NPORT-P
    false
    
      
      
        
          0000851680
          XXXXXXXX
        
      
      
      
      
        S000067792
        C000217517
        C000217516
      
      
      
    
  
  
    
      Domini Investment Trust
      811-05823
      0000851680
      5493006VPRSG0L2XPG69
      180 Maiden Lane
      Suite 1302
      New York
      
      10038
      212-217-1100
      Domini Sustainable Solutions Fund
      S000067792
      549300EH50H0RQ24IU22
      2022-07-31
      2022-04-30
      N
    
    
      28077665.730000000000
      61151.670000000000
      28016514.060000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      1779853.770000000000
      N
      
        
          
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Alexandria Real Estate Equities, Inc.
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities, Inc. COM USD0.01
        015271109
        
          
          
          
        
        2746.0000000000
        NS
        USD
        500211.3600000000
        1.7854161261
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Align Technology Inc.
        549300N5YSE0U3LCP840
        Align Technology Inc. COM USD0.0001
        016255101
        
          
          
          
        
        826.0000000000
        NS
        USD
        239465.6600000000
        0.8547303904
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amalgamated Financial Corp.
        N/A
        Amalgamated Financial Corp. COM
        022671101
        
          
          
          
        
        21663.0000000000
        NS
        USD
        381052.1700000000
        1.3600984376
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameresco Inc
        529900NZXZGBCBXYY327
        Ameresco Inc COM USD0.0001 CL 'A'
        02361E108
        
          
          
          
        
        14018.0000000000
        NS
        USD
        707067.9200000000
        2.5237540919
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Tower Corporation
        5493006ORUSIL88JOE18
        American Tower Corporation COM USD0.01
        03027X100
        
          
          
          
        
        1812.0000000000
        NS
        USD
        436728.2400000000
        1.5588243386
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AppHarvest Inc.
        N/A
        AppHarvest Inc. COM
        03783T103
        
          
          
          
        
        64789.0000000000
        NS
        USD
        266282.7900000000
        0.9504494008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Halma PLC
        2138007FRGLUR9KGBT40
        Halma PLC ORD GBP0.10
        G42504103
        
          
          
          
        
        8311.0000000000
        NS
        
        254714.9700000000
        0.9091601098
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Autodesk Inc
        FRKKVKAIQEF3FCSTPG55
        Autodesk Inc COM USD0.01
        052769106
        
          
          
          
        
        2788.0000000000
        NS
        USD
        527712.6400000000
        1.8835770891
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GlaxoSmithKline PLC
        5493000HZTVUYLO1D793
        GlaxoSmithKline PLC ORD GBP0.25
        G3910J112
        
          
          
          
        
        36098.0000000000
        NS
        
        812480.3400000000
        2.9000051122
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Chegg Inc
        549300AKX7O8JG0O3G77
        Chegg Inc COM USD0.001
        163092109
        
          
          
          
        
        12141.0000000000
        NS
        USD
        300368.3400000000
        1.0721117529
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crowdstrike Holdings Inc
        549300YBY08K9KM4HX32
        Crowdstrike Holdings Inc COM USD0.0005 CL A
        22788C105
        
          
          
          
        
        1308.0000000000
        NS
        USD
        259978.0800000000
        0.9279458517
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DexCom Inc
        549300YSK3QDSFR5EU59
        DexCom Inc COM USD0.001
        252131107
        
          
          
          
        
        1833.0000000000
        NS
        USD
        748927.1400000000
        2.6731631865
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        East West Bancorp Inc
        N/A
        East West Bancorp Inc COM USD0.001
        27579R104
        
          
          
          
        
        6445.0000000000
        NS
        USD
        459528.5000000000
        1.6402058408
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enphase Energy Inc
        5493008U7KIGMI59Z314
        Enphase Energy Inc COM USD0.00001
        29355A107
        
          
          
          
        
        8021.0000000000
        NS
        USD
        1294589.4000000000
        4.6208082748
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exact Sciences Corporation
        549300VM3X1FYD4N9Z14
        Exact Sciences Corporation COM USD0.01
        30063P105
        
          
          
          
        
        5231.0000000000
        NS
        USD
        287966.5500000000
        1.0278457533
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal Agricultural Mortgage Corporation
        549300MS654K78GYF580
        Federal Agricultural Mortgage Corporation COM USD1 CLASS'C'
        313148306
        
          
          
          
        
        8788.0000000000
        NS
        USD
        900154.8400000000
        3.2129437591
        Long
        EC
        USGA
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hologic Inc
        549300DYP6F5ZJL0LB74
        Hologic Inc COM USD0.01
        436440101
        
          
          
          
        
        14562.0000000000
        NS
        USD
        1048318.3800000000
        3.7417873535
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Inspire Medical Systems Inc
        549300XQQCQ7HCJKTW25
        Inspire Medical Systems Inc COM USD0.001
        457730109
        
          
          
          
        
        2992.0000000000
        NS
        USD
        615633.9200000000
        2.1973965736
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tomra Systems ASA
        549300J726JCFJU3VT89
        Tomra Systems ASA NOK1
        R91733114
        
          
          
          
        
        6175.0000000000
        NS
        
        244471.3100000000
        0.8725971742
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Storebrand ASA
        5967007LIEEXZX7NA051
        Storebrand ASA SER'A'NOK5
        R85746106
        
          
          
          
        
        66277.0000000000
        NS
        
        579575.1400000000
        2.0686911254
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Kilroy Realty Corporation
        549300CXXI18B214UN80
        Kilroy Realty Corporation COM STK USD0.01
        49427F108
        
          
          
          
        
        6258.0000000000
        NS
        USD
        438060.0000000000
        1.5635778208
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Levi Strauss & Co.
        MB0UERO0RDFKU8258G77
        Levi Strauss & Co. COM USD0.001 CL A
        52736R102
        
          
          
          
        
        34422.0000000000
        NS
        USD
        623382.4200000000
        2.2250534762
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Munich Reinsurance AG
        529900MUF4C20K50JS49
        Munich Reinsurance AG NPV(REGD)
        D55535104
        
          
          
          
        
        4548.0000000000
        NS
        
        1083063.7900000000
        3.8658049595
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Encavis AG
        391200ECRGNL09Y2KJ67
        Encavis AG NPV
        D2R4PT120
        
          
          
          
        
        10149.0000000000
        NS
        
        221559.2200000000
        0.7908165146
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Arcadis NV
        7245000UZH70GO047N03
        Arcadis NV EUR0.02
        N0605M147
        
          
          
          
        
        7687.0000000000
        NS
        
        320730.2800000000
        1.1447901024
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        STMicroelectronics N.V.
        213800Z8NOHIKRI42W10
        STMicroelectronics N.V. EUR1.04
        N83574108
        
          
          
          
        
        20152.0000000000
        NS
        
        745060.3100000000
        2.6593612196
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Cochlear Ltd
        5493001OLLWY8KV5UC08
        Cochlear Ltd ORD NPV
        Q25953102
        
          
          
          
        
        4781.0000000000
        NS
        
        774531.7100000000
        2.7645541781
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Resona Holdings Inc
        52990067JE75XZCYYT81
        Resona Holdings Inc NPV
        J6448E106
        
          
          
          
        
        127579.0000000000
        NS
        
        555688.5000000000
        1.9834319816
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kurita Water Industries Ltd.
        52990086GS2ON69UMX34
        Kurita Water Industries Ltd. NPV
        J37221116
        
          
          
          
        
        20297.0000000000
        NS
        
        693607.8600000000
        2.4757107844
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        The New York Times Company
        529900J1WEMMIW7BOH57
        The New York Times Company CLASS'A'COM USD0.10
        650111107
        
          
          
          
        
        22439.0000000000
        NS
        USD
        859862.4800000000
        3.0691272946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Palo Alto Networks Inc
        549300QXR2YVZV231H43
        Palo Alto Networks Inc COM USD0.0001
        697435105
        
          
          
          
        
        2553.0000000000
        NS
        USD
        1432947.8400000000
        5.1146542961
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nexans SA
        96950015FU78G84UIV14
        Nexans SA EUR1
        F65277109
        
          
          
          
        
        3521.0000000000
        NS
        
        320718.7800000000
        1.1447490552
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Seagen Inc
        N/A
        Seagen Inc COM
        81181C104
        
          
          
          
        
        6577.0000000000
        NS
        USD
        861652.7700000000
        3.0755174186
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sunopta Inc
        54930010CP0KEPPRPA40
        Sunopta Inc COM NPV
        8676EP108
        
          
          
          
        
        53093.0000000000
        NS
        USD
        291480.5700000000
        1.0403884273
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Teladoc Health Inc
        549300I2PVFBC9MFAC61
        Teladoc Health Inc COM USD0.001
        87918A105
        
          
          
          
        
        7239.0000000000
        NS
        USD
        244388.6400000000
        0.8723020982
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        Tesla Inc COM USD0.001
        88160R101
        
          
          
          
        
        1592.0000000000
        NS
        USD
        1386249.9200000000
        4.9479743163
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Watts Water Technologies Incorporation
        549300REJOO94ERQN318
        Watts Water Technologies Incorporation CLASS'A'COM USD0.10
        942749102
        
          
          
          
        
        1800.0000000000
        NS
        USD
        229428.0000000000
        0.8189027354
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wolfspeed Inc.
        549300OGU88P3AW3TO93
        Wolfspeed Inc. COM
        977852102
        
          
          
          
        
        2955.0000000000
        NS
        USD
        271003.0500000000
        0.9672975354
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yeti Holdings Inc
        549300DSQICIGNT5GO63
        Yeti Holdings Inc COM USD0.01
        98585X104
        
          
          
          
        
        4199.0000000000
        NS
        USD
        205205.1300000000
        0.7324434780
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zoom Video Communications Inc
        549300T9GCHU0ODOM055
        Zoom Video Communications Inc COM USD0.001 CL A
        98980L101
        
          
          
          
        
        3852.0000000000
        NS
        USD
        383543.6400000000
        1.3689912998
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Samhallsbyggnadsbolaget I Norden AB
        549300HX9MRFY47AH564
        Samhallsbyggnadsbolaget I Norden AB SER'B'NPV
        N/A
        
          
          
          
        
        183371.0000000000
        NS
        
        577534.2000000000
        2.0614063504
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Basic-Fit N.V.
        724500HUXGTQC07CAZ61
        Basic-Fit N.V. EUR0.06
        N10058100
        
          
          
          
        
        13185.0000000000
        NS
        
        552414.3600000000
        1.9717455170
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        MIPS AB
        549300LZSA4S0L54VQ25
        MIPS AB NPV
        W5648N127
        
          
          
          
        
        6170.0000000000
        NS
        
        439357.5400000000
        1.5682091607
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Alfen Nv
        724500HDW6IWR9J5YT90
        Alfen Nv EUR0.10
        N0227W101
        
          
          
          
        
        6140.0000000000
        NS
        
        552191.3800000000
        1.9709496293
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Amundi SA
        96950010FL2T1TJKR531
        Amundi SA EUR2.5
        F0300Q103
        
          
          
          
        
        6332.0000000000
        NS
        
        380743.2700000000
        1.3589958736
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        ASML Holding N.V.
        724500Y6DUVHQD6OXN27
        ASML Holding N.V. NY REGISTRY SHS
        N07059210
        
          
          
          
        
        1604.0000000000
        NS
        USD
        904287.0800000000
        3.2276930601
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
    
    
      2022-06-29
      Domini Investment Trust
      Carole M. Laible
      Carole M. Laible
      President
    
  
  XXXX




HTML

Domini Impact Equity Fund

Portfolio of Investments

April 30, 2022 (Unaudited)

 

Security

   Shares      Value  

Long Term Investments – 99.4%

     

Common Stocks – 99.4%

     

Communication Services – 9.3%

     

Alphabet, Inc., Class A (a)

     19,050      $ 43,475,719  

Altice USA, Inc., Class A (a)

     8,300        77,024  

AT&T, Inc.

