | | | 20,801 | | | | | |
| | | | | | | |
4.000%, 6/1/41 | | | | | | | 4,485 | | | | | | | | | | | | | | | | 4,356 | | | | | |
| | | | | | | |
4.500%, 4/1/35 | | | | | | | 43,070 | | | | | | | | | | | | | | | | 42,055 | | | | | |
| | | | | | | |
4.500%, 9/1/35 | | | | | | | 54,524 | | | | | | | | | | | | | | | | 53,219 | | | | | |
| | | | | | | |
4.500%, 7/1/36 | | | | | | | 42,718 | | | | | | | | | | | | | | | | 41,695 | | | | | |
| | | | | | | |
4.500%, 6/1/39 | | | | | | | 79,854 | | | | | | | | | | | | | | | | 78,234 | | | | | |
| | | | | | | |
4.500%, 9/1/40 | | | | | | | 11,676 | | | | | | | | | | | | | | | | 11,439 | | | | | |
| | | | | | | |
4.500%, 2/1/41 | | | | | | | 24,325 | | | | | | | | | | | | | | | | 23,831 | | | | | |
| | | | | | | |
4.500%, 11/1/52 | | | | | | | 1,268,067 | | | | | | | | | | | | | | | | 1,206,179 | | | | | |
| | | | | | | |
5.000%, 8/1/33 | | | | | | | 7,893 | | | | | | | | | | | | | | | | 7,905 | | | | | |
| | | | | | | |
5.000%, 10/1/33 | | | | | | | 3,097 | | | | | | | | | | | | | | | | 3,120 | | | | | |
| | | | | | | |
5.000%, 4/1/35 | | | | | | | 8,500 | | | | | | | | | | | | | | | | 8,497 | | | | | |
| | | | | | | |
5.000%, 7/1/35 | | | | | | | 59,709 | | | | | | | | | | | | | | | | 59,682 | | | | | |
| | | | | | | |
5.000%, 7/1/35 | | | | | | | 9,755 | | | | | | | | | | | | | | | | 9,752 | | | | | |
| | | | | | | |
5.000%, 1/1/37 | | | | | | | 37,052 | | | | | | | | | | | | | | | | 37,056 | | | | | |
| | | | | | | |
5.000%, 7/1/40 | | | | | | | 26,901 | | | | | | | | | | | | | | | | 27,020 | | | | | |
| | | | | | | |
5.000%, 4/1/41 | | | | | | | 22,552 | | | | | | | | | | | | | | | | 22,651 | | | | | |
| | | | | | | |
5.500%, 12/1/36 | | | | | | | 37,563 | | | | | | | | | | | | | | | | 38,201 | | | | | |
| | | | | | | |
5.500%, 8/1/40 | | | | | | | 53,180 | | | | | | | | | | | | | | | | 53,702 | | | | | |
| | | | | | | |
5.500%, 5/1/53 | | | | | | | 2,345,174 | | | | | | | | | | | | | | | | 2,325,566 | | | | | |
| | | | | | | |
5.500%, 6/1/53 | | | | | | | 2,216,551 | | | | | | | | | | | | | | | | 2,205,268 | | | | | |
| | | | | | | |
5.500%, 9/1/53 | | | | | | | 2,352,666 | | | | | | | | | | | | | | | | 2,332,463 | | | | | |
| | | | | | | |
5.500%, 8/1/54 | | | | | | | 1,286,023 | | | | | | | | | | | | | | | | 1,278,350 | | | | | |
| | | | | | | |
6.000%, 8/1/36 | | | | | | | 6,276 | | | | | | | | | | | | | | | | 6,527 | | | | | |
| | | | | | | |
6.000%, 7/1/39 | | | | | | | 32,433 | | | | | | | | | | | | | | | | 33,614 | | | | | |
| | | | | | | |
6.000%, 8/1/53 | | | | | | | 3,282,108 | | | | | | | | | | | | | | | | 3,309,701 | | | | | |
| | | | | | | |
6.000%, 12/1/53 | | | | | | | 2,475,841 | | | | | | | | | | | | | | | | 2,507,124 | | | | | |
| | | | | | | |
6.000%, 4/1/54 | | | | | | | 3,235,030 | | | | | | | | | | | | | | | | 3,257,393 | | | | | |
| | | | | | | |
7.258%, (1-year RFUCCT + 1.622%), 10/1/43 (b) | | | | | | | 22,065 | | | | | | | | | | | | | | | | 22,581 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | 19,828,630 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
16
Domini Impact Bond Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Security | | Principal Amount* | | | | | | Value | |
| | | | | | | |
Federal National Mortgage Association – 17.2% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Federal National Mortgage Association | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
2.000%, 10/1/27 | | | | | | | 29,694 | | | | | | | | | | | | | | | $ | 28,737 | | | | | |
| | | | | | | |
2.000%, 1/1/28 | | | | | | | 32,279 | | | | | | | | | | | | | | | | 31,133 | | | | | |
| | | | | | | |
2.000%, 2/1/52 | | | | | | | 4,338,847 | | | | | | | | | | | | | | | | 3,505,540 | | | | | |
| | | | | | | |
2.000%, 3/1/52 | | | | | | | 4,040,733 | | | | | | | | | | | | | | | | 3,273,711 | | | | | |
| | | | | | | |
2.500%, 11/1/31 | | | | | | | 35,369 | | | | | | | | | | | | | | | | 33,283 | | | | | |
| | | | | | | |
2.500%, 12/1/31 | | | | | | | 9,814 | | | | | | | | | | | | | | | | 9,286 | | | | | |
| | | | | | | |
2.500%, 12/1/43 | | | | | | | 65,908 | | | | | | | | | | | | | | | | 56,567 | | | | | |
| | | | | | | |
2.500%, 4/1/45 | | | | | | | 101,061 | | | | | | | | | | | | | | | | 86,270 | | | | | |
| | | | | | | |
2.500%, 12/1/51 | | | | | | | 4,822,599 | | | | | | | | | | | | | | | | 4,028,481 | | | | | |
| | | | | | | |
2.500%, 12/1/51 | | | | | | | 2,638,539 | | | | | | | | | | | | | | | | 2,208,188 | | | | | |
| | | | | | | |
3.000%, 8/1/46 | | | | | | | 23,263 | | | | | | | | | | | | | | | | 20,377 | | | | | |
| | | | | | | |
3.000%, 10/1/46 | | | | | | | 443,514 | | | | | | | | | | | | | | | | 389,952 | | | | | |
| | | | | | | |
3.000%, 11/1/46 | | | | | | | 564,036 | | | | | | | | | | | | | | | | 492,004 | | | | | |
| | | | | | | |
3.000%, 12/1/46 | | | | | | | 210,635 | | | | | | | | | | | | | | | | 183,721 | | | | | |
| | | | | | | |
3.000%, 1/1/52 | | | | | | | 2,556,067 | | | | | | | | | | | | | | | | 2,207,774 | | | | | |
| | | | | | | |
3.000%, 6/1/52 | | | | | | | 4,394,690 | | | | | | | | | | | | | | | | 3,848,969 | | | | | |
| | | | | | | |
3.500%, 12/1/31 | | | | | | | 3,416 | | | | | | | | | | | | | | | | 3,313 | | | | | |
| | | | | | | |
3.500%, 1/1/32 | | | | | | | 56,005 | | | | | | | | | | | | | | | | 54,206 | | | | | |
| | | | | | | |
3.500%, 1/1/32 | | | | | | | 34,508 | | | | | | | | | | | | | | | | 33,408 | | | | | |
| | | | | | | |
3.500%, 10/1/32 | | | | | | | 45,931 | | | | | | | | | | | | | | | | 44,351 | | | | | |
| | | | | | | |
3.500%, 8/1/43 | | | | | | | 423,050 | | | | | | | | | | | | | | | | 387,282 | | | | | |
| | | | | | | |
3.500%, 6/1/46 | | | | | | | 309,950 | | | | | | | | | | | | | | | | 281,954 | | | | | |
| | | | | | | |
3.500%, 1/1/48 | | | | | | | 174,238 | | | | | | | | | | | | | | | | 158,063 | | | | | |
| | | | | | | |
4.000%, 11/1/30 | | | | | | | 5,940 | | | | | | | | | | | | | | | | 5,844 | | | | | |
| | | | | | | |
4.000%, 10/1/33 | | | | | | | 43,674 | | | | | | | | | | | | | | | | 42,475 | | | | | |
| | | | | | | |
4.000%, 12/1/36 | | | | | | | 12,050 | | | | | | | | | | | | | | | | 11,545 | | | | | |
| | | | | | | |
4.000%, 8/1/39 | | | | | | | 17,187 | | | | | | | | | | | | | | | | 16,382 | | | | | |
| | | | | | | |
4.000%, 10/1/39 | | | | | | | 12,129 | | | | | | | | | | | | | | | | 11,561 | | | | | |
| | | | | | | |
4.000%, 12/1/39 | | | | | | | 15,926 | | | | | | | | | | | | | | | | 15,179 | | | | | |
| | | | | | | |
4.000%, 1/1/40 | | | | | | | 148,178 | | | | | | | | | | | | | | | | 141,229 | | | | | |
| | | | | | | |
4.000%, 3/1/40 | | | | | | | 16,503 | | | | | | | | | | | | | | | | 15,729 | | | | | |
| | | | | | | |
4.000%, 8/1/40 | | | | | | | 34,902 | | | | | | | | | | | | | | | | 33,265 | | | | | |
| | | | | | | |
4.000%, 8/1/40 | | | | | | | 6,170 | | | | | | | | | | | | | | | | 5,881 | | | | | |
| | | | | | | |
4.000%, 10/1/40 | | | | | | | 86,814 | | | | | | | | | | | | | | | | 82,742 | | | | | |
| | | | | | | |
4.000%, 10/1/40 | | | | | | | 11,130 | | | | | | | | | | | | | | | | 10,608 | | | | | |
| | | | | | | |
4.000%, 11/1/40 | | | | | | | 11,373 | | | | | | | | | | | | | | | | 10,843 | | | | | |
| | | | | | | |
4.000%, 11/1/40 | | | | | | | 8,380 | | | | | | | | | | | | | | | | 7,987 | | | | | |
| | | | | | | |
4.000%, 12/1/40 | | | | | | | 29,178 | | | | | | | | | | | | | | | | 27,809 | | | | | |
| | | | | | | |
4.000%, 2/1/41 | | | | | | | 28,102 | | | | | | | | | | | | | | | | 26,784 | | | | | |