     240,385        4,533,661  

Charter Communications, Inc., Class A (a)

     3,758        1,610,265  

Comcast Corp., Class A

     151,021        6,004,595  

Electronic Arts, Inc.

     9,318        1,099,990  

Lumen Technologies, Inc.

     33,100        332,986  

Match Group, Inc. (a)

     9,100        720,265  

Netflix, Inc. (a)

     14,738        2,805,526  

New York Times Co. (The), Class A

     93,026        3,564,756  

Omnicom Group, Inc.

     6,700        510,071  

Pinterest, Inc., Class A (a)

     19,300        396,036  

Roku, Inc. (a)

     4,000        371,600  

SoftBank Group Corp. ADR

     75,970        1,562,703  

Spotify Technology SA (a)

     3,900        396,435  

Take-Two Interactive Software, Inc. (a)

     3,481        416,014  

TELUS Corp.

     45,694        1,142,807  

T-Mobile US, Inc. (a)

     22,000        2,709,080  

Verizon Communications, Inc.

     125,495        5,810,419  

Walt Disney Co. (The) (a)

     61,393        6,853,301  

Warner Bros Discovery, Inc. (a)

     58,153        1,055,477  
     

 

 

 
        85,448,730  
     

 

 

 

Consumer Discretionary – 12.1%

     

Advance Auto Parts, Inc.

     2,057        410,639  

Amazon.com, Inc. (a)

     14,784        36,747,554  

Aptiv PLC (a)

     9,100        968,240  

Best Buy Co., Inc.

     7,049        633,917  

BorgWarner, Inc.

     8,400        309,372  

Bright Horizons Family Solutions, Inc. (a)

     2,000        228,480  

Chegg, Inc. (a)

     69,618        1,722,349  

Chipotle Mexican Grill, Inc. (a)

     917        1,334,794  

Cie Generale des Etablissements Michelin SCA ADR

     27,250        673,075  

Dollar General Corp.

     7,700        1,828,981  

eBay, Inc.

     20,400        1,059,168  

Etsy, Inc. (a)

     4,300        400,717  

Garmin, Ltd.

     5,246        575,696  

Gildan Activewear, Inc.

     6,800        230,384  

Home Depot, Inc. (The)

     35,251        10,589,401  

Lowe’s Cos., Inc.

     22,641        4,476,805  

MercadoLibre, Inc. (a)

     1,650        1,606,490  

NIKE, Inc., Class B

     42,649        5,318,330  

 

0


Domini Impact Equity Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

 

Security

   Shares      Value  

Consumer Discretionary (Continued)

     

NIO, Inc. ADR (a)

     44,300      $ 739,810  

NVR, Inc. (a)

     110        481,383  

O’Reilly Automotive, Inc. (a)

     2,200        1,334,410  

Peloton Interactive, Inc., Class A (a)

     8,900        156,284  

Sony Group Corp. ADR

     41,555        3,575,808  

Starbucks Corp.

     38,967        2,908,497  

Tapestry, Inc.

     9,300        306,156  

Target Corp.

     16,151        3,692,926  

Tesla, Inc. (a)

     28,433        24,758,319  

TJX Cos., Inc.

     37,300        2,285,744  

Ulta Beauty, Inc. (a)

     1,798        713,446  

VF Corp.

     11,800        613,600  

Williams-Sonoma, Inc.

     2,600        339,248  
     

 

 

 
        111,020,023  
     

 

 

 

Consumer Staples – 6.3%

     

AppHarvest, Inc. (a)

     262,185        1,077,580  

Campbell Soup Co.

     6,491        306,505  

Church & Dwight Co., Inc.

     8,212        801,163  

Clorox Co. (The)

     4,100        588,227  

Colgate-Palmolive Co.

     28,025        2,159,326  

Costco Wholesale Corp.

     14,903        7,924,223  

Estee Lauder Cos., Inc. (The), Class A

     7,177        1,895,159  

General Mills, Inc.

     19,999        1,414,529  

JM Smucker Co. (The)

     3,346        458,168  

Keurig Dr Pepper, Inc.

     29,000        1,084,600  

Kimberly-Clark Corp.

     11,318        1,571,278  

Kraft Heinz Co. (The)

     22,123        943,103  

Kroger Co. (The)

     22,311        1,203,902  

Lamb Weston Holdings, Inc.

     4,900        323,890  

L’Oreal SA ADR

     41,200        2,989,884  

McCormick & Co., Inc.

     8,800        885,016  

Mondelez International, Inc., Class A

     46,347        2,988,455  

PepsiCo, Inc.

     46,531        7,989,838  

Procter & Gamble Co. (The)

     80,625        12,944,344  

SunOpta, Inc. (a)

     314,322        1,725,628  

Sysco Corp.

     16,503        1,410,676  

Unilever PLC ADR

     85,685        3,963,788  

Walgreens Boots Alliance, Inc.

     24,248        1,028,115  
     

 

 

 
        57,677,397  
     

 

 

 

Financials – 9.7%

     

Aflac, Inc.

     20,315        1,163,643  

AGNC Investment Corp.

     18,200        199,836  

Allstate Corp.

     9,100        1,151,514  

 

1


Domini Impact Equity Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

 

Security

   Shares      Value  

Financials (Continued)

     

American Express Co.

     18,948      $ 3,310,405  

Annaly Capital Management, Inc.

     47,900        307,518  

Aon PLC, Class A

     6,800        1,958,332  

Banco do Brasil SA ADR

     49,300        331,296  

Bank of America Corp.

     237,054        8,458,087  

Bank of Montreal

     21,231        2,251,335  

Bank of New York Mellon Corp. (The)

     24,200        1,017,852  

Bank of Nova Scotia (The)

     38,466        2,435,667  

BlackRock, Inc.

     4,734        2,957,235  

Canadian Imperial Bank of Commerce

     14,600        1,614,030  

Capital One Financial Corp.

     13,718        1,709,537  

Cboe Global Markets, Inc.

     3,700        418,026  

Charles Schwab Corp. (The)

     50,878        3,374,738  

Chubb, Ltd.

     12,587        2,598,586  

Cincinnati Financial Corp.

     5,111        626,915  

Citigroup, Inc.

     66,408        3,201,530  

CME Group, Inc.

     11,998        2,631,641  

Comerica, Inc.

     4,654        381,163  

Discover Financial Services

     9,700        1,090,862  

DNB Bank ASA ADR

     30,840        599,838  

East West Bancorp, Inc.

     4,800        342,240  

Equitable Holdings, Inc.

     13,200        380,556  

Everest Re Group, Ltd.

     1,300        357,123  

FactSet Research Systems, Inc.

     1,300        524,537  

Fifth Third Bancorp

     23,456        880,304  

First Republic Bank

     6,100        910,242  

Hartford Financial Services Group, Inc. (The)

     11,293        789,720  

Huntington Bancshares, Inc.

     47,600        625,940  

Intercontinental Exchange, Inc.

     18,595        2,153,487  

Invesco, Ltd.

     13,803        253,699  

KeyCorp

     30,900        596,679  

London Stock Exchange Group PLC ADR

     47,500        1,170,875  

M&T Bank Corp.

     4,300        716,552  

Markel Corp. (a)

     450        608,976  

MarketAxess Holdings, Inc.

     1,300        342,693  

Marsh & McLennan Cos., Inc.

     17,030        2,753,751  

MetLife, Inc.

     20,900        1,372,712  

Moody’s Corp.

     5,314        1,681,775  

Morgan Stanley

     46,659        3,760,249  

MSCI, Inc.

     2,705        1,139,481  

Nasdaq, Inc.

     3,900        613,743  

Northern Trust Corp.

     6,600        680,130  

PNC Financial Services Group, Inc. (The)

     14,049        2,333,539  

Principal Financial Group, Inc.

     8,700        592,818  

 

2


Domini Impact Equity Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

 

Security

   Shares      Value  

Financials (Continued)

     

Progressive Corp. (The)

     19,858      $ 2,131,955  

Prudential Financial, Inc.

     12,761        1,384,696  

Raymond James Financial, Inc.

     6,450        628,617  

Regions Financial Corp.

     31,528        653,260  

S&P Global, Inc.

     11,558        4,351,587  

T Rowe Price Group, Inc.

     7,411        911,849  

Toronto-Dominion Bank (The)

     60,017        4,335,628  

Travelers Cos., Inc. (The)

     8,216        1,405,429  

Truist Financial Corp.

     44,202        2,137,167  

US Bancorp

     44,916        2,181,121  
     

 

 

 
        89,492,716  
     

 

 

 

Health Care – 13.9%

     

AbbVie, Inc.

     59,552        8,746,998  

ABIOMED, Inc. (a)

     1,400        401,212  

Agilent Technologies, Inc.

     10,000        1,192,700  

Alcon, Inc.

     16,562        1,179,380  

Align Technology, Inc. (a)

     2,500        724,775  

Alnylam Pharmaceuticals, Inc. (a)

     4,100        547,063  

Amgen, Inc.

     18,819        4,388,403  

Becton Dickinson and Co.

     9,451        2,336,193  

Biogen, Inc. (a)

     4,967        1,030,354  

BioMarin Pharmaceutical, Inc. (a)

     6,300        512,505  

Bio-Rad Laboratories, Inc., Class A (a)

     700        358,442  

Bio-Techne Corp.

     1,300        493,597  

Bristol-Myers Squibb Co.

     73,501        5,532,420  

Catalent, Inc. (a)

     5,900        534,304  

Cerner Corp.

     9,823        919,826  

Cooper Cos., Inc. (The)

     1,700        613,768  

CSL, Ltd. ADR

     33,100        3,153,437  

Danaher Corp.

     21,915        5,503,514  

DENTSPLY SIRONA, Inc.

     7,516        300,565  

DexCom, Inc. (a)

     11,750        4,800,815  

Edwards Lifesciences Corp. (a)

     20,672        2,186,684  

Embecta Corp. (a)

     1,930        58,730  

Exact Sciences Corp. (a)

     32,211        1,773,215  

Genmab A/S ADR (a)

     21,800        766,924  

Gilead Sciences, Inc.

     41,946        2,489,076  

GlaxoSmithKline PLC ADR

     84,025        3,804,652  

Guardant Health, Inc. (a)

     3,300        203,610  

Henry Schein, Inc. (a)

     4,800        389,280  

Hologic, Inc. (a)

     80,421        5,789,508  

IDEXX Laboratories, Inc. (a)

     2,819        1,213,523  

Illumina, Inc. (a)

     5,349        1,586,781  

 

3


Domini Impact Equity Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

 

Security

   Shares      Value  

Health Care (Continued)

     

Incyte Corp. (a)

     6,500      $ 487,240  

Inspire Medical Systems, Inc. (a)

     15,677        3,225,699  

Insulet Corp. (a)

     2,300        549,677  

Intuitive Surgical, Inc. (a)

     12,000        2,871,600  

Koninklijke Philips NV

     29,076        749,579  

Masimo Corp. (a)

     1,800        203,346  

Merck & Co., Inc.

     84,935        7,532,885  

Mettler-Toledo International, Inc. (a)

     790        1,009,249  

Moderna, Inc. (a)

     11,200        1,505,392  

Neurocrine Biosciences, Inc. (a)

     3,100        279,093  

Novo Nordisk A/S ADR

     55,078        6,278,892  

Organon & Co.

     8,823        285,247  

PerkinElmer, Inc.

     3,900        571,779  

Pfizer, Inc.

     188,670        9,258,037  

QIAGEN N.V. (a)

     7,600        344,812  

Quest Diagnostics, Inc.

     4,115        550,752  

Regeneron Pharmaceuticals, Inc. (a)

     3,442        2,268,657  

ResMed, Inc.

     4,946        989,052  

Sanofi ADR

     73,016        3,815,086  

Seagen, Inc. (a)

     36,816        4,823,264  

STERIS PLC

     3,300        739,365  

Stryker Corp.

     11,228        2,708,867  

Teladoc Health, Inc. (a)

     26,633        899,130  

Teleflex, Inc.

     1,500        428,430  

Thermo Fisher Scientific, Inc.

     13,288        7,347,201  

Veeva Systems, Inc., Class A (a)

     4,506        819,867  

Vertex Pharmaceuticals, Inc. (a)

     8,643        2,361,440  

Waters Corp. (a)

     1,963        594,828  

West Pharmaceutical Services, Inc.

     2,500        787,650  
     

 

 

 
        127,818,370  
     

 

 

 

Industrials – 5.9%

     

ABB, Ltd. ADR

     57,600        1,720,512  

Allegion PLC

     3,100        354,144  

Ameresco, Inc., Class A (a)

     114,019        5,751,118  

AO Smith Corp.

     4,500        262,935  

Assa Abloy AB ADR

     66,242        832,662  

Brambles, Ltd. ADR

     25,600        379,648  

Carrier Global Corp.

     29,200        1,117,484  

CH Robinson Worldwide, Inc.

     4,200        445,830  

Cintas Corp.

     3,000        1,191,780  

Copart, Inc. (a)

     7,100        806,915  

CoStar Group, Inc. (a)

     12,910        821,334  

Cummins, Inc.

     4,741        896,950  

 

4


Domini Impact Equity Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

 

Security

   Shares      Value  

Industrials (Continued)

     

Deere & Co.

     9,345      $ 3,528,205  

Deutsche Post AG ADR

     32,837        1,397,543  

Donaldson Co., Inc.

     4,000        196,160  

Emerson Electric Co.

     20,126        1,814,963  

Expeditors International of Washington, Inc.

     5,900        584,513  

Fastenal Co.

     19,358        1,070,691  

Fortune Brands Home & Security, Inc.

     4,800        342,000  

Generac Holdings, Inc. (a)

     2,100        460,698  

Graco, Inc.

     5,700        353,514  

Hubbell, Inc.

     1,800        351,648  

IAA, Inc. (a)

     4,400        161,260  

IDEX Corp.

     2,600        493,532  

Illinois Tool Works, Inc.

     9,452        1,863,084  

Ingersoll Rand, Inc.

     12,969        570,117  

JB Hunt Transport Services, Inc.

     2,800        478,380  

JetBlue Airways Corp. (a)

     10,288        113,271  

Lennox International, Inc.

     1,200        255,828  

Masco Corp.

     8,100        426,789  

Nidec Corp. ADR

     68,956        1,122,604  

Nordson Corp.

     1,800        388,242  

Old Dominion Freight Line, Inc.

     3,500        980,420  

Otis Worldwide Corp.

     14,300        1,041,612  

Owens Corning

     3,133        284,884  

PACCAR, Inc.

     10,600        880,330  

Pentair PLC

     5,500        279,125  

Plug Power, Inc. (a)

     19,000        399,380  

RELX PLC ADR

     64,900        1,911,305  

Rockwell Automation, Inc.

     3,972        1,003,605  

Schneider Electric SE ADR

     94,300        2,684,721  

Siemens AG ADR

     55,236        3,373,262  

Snap-on, Inc.

     1,700        361,233  

Stanley Black & Decker, Inc.

     5,654        679,328  

Toro Co. (The)

     3,700        296,481  

Trane Technologies PLC

     7,707        1,078,132  

Trex Co., Inc. (a)

     4,000        232,760  

United Parcel Service, Inc., Class B

     24,593        4,426,248  

United Rentals, Inc. (a)

     2,500        791,300  

Vestas Wind Systems A/S ADR

     98,600        844,016  

Westinghouse Air Brake Technologies Corp.

     6,191        556,633  

Wolters Kluwer NV ADR

     8,700        876,699  

WW Grainger, Inc.

     1,470        735,044  

Xylem, Inc.

     6,300        507,150  
     

 

 

 
        54,778,022  
     

 

 

 

 

5


Domini Impact Equity Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

 

Security

   Shares      Value  

Information Technology – 36.2%

     

Accenture PLC, Class A

     22,200      $ 6,667,992  

Adobe, Inc. (a)

     15,861        6,280,163  

Advanced Micro Devices, Inc. (a)

     54,450        4,656,564  

Analog Devices, Inc.

     17,611        2,718,786  

Apple, Inc.

     519,396        81,882,779  

Applied Materials, Inc.

     29,802        3,288,651  

ASML Holding NV

     13,600        7,667,272  

Atlassian Corp. PLC, Class A (a)

     4,600        1,034,218  

Autodesk, Inc. (a)

     20,177        3,819,102  

Automatic Data Processing, Inc.

     14,168        3,091,174  

Broadcom, Inc.

     13,313        7,380,594  

Cadence Design Systems, Inc. (a)

     9,384        1,415,576  

Cerence, Inc. (a)

     64,444        1,901,098  

Cisco Systems, Inc.

     127,891        6,264,101  

Crowdstrike Holdings, Inc., Class A (a)

     6,600        1,311,816  

DocuSign, Inc. (a)

     19,689        1,594,809  

Dropbox, Inc., Class A (a)

     10,500        228,375  

Enphase Energy, Inc. (a)

     48,960        7,902,144  

First Solar, Inc. (a)

     2,900        211,787  

Fiserv, Inc. (a)

     20,600        2,017,152  

Five9, Inc. (a)

     2,300        253,230  

Infineon Technologies AG ADR

     40,000        1,135,600  

Intel Corp.

     136,879        5,966,556  

International Business Machines Corp.

     30,166        3,988,247  

Intuit, Inc.

     9,322        3,903,587  

KLA Corp.

     5,110        1,631,419  

Lam Research Corp.

     4,700        2,189,072  

Mastercard, Inc., Class A

     28,952        10,520,578  

Micron Technology, Inc.

     37,400        2,550,306  

Microsoft Corp.

     252,461        70,062,977  

NetApp, Inc.

     7,708        564,611  

NortonLifeLock, Inc.

     18,400        460,736  

NVIDIA Corp.

     80,908        15,006,007  

Okta, Inc. (a)

     5,000        596,550  

Palo Alto Networks, Inc. (a)

     14,480        8,127,334  

Paychex, Inc.

     10,931        1,385,286  

Paycom Software, Inc. (a)

     1,700        478,499  

PayPal Holdings, Inc. (a)

     39,200        3,446,856  

QUALCOMM, Inc.

     38,000        5,308,220  

Roper Technologies, Inc.

     3,557        1,671,505  

salesforce.com, Inc. (a)

     32,234        5,671,250  

ServiceNow, Inc. (a)

     6,700        3,203,270  

Shopify, Inc., Class A (a)

     3,800        1,621,916  

Snowflake, Inc., Class A (a)

     8,900        1,525,816  

 

6


Domini Impact Equity Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

 

Security

   Shares      Value  

Information Technology (Continued)

     

Splunk, Inc. (a)

     5,200      $ 634,504  

STMicroelectronics NV, Class Y

     120,949        4,429,152  

Synopsys, Inc. (a)

     5,043        1,446,282  

Texas Instruments, Inc.

     31,152        5,303,628  

Twilio, Inc., Class A (a)

     5,600        626,192  

Ultra Clean Holdings, Inc. (a)

     75,874        2,364,993  

Visa, Inc., Class A

     55,500        11,828,715  

VMware, Inc., Class A

     6,696        723,436  

WEX, Inc. (a)

     1,516        252,020  

Workday, Inc., Class A (a)

     6,500        1,343,550  

Zoom Video Communications, Inc., Class A (a)

     20,047        1,996,080  
     

 

 

 
        333,552,133  
     

 

 

 

Materials – 2.3%

     

Air Liquide SA ADR

     79,500        2,739,570  

Air Products and Chemicals, Inc.

     7,359        1,722,521  

AptarGroup, Inc.

     2,100        241,143  

Avery Dennison Corp.

     2,900        523,740  

CRH PLC ADR

     25,800        1,021,164  

Ecolab, Inc.

     8,648        1,464,452  

International Paper Co.

     12,300        569,244  

Linde PLC

     17,030        5,312,679  

Novozymes A/S ADR

     6,937        482,607  

Nucor Corp.

     9,492        1,469,172  

PPG Industries, Inc.

     8,042        1,029,296  

Sherwin-Williams Co. (The)

     7,992        2,197,480  

Smurfit Kappa Group PLC ADR

     8,400        354,564  

Steel Dynamics, Inc.

     6,400        548,800  

Vulcan Materials Co.

     4,344        748,428  

Westrock Co.

     8,885        440,074  
     

 

 

 
        20,864,934  
     

 

 

 

Real Estate – 3.1%

     

Alexandria Real Estate Equities, Inc.

     5,286        962,898  

American Tower Corp.

     15,209        3,665,673  

Boston Properties, Inc.

     4,946        581,650  

CBRE Group, Inc., Class A (a)

     10,822        898,659  

Crown Castle International Corp.

     14,622        2,708,141  

Digital Realty Trust, Inc.

     9,592        1,401,583  

Duke Realty Corp.

     12,900        706,275  

Equinix, Inc.

     3,031        2,179,531  

Equity LifeStyle Properties, Inc.

     5,700        440,496  

Essex Property Trust, Inc.

     2,200        724,394  

Extra Space Storage, Inc.

     4,500        855,000  

Federal Realty Investment Trust

     2,500        292,650  

 

7


Domini Impact Equity Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

 

Security

   Shares      Value  

Real Estate (Continued)

     

Host Hotels & Resorts, Inc.

     23,922      $ 486,813  

Kilroy Realty Corp.

     3,700        259,000  

Mid-America Apartment Communities, Inc.

     3,800        747,384  

Prologis, Inc.

     24,895        3,990,419  

Public Storage

     5,077        1,886,105  

Realty Income Corp.

     18,921        1,312,361  

SBA Communications Corp.

     3,607        1,252,026  

Simon Property Group, Inc.