| | | | | | | |
4.000%, 10/1/49 | | | | | | | 1,939,578 | | | | | | | | | | | | | | | | 1,817,987 | | | | | |
| | | | | | | |
4.500%, 8/1/35 | | | | | | | 12,081 | | | | | | | | | | | | | | | | 11,778 | | | | | |
17
Domini Impact Bond Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Security | | Principal Amount* | | | | | | Value | |
| | | | | | | |
Federal National Mortgage Association (Continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
4.500%, 8/1/36 | | | | | | | 7,025 | | | | | | | | | | | | | | | $ | 6,848 | | | | | |
| | | | | | | |
4.500%, 8/1/38 | | | | | | | 28,550 | | | | | | | | | | | | | | | | 27,847 | | | | | |
| | | | | | | |
4.500%, 3/1/39 | | | | | | | 40,610 | | | | | | | | | | | | | | | | 39,736 | | | | | |
| | | | | | | |
4.500%, 9/1/39 | | | | | | | 15,109 | | | | | | | | | | | | | | | | 14,783 | | | | | |
| | | | | | | |
4.500%, 2/1/40 | | | | | | | 20,944 | | | | | | | | | | | | | | | | 20,493 | | | | | |
| | | | | | | |
4.500%, 8/1/40 | | | | | | | 42,188 | | | | | | | | | | | | | | | | 41,279 | | | | | |
| | | | | | | |
4.500%, 1/1/41 | | | | | | | 13,591 | | | | | | | | | | | | | | | | 13,298 | | | | | |
| | | | | | | |
4.500%, 9/1/41 | | | | | | | 27,148 | | | | | | | | | | | | | | | | 26,536 | | | | | |
| | | | | | | |
5.000%, 10/1/39 | | | | | | | 1,607 | | | | | | | | | | | | | | | | 1,612 | | | | | |
| | | | | | | |
5.500%, 8/1/37 | | | | | | | 24,595 | | | | | | | | | | | | | | | | 24,910 | | | | | |
| | | | | | | |
6.000%, 12/1/35 | | | | | | | 12,393 | | | | | | | | | | | | | | | | 12,664 | | | | | |
| | | | | | | |
6.000%, 3/1/36 | | | | | | | 86,354 | | | | | | | | | | | | | | | | 89,458 | | | | | |
| | | | | | | |
6.000%, 6/1/36 | | | | | | | 28,638 | | | | | | | | | | | | | | | | 29,746 | | | | | |
| | | | | | | |
6.000%, 8/1/37 | | | | | | | 7,352 | | | | | | | | | | | | | | | | 7,546 | | | | | |
| | | | | | | |
6.000%, 3/1/38 | | | | | | | 16,016 | | | | | | | | | | | | | | | | 16,635 | | | | | |
| | | | | | | |
6.330%, (1-year RFUCCT + 1.580%), 5/1/44 (b) | | | | | | | 6,229 | | | | | | | | | | | | | | | | 6,276 | | | | | |
| | | | | | | |
TBA 15 Yr, 2.000%, 11/1/39 (e) | | | | | | | 1,100,000 | | | | | | | | | | | | | | | | 979,917 | | | | | |
| | | | | | | |
TBA 30 Yr, 2.000%, 11/1/54 (e) | | | | | | | 3,200,000 | | | | | | | | | | | | | | | | 2,536,946 | | | | | |
| | | | | | | |
TBA 30 Yr, 2.500%, 11/1/54 (e) | | | | | | | 1,125,000 | | | | | | | | | | | | | | | | 930,847 | | | | | |
| | | | | | | |
TBA 30 Yr, 3.500%, 11/1/54 (e) | | | | | | | 1,700,000 | | | | | | | | | | | | | | | | 1,519,975 | | | | | |
| | | | | | | |
TBA 30 Yr, 4.000%, 11/1/54 (e) | | | | | | | 3,400,000 | | | | | | | | | | | | | | | | 3,141,558 | | | | | |
| | | | | | | |
TBA 30 Yr, 5.500%, 11/1/54 (e) | | | | | | | 3,895,000 | | | | | | | | | | | | | | | | 3,858,602 | | | | | |
| | | | | | | |
TBA 30 Yr, 6.000%, 11/1/54 (e) | | | | | | | 4,770,000 | | | | | | | | | | | | | | | | 4,801,153 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | 41,810,863 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Government National Mortgage Association – 4.7% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Government National Mortgage Association | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
5.500%, 6/20/53 | | | | | | | 1,055,661 | | | | | | | | | | | | | | | | 1,051,945 | | | | | |
| | | | | | | |
TBA 30 Yr, 2.000%, 11/20/54 (e) | | | | | | | 2,900,000 | | | | | | | | | | | | | | | | 2,365,263 | | | | | |
| | | | | | | |
TBA 30 Yr, 2.500%, 11/20/54 (e) | | | | | | | 2,200,000 | | | | | | | | | | | | | | | | 1,863,979 | | | | | |
| | | | | | | |
TBA 30 Yr, 3.500%, 11/20/54 (e) | | | | | | | 3,400,000 | | | | | | | | | | | | | | | | 3,072,888 | | | | | |
| | | | | | | |
TBA 30 Yr, 4.000%, 11/20/54 (e) | | | | | | | 1,600,000 | | | | | | | | | | | | | | | | 1,489,625 | | | | | |
| | | | | | | |
TBA 30 Yr, 4.500%, 11/20/54 (e) | | | | | | | 1,600,000 | | | | | | | | | | | | | | | | 1,527,334 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | 11,371,034 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Total Mortgage Backed Securities (Cost $113,870,557) | | | | | | | | | | | | | | | | | | | | | | | 106,987,776 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Corporate Bonds and Notes – 27.5% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Communications – 1.9% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Africell Holding, Ltd., 10.500%, 10/23/29 (a) | | | | | | | 835,000 | | | | | | | | | | | | | | | | 836,662 | | | | | |
| | | | | | | |
Axian Telecom, 7.375%, 2/16/27 (a) | | | | | | | 445,000 | | | | | | | | | | | | | | | | 448,405 | | | | | |
| | | | | | | |
Charter Communications Operating LLC/Charter Communications Operating Capital, 6.484%, 10/23/45 | | | | | | | 1,325,000 | | | | | | | | | | | | | | | | 1,253,007 | | | | | |
18
Domini Impact Bond Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Security | | Principal Amount* | | | | | | Value | |
| | | | | | | |
Communications (Continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Cox Communications, Inc., 3.850%, 2/1/25 (a) | | | | | | | 10,000 | | | | | | | | | | | | | | | $ | 9,965 | | | | | |
| | | | | | | |
Millicom International Cellular SA | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
4.500%, 4/27/31 (a) | | | | | | | 475,000 | | | | | | | | | | | | | | | | 428,892 | | | | | |
| | | | | | | |
7.375%, 4/2/32 (a) | | | | | | | 400,000 | | | | | | | | | | | | | | | | 408,888 | | | | | |
| | | | | | | |
Paramount Global | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
2.900%, 1/15/27 | | | | | | | 400,000 | | | | | | | | | | | | | | | | 380,263 | | | | | |
| | | | | | | |
4.950%, 1/15/31 | | | | | | | 985,000 | | | | | | | | | | | | | | | | 915,404 | | | | | |
| | | | | | | |
Vodafone Group PLC, 6.150%, 2/27/37 | | | | | | | 66,000 | | | | | | | | | | | | | | | | 70,379 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | 4,751,865 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Consumer, Cyclical – 0.7% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Toll Brothers Finance Corp., 4.350%, 2/15/28 | | | | | | | 600,000 | | | | | | | | | | | | | | | | 589,090 | | | | | |
| | | | | | | |
YMCA of Greater New York | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
2.303%, 8/1/26 | | | | | | | 765,000 | | | | | | | | | | | | | | | | 721,618 | | | | | |
| | | | | | | |
Series 2020, 3.230%, 8/1/32 | | | | | | | 375,000 | | | | | | | | | | | | | | | | 310,661 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | 1,621,369 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Consumer, Non-cyclical – 7.3% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Advocate Health & Hospitals Corp. | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2020, 2.211%, 6/15/30 | | | | | | | 325,000 | | | | | | | | | | | | | | | | 283,521 | | | | | |
| | | | | | | |
3.829%, 8/15/28 | | | | | | | 1,115,000 | | | | | | | | | | | | | | | | 1,086,991 | | | | | |
| | | | | | | |
Beth Israel Lahey Health, Inc., 2.220%, 7/1/28 | | | | | | | 1,400,000 | | | | | | | | | | | | | | | | 1,258,621 | | | | | |
| | | | | | | |
Block, Inc., 6.500%, 5/15/32 (a) | | | | | | | 700,000 | | | | | | | | | | | | | | | | 713,311 | | | | | |
| | | | | | | |
Bon Secours Mercy Health, Inc., 1.350%, 6/1/25 | | | | | | | 155,000 | | | | | | | | | | | | | | | | 151,443 | | | | | |