     11,100        1,309,800  

UDR, Inc.

     10,169        541,092  

Ventas, Inc.

     13,063        725,650  

WP Carey, Inc.

     6,300        508,851  

Zillow Group, Inc., Class A (a)

     7,100        274,415  
     

 

 

 
        28,710,866  
     

 

 

 

Utilities – 0.6%

     

Alliant Energy Corp.

     8,600        505,766  

Consolidated Edison, Inc.

     12,061        1,118,537  

Eversource Energy

     11,458        1,001,429  

Fortis, Inc.

     15,700        763,805  

National Grid PLC ADR

     24,419        1,810,913  

SSE PLC ADR

     36,700        851,440  
     

 

 

 
        6,051,890  
     

 

 

 

Total Investments 99.4% (Cost $596,881,391)

        915,415,081  

Other Assets, less liabilities – 0.6%

        5,159,417  
     

 

 

 

Net Assets – 100.0%

      $ 920,574,498  
     

 

 

 

 

(a)

Non-income producing security.

Abbreviations

ADR — American Depositary Receipt

See Notes to Portfolio of Investments

 

8


Domini International Opportunities Fund

Portfolio of Investments

April 30, 2022 (Unaudited)

 

Country/Security

   Industry      Shares      Value  

Long Term Investments – 98.4%

        

Common Stocks – 98.4%

        

Australia – 3.4%

        

APA Group

     Utilities        3,442      $ 27,817  

ASX, Ltd.

     Diversified Financials        558        33,932  

Brambles, Ltd.

     Commercial & Professional Services        4,200        31,194  

Cochlear, Ltd.

     Health Care Equipment & Services        726        117,614  

CSL, Ltd.

     Pharmaceuticals, Biotechnology & Life Sciences        1,410        270,660  

Dexus

     Real Estate        3,114        24,488  

Fortescue Metals Group, Ltd.

     Materials        5,170        78,588  

GPT Group (The)

     Real Estate        5,564        19,894  

IDP Education, Ltd.

     Consumer Services        603        11,252  

Magellan Financial Group, Ltd.

     Diversified Financials        418        4,756  

Mirvac Group

     Real Estate        11,458        19,478  

Reece, Ltd.

     Capital Goods        859        10,497  

Stockland

     Real Estate        6,310        18,370  

Transurban Group

     Transportation        8,991        90,808  
        

 

 

 
           759,348  
        

 

 

 

Austria – 0.3%

        

Erste Group Bank AG

     Banks        939        29,236  

Mondi PLC

     Materials        1,410        26,447  

Verbund AG

     Utilities        192        20,523  
        

 

 

 
           76,206  
        

 

 

 

Belgium – 0.4%

        

Elia Group SA

     Utilities        83        13,212  

Etablissements Franz Colruyt NV

     Food & Staples Retailing        147        5,398  

KBC Group NV

     Banks        819        55,718  

Umicore SA

     Materials        559        21,490  
        

 

 

 
           95,818  
        

 

 

 

Brazil – 0.6%

        

MercadoLibre, Inc. (a)

     Retailing        143        139,229  
        

 

 

 
           139,229  
        

 

 

 

Canada – 2.3%

        

Fortis, Inc.

     Utilities        1,379        67,447  

Saputo, Inc.

     Food, Beverage & Tobacco        800        17,189  

SunOpta, Inc. (a)

     Food, Beverage & Tobacco        9,279        50,942  

 

9


Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Country/Security

   Industry      Shares      Value  

Canada (Continued)

        

Toronto-Dominion Bank (The)

     Banks        5,239      $ 380,366  
        

 

 

 
           515,944  
        

 

 

 

China – 1.0%

        

BYD Co., Ltd., Class H

     Automobiles & Components        5,360        156,002  

NIO, Inc. ADR (a)

     Automobiles & Components        3,920        65,464  
        

 

 

 
           221,466  
        

 

 

 

Denmark – 4.4%

        

Ambu A/S, Class B

     Health Care Equipment & Services        498        6,555  

Chr Hansen Holding A/S

     Materials        300        23,372  

Coloplast A/S, Class B

     Health Care Equipment & Services        359        48,367  

Demant A/S (a)

     Health Care Equipment & Services        284        12,480  

DSV A/S

     Transportation        558        91,484  

Genmab A/S (a)

     Pharmaceuticals, Biotechnology & Life Sciences        189        66,459  

GN Store Nord A/S

     Health Care Equipment & Services        366        13,736  

Novo Nordisk A/S, Class B

     Pharmaceuticals, Biotechnology & Life Sciences        4,753        542,909  

Novozymes A/S, Class B

     Materials        594        41,407  

Orsted A/S

     Utilities        522        57,748  

Rockwool A/S, Class B

     Capital Goods        35        9,789  

Vestas Wind Systems A/S

     Capital Goods        2,941        74,997  
        

 

 

 
           989,303  
        

 

 

 

Finland – 1.4%

        

Kesko OYJ, Class B

     Food & Staples Retailing        981        24,698  

Kone OYJ, Class B

     Capital Goods        1,032        49,616  

Nokia Oyj (a)

     Technology Hardware & Equipment        15,443        78,297  

Nordea Bank Abp

     Banks        9,834        98,307  

Sampo OYJ, Class A

     Insurance        1,201        58,318  
        

 

 

 
           309,236  
        

 

 

 

France – 8.6%

        

Adevinta ASA (a)

     Media & Entertainment        793        6,168  

Aeroports de Paris (a)

     Transportation        95        13,438  

Air Liquide SA

     Materials        1,389        240,308  

 

10


Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Country/Security

   Industry      Shares      Value  

France (Continued)

        

Amundi SA

     Diversified Financials        179      $ 10,763  

BioMerieux

     Health Care Equipment & Services        119        11,329  

BNP Paribas SA

     Banks        3,298        171,006  

Capgemini SE

     Software & Services        469        95,479  

Carrefour SA

     Food & Staples Retailing        1,450        30,751  

Cie Generale des Etablissements Michelin SCA

     Automobiles & Components        476        58,957  

Credit Agricole SA

     Banks        4,363        47,112  

Edenred

     Software & Services        727        36,511  

Eiffage SA

     Capital Goods        232        22,910  

Gecina SA

     Real Estate        160        18,024  

Getlink SE

     Transportation        1,123        20,550  

Hermes International

     Consumer Durables & Apparel        99        122,073  

Kering SA

     Consumer Durables & Apparel        213        113,331  

Legrand SA

     Capital Goods        768        68,056  

L’Oreal SA

     Household & Personal Products        707        257,214  

Nexans SA

     Capital Goods        804        73,234  

Orange SA

     Telecommunication Services        5,860        69,766  

Rexel SA (a)

     Capital Goods        857        17,555  

Sanofi

     Pharmaceuticals, Biotechnology & Life Sciences        3,180        336,110  

Sartorius Stedim Biotech

     Pharmaceuticals, Biotechnology & Life Sciences        70        22,906  

SEB SA

     Consumer Durables & Apparel        85        10,207  

Unibail-Rodamco-Westfield (a)

     Real Estate        300        21,172  

Valeo

     Automobiles & Components        568        10,327  

Worldline SA (a)

     Software & Services        622        24,472  
        

 

 

 
           1,929,729  
        

 

 

 

Germany – 9.0%

        

adidas AG

     Consumer Durables & Apparel        498        100,426  

Allianz SE

     Insurance        1,156        260,833  

Aroundtown SA

     Real Estate        2,864        14,402  

 

11


Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Country/Security

   Industry      Shares      Value  

Germany (Continued)

        

Beiersdorf AG

     Household & Personal Products        283      $ 28,425  

Carl Zeiss Meditec AG

     Health Care Equipment & Services        104        13,063  

Deutsche Boerse AG

     Diversified Financials        532        92,618  

Deutsche Post AG

     Transportation        2,852        121,844  

Encavis AG

     Utilities        5,804        126,705  

Henkel AG & Co. KGaA

     Household & Personal Products        494        31,350  

Infineon Technologies AG

     Semiconductors & Semiconductor Equipment        3,463        98,291  

Knorr-Bremse AG

     Capital Goods        189        13,478  

LEG Immobilien SE

     Real Estate        207        21,224  

Merck KGaA

     Pharmaceuticals, Biotechnology & Life Sciences        376        69,758  

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

     Insurance        631        150,267  

Puma SE

     Consumer Durables & Apparel        289        21,264  

SAP SE

     Software & Services        2,933        297,248  

Sartorius AG, Pfd Shares

     Health Care Equipment & Services        104        38,993  

Siemens AG

     Capital Goods        2,386        293,371  

Siemens Energy AG (a)

     Capital Goods        1,260        24,270  

Siemens Healthineers AG

     Health Care Equipment & Services        800        42,776  

Symrise AG

     Materials        374        44,504  

Vonovia SE

     Real Estate        2,269        90,399  

Zalando SE (a)

     Retailing        647        25,457  
        

 

 

 
           2,020,966  
        

 

 

 

Hong Kong – 2.5%

        

AIA Group, Ltd.

     Insurance        35,494        348,722  

Hong Kong Exchanges & Clearing, Ltd.

     Diversified Financials        3,731        158,283  

Techtronic Industries Co., Ltd.

     Capital Goods        4,232        56,495  
        

 

 

 
           563,500  
        

 

 

 

Hungary – 0.1%

        

OTP Bank Nyrt (a)

     Banks        637        18,999  
        

 

 

 
           18,999  
        

 

 

 

Ireland – 1.0%

        

Bank of Ireland Group PLC (a)

     Banks        2,802        16,982  

CRH PLC

     Materials        2,247        89,340  

 

12


Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Country/Security

   Industry      Shares      Value  

Ireland (Continued)

        

Kerry Group PLC, Class A

     Food, Beverage & Tobacco        456      $ 50,511  

Kingspan Group plc

     Capital Goods        444        41,331  

Smurfit Kappa Group PLC

     Materials        749        31,649  
        

 

 

 
           229,813  
        

 

 

 

Italy – 0.8%

        

A2A S.p.A.

     Utilities        4,467        7,632  

Amplifon S.p.A.

     Health Care Equipment & Services        361        14,402  

DiaSorin SpA

     Health Care Equipment & Services        54        7,074  

Hera SpA

     Utilities        2,430        9,063  

Intesa Sanpaolo SpA

     Banks        50,263        102,422  

Terna—Rete Elettrica Nazionale

     Utilities        4,109        33,513  
        

 

 

 
           174,106  
        

 

 

 

Japan – 20.7%

        

Aeon Co., Ltd.

     Food & Staples Retailing        2,077        39,539  

Asahi Intecc Co., Ltd.

     Health Care Equipment & Services        663        12,833  

Asahi Kasei Corp.

     Materials        3,872        31,821  

Canon, Inc.

     Technology Hardware & Equipment        3,000        69,142  

Central Japan Railway Co.

     Transportation        521        65,695  

Chiba Bank, Ltd. (The)

     Banks        1,900        10,968  

Daifuku Co., Ltd.

     Capital Goods        364        22,419  

Dai-ichi Life Holdings, Inc.

     Insurance        2,705        54,255  

Daiichi Sankyo Co., Ltd.

     Pharmaceuticals, Biotechnology & Life Sciences        5,540        139,723  

Daiwa House Industry Co., Ltd.

     Real Estate        1,753        42,212  

Eisai Co., Ltd.

     Pharmaceuticals, Biotechnology & Life Sciences        840        36,643  

FANUC Corp.

     Capital Goods        590        90,555  

Fast Retailing Co., Ltd.

     Retailing        169        77,938  

FUJIFILM Holdings Corp.

     Technology Hardware & Equipment        1,075        59,192  

Fukuoka Financial Group, Inc.

     Banks        500        9,151  

Hankyu Hanshin Holdings, Inc.

     Transportation        642        16,972  

Hoya Corp.

     Health Care Equipment & Services        1,129        112,230  

Kao Corp.

     Household & Personal Products        1,346        54,035  

Keio Corp.

     Transportation        352        13,523  

 

13


Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Country/Security

   Industry      Shares      Value  

Japan (Continued)

        

Keyence Corp.

     Technology Hardware & Equipment        582      $ 234,355  

Kose Corp.

     Household & Personal Products        96        9,872  

Kuraray Co., Ltd.

     Materials        900        7,210  

Kurita Water Industries, Ltd.

     Capital Goods        2,546        87,004  

Lasertec Corp.

     Semiconductors & Semiconductor Equipment        236        31,582  

Lixil Corp.

     Capital Goods        778        13,706  

Makita Corp.

     Capital Goods        743        21,997  

Mitsubishi Estate Co., Ltd.

     Real Estate        3,416        49,842  

Mitsui Fudosan Co., Ltd.

     Real Estate        2,551        54,155  

MS&AD Insurance Group Holdings, Inc.

     Insurance        1,335        39,805  

Murata Manufacturing Co., Ltd.

     Technology Hardware & Equipment        1,833        109,442  

Nidec Corp.

     Capital Goods        1,464        94,803  

Nintendo Co., Ltd.

     Media & Entertainment        363        165,945  

Nippon Paint Holdings Co., Ltd.

     Materials        2,616        20,757  

Nippon Prologis REIT, Inc.

     Real Estate        6        16,634  

Nippon Telegraph & Telephone Corp.

     Telecommunication Services        6,466        190,865  

Nissin Foods Holdings Co., Ltd.

     Food, Beverage & Tobacco        222        15,469  

Nitto Denko Corp.

     Materials        471        31,666  

Nomura Holdings, Inc.

     Diversified Financials        8,705        33,574  

NTT Data Corp.

     Software & Services        1,828        33,760  

Omron Corp.

     Technology Hardware & Equipment        591        34,900  

Ono Pharmaceutical Co., Ltd.

     Pharmaceuticals, Biotechnology & Life Sciences      1,185        30,494  

Oriental Land Co., Ltd.

     Consumer Services        617        93,489  

ORIX Corp.

     Diversified Financials        3,529        64,472  

Otsuka Corp.

     Software & Services        300        9,848  

Rakuten Group, Inc.

     Retailing        2,507        17,653  

Recruit Holdings Co., Ltd.

     Commercial & Professional Services        4,082        148,347  

Renesas Electronics Corp. (a)

     Semiconductors & Semiconductor Equipment        3,343        35,756  

Resona Holdings, Inc.

     Banks        21,740        94,692  

 

14


Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Country/Security

   Industry      Shares      Value  

Japan (Continued)

        

Rohm Co., Ltd.

     Semiconductors & Semiconductor Equipment        274      $ 19,174  

Santen Pharmaceutical Co., Ltd.

     Pharmaceuticals, Biotechnology & Life Sciences        1,109        9,036  

Sekisui House, Ltd.

     Consumer Durables & Apparel        1,713        29,801  

Shimano, Inc.

     Consumer Durables & Apparel        247        43,837  

Shionogi & Co., Ltd.

     Pharmaceuticals, Biotechnology & Life Sciences        914        50,926  

Shiseido Co., Ltd.

     Household & Personal Products        1,125        53,269  

Shizuoka Bank, Ltd. (The)

     Banks        1,400        9,073  

SMC Corp.

     Capital Goods        193        93,610  

SoftBank Group Corp.

     Telecommunication Services        3,304        136,120  

Sony Group Corp.

     Consumer Durables & Apparel        3,665        316,818  

Sumitomo Realty & Development Co., Ltd.

     Real Estate        874        23,224  

Sysmex Corp.

     Health Care Equipment & Services        479        31,473  

Terumo Corp.

     Health Care Equipment & Services        2,111        62,938  

Tobu Railway Co., Ltd.

     Transportation        528        11,888  

Tokio Marine Holdings, Inc.

     Insurance        1,766        95,644  

Tokyo Electron, Ltd.

     Semiconductors & Semiconductor Equipment        461        194,840  

Tokyu Corp.

     Transportation        1,598        19,574  

Toray Industries, Inc.

     Materials        4,316        20,489  

TOTO, Ltd.

     Capital Goods        399        13,468  

Toyota Motor Corp.

     Automobiles & Components        32,170        552,106  

Unicharm Corp.

     Household & Personal Products        1,129        39,345  

Welcia Holdings Co., Ltd.

     Food & Staples Retailing        272        5,585  

Yaskawa Electric Corp.

     Capital Goods        705        23,978  

Yokogawa Electric Corp.

     Technology Hardware & Equipment        764        12,200  

Z Holdings Corp.

     Media & Entertainment        7,673        30,173  
        

 

 

 
           4,649,529  
        

 

 

 

 

15


Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Country/Security

   Industry      Shares      Value  

Luxembourg – 0.2%

        

Eurofins Scientific SE

     Pharmaceuticals, Biotechnology & Life Sciences        375      $ 34,852  
        

 

 

 
           34,852  
        

 

 

 

Netherlands – 8.1%

        

Aalberts NV

     Capital Goods        275        13,363  

ABN AMRO Bank NV

     Banks        2,738        34,037  

Adyen N.V. (a)(b)

     Software & Services        78        130,829  

Akzo Nobel NV

     Materials        484        41,985  

Alfen Beheer BV (a)

     Capital Goods        1,376        123,748  

Arcadis N.V.

     Capital Goods        3,615        150,831  

ASML Holding NV

     Semiconductors & Semiconductor Equipment        1,176        667,425  

Basic-Fit N.V. (a)

     Consumer Services        3,456        144,797  

ING Groep NV

     Banks        11,088        105,050  

JDE Peet’s NV

     Food, Beverage & Tobacco        271        7,973  

Koninklijke Ahold Delhaize NV

     Food & Staples Retailing        2,969        87,573  

Koninklijke DSM NV

     Materials        505        84,895  

Koninklijke KPN NV

     Telecommunication Services        9,338        32,222  

Koninklijke Philips NV

     Health Care Equipment & Services        2,554        66,739  

NN Group NV

     Insurance        776        38,010  

Signify NV

     Capital Goods        362        15,315  

Wolters Kluwer NV

     Commercial & Professional Services        757        76,444  
        

 

 

 
           1,821,236  
        

 

 

 

New Zealand – 0.3%

        

Contact Energy, Ltd.

     Utilities        2,240        11,831  

Meridian Energy, Ltd.

     Utilities        3,308        10,094  

Spark New Zealand, Ltd.

     Telecommunication Services        5,364        17,055  

Xero Ltd. (a)

     Software & Services        382        25,336  
        

 

 

 
           64,316  
        

 

 

 

Norway – 0.6%

        

DNB Bank ASA

     Banks        2,579        50,311  

Kahoot! ASA (a)

     Media & Entertainment        24,130        58,557  

Orkla ASA

     Food, Beverage & Tobacco        2,162        17,662  

Schibsted ASA, Class A

     Media & Entertainment        433        9,084  

 

16


Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Country/Security

   Industry      Shares      Value  

Norway (Continued)

        

Storebrand ASA

     Insurance        1,289      $ 11,272  
        

 

 

 
           146,886  
        

 

 

 

Singapore – 1.0%

        

DBS Group Holdings, Ltd.

     Banks        3,957        96,142  

STMicroelectronics NV

     Semiconductors & Semiconductor Equipment        3,598        133,025  
        

 

 

 
           229,167  
        

 

 

 

South Africa – 0.4%

        

Clicks Group, Ltd.

     Food & Staples Retailing        540        10,612  

FirstRand, Ltd.

     Diversified Financials        10,937        47,031  

Nedbank Group, Ltd.

     Banks        1,156        16,119  

Sanlam, Ltd.

     Insurance        4,843        20,032  
        

 

 

 
           93,794  
        

 

 

 

South Korea – 0.1%

        

Coupang Inc. (a)

     Retailing        1,988        25,586  
        

 

 

 
           25,586  
        

 

 

 

Spain – 2.5%

        

Acciona SA

     Utilities        68        13,311  

Aena SME SA (a)

     Transportation        201        28,524  

Amadeus IT Group SA (a)

     Software & Services        1,317        82,527  

Banco Bilbao Vizcaya Argentaria SA

     Banks        18,858        98,953  

Banco Santander SA

     Banks        49,680        145,182  

Bankinter SA

     Banks        1,818        10,699  

CaixaBank SA

     Banks        12,659        40,862  

EDP Renovaveis SA

     Utilities        700        16,567  

Grifols SA

         Pharmaceuticals, Biotechnology & Life Sciences        1,310        21,941  

Red Electrica Corp. SA

     Utilities        1,181        23,778  

Siemens Gamesa Renewable Energy SA (a)

     Capital Goods        652        10,385  

Telefonica SA

     Telecommunication Services        14,894        72,454  
        

 

 

 
           565,183  
        

 

 

 

Sweden – 3.5%

        

Assa Abloy AB, Class B

     Capital Goods        2,843        72,040  

Autoliv, Inc.

     Automobiles & Components        282        20,778  

Axfood AB

     Food & Staples Retailing        2,452        72,884  

Castellum AB

     Real Estate        670        13,304  

Essity AB, Class B

     Household & Personal Products        1,842        48,705  

Fabege AB

     Real Estate        753        9,164  

 

17


Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Country/Security

   Industry      Shares      Value  

Sweden (Continued)

        

H & M Hennes & Mauritz AB, Class B

     Retailing        2,047      $ 25,838  

Industrivarden AB, Class A

     Diversified Financials        794        20,398  

Investment AB Latour, Class B

     Capital Goods        392        10,413  

Kinnevik AB, Class B (a)

     Diversified Financials        718        14,090  

MIPS AB

     Consumer Durables & Apparel        1,661        118,278  

Nibe Industrier AB, Class B

     Capital Goods        4,681        46,017  

Sagax AB, Class B

     Real Estate        544        13,933  

Samhallsbyggnadsbolaget i Norden AB

     Real Estate        24,277        76,461  

Sandvik AB

     Capital Goods        3,118        59,176  

Sinch AB (a)

     Software & Services        2,011        8,911  

Skandinaviska Enskilda Banken AB, Class A

     Banks        4,329        48,675  

SKF AB, Class B

     Capital Goods        1,153        18,882  

SSAB AB, Class A

     Materials        2,181        13,889  

Svenska Cellulosa AB SCA, Class B

     Materials        1,834        35,588  

Svenska Handelsbanken AB, Class A

     Banks        4,388        44,377  
        

 

 

 
           791,801  
        

 

 

 

Switzerland – 7.0%

        

ABB, Ltd.