| | | | | | | |
Boston Medical Center Corp., 4.519%, 7/1/26 | | | | | | | 705,000 | | | | | | | | | | | | | | | | 696,616 | | | | | |
| | | | | | | |
Conservation Fund A Nonprofit Corp. (The), 3.474%, 12/15/29 | | | | | | | 800,000 | | | | | | | | | | | | | | | | 731,501 | | | | | |
| | | | | | | |
Cornell University, 4.835%, 6/15/34 | | | | | | | 1,200,000 | | | | | | | | | | | | | | | | 1,200,706 | | | | | |
| | | | | | | |
Duke University, 2.682%, 10/1/44 | | | | | | | 1,070,000 | | | | | | | | | | | | | | | | 780,311 | | | | | |
| | | | | | | |
ERAC USA Finance LLC, 3.850%, 11/15/24 (a) | | | | | | | 500,000 | | | | | | | | | | | | | | | | 499,750 | | | | | |
| | | | | | | |
Hologic, Inc., 3.250%, 2/15/29 (a) | | | | | | | 570,000 | | | | | | | | | | | | | | | | 523,987 | | | | | |
| | | | | | | |
Howard University | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2020, 1.991%, 10/1/25 (AGM) | | | | | | | 120,000 | | | | | | | | | | | | | | | | 116,167 | | | | | |
| | | | | | | |
Series 2020, 2.657%, 10/1/26 (AGM) | | | | | | | 100,000 | | | | | | | | | | | | | | | | 94,944 | | | | | |
| | | | | | | |
Series 2020, 3.476%, 10/1/41 (AGM) | | | | | | | 865,000 | | | | | | | | | | | | | | | | 647,394 | | | | | |
| | | | | | | |
Series 22A, 5.209%, 10/1/52 | | | | | | | 470,000 | | | | | | | | | | | | | | | | 426,803 | | | | | |
| | | | | | | |
John D and Catherine T MacArthur Foundation, 1.299%, 12/1/30 | | | | | | | 1,440,000 | | | | | | | | | | | | | | | | 1,148,871 | | | | | |
| | | | | | | |
Leland Stanford Junior University, 4.249%, 5/1/54 | | | | | | | 1,200,000 | | | | | | | | | | | | | | | | 1,042,285 | | | | | |
| | | | | | | |
PeaceHealth Obligated Group, 1.375%, 11/15/25 | | | | | | | 1,000,000 | | | | | | | | | | | | | | | | 960,277 | | | | | |
| | | | | | | |
President and Fellows of Harvard College, 4.609%, 2/15/35 | | | | | | | 635,000 | | | | | | | | | | | | | | | | 628,382 | | | | | |
| | | | | | | |
Providence St Joseph Health Obligated Group, 5.403%, 10/1/33 | | | | | | | 613,000 | | | | | | | | | | | | | | | | 617,668 | | | | | |
| | | | | | | |
Royalty Pharma PLC | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
2.150%, 9/2/31 | | | | | | | 350,000 | | | | | | | | | | | | | | | | 290,160 | | | | | |
| | | | | | | |
3.300%, 9/2/40 | | | | | | | 1,250,000 | | | | | | | | | | | | | | | | 925,819 | | | | | |
19
Domini Impact Bond Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | |
Security | | Principal Amount* | | | | | Value | |
| | | |
Consumer, Non-cyclical (Continued) | | | | | | | | | | |
| | | |
Stanford Health Care, 3.310%, 8/15/30 | | | 595,000 | | | | | $ | 553,785 | |
| | | |
Thomas Jefferson University, 3.847%, 11/1/57 | | | 500,000 | | | | | | 378,050 | |
| | | |
Trustees of Columbia University in the City of New York/(The), 4.355%, 10/1/35 | | | 995,000 | | | | | | 961,381 | |
| | | |
William Marsh Rice University, 3.774%, 5/15/55 | | | 1,145,000 | | | | | | 940,323 | |
| | | | | | | | | | |
| | | |
| | | | | | | | | 17,659,067 | |
| | | | | | | | | | |
Energy – 1.0% | | | | | | | | | | |
| | | |
Greenko Dutch BV
| | | | | | | | | | |
| | | |
3.850%, 3/29/26 (a) | | | 814,450 | | | | | | 785,130 | |
| | | |
3.850%, 3/29/26 (f) | | | 420,650 | | | | | | 405,506 | |
| | | |
Vena Energy Capital Pte, Ltd., 3.133%, 2/26/25 (f) | | | 1,380,000 | | | | | | 1,369,950 | |
| | | | | | | | | | |
| | | |
| | | | | | | | | 2,560,586 | |
| | | | | | | | | | |
Financial – 13.0% | | | | | | | | | | |
| | | |
Air Lease Corp., 3.625%, 12/1/27 | | | 500,000 | | | | | | 484,665 | |
| | | |
American International Group, Inc., 3.900%, 4/1/26 | | | 190,000 | | | | | | 187,154 | |
| | | |
AXA SA, 8.600%, 12/15/30 | | | 400,000 | | | | | | 483,726 | |
| | | |
Bank of America Corp., 0.583%, (3 Month EUR-EURIBOR + 0.76%), 8/24/28 (b)(f) | | | 560,000 | | | | | | 568,245 | |
| | | |
Bank of Ireland Group PLC | | | | | | | | | | |
| | | |
5.601%, (SOFR + 1.620%), 3/20/30 (a)(b) | | | 1,240,000 | | | | | | 1,262,938 | |
| | | |
6.253%, (1-Yr. CMT + 2.65%), 9/16/26 (a)(b) | | | 1,200,000 | | | | | | 1,210,879 | |
| | | |
6.253%, (1-Yr. CMT + 2.65%), 9/16/26 (b)(f) | | | 465,000 | | | | | | 469,216 | |
| | | |
BlueHub Loan Fund, Inc., 2.890%, 1/1/27 | | | 600,000 | | | | | | 558,174 | |
| | | |
BNP Paribas SA, 4.375%, (3 Month EUR-EURIBOR + 1.45%), 1/13/29 (b)(f) | | | 1,000,000 | | | | | | 1,124,353 | |
| | | |
Boston Properties LP, 3.650%, 2/1/26 | | | 430,000 | | | | | | 422,093 | |
| | | |
BPCE SA, 4.875%, 4/1/26 (a) | | | 500,000 | | | | | | 497,000 | |
| | | |
Brandywine Operating Partnership LP, 4.550%, 10/1/29 | | | 500,000 | | | | | | 460,730 | |
| | | |
Brighthouse Financial, Inc., 5.625%, 5/15/30 | | | 1,500,000 | | | | | | 1,534,638 | |
| | | |
Canary Wharf Group Investment Holdings PLC, 3.375%, 4/23/28 (f) | | | 200,000 | | | | | | 214,121 | |
| | | |
Ceska sporitelna AS, 0.500%, (3 Month EUR-EURIBOR + 0.78%), 9/13/28 (b)(f) | | | 1,200,000 | | | | | | 1,188,396 | |
| | | |
Citigroup, Inc. | | | | | | | | | | |
| | | |
2.561%, (SOFR + 1.167%), 5/1/32 (b) | | | 500,000 | | | | | | 428,027 | |
| | | |
4.412%, (SOFR + 3.914%), 3/31/31 (b) | | | 750,000 | | | | | | 726,305 | |
| | | |
Credit Agricole SA, 4.125%, 1/10/27 (a) | | | 1,000,000 | | | | | | 984,765 | |
| | | |
Discover Financial Services, 3.750%, 3/4/25 | | | 325,000 | | | | | | 323,388 | |
| | | |
HA Sustainable Infrastructure Capital, Inc., 6.375%, 7/1/34 (a) | | | 600,000 | | | | | | 597,572 | |
| | | |
ING Groep NV, 4.625%, 1/6/26 (a) | | | 750,000 | | | | | | 748,784 | |
| | | |
Intercontinental Exchange, Inc., 3.625%, 9/1/28 (a) | | | 200,000 | | | | | | 192,393 | |
| | | |
JPMorgan Chase & Co., 6.070%, (SOFR + 1.330%), 10/22/27 (b) | | | 1,090,000 | | | | | | 1,118,222 | |
| | | |
Kreditanstalt fuer Wiederaufbau | | | | | | | | | | |
| | | |
0.000%, 6/29/37 | | | 6,000,000 | | | | | | 3,402,465 | |
| | | |
4.375%, 2/28/34 | | | 6,000,000 | | | | | | 6,024,899 | |
| | | |
mBank SA, 0.966%, (3 Month EUR-EURIBOR + 1.25%), 9/21/27 (b)(f) | | | 600,000 | | | | | | 618,119 | |
20
Domini Impact Bond Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | |
Security | | Principal Amount* | | | | | Value | |
| | | |
Financial (Continued) | | | | | | | | | | |
| | | |
Morgan Stanley | | | | | | | | | | |
| | | |
Series MTN, 2.511%, (SOFR + 1.200%), 10/20/32 (b) | | | 1,000,000 | | | | | $ | 848,538 | |
| | | |
Series GMTN, 2.699%, (SOFR + 1.143%), 1/22/31 (b) | | | 640,000 | | | | | | 572,803 | |
| | | |
NHP Foundation, 5.850%, 12/1/28 | | | 800,000 | | | | | | 822,512 | |
| | | |
Nuveen Finance LLC, 4.125%, 11/1/24 (a) | | | 160,000 | | | | | | 160,000 | |
| | | |
Scentre Group Trust 1/Scentre Group Trust 2, 4.375%, 5/28/30 (a) | | | 615,000 | | | | | | 595,199 | |
| | | |
Sumitomo Mitsui Trust Bank, Ltd., 1.550%, 3/25/26 (a) | | | 1,500,000 | | | | | | 1,436,702 | |
| | | |
USAA Capital Corp., 2.125%, 5/1/30 (a) | | | 885,000 | | | | | | 771,362 | |
| | | |
Ventas Realty LP, 3.500%, 2/1/25 | | | 500,000 | | | | | | 497,968 | |
| | | | | | | | | | |
| | | |
| | | | | | | | | 31,536,351 | |
| | | | | | | | | | |
Government – 1.0% | | | | | | | | | | |
| | | |
European Investment Bank, 0.750%, 9/23/30 | | | 3,000,000 | | | | | | 2,466,078 | |
| | | | | | | | | | |
| | | |
| | | | | | | | | 2,466,078 | |
| | | | | | | | | | |
Industrial – 0.1% | | | | | | | | | | |
| | | |
Nature Conservancy (The), 1.154%, 7/1/27 | | | 430,000 | | | | | | 388,456 | |