     Capital Goods        4,938        148,470  

Adecco Group AG

     Commercial & Professional Services        491        18,989  

Chocoladefabriken Lindt & Spruengli AG

     Food, Beverage & Tobacco        6        67,435  

EMS-Chemie Holding AG

     Materials        20        17,881  

Geberit AG

     Capital Goods        101        57,722  

Kuehne + Nagel International AG

     Transportation        164        45,978  

Lonza Group AG

     Pharmaceuticals, Biotechnology & Life Sciences        218        128,818  

Novartis AG

     Pharmaceuticals, Biotechnology & Life Sciences        6,870        608,410  

Sika AG

     Materials        448        137,141  

Sonova Holding AG

     Health Care Equipment & Services        154        55,657  

Straumann Holding AG

     Health Care Equipment & Services        290        34,263  

Swisscom AG

     Telecommunication Services        74        43,851  

Temenos AG

     Software & Services        183        18,513  

Zurich Insurance Group AG

     Insurance        441        201,208  
        

 

 

 
           1,584,336  
        

 

 

 

 

18


Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Country/Security

  

Industry

   Shares     

Value

United Kingdom – 8.9%

        

3i Group PLC

   Diversified Financials      2,794      $45,654

Abrdn PLC

   Diversified Financials      6,365      14,923

Barratt Developments PLC

   Consumer Durables & Apparel      2,954      18,045

Berkeley Group Holdings PLC

   Consumer Durables & Apparel      312      15,799

Bunzl PLC

   Capital Goods      984      37,904

Burberry Group PLC

   Consumer Durables & Apparel      1,159      22,838

Compass Group PLC

   Consumer Services      5,229      110,170

Dr. Martens PLC

   Consumer Durables & Apparel      1,555      4,059

Farfetch Ltd., Class A (a)

   Retailing      900      10,080

Halma PLC

   Technology Hardware & Equipment      1,192      36,532

Hiscox, Ltd.

   Insurance      993      11,773

Informa PLC (a)

   Media & Entertainment      4,373      30,974

Intermediate Capital Group PLC

   Diversified Financials      834      15,935

Intertek Group PLC

   Commercial & Professional Services      469      29,180

J Sainsbury PLC

   Food & Staples Retailing      5,841      17,016

Johnson Matthey PLC

   Materials      539      14,804

Just Eat Takeaway.com NV (a)

   Retailing      560      15,211

Kingfisher PLC

   Retailing      5,946      18,722

Land Securities Group PLC

   Real Estate      2,165      20,273

Legal & General Group PLC

   Insurance      17,466      54,359

Linde PLC

   Materials      1,505      469,500

London Stock Exchange Group PLC

   Diversified Financials      1,050      103,361

National Grid PLC

   Utilities      10,695      158,649

Next PLC

   Retailing      354      26,474

Ocado Group PLC (a)

   Food & Staples Retailing      1,464      16,717

Pennon Group PLC

   Utilities      760      10,545

Schroders PLC

   Diversified Financials      414      14,592

Segro PLC

   Real Estate      3,511      58,690

Spirax-Sarco Engineering PLC

   Capital Goods      214      32,242

SSE PLC

   Utilities      3,119      72,329

Taylor Wimpey PLC

   Consumer Durables & Apparel      10,366      16,278

 

19


Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Country/Security

   Industry      Shares      Value  

United Kingdom (Continued)

        

Unilever PLC

     Household & Personal Products        7,383      $ 342,704  

Vodafone Group PLC

     Telecommunication Services        79,035        119,470  

Wise PLC, Class A (a)

     Software & Services        1,277        6,248  
        

 

 

 
           1,992,050  
        

 

 

 

United States – 9.3%

        

Alliant Energy Corp.

     Utilities        700        41,167  

Autodesk, Inc. (a)

     Software & Services        507        95,965  

Campbell Soup Co.

     Food, Beverage & Tobacco        553        26,113  

Clorox Co. (The)

     Household & Personal Products        377        54,088  

Consolidated Edison, Inc.

     Utilities        1,051        97,469  

Copart, Inc. (a)

     Commercial & Professional Services        652        74,100  

Enphase Energy, Inc. (a)

     Semiconductors & Semiconductor Equipment        927        149,618  

Eversource Energy

     Utilities        952        83,205  

Ferguson PLC

     Capital Goods        640        80,163  

General Mills, Inc.

     Food, Beverage & Tobacco        1,781        125,970  

GlaxoSmithKline PLC

     Pharmaceuticals, Biotechnology & Life Sciences        14,933        336,107  

Kroger Co. (The)

     Food & Staples Retailing        2,000        107,920  

McCormick & Co., Inc.

     Food, Beverage & Tobacco        813        81,763  

Nucor Corp.

     Materials        802        124,133  

Oatly Group AB ADR (a)

     Food, Beverage & Tobacco        1,700        6,052  

Pentair PLC

     Capital Goods        506        25,680  

QIAGEN N.V. (a)

     Pharmaceuticals, Biotechnology & Life Sciences        700        31,759  

Schneider Electric SE

     Capital Goods        1,631        233,998  

Spotify Technology SA (a)

     Media & Entertainment        357        36,289  

Swiss Re AG

     Insurance        843        69,282  

Tesla, Inc. (a)

     Automobiles & Components        199        173,281  

Zoom Video Communications, Inc., Class A (a)

     Software & Services        334        33,256  
        

 

 

 
           2,087,378  
        

 

 

 

 

20


Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Country/Security

   Industry      Shares      Value  

Warrant – 0.0%

        

Australia – 0.0%

        

Magellan Financial Group, Ltd. (Exp. 04/16/2027) (a)

     Diversified Financials        52      $ 58  
        

 

 

 
           58  
        

 

 

 

Total Investments 98.4% (Cost $23,959,875)

           22,129,835  

Other Assets, less liabilities – 1.6%

           356,605  
        

 

 

 

Net Assets – 100.0%

         $ 22,486,440  
        

 

 

 

 

(a)

Non-income producing security.

(b)

Security that may be sold to qualified institutional buyers under Rule 144A of the Securities Act of 1933, as amended. At April 30, 2022, the aggregate value of these securities was $130,829, representing 0.6% of net assets.

Abbreviations

ADR — American Depositary Receipt

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

See Notes to Portfolio of Investments

 

21


Domini Sustainable Solutions Fund

Portfolio of Investments

April 30, 2022 (Unaudited)

 

Security

   Shares      Value  

Long Term Investments – 93.6%

     

Common Stocks – 93.6%

     

Communication Services – 3.1%

     

New York Times Co. (The), Class A

     22,439      $ 859,863  
     

 

 

 
        859,863  
     

 

 

 

Consumer Discretionary – 12.5%

     

Basic-Fit N.V. (a)

     13,185        552,414  

Chegg, Inc. (a)

     12,141        300,368  

Levi Strauss & Co., Class A

     34,422        623,383  

MIPS AB

     6,170        439,358  

Tesla, Inc. (a)

     1,592        1,386,250  

YETI Holdings, Inc. (a)

     4,199        205,205  
     

 

 

 
        3,506,978  
     

 

 

 

Consumer Staples – 2.0%

     

AppHarvest, Inc. (a)

     64,789        266,283  

SunOpta, Inc. (a)

     53,093        291,480  
     

 

 

 
        557,763  
     

 

 

 

Financials – 15.5%

     

Amalgamated Financial Corp.

     21,663        381,052  

Amundi SA

     6,332        380,743  

East West Bancorp, Inc.

     6,445        459,529  

Federal Agricultural Mortgage Corp., Class C

     8,788        900,155  

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

     4,548        1,083,064  

Resona Holdings, Inc.

     127,579        555,688  

Storebrand ASA

     66,277        579,575  
     

 

 

 
        4,339,806  
     

 

 

 

Health Care – 20.1%

     

Align Technology, Inc. (a)

     826        239,465  

Cochlear, Ltd.

     4,781        774,532  

DexCom, Inc. (a)

     1,833        748,927  

Exact Sciences Corp. (a)

     5,231        287,967  

GlaxoSmithKline PLC

     36,098        812,480  

Hologic, Inc. (a)

     14,562        1,048,318  

Inspire Medical Systems, Inc. (a)

     2,992        615,634  

Seagen, Inc. (a)

     6,577        861,653  

Teladoc Health, Inc. (a)

     7,239        244,389  
     

 

 

 
        5,633,365  
     

 

 

 

Industrials – 10.9%

     

Alfen Beheer BV (a)

     6,140        552,192  

Ameresco, Inc., Class A (a)

     14,018        707,068  

Arcadis N.V.

     7,687        320,730  

Kurita Water Industries, Ltd.

     20,297        693,608  

Nexans SA

     3,521        320,719  

 

22


Domini Sustainable Solutions Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Security

   Shares      Value  

Industrials (Continued)

     

TOMRA Systems ASA

     6,175      $ 244,471  

Watts Water Technologies, Inc., Class A

     1,800        229,428  
     

 

 

 
        3,068,216  
     

 

 

 

Information Technology – 21.7%

     

ASML Holding NV

     1,604        904,287  

Autodesk, Inc. (a)

     2,788        527,713  

Crowdstrike Holdings, Inc., Class A (a)

     1,308        259,978  

Enphase Energy, Inc. (a)

     8,021        1,294,589  

Halma PLC

     8,311        254,715  

Palo Alto Networks, Inc. (a)

     2,553        1,432,948  

STMicroelectronics NV

     20,152        745,060  

Wolfspeed, Inc. (a)

     2,955        271,003  

Zoom Video Communications, Inc., Class A (a)

     3,852        383,544  
     

 

 

 
        6,073,837  
     

 

 

 

Real Estate – 7.0%

     

Alexandria Real Estate Equities, Inc.

     2,746        500,211  

American Tower Corp.

     1,812        436,728  

Kilroy Realty Corp.

     6,258        438,060  

Samhallsbyggnadsbolaget i Norden AB

     183,371        577,534  
     

 

 

 
        1,952,533  
     

 

 

 

Utilities – 0.8%

     

Encavis AG

     10,149        221,559  
     

 

 

 
        221,559  
     

 

 

 

Total Investments –93.6% (Cost $26,964,763)

        26,213,920  

Other Assets, less liabilities – 6.4%

        1,805,158  
     

 

 

 

Net Assets – 100.0%

      $ 28,019,078  
     

 

 

 

 

(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.

Portfolio Holdings by Country (% Of Net Assets) (Unaudited)

 

United States

     59.7

Netherlands

     8.3

Germany

     4.7

Japan

     4.5

Sweden

     3.6

Norway

     2.9

Australia

     2.8

Singapore

     2.7

France

     2.5

 

23


Domini Sustainable Solutions Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Portfolio Holdings by Country (% Of Net Assets) (Unaudited)

Canada

     1.0

United Kingdom

     0.9

Total

     93.6
  

 

 

 

See Notes to Portfolio of Investments

 

24


Domini Impact International Equity Fund

Portfolio of Investments

April 30, 2022 (Unaudited)

 

Country/Security

   Industry      Shares      Value  

Long Term Investments – 98.8%

        

Common Stocks – 98.8%

        

Australia – 6.9%

        

Bendigo & Adelaide Bank, Ltd.

     Banks        305,470      $ 2,290,747  

BlueScope Steel, Ltd.