| | | | | | | | | | |
| | | |
| | | | | | | | | 388,456 | |
| | | | | | | | | | |
Technology – 1.6% | | | | | | | | | | |
| | | |
Apple, Inc. | | | | | | | | | | |
| | | |
2.650%, 5/11/50 | | | 300,000 | | | | | | 195,000 | |
| | | |
4.100%, 8/8/62 | | | 1,435,000 | | | | | | 1,189,202 | |
| | | |
Broadcom, Inc. | | | | | | | | | | |
| | | |
3.187%, 11/15/36 (a) | | | 852,000 | | | | | | 692,581 | |
| | | |
4.150%, 11/15/30 | | | 1,200,000 | | | | | | 1,152,005 | |
| | | |
Microsoft Corp., 3.041%, 3/17/62 | | | 1,000,000 | | | | | | 668,257 | |
| | | | | | | | | | |
| | | |
| | | | | | | | | 3,897,045 | |
| | | | | | | | | | |
Utilities – 0.9% | | | | | | | | | | |
| | | |
Aegea Finance Sarl | | | | | | | | | | |
| | | |
6.750%, 5/20/29 (a) | | | 200,000 | | | | | | 198,689 | |
| | | |
9.000%, 1/20/31 (a) | | | 960,000 | | | | | | 1,024,181 | |
| | | |
Clearway Energy Operating LLC, 3.750%, 2/15/31 (a) | | | 560,000 | | | | | | 500,485 | |
| | | |
Zorlu Enerji Elektrik Uretim A/S, 11.000%, 4/23/30 (a) | | | 370,000 | | | | | | 371,491 | |
| | | | | | | | | | |
| | | |
| | | | | | | | | 2,094,846 | |
| | | | | | | | | | |
| | | |
Total Corporate Bonds and Notes (Cost $71,762,353) | | | | | | | | | 66,975,663 | |
| | | | | | | | | | |
| | | |
U.S. Government Agency Obligations – 23.2% | | | | | | | | | | |
| | | |
Farm Credit Bank of Texas , 7.750%, 5-Yr. CMT + 3.291%, 6/15/29 (a)(b) | | | 1,150,000 | | | | | | 1,206,856 | |
| | | |
Federal Farm Credit Banks Funding Corp. | | | | | | | | | | |
| | | |
2.625%, 10/15/49 | | | 3,250,000 | | | | | | 2,160,028 | |
| | | |
2.780%, 11/2/37 | | | 1,800,000 | | | | | | 1,478,725 | |
| | | |
3.430%, 4/6/45 | | | 1,000,000 | | | | | | 799,517 | |
| | | |
3.660%, 3/7/44 | | | 974,000 | | | | | | 813,998 | |
21
Domini Impact Bond Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Security | | Principal Amount* | | | | | | Value | |
| | | | | | | |
U.S. Government Agency Obligations (Continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
4.500%, 3/2/26 | | | | | | | 5,000,000 | | | | | | | | | | | | | | | $ | 5,018,239 | | | | | |
| | | | | | | |
Federal Home Loan Bank Discount Notes | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
0.000%, 11/1/24 | | | | | | | 5,000,000 | | | | | | | | | | | | | | | | 4,999,377 | | | | | |
| | | | | | | |
0.000%, 12/2/24 | | | | | | | 2,500,000 | | | | | | | | | | | | | | | | 2,490,111 | | | | | |
| | | | | | | |
0.000%, 12/27/24 | | | | | | | 2,500,000 | | | | | | | | | | | | | | | | 2,482,385 | | | | | |
| | | | | | | |
0.000%, 2/3/25 | | | | | | | 2,500,000 | | | | | | | | | | | | | | | | 2,471,269 | | | | | |
| | | | | | | |
Federal Home Loan Banks | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
0.900%, 2/26/27 | | | | | | | 3,000,000 | | | | | | | | | | | | | | | | 2,777,603 | | | | | |
| | | | | | | |
2.375%, 3/14/25 | | | | | | | 2,710,000 | | | | | | | | | | | | | | | | 2,690,259 | | | | | |
| | | | | | | |
3.250%, 11/16/28 | | | | | | | 5,000,000 | | | | | | | | | | | | | | | | 4,845,452 | | | | | |
| | | | | | | |
3.315%, 11/13/35 | | | | | | | 3,000,000 | | | | | | | | | | | | | | | | 2,683,399 | | | | | |
| | | | | | | |
4.125%, 3/13/26 | | | | | | | 3,500,000 | | | | | | | | | | | | | | | | 3,492,209 | | | | | |
| | | | | | | |
Federal Home Loan Mortgage Corp. , 1.500%, 2/12/25 | | | | | | | 2,600,000 | | | | | | | | | | | | | | | | 2,578,325 | | | | | |
| | | | | | | |
Federal National Mortgage Association | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
0.750%, 10/8/27 | | | | | | | 5,000,000 | | | | | | | | | | | | | | | | 4,538,692 | | | | | |
| | | | | | | |
0.875%, 8/5/30 | | | | | | | 8,000,000 | | | | | | | | | | | | | | | | 6,628,891 | | | | | |
| | | | | | | |
5.625%, 7/15/37 | | | | | | | 2,000,000 | | | | | | | | | | | | | | | | 2,198,412 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Total U.S. Government Agency Obligations (Cost $60,742,139) | | | | | | | | | | | | | | | | | | | | | | | 56,353,747 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Municipal Bonds – 4.6% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
City of New York, NY Series D-1, 5.114%, 10/1/54 | | | | | | | 320,000 | | | | | | | | | | | | | | | | 317,311 | | | | | |
| | | | | | | |
Colorado Health Facilities Authority, 4.480%, 12/1/40 | | | | | | | 940,000 | | | | | | | | | | | | | | | | 787,615 | | | | | |
| | | | | | | |
Commonwealth of Massachusetts Series B, 4.110%, 7/15/31 | | | | | | | 732,618 | | | | | | | | | | | | | | | | 718,278 | | | | | |
| | | | | | | |
Cook County Community High School District No. 228, IL, 5.019%, 12/1/41 (AGM) | | | | | | | 435,000 | | | | | | | | | | | | | | | | 424,083 | | | | | |
| | | | | | | |
County of Riverside, CA | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
2.963%, 2/15/27 | | | | | | | 670,000 | | | | | | | | | | | | | | | | 647,085 | | | | | |
| | | | | | | |
3.070%, 2/15/28 | | | | | | | 670,000 | | | | | | | | | | | | | | | | 639,755 | | | | | |
| | | | | | | |
District of Columbia, (Ingleside at Rock Creek), 4.125%, 7/1/27 | | | | | | | 265,000 | | | | | | | | | | | | | | | | 264,491 | | | | | |
| | | | | | | |
Iowa Student Loan Liquidity Corp. Series A, 5.343%, 12/1/34 | | | | | | | 165,000 | | | | | | | | | | | | | | | | 162,119 | | | | | |
| | | | | | | |
Lancaster County Hospital Authority, PA, (Brethren Village), 5.000%, 7/1/25 | | | | | | | 135,000 | | | | | | | | | | | | | | | | 135,070 | | | | | |
| | | | | | | |
Maryland Health and Higher Educational Facilities Authority, (Meritus Medical Center) Series C, 3.968%, 7/1/27 | | | | | | | 205,000 | | | | | | | | | | | | | | | | 202,019 | | | | | |
| | | | | | | |
Massachusetts Development Finance Agency, (NewBridge on the Charles, Inc.), 4.000%, 10/1/27 | | | | | | | 100,000 | | | | | | | | | | | | | | | | 100,820 | | | | | |
| | | | | | | |
Massachusetts Educational Financing Authority | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series A, 2.305%, 7/1/29 | | | | | | | 1,000,000 | | | | | | | | | | | | | | | | 897,754 | | | | | |
| | | | | | | |
Series A, 5.455%, 7/1/33 | | | | | | | 600,000 | | | | | | | | | | | | | | | | 596,745 | | | | | |
| | | | | | | |
Series A, 6.069%, 7/1/33 | | | | | | | 175,000 | | | | | | | | | | | | | | | | 179,740 | | | | | |
| | | | | | | |
Metropolitan Government of Nashville and Davidson County, TN, (Vanderbilt University) Series B, 3.235%, 7/1/52 | | | | | | | 800,000 | | | | | | | | | | | | | | | | 549,906 | | | | | |
| | | | | | | |
New York Transportation Development Corp., 4.248%, 9/1/35 | | | | | | | 380,000 | | | | | | | | | | | | | | | | 366,519 | | | | | |
22
Domini Impact Bond Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Security | | Principal Amount* | | | | | | Value | |
| | | | | | | |
Municipal Bonds (Continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
New York Transportation Development Corp., (LaGuardia Airport Terminal B Redevelopment), 3.473%, 7/1/28 | | | | | | | 500,000 | | | | | | | | | | | | | | | $ | 481,209 | | | | | |
| | | | | | | |
Oklahoma Development Finance Authority, (OU Medicine) | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
4.650%, 8/15/30 (AGM) | | | | | | | 130,000 | | | | | | | | | | | | | | | | 124,173 | | | | | |
| | | | | | | |
5.450%, 8/15/28 | | | | | | | 770,000 | | | | | | | | | | | | | | | | 743,341 | | | | | |
| | | | | | | |