     Materials        814,833        11,650,557  

Charter Hall Group

     Real Estate        638,021        6,896,864  

Fortescue Metals Group, Ltd.

     Materials        1,691,907        25,718,294  

Goodman Group

     Real Estate        636,499        10,655,296  

Harvey Norman Holdings, Ltd.

     Retailing        1,050,628        3,764,121  

IDP Education, Ltd.

     Consumer Services        358,591        6,690,970  

IGO, Ltd.

     Materials        1,272,986        11,641,626  

JB Hi-Fi, Ltd.

     Retailing        279,182        10,399,886  

Mirvac Group

     Real Estate        6,693        11,377  

SEEK, Ltd.

     Media & Entertainment        79,250        1,561,946  

WiseTech Global, Ltd.

     Software & Services        252,894        7,885,920  
        

 

 

 
           99,167,604  
        

 

 

 

Austria – 0.4%

        

Raiffeisen Bank International AG

     Banks        124,707        1,419,578  

voestalpine AG

     Materials        155,877        4,056,366  
        

 

 

 
           5,475,944  
        

 

 

 

Belgium – 0.4%

        

D’ieteren Group

     Retailing        23,747        3,811,694  

Elia Group SA

     Utilities        10,256        1,632,533  
        

 

 

 
           5,444,227  
        

 

 

 

Brazil – 0.8%

        

Banco do Brasil SA

     Banks        323,400        2,169,409  

Cia Paranaense de Energia

     Utilities        1,711,100        2,570,693  

Itausa SA

     Banks        3,413,570        6,348,487  

Raia Drogasil SA

     Food & Staples Retailing        2,380        10,059  
        

 

 

 
           11,098,648  
        

 

 

 

China – 1.7%

        

Alibaba Group Holding, Ltd. (a)

     Retailing        202,400        2,469,077  

CSPC Pharmaceutical Group, Ltd.

     Pharmaceuticals, Biotechnology & Life Sciences        2,262,000        2,312,796  

Daqo New Energy Corp. ADR (a)

     Semiconductors & Semiconductor Equipment        39,229        1,630,750  

Lenovo Group, Ltd.

     Technology Hardware & Equipment        7,092,000        6,887,097  

SITC International Holdings Co. Ltd.

     Transportation        3,308,000        10,998,533  
        

 

 

 
           24,298,253  
        

 

 

 

Denmark – 1.4%

        

Demant A/S (a)

     Health Care Equipment & Services        47,727        2,097,262  

ISS A/S (a)

     Commercial & Professional Services        204,665        3,359,332  

Novo Nordisk A/S, Class B

     Pharmaceuticals, Biotechnology & Life Sciences        179        20,446  

Pandora A/S

     Consumer Durables & Apparel        160,727        14,112,658  

 

1


Domini Impact International Equity Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Country/Security

   Industry      Shares      Value  

Denmark (Continued)

        

Vestas Wind Systems A/S

     Capital Goods        290      $ 7,395  
        

 

 

 
           19,597,093  
        

 

 

 

Finland – 0.7%

        

Kesko OYJ, Class B

     Food & Staples Retailing        382,330        9,625,712  
        

 

 

 
           9,625,712  
        

 

 

 

France – 8.0%

        

Amundi SA

     Diversified Financials        28,187        1,694,885  

BNP Paribas SA

     Banks        487,256        25,264,893  

Carrefour SA

     Food & Staples Retailing        943,180        20,002,552  

Credit Agricole SA

     Banks        844,634        9,120,410  

Eiffage SA

     Capital Goods        40,163        3,966,043  

Kering SA

     Consumer Durables & Apparel        18        9,577  

L’Oreal SA

     Household & Personal Products        7,398        2,691,465  

Publicis Groupe SA

     Media & Entertainment        227,406        13,652,699  

Rexel SA (a)

     Capital Goods        323,879        6,634,551  

Sanofi

     Pharmaceuticals, Biotechnology & Life Sciences        296,584        31,347,411  
        

 

 

 
           114,384,486  
        

 

 

 

Germany – 6.3%

        

adidas AG

     Consumer Durables & Apparel        33        6,655  

Deutsche Telekom AG

     Telecommunication Services        304,221        5,604,100  

Evonik Industries AG

     Materials        245,927        6,432,558  

GEA Group AG

     Capital Goods        152,450        5,934,337  

Henkel AG & Co. KGaA, Pfd Shs

     Household & Personal Products        83,853        5,384,310  

HUGO BOSS AG

     Consumer Durables & Apparel        240,749        13,501,901  

LEG Immobilien SE

     Real Estate        86,696        8,888,984  

Merck KGaA

     Pharmaceuticals, Biotechnology & Life Sciences        151,052        28,024,265  

Nemetschek SE

     Software & Services        68,259        5,416,648  

Scout24 SE

     Media & Entertainment        45,022        2,847,565  

Telefonica Deutschland Holding AG

     Telecommunication Services        2,168,044        6,520,456  

Wacker Chemie AG

     Materials        8,668        1,375,334  
        

 

 

 
           89,937,113  
        

 

 

 

Hong Kong – 0.7%

        

Swire Properties, Ltd.

     Real Estate        691,800        1,658,118  

Techtronic Industries Co., Ltd.

     Capital Goods        676,500        9,030,964  
        

 

 

 
           10,689,082  
        

 

 

 

Hungary – 0.1%

        

Richter Gedeon Nyrt

     Pharmaceuticals, Biotechnology & Life Sciences        100,312        2,001,142  
        

 

 

 
           2,001,142  
        

 

 

 

India – 0.4%

        

Adani Green Energy, Ltd. (a)

     Utilities        56,424        2,107,960  

Cipla, Ltd.

     Pharmaceuticals, Biotechnology & Life Sciences        249,385        3,179,031  

 

2


Domini Impact International Equity Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Country/Security

   Industry      Shares      Value  

India (Continued)

        

Dr Reddy’s Laboratories, Ltd.

     Pharmaceuticals, Biotechnology & Life Sciences        250      $ 13,484  
        

 

 

 
           5,300,475  
        

 

 

 

Ireland – 1.1%

        

Bank of Ireland Group PLC (a)

     Banks        626,638        3,797,868  

CRH PLC

     Materials        318,402        12,584,789  
        

 

 

 
           16,382,657  
        

 

 

 

Israel – 0.8%

        

Check Point Software Technologies, Ltd. (a)

     Software & Services        90,176        11,388,327  
        

 

 

 
           11,388,327  
        

 

 

 

Italy – 3.0%

        

Amplifon S.p.A.

     Health Care Equipment & Services        245,344        9,787,965  

Banco BPM SpA

     Banks        3,929,668        12,381,191  

Intesa Sanpaolo SpA

     Banks        6,378,912        12,998,415  

Moncler SpA

     Consumer Durables & Apparel        55,118        2,871,300  

Pirelli & C Spa

     Automobiles & Components        350,918        1,739,151  

Unipol Gruppo SpA

     Insurance        521,545        2,843,786  
        

 

 

 
           42,621,808  
        

 

 

 

Japan – 23.0%

        

Aisin Corp.

     Automobiles & Components        64,000        1,862,321  

Alps Alpine Co., Ltd.

     Technology Hardware & Equipment        150,000        1,330,096  

Benefit One, Inc.

     Commercial & Professional Services        308,800        4,689,926  

Benesse Holdings, Inc.

     Consumer Services        136,482        2,391,972  

Brother Industries, Ltd.

     Technology Hardware & Equipment        174,675        3,040,816  

Canon, Inc.

     Technology Hardware & Equipment        554,900        12,788,963  

Central Japan Railway Co.

     Transportation        80        10,088  

Dai Nippon Printing Co., Ltd.

     Commercial & Professional Services        400        8,373  

Dai-ichi Life Holdings, Inc.

     Insurance        1,185,500        23,777,862  

Eisai Co., Ltd.

     Pharmaceuticals, Biotechnology & Life Sciences        150        6,544  

Fast Retailing Co., Ltd.

     Retailing        23,800        10,975,843  

GungHo Online Entertainment, Inc.

     Media & Entertainment        170,314        3,480,572  

Hachijuni Bank, Ltd. (The)

     Banks        488,522        1,613,691  

Hino Motors, Ltd.

     Capital Goods        708,300        3,662,306  

Hoya Corp.

     Health Care Equipment & Services        140,569        13,973,513  

Kao Corp.

     Household & Personal Products        690,500        27,720,107  

Kose Corp.

     Household & Personal Products        66,587        6,847,231  

Lixil Corp.

     Capital Goods        121,100        2,133,479  

M3, Inc.

     Health Care Equipment & Services        76,800        2,456,596  

Medipal Holdings Corp.

     Health Care Equipment & Services        330,857        5,457,726  

MISUMI Group, Inc.

     Capital Goods        283,400        7,117,853  

Mitsubishi Estate Co., Ltd.

     Real Estate        1,648,225        24,048,827  

Mitsubishi HC Capital, Inc.

     Diversified Financials        448,200        2,020,010  

Mitsui Fudosan Co., Ltd.

     Real Estate        405,000        8,597,707  

MS&AD Insurance Group Holdings, Inc.

     Insurance        310        9,243  

 

3


Domini Impact International Equity Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Country/Security

   Industry      Shares      Value  

Japan (Continued)

        

Nihon M&A Center Holdings, Inc.

     Commercial & Professional Services        774,100      $ 9,547,938  

Nikon Corp.

     Consumer Durables & Apparel        585,900        6,594,578  

Nintendo Co., Ltd.

     Media & Entertainment        60,877        27,829,803  

Nippon Electric Glass Co., Ltd.

     Technology Hardware & Equipment        221,775        4,471,835  

Nissan Motor Co., Ltd. (a)

     Automobiles & Components        252,800        1,013,776  

Nomura Real Estate Holdings, Inc.

     Real Estate        430        10,495  

NTN Corp. (a)

     Capital Goods        5,300        8,480  

ORIX Corp.

     Diversified Financials        630        11,510  

Otsuka Corp.

     Software & Services        84,700        2,780,404  

Panasonic Corp.

     Consumer Durables & Apparel        200,400        1,789,168  

Persol Holdings Co., Ltd.

     Commercial & Professional Services        116,400        2,313,165  

Pola Orbis Holdings, Inc.

     Household & Personal Products        434,500        5,017,715  

Recruit Holdings Co., Ltd.

     Commercial & Professional Services        468,700        17,033,401  

Ricoh Co., Ltd.

     Technology Hardware & Equipment        1,237,200        9,048,910  

Seiko Epson Corp.

     Technology Hardware & Equipment        335,700        4,737,029  

Seino Holdings Co., Ltd.

     Transportation        276,620        2,263,447  

Shimamura Co., Ltd.

     Retailing        49,019        4,354,630  

Shiseido Co., Ltd.

     Household & Personal Products        276,400        13,087,506  

Sony Group Corp.

     Consumer Durables & Apparel        170        14,696  

Sumitomo Realty & Development Co., Ltd.

     Real Estate        219,200        5,824,691  

Sundrug Co., Ltd.

     Food & Staples Retailing        105,496        2,460,244  

Sysmex Corp.

     Health Care Equipment & Services        35,300        2,319,436  

T&D Holdings, Inc.