San Francisco City & County Public Utilities Commission Wastewater Revenue Series A, 4.655%, 10/1/27 | | | | | | | 1,125,000 | | | | | | | | | | | | | | | | 1,132,437 | | | | | |
| | | | | | | |
State Board of Administration Finance Corp. Series A, 1.258%, 7/1/25 | | | | | | | 375,000 | | | | | | | | | | | | | | | | 365,961 | | | | | |
| | | | | | | |
University of Virginia Series C, 4.179%, 9/1/17 | | | | | | | 1,000,000 | | | | | | | | | | | | | | | | 799,025 | | | | | |
| | | | | | | |
Uptown Development Authority Series B, 2.581%, 9/1/31 (AGM) | | | | | | | 100,000 | | | | | | | | | | | | | | | | 86,553 | | | | | |
| | | | | | | |
Wisconsin Health & Educational Facilities Authority | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
3.940%, 8/15/41 | | | | | | | 335,000 | | | | | | | | | | | | | | | | 230,780 | | | | | |
| | | | | | | |
4.190%, 8/15/55 | | | | | | | 190,000 | | | | | | | | | | | | | | | | 109,056 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Total Municipal Bonds (Cost $11,857,778) | | | | | | | | | | | | | | | | | | | | | | | 11,061,845 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Asset Backed Securities – 4.1% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Aligned Data Centers Issuer LLC | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2021-1A, 1.937%, 8/15/46 (a) | | | | | | | 660,000 | | | | | | | | | | | | | | | | 623,590 | | | | | |
| | | | | | | |
Series 2022-1A, 6.350%, 10/15/47 (a) | | | | | | | 540,000 | | | | | | | | | | | | | | | | 543,942 | | | | | |
| | | | | | | |
Series 2023-1A, 6.000%, 8/17/48 (a) | | | | | | | 280,000 | | | | | | | | | | | | | | | | 283,766 | | | | | |
| | | | | | | |
Avid Automobile Receivables Trust Series 2023-1, 7.120%, 3/15/27 (a) | | | | | | | 545,000 | | | | | | | | | | | | | | | | 546,240 | | | | | |
| | | | | | | |
Compass Datacenters Issuer II LLC Series 2024-2A, 5.022%, 8/25/49 (a) | | | | | | | 340,000 | | | | | | | | | | | | | | | | 335,432 | | | | | |
| | | | | | | |
CoreVest American Finance, Ltd. Series 2020-4 , 2.250%, 12/15/52 (a) | | | | | | | 100,000 | | | | | | | | | | | | | | | | 87,623 | | | | | |
| | | | | | | |
FHF Trust Series 2022-1A, 4.430%, 1/18/28 (a) | | | | | | | 148,070 | | | | | | | | | | | | | | | | 147,544 | | | | | |
| | | | | | | |
Hertz Vehicle Financing III LLC Series 2023-2A, 5.570%, 9/25/29 (a) | | | | | | | 760,000 | | | | | | | | | | | | | | | | 768,375 | | | | | |
| | | | | | | |
Lendbuzz Securitization Trust | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2021-1A, 1.460%, 6/15/26 (a) | | | | | | | 51,690 | | | | | | | | | | | | | | | | 51,064 | | | | | |
| | | | | | | |
Series 2022-1A, 4.220%, 5/17/27 (a) | | | | | | | 313,373 | | | | | | | | | | | | | | | | 310,862 | | | | | |
| | | | | | | |
Series 2023-1A, 6.920%, 8/15/28 (a) | | | | | | | 294,439 | | | | | | | | | | | | | | | | 299,051 | | | | | |
| | | | | | | |
Series 2023-2A, 7.090%, 10/16/28 (a) | | | | | | | 341,733 | | | | | | | | | | | | | | | | 348,008 | | | | | |
| | | | | | | |
Series 2023-3A, 7.500%, 12/15/28 (a) | | | | | | | 428,353 | | | | | | | | | | | | | | | | 437,688 | | | | | |
| | | | | | | |
Series 2024-2A, 5.990%, 5/15/29 (a) | | | | | | | 820,000 | | | | | | | | | | | | | | | | 827,576 | | | | | |
| | | | | | | |
Series 2024-3A, 4.970%, 10/15/29 (a) | | | | | | | 620,000 | | | | | | | | | | | | | | | | 618,365 | | | | | |
| | | | | | | |
Mosaic Solar Loan Trust | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2020-2A, 1.440%, 8/20/46 (a) | | | | | | | 100,968 | | | | | | | | | | | | | | | | 84,641 | | | | | |
| | | | | | | |
Series 2024-1A, 5.500%, 9/20/49 (a) | | | | | | | 108,511 | | | | | | | | | | | | | | | | 106,609 | | | | | |
| | | | | | | |
Prestige Auto Receivables Trust | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Series 2024-1A, 5.710%, 5/15/28 (a) | | | | | | | 225,000 | | | | | | | | | | | | | | | | 226,569 | | | | | |
| | | | | | | |
Series 2024-2A, 4.560%, 2/15/29 (a) | | | | | | | 125,000 | | | | | | | | | | | | | | | | 124,318 | | | | | |
| | | | | | | |
Retained Vantage Data Centers Issuer LLC Series 2024-1A, 4.992%, 9/15/49 (a) | | | | | | | 340,000 | | | | | | | | | | | | | | | | 329,454 | | | | | |
| | | | | | | |
Sabey Data Center Issuer LLC Series 2024-1, 6.000%, 4/20/49 (a) | | | | | | | 95,000 | | | | | | | | | | | | | | | | 96,188 | | | | | |
| | | | | | | |
Sunnova Hestia I Issuer LLC Series 2023-GRID1, 5.750%, 12/20/50 (a) | | | | | | | 383,160 | | | | | | | | | | | | | | | | 386,890 | | | | | |
23
Domini Impact Bond Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Security | | Principal Amount* | | | | | | | | | | | | Value | |
| | | | | | | | | |
Asset Backed Securities (Continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
Sunnova Hestia II Issuer LLC Series 2024-GRID1, 5.630%, 7/20/51 (a) | | | | | | | 126,206 | | | | | | | | | | | | | | | | | | | | | | | $ | 126,503 | | | | | |
| | | | | | | | | |
Tricolor Auto Securitization Trust | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
Series 2023-1A, 6.840%, 11/16/26 (a) | | | | | | | 550,000 | | | | | | | | | | | | | | | | | | | | | | | | 550,538 | | | | | |
| | | | | | | | | |
Series 2024-1A, 6.610%, 10/15/27 (a) | | | | | | | 108,547 | | | | | | | | | | | | | | | | | | | | | | | | 109,393 | | | | | |
| | | | | | | | | |
Series 2024-2A, 6.360%, 12/15/27 (a) | | | | | | | 296,237 | | | | | | | | | | | | | | | | | | | | | | | | 298,323 | | | | | |
| | | | | | | | | |
Vantage Data Centers Issuer LLC Series 2024-1A, 5.100%, 9/15/54 (a) | | | | | | | 520,000 | | | | | | | | | | | | | | | | | | | | | | | | 508,949 | | | | | |
| | | | | | | | | |
Vantage Data Centers Jersey Borrower SPV, Ltd. Series 2024-1A, 6.172%, 5/28/39 (a) | | | | | | | 645,000 | | | | | | | | | | | | | | | | | | | | | | | | 843,483 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
Total Asset Backed Securities (Cost $9,948,173) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 10,020,984 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
Foreign Government & Agency Securities – 4.1% | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
Bundesrepublik Deutschland Bundesanleihe, 1.800%, 8/15/53 (f) | | | | | | | 2,605,000 | | | | | | | | | | | | EUR | | | | | | | | | | | | 2,387,858 | | | | | |
| | | | | | | | | |
City of Ottawa Ontario, 2.500%, 5/11/51 | | | | | | | 2,390,000 | | | | | | | | | | | | CAD | | | | | | | | | | | | 1,201,703 | | | | | |
| | | | | | | | | |
City of Toronto Canada, 2.600%, 9/24/39 | | | | | | | 1,060,000 | | | | | | | | | | | | CAD | | | | | | | | | | | | 615,955 | | | | | |
| | | | | | | | | |
Colombia Government International Bond, 8.000%, 11/14/35 | | | | | | | 1,090,000 | | | | | | | | | | | | | | | | | | | | | | | | 1,105,059 | | | | | |
| | | | | | | | | |
Hungary Government International Bond, 5.375%, 9/12/33 (f) | | | | | | | 705,000 | | | | | | | | | | | | EUR | | | | | | | | | | | | 815,828 | | | | | |
| | | | | | | | | |
Republic of Chile, 0.830%, 7/2/31 | | | | | | | 324,000 | | | | | | | | | | | | EUR | | | | | | | | | | | | 298,857 | | | | | |
| | | | | | | | | |
Romania Government International Bond, 2.000%, 1/28/32 (f) | | | | | | | 1,360,000 | | | | | | | | | | | | EUR | | | | | | | | | | | | 1,206,494 | | | | | |
| | | | | | | | | |
United Kingdom Gilt, 1.500%, 7/31/53 (f) | | | | | | | 3,665,000 | | | | | | | | | | | | GBP | | | | | | | | | | | | 2,295,433 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
Total Foreign Government & Agency Securities (Cost $10,584,819) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 9,927,187 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
Senior Floating Rate Interests – 2.0% | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
Communication Services – 0.2% | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
Charter Communications Operating LLC 2019 Term Loan B2, 6.409%, (3 mo. USD SOFR CME + 1.750%), 2/1/27 (b) | | | | | | | 275,812 | | | | | | | | | | | | | | | | | | | | | | | | 275,804 | | | | | |
| | | | | | | | | |
Go Daddy Operating Co. LLC 2024 Term Loan B7, 6.435%, (1 mo. USD SOFR CME + 1.750%), 5/30/31 (b) | | | | | | | 297,629 | | | | | | | | | | | | | | | | | | | | | | | | 297,088 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 572,892 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
Consumer Discretionary – 0.2% | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
American Builders & Contractors Supply Co., Inc. 2024 Term Loan B, 6.435%, (1 mo. USD SOFR CME + 1.750%), 1/31/31 (b) | | | | | | | 207,201 | | | | | | | | | | | | | | | | | | | | | | | | 207,629 | | | | | |
| | | | | | | | | |
Core & Main LP 2024 Incremental Term Loan B, 6.968%, (1 mo. USD SOFR CME + 2.250%), 2/9/31 (b) | | | | | | | 282,863 | | | | | | | | | | | | | | | | | | | | | | | | 283,923 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 491,552 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
Consumer Staples – 0.5% | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
Biogroup-LCD 2021 EUR Term Loan B, 7.069%, (3 mo. EUR EURIBOR + 3.500%), 2/9/28 (b) | | | | | | | 465,000 | | | | | | | | | | | | EUR | | | | | | | | | | | | 488,338 | | | | | |
| | | | | | | | | |
Boels Topholding BV 2024 EUR Term Loan B, 6.557%, (3 mo. EUR EURIBOR + 3.000%), 5/23/31 (b) | | | | | | | 344,828 | | | | | | | | | | | | EUR | | | | | | | | | | | | 377,239 | | | | | |
| | | | | | | | | |
Verisure Holding AB 2021 EUR Term Loan, 6.345%, (3 mo. EUR EURIBOR + 3.000%), 3/27/28 (b) | | | | | | | 300,000 | | | | | | | | | | | | EUR | | | | | | | | | | | | 326,461 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 1,192,038 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
24
Domini Impact Bond Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Security | | Principal Amount* | | | | | | Value | |
| | | | | | | |
Financials – 0.2% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Russell Investments US Inst’l Holdco, Inc. 2024 PIK Term Loan, 8.085%, (3 mo. USD SOFR CME + 3.500%), 5/30/27 (b) | | | | | | | 394,832 | | | | | | | | | | | | | | | $ | 357,225 | | | | | |
| | | | | | | |
USI, Inc. 2024 Term Loan (2029), 7.354%, (3 mo. USD SOFR CME + 2.750%), 11/22/29 (b) | | | | | | | 162,946 | | | | | | | | | | | | | | | | 163,116 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | 520,341 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Industrials – 0.3% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Altium Packaging LLC 2024 Term Loan B, 7.185%, (1 mo. USD SOFR CME + 2.500%), 6/11/31 (b) | | | | | | | 428,925 | | | | | | | | | | | | | | | | 427,048 | | | | | |
| | | | | | | |
Proampac PG Borrower LLC 2024 Term Loan, 9.118%, (3 mo. USD SOFR CME + 4.000%), 9/15/28 (b) | | | | | | | 402,511 | | | | | | | | | | | | | | | | 404,461 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | 831,509 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Information Technology – 0.6% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
AthenaHealth Group, Inc. 2022 Term Loan B, 7.935%, (1 mo. USD SOFR CME + 3.250%), 2/15/29 (b) | | | | | | | 348,571 | | | | | | | | | | | | | | | | 348,057 | | | | | |
| | | | | | | |
Blackhawk Network Holdings, Inc. 2024 Term Loan, 9.685%, (1 mo. USD SOFR CME + 5.000%), 3/12/29 (b) | | | | | | | 169,675 | | | | | | | | | | | | | | | | 170,660 | | | | | |
| | | | | | | |
DCert Buyer, Inc. 2019 Term Loan B, 8.685%, (1 mo. USD SOFR CME + 4.000%), 10/16/26 (b) | | | | | | | 377,007 | | | | | | | | | | | | | | | | 366,451 | | | | | |
| | | | | | | |
Zelis Payments Buyer, Inc. Term Loan B, 7.435%, (1 mo. USD SOFR CME + 2.750%), 9/28/29 (b) | | | | | | | 456,143 | | | | | | | | | | | | | | | | 452,341 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | 1,337,509 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total Senior Floating Rate Interests (Cost $5,099,165) | | | | | | | | | | | | | | | | | | | | | | | 4,945,841 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Convertible Bonds – 0.3% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Consumer Discretionary – 0.0%(g) | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Etsy, Inc. | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
0.125%, 10/1/26 | | | | | | | 110,000 | | | | | | | | | | | | | | | | 106,370 | | | | | |
| | | | | | | |
0.125%, 9/1/27 | | | | | | | 50,000 | | | | | | | | | | | | | | | | 42,886 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | 149,256 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Financials – 0.1% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Block, Inc., 0.125%, 3/1/25 | | | | | | | 215,000 | | | | | | | | | | | | | | | | 212,044 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | 212,044 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Health Care – 0.2% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Dexcom, Inc., 0.250%, 11/15/25 | | | | | | | 205,000 | | | | | | | | | | | | | | | | 195,826 | | | | | |
25
Domini Impact Bond Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | |
Security | | Principal Amount* | | | | | Value | |
| | | |
Health Care (Continued) | | | | | | | | | | |
| | | |
Insulet Corp., 0.375%, 9/1/26 | | | 195,000 | | | | | $ | 230,149 | |
| | | | | | | | | | |
| | | |
| | | | | | | | | 425,975 | |
| | | | | | | | | | |
| | | |
Total Convertible Bonds (Cost $1,197,376) | | | | | | | | | 787,275 | |
| | | | | | | | | | |
| | | |
Total Long Term Investments (Cost $285,062,360) | | | | | | | | | 267,060,318 | |
| | | | | | | | | | |
| | | |
Total Investments–109.8% (Cost $285,062,360) | | | | | | | | | 267,060,318 | |
| | | |
Other Liabilities, less assets – (9.8)% | | | | | | | | | (23,895,692 | ) |
| | | | | | | | | | |
| | | |
Net Assets – 100.0% | | | | | | | | $ | 243,164,626 | |
| | | | | | | | | | |
* | The principal amount is stated in U.S. dollars unless otherwise indicated. |
(a) | Security that may be sold to qualified institutional buyers under Rule 144A of the Securities Act of 1933, as amended. At October 31, 2024, the aggregate value of these securities was $48,719,036, representing 20.0% 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. |
(d) | Security represents the right to receive only monthly interest payments on an underlying pool of mortgages or assets. Principal shown is the outstanding par amount of the pool as of the end of the period. |
(e) | A portion or all of the security was purchased as a when issued or delayed delivery security. |
(f) | Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At October 31, 2024, the aggregate value of these securities is $12,663,519 or 5.2% of the Fund’s net assets. |
(g) | Amount is less than 0.05%. |
|
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 |
26
Domini Impact Bond Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
At October 31, 2024, the Fund had the following forward currency contracts outstanding.
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Currency Bought | | Currency Sold | | Counterparty | | Settlement Date | | Quantity | | Value | | Unrealized Appreciation (Depreciation) |
| | | | | | | |
United States Dollar | | Canadian Dollar | | Royal Bank of Canada | | | | 12/18/24 | | | | | 2,449,000 | | | | | $1,761,673 | | | | | $46,801 | | | | | | |
| | | | | | | |
United States Dollar | | Euro Currency | | Deutsche Bank AG | | | | 11/29/24 | | | | | 1,448,000 | | | | | 1,576,670 | | | | | (6,863 | ) | | | | | |
| | | | | | | |
United States Dollar | | Euro Currency | | NatWest Markets PLC | | | | 12/18/24 | | | | | 1,154,000 | | | | | 1,257,610 | | | | | 18,673 | | | | | | |
| | | | | | | |
United States Dollar | | Euro Currency | | Deutsche Bank AG | | | | 12/18/24 | | | | | 5,864,000 | | | | | 6,390,489 | | | | | 98,802 | | | | | | |
| | | | | | | |
United States Dollar | | Euro Currency | | Deutsche Bank AG | | | | 12/18/24 | | | | | 274,000 | | | | | 298,601 | | | | | (2,056 | ) | | | | | |
| | | | | | | |
United States Dollar | | Pound Sterling | | Morgan Stanley & Co. International PLC | | | | 12/18/24 | | | | | 2,693,000 | | | | | 3,472,199 | | | | | 41,853 | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | $197,210 | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
At October 31, 2024, the Fund had the following future contracts outstanding.
| | | | | | | | | | | | | | | | | | | | | | | | | | | |
Description | | Number of Contracts | | Notional Amount | | Value | | Expiration Date | | Unrealized Appreciation (Depreciation) |
| | | | | | |
10-Year Australian Bond Futures (Long) | | 82 | | | | $6,325,562 | | | | | $6,035,602 | | | | | 12/16/24 | | | | | $(289,960 | ) | | | | | |
| | | | | | |
Euro-OAT Futures (Short) | | 24 | | | | (3,312,950) | | | | | (3,254,373) | | | | | 12/6/24 | | | | | 58,577 | | | | | | |
| | | | | | |
Long Gilt (Short) | | 9 | | | | (1,123,362) | | | | | (1,091,340) | | | | | 12/27/24 | | | | | 32,022 | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | $(199,361 | ) | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | |
At October 31, 2024, the Fund had the following centrally cleared interest rate swap contracts outstanding.
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Description | | Counterparty/ Exchange | | Expiration Date | | Notional Amount | | | Value | | | Upfront Premiums Paid (Received) | | | Unrealized Appreciation (Depreciation) | |
| | | | | | | | |
Pay Fixed rate annually 2.970% Receive Floating rate annually 12 month SOFR | | Morgan Stanley/LCH | | 3/15/53 | | | USD | | | | 1,350,000 | | | | $ 185,214 | | | | $ 5,059 | | | | $ 180,155 | | | | | |
| | | | | | | | |
Receive Fixed rate annually 2.560% Pay Floating rate annually 12 month SOFR | | Morgan Stanley/LCH | | 9/21/29 | | | USD | | | | 2,820,000 | | | | (160,318) | | | | (74,417) | | | | (85,901 | ) | | | | |
| | | | | | | | |
Receive Fixed rate annually 3.910% Pay Floating rate annually 12 month SOFR | | Morgan Stanley/LCH | | 9/20/30 | | | USD | | | | 4,145,000 | | | | 24,705 | | | | (22,219) | | | | 46,924 | | | | | |
| | | | | | | | |
Receive Fixed rate annually 3.280% Pay Floating rate annually 12 month SOFR | | Morgan Stanley/LCH | | 3/20/54 | | | USD | | | | 6,185,000 | | | | (489,731) | | | | (288,876) | | | | (200,855 | ) | | | | |
| | | | | | | | |
Receive Fixed rate annually 3.440% Pay Floating rate annually 12 month SOFR | | Morgan Stanley/LCH | | 3/20/44 | | | USD | | | | 8,460,000 | | | | (522,630) | | | | (204,543) | | | | (318,087 | ) | | | | |
| | | | | | | | |
Receive Fixed rate annually 3.910% Pay Floating rate annually 12 month SOFR | | Morgan Stanley/LCH | | 3/20/27 | | | USD | | | | 10,455,000 | | | | (88,472) | | | | 574 | | | | (89,046 | ) | | | | |
27
Domini Impact Bond Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Description | | Counterparty/ Exchange | | Expiration Date | | Notional Amount | | | Value | | | Upfront Premiums Paid (Received) | | | Unrealized Appreciation (Depreciation) | |
| | | | | | | | | | | | | | | | | | | |
Pay Fixed rate annually 3.970% Receive Floating rate annually 12 month SOFR | | | | Morgan Stanley/LCH | | | | | | 6/20/34 | | | | | | | | | USD | | | | 1,035,000 | | | | | | | | | | | | (11,474 | ) | | | | | | | | | | | 3,050 | | | | | | | | | | | | (14,524 | ) | | | | |
| | | | | | | | | | | | | | | | | | | |
Receive Fixed rate annually 4.220% Pay Floating rate annually 12 month SOFR | | | | Morgan Stanley/LCH | | | | | | 6/20/44 | | | | | | | | | USD | | | | 1,415,000 | | | | | | | | | | | | 75,100 | | | | | | | | | | | | 145,487 | | | | | | | | | | | | (70,387 | ) | | | | |
| | | | | | | | | | | | | | | | | | | |
Pay Fixed rate annually 4.500% Receive Floating rate annually 12 month SONIA | | | | Morgan Stanley/LCH | | | | | | 9/18/34 | | | | | | | | | GBP | | | | 100,000 | | | | | | | | | | | | 3,537 | | | | | | | | | | | | (96 | ) | | | | | | | | | | | 3,633 | | | | | |
| | | | | | | | | | | | | | | | | | | |
Pay Fixed rate annually 2.720% Receive Floating rate annually 12 month ESTR | | | | Morgan Stanley/LCH | | | | | | 9/18/27 | | | | | | | | | EUR | | | | 2,320,000 | | | | | | | | | | | | (36,645 | ) | | | | | | | | | | | (102 | ) | | | | | | | | | | | (36,543 | ) | | | | |
| | | | | | | | | | | | | | | | | | | |
Pay Fixed rate annually 2.590% Receive Floating rate annually 12 month ESTR | | | | Morgan Stanley/LCH | | | | | | 9/18/29 | | | | | | | | | EUR | | | | 950,000 | | | | | | | | | | | | (18,830 | ) | | | | | | | | | | | 578 | | | | | | | | | | | | (19,408 | ) | | | | |
| | | | | | | | | | | | | | | | | | | |
Receive Fixed rate annually 4.380% Pay Floating rate annually 12 month SOFR | | | | Morgan Stanley/LCH | | | | | | 9/18/26 | | | | | | | | | USD | | | | 2,495,000 | | | | | | | | | | | | 16,951 | | | | | | | | | | | | 783 | | | | | | | | | | | | 16,168 | | | | | |
| | | | | | | | | | | | | | | | | | | |
Receive Fixed rate annually 3.720% Pay Floating rate annually 12 month SOFR | | | | Morgan Stanley/LCH’ | | | | | | 9/18/44 | | | | | | | | | USD | | | | 1,885,000 | | | | | | | | | | | | (25,190 | ) | | | | | | | | | | | 32,696 | | | | | | | | | | | | (57,886 | ) | | | | |
| | | | | | | | | | | | | | | | | | | |
Pay Fixed rate annually 3.530% Receive Floating rate annually 12 month SOFR | | | | Morgan Stanley/LCH | | | | | | 9/18/34 | | | | | | | | | USD | | | | 2,025,000 | | | | | | | | | | | | 44,245 | | | | | | | | | | | | (1,757 | ) | | | | | | | | | | | 46,002 | | | | | |
| | | | | | | | | | | | | | | | | | | |
Pay Fixed rate annually 3.750% Receive Floating rate annually 12 month SONIA | | | | Morgan Stanley/LCH | | | | | | 9/18/54 | | | | | | | | | GBP | | | | 2,285,000 | | | | | | | | | | | | 169,519 | | | | | | | | | | | | (1,925 | ) | | | | | | | | | | | 171,444 | | | | | |
| | | | | | | | | | | | | | | | | | | |
Pay Fixed rate annually 2.280% Receive Floating rate annually 12 month ESTR | | | | Morgan Stanley/LCH | | | | | | 9/18/34 | | | | | | | | | EUR | | | | 950,000 | | | | | | | | | | | | 2,006 | | | | | | | | | | | | 1,259 | | | | | | | | | | | | 747 | | | | | |
| | | | | | | | | | | | | | | | | | | |
Pay Fixed rate annually 3.000% Receive Floating rate annually 6 month CORRA | | | | Morgan Stanley/LCH | | | | | | 9/18/34 | | | | | | | | | CAD | | | | 4,600,000 | | | | | | | | | | | | 19,428 | | | | | | | | | | | | 2,041 | | | | | | | | | | | | 17,387 | | | | | |
| | | | | | | | | | | | | | | | | | | |
Pay Fixed rate annually 2.310% Receive Floating rate annually 12 month ESTR | | | | Morgan Stanley/LCH | | | | | | 9/18/54 | | | | | | | | | EUR | | | | 2,290,000 | | | | | | | | | | | | (77,011 | ) | | | | | | | | | | | (27,298 | ) | | | | | | | | | | | (49,713 | ) | | | | |
| | | | | | | | | | | | | | | | | | | |
Pay Fixed rate annually 1.940% Receive Floating rate annually 12 month ESTR | | | | Morgan Stanley/LCH | | | | | | 12/18/26 | | | | | | | | | EUR | | | | 11,370,000 | | | | | | | | | | | | 44,805 | | | | | | | | | | | | 1,344 | | | | | | | | | | | | 43,461 | | | | | |
| | | | | | | | | | | | | | | | | | | |
Pay Fixed rate annually 2.000% Receive Floating rate annually 12 month ESTR | | | | Morgan Stanley/LCH | | | | | | 12/18/29 | | | | | | | | | EUR | | | | 2,350,000 | | | | | | | | | | | | 18,355 | | | | | | | | | | | | (679 | ) | | | | | | | | | | | 19,034 | | | | | |
| | | | | | | | | | | | | | | | | | | |
Receive Fixed rate annually 3.380% Pay Floating rate annually 12 month SOFR | | | | Morgan Stanley/LCH | | | | | | 9/18/29 | | | | | | | | | USD | | | | 2,720,000 | | | | | | | | | | | | (54,217 | ) | | | | | | | | | | | (2,193 | ) | | | | | | | | | | | (52,024 | ) | | | | |
28
Domini Impact Bond Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Description | | Counterparty/ Exchange | | Expiration Date | | Notional Amount | | Value | | Upfront Premiums Paid (Received) | | Unrealized Appreciation (Depreciation) |
| | | | | | | |
Pay Fixed rate annually 3.500% Receive Floating rate annually 12 month SOFR | | | | Morgan Stanley/LCH | | | | | 12/18/29 | | | | | USD | | | | | 5,415,000 | | | | | 62,003 | | | | | 8,446 | | | | | 53,557 | |
| | | | | | | |
Pay Fixed rate annually 3.630% Receive Floating rate annually 12 month SOFR | | | | Morgan Stanley/LCH | | | | | 12/18/31 | | | | | USD | | | | | 4,395,000 | | | | | 31,396 | | | | | 8,363 | | | | | 23,033 | |
| | | | | | | |
Receive Fixed rate annually 3.530% Pay Floating rate annually 12 month SOFR | | | | Morgan Stanley/LCH | | | | | 12/18/54 | | | | | USD | | | | | 2,695,000 | | | | | (50,430 | ) | | | | (2,571 | ) | | | | (47,859 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | $(416,996 | ) | | | | $(420,688 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
29
Domini Impact Bond Fund
Portfolio of Investments (continued)
October 31, 2024(Unaudited)
At October 31, 2024, the Fund had the following OTC interest rate swap contracts outstanding.
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Rate Type | | | | | | | | | | |
Counterparty | | Payments made by the Fund | | Payments received by the Fund | | Expiration Date | | Notional Amount | | Value | | Upfront Premiums Paid (Received) | | Unrealized Appreciation (Depreciation) |
Morgan Stanley & Co. International | | | | 2.470 | % | | | | | USA-CPI-U | | | | 7/10/53 | | | | $ | 2,280,000 | | | | $ | (2,823 | ) | | | | $- | | | | | $(2,823) | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | $- | | | | | $(2,823) | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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
30
Domini Impact Bond Fund
NOTES TO PORTFOLIO OF INVESTMENTS
October 31, 2024(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 pricesor 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).
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Domini Impact Bond Fund
NOTES TO PORTFOLIO OF INVESTMENTS
October 31, 2024(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 October 31, 2024, in valuing the Fund’s assets carried at fair value:
| | | | | | | | | | | | | | | | | | | | | | |
| | Level 1 - Quoted Prices | | Level 2 - Other Significant Observable Inputs | | | Level 3 - Significant Unobservable Inputs | | Total | |
Assets: | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Long Term Investments in Securities: | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Mortgage Backed Securities | | $ | - | | | | | $ | 106,987,776 | | | | | $ | - | | | | | $ | 106,987,776 | |
| | | | | | | |
Corporate Bonds and Notes | | | - | | | | | | 66,975,663 | | | | | | - | | | | | | 66,975,663 | |
| | | | | | | |
U.S. Government Agency Obligations | | | - | | | | | | 56,353,747 | | | | | | - | | | | | | 56,353,747 | |
| | | | | | | |
Municipal Bonds | | | - | | | | | | 11,061,845 | | | | | | - | | | | | | 11,061,845 | |
| | | | | | | |
Asset Backed Securities | | | - | | | | | | 10,020,984 | | | | | | - | | | | | | 10,020,984 | |
| | | | | | | |
Foreign Government & Agency Securities | | | - | | | | | | 9,927,187 | | | | | | - | | | | | | 9,927,187 | |
| | | | | | | |
Senior Floating Rate Interests | | | - | | | | | | 4,945,841 | | | | | | - | | | | | | 4,945,841 | |
| | | | | | | |
Convertible Bonds | | | - | | | | | | 787,275 | | | | | | - | | | | | | 787,275 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Total Long Term Investments | | $ | - | | | | | $ | 267,060,318 | | | | | $ | - | | | | | $ | 267,060,318 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Total Investment in Securities | | $ | - | | | | | $ | 267,060,318 | | | | | $ | - | | | | | $ | 267,060,318 | |
| | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments: | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Forward Currency Contracts | | | - | | | | | | 206,129 | | | | | | - | | | | | | 206,129 | |
| | | | | | | |
Futures | | | 90,599 | | | | | | - | | | | | | - | | | | | | 90,599 | |
| | | | | | | |
Interest Rate Swap - CCP | | | - | | | | | | 621,545 | | | | | | - | | | | | | 621,545 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Total Other Financial Instruments | | $ | 90,599 | | | | | $ | 827,674 | | | | | $ | - | | | | | $ | 918,273 | |
| | | | | | | | | | | | | | | | | | | | | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Other Financial Instruments: | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Forward Currency Contracts | | | - | | | | | | (8,919 | ) | | | | | - | | | | | | (8,919 | ) |
| | | | | | | |
Futures | | | (289,960 | ) | | | | | - | | | | | | - | | | | | | (289,960 | ) |
| | | | | | | |
Interest Rate Swap - CCP | | | - | | | | | | (1,042,233 | ) | | | | | - | | | | | | (1,042,233 | ) |
| | | | | | | |
Interest Rate Swap - OTC | | | - | | | | | | (2,823 | ) | | | | | - | | | | | | (2,823 | ) |
| | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Total Other Financial Instruments | | $ | (289,960 | ) | | | | $ | (1,053,975 | ) | | | | $ | - | | | | | $ | (1,343,935 | ) |
| | | | | | | | | | | | | | | | | | | | | | |
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