     Insurance        59,300        763,295  

Taisho Pharmaceutical Holdings Co., Ltd.

     Pharmaceuticals, Biotechnology & Life Sciences        29,600        1,167,817  

Toho Gas Co., Ltd.

     Utilities        143,549        3,373,113  

TOPPAN, Inc.

     Commercial & Professional Services        540        8,941  

Toyo Seikan Group Holdings, Ltd.

     Materials        137,427        1,488,930  

Trend Micro, Inc.

     Software & Services        64,500        3,602,289  

USS Co., Ltd.

     Retailing        188,000        3,135,028  

Yamato Holdings Co., Ltd.

     Transportation        565,300        10,595,446  

Yamazaki Baking Co., Ltd.

     Food, Beverage & Tobacco        240,500        2,978,027  

ZOZO, Inc.

     Retailing        462,700        9,703,851  
        

 

 

 
           329,371,259  
        

 

 

 

Mexico – 0.4%

        

America Movil SAB de CV, Class L ADR

     Telecommunication Services        131,560        2,556,211  

Gruma SAB de C.V., Class B

     Food, Beverage & Tobacco        116,795        1,390,884  

Grupo Aeroportuario del Sureste SAB de CV ADR

     Transportation        10,829        2,363,104  
        

 

 

 
           6,310,199  
        

 

 

 

Netherlands – 5.6%

        

Aegon NV

     Insurance        2,629,099        13,631,036  

ASML Holding NV

     Semiconductors & Semiconductor Equipment        67,224        38,152,207  

ASR Nederland NV

     Insurance        65,165        2,961,663  

 

4


Domini Impact International Equity Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Country/Security

   Industry      Shares      Value  

Netherlands (Continued)

        

Koninklijke Ahold Delhaize NV

     Food & Staples Retailing        877,776      $ 25,890,849  
        

 

 

 
           80,635,755  
        

 

 

 

Norway – 1.1%

        

Norsk Hydro ASA

     Materials        1,019,623        8,620,020  

Orkla ASA

     Food, Beverage & Tobacco        165,021        1,348,113  

Storebrand ASA

     Insurance        619,820        5,420,165  
        

 

 

 
           15,388,298  
        

 

 

 

Singapore – 1.9%

        

DBS Group Holdings, Ltd.

     Banks        1,048,356        25,471,521  

United Overseas Bank, Ltd.

     Banks        73,200        1,569,263  
        

 

 

 
           27,040,784  
        

 

 

 

South Africa – 1.1%

        

Aspen Pharmacare Holdings, Ltd.

     Pharmaceuticals, Biotechnology & Life Sciences        403,387        4,339,096  

Clicks Group, Ltd.

     Food & Staples Retailing        37,187        730,797  

Foschini Group, Ltd. (The)

     Retailing        158,583        1,392,893  

Nedbank Group, Ltd.

     Banks        428,519        5,975,013  

Shoprite Holdings, Ltd.

     Food & Staples Retailing        241,095        3,477,154  
        

 

 

 
           15,914,953  
        

 

 

 

South Korea – 0.5%

        

LG Innotek Co., Ltd.

     Technology Hardware & Equipment        24,577        6,668,675  
        

 

 

 
           6,668,675  
        

 

 

 

Spain – 2.7%

        

Banco Bilbao Vizcaya Argentaria SA

     Banks        3,452,377        18,115,488  

Banco de Sabadell SA

     Banks        15,332,367        11,899,054  

Banco Santander SA

     Banks        873,669        2,553,165  

Fluidra SA

     Capital Goods        39,155        1,059,698  

Red Electrica Corp. SA

     Utilities        256,546        5,165,361  
        

 

 

 
           38,792,766  
        

 

 

 

Sweden – 2.0%

        

Alfa Laval AB

     Capital Goods        208,765        5,826,726  

Elekta AB, Class B

     Health Care Equipment & Services        268,439        1,812,828  

Essity AB, Class B

     Household & Personal Products        318        8,408  

Getinge AB, Class B

     Health Care Equipment & Services        351,380        10,191,737  

H & M Hennes & Mauritz AB, Class B

     Retailing        484        6,109  

Husqvarna AB, Class B

     Capital Goods        112,942        1,082,502  

Skanska AB, Class B

     Capital Goods        126,856        2,429,686  

Swedish Orphan Biovitrum AB (a)

     Pharmaceuticals, Biotechnology & Life Sciences        156,425        3,299,454  

Trelleborg AB, Class B

     Capital Goods        223,935        4,924,787  
        

 

 

 
           29,582,237  
        

 

 

 

Switzerland – 12.1%

        

ABB, Ltd.

     Capital Goods        530,620        15,954,071  

Kuehne + Nagel International AG

     Transportation        5,153        1,444,651  

 

5


Domini Impact International Equity Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

 

Country/Security

   Industry      Shares      Value  

Switzerland (Continued)

        

Lonza Group AG

     Pharmaceuticals, Biotechnology & Life Sciences        19,858      $ 11,734,281  

Novartis AG

     Pharmaceuticals, Biotechnology & Life Sciences        532,936        47,197,041  

PSP Swiss Property AG

     Real Estate        32,770        4,139,002  

Sika AG

     Materials        102,212        31,289,019  

Sonova Holding AG

     Health Care Equipment & Services        19,435        7,023,932  

Straumann Holding AG

     Health Care Equipment & Services        64,263        7,592,457  

Swatch Group AG

     Consumer Durables & Apparel        27,311        7,024,334  

Swiss Life Holding AG

     Insurance        34,313        20,106,735  

Swisscom AG

     Telecommunication Services        16,178        9,586,760  

VAT Group AG

     Capital Goods        35,457        10,990,984  
        

 

 

 
           174,083,267  
        

 

 

 

Taiwan – 1.9%

        

Acer, Inc.

     Technology Hardware & Equipment        1,850,000        1,716,349  

Asustek Computer, Inc.

     Technology Hardware & Equipment        329,000        3,957,316  

China Development Financial Holding Corp.

     Insurance        11,772,000        7,099,012  

Novatek Microelectronics Corp.

     Semiconductors & Semiconductor Equipment        194,277        2,570,007  

Realtek Semiconductor Corp. (a)

     Semiconductors & Semiconductor Equipment        83,000        1,126,270  

Taishin Financial Holding Co., Ltd.

     Banks        8,513,000        5,568,451  

Unimicron Technology Corp.

     Technology Hardware & Equipment        766,000        5,372,819  
        

 

 

 
           27,410,224  
        

 

 

 

Thailand – 0.5%

        

Kasikornbank PCL

     Banks        1,690,400        7,438,869  
        

 

 

 
           7,438,869  
        

 

 

 

United Kingdom – 10.4%

        

3i Group PLC

     Diversified Financials        331,612        5,418,498  

Ashtead Group PLC

     Capital Goods        339,833        17,544,577  

Aviva PLC

     Insurance        271,270        1,453,141  

Berkeley Group Holdings PLC (a)

     Consumer Durables & Apparel        39,216        1,985,814  

CNH Industrial NV

     Capital Goods        1,006,500        14,258,367  

Dechra Pharmaceuticals PLC

     Pharmaceuticals, Biotechnology & Life Sciences        96,394        4,361,355  

Experian PLC

     Commercial & Professional Services        188,412        6,496,597  

Halma PLC

     Technology Hardware & Equipment        171,133        5,244,873  

Inchcape PLC

     Retailing        380,831        3,402,264  

J Sainsbury PLC

     Food & Staples Retailing        3,388,967        9,872,840  

JD Sports Fashion PLC (a)

     Retailing        1,234,620        2,031,098  

Kingfisher PLC

     Retailing        315,400        993,094  

Man Group PLC/Jersey

     Diversified Financials        1,187,166        3,454,663  

Marks & Spencer Group PLC (a)

     Food & Staples Retailing        2,009,401        3,424,969  

Next PLC

     Retailing        19,026        1,422,850  

Pennon Group PLC

     Utilities        610,435        8,469,605  

Rightmove PLC

     Media & Entertainment        728,721        5,593,064  

Sage Group PLC (The)

     Software & Services        409,127        3,748,569  

Segro PLC

     Real Estate        922,334        15,417,867  

 

6


Domini Impact International Equity Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

 

Country/Security

   Industry      Shares      Value  

United Kingdom (Continued)

        

Travis Perkins PLC

     Capital Goods        116,312      $ 1,771,289  

Unilever PLC

     Household & Personal Products        237        11,001  

Vodafone Group PLC

     Telecommunication Services        21,400,029        32,348,530  
        

 

 

 
           148,724,925  
        

 

 

 

United States – 2.9%

        

CyberArk Software, Ltd. (a)

     Software & Services        13,019        2,045,806  

Ferguson PLC

     Capital Goods        151,352        18,957,546  

GlaxoSmithKline PLC

     Pharmaceuticals, Biotechnology & Life Sciences        163,906        3,689,135  

Parade Technologies, Ltd.

     Semiconductors & Semiconductor Equipment        38,000        1,807,150  

QIAGEN N.V. (a)

     Pharmaceuticals, Biotechnology & Life Sciences        332,282        15,075,634  
        

 

 

 
           41,575,271  
        

 

 

 

Total Investments 98.8% (Cost $ 1,479,122,822)

           1,416,350,053  

Other Assets, less liabilities – 1.2%

           16,555,048  
        

 

 

 

Net Assets – 100.0%

         $ 1,432,905,101  
        

 

 

 

 

(a)

Non-income producing security.

Abbreviations

ADR — American Depositary Receipt

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

See Notes to Portfolio of Investments

 

7


Domini Impact Equity Fund

Domini International Opportunities Fund

Domini Sustainable Solutions Fund

Domini Impact International Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS

April 30, 2022 (Unaudited)

1.ORGANIZATION

The Domini Investment Trust is a Massachusetts business trust registered under the Investment Company Act of 1940 as an open-end management investment company. The Domini Investment Trust comprises five separate series: Domini Impact Equity Fund, Domini International Opportunities Fund, Domini Sustainable Solutions Fund, Domini Impact International Equity Fund and Domini Impact Bond Fund (each the “Fund,” collectively the “Funds”). The financial statements of the Domini Impact Bond Fund are included 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 four classes of shares: Investor shares, Class A shares, Institutional shares and Class Y shares. The Domini International Opportunities Fund offers two classes of shares: Investor shares and Institutional shares. The Domini Sustainable Solutions Fund offers two classes of shares: Investor shares and Institutional shares. The Domini Impact International Equity Fund offers four classes of shares: Investor shares, Class A shares, Institutional shares and Class Y shares. The Investor shares, Institutional shares and Class Y shares are sold at their offering price, which is net asset value. The Class A shares are sold with a front-end sales charge (load) of up to 4.75%.

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

2. SIGNIFICANT ACCOUNTING POLICIES

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

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

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

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

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

Level 1 — quoted prices in active markets for identical securities

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

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

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

 

8


Domini Impact Equity Fund

Domini International Opportunities Fund

Domini Sustainable Solutions Fund

Domini Impact International Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS (continued)

April 30, 2022 (Unaudited)

 

The following is a summary of the inputs used by the Domini Impact Equity Fund, as of April 30, 2022, 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

   $ 85,448,730      $ —        $ —        $ 85,448,730  

Consumer Discretionary

     111,020,023        —          —          111,020,023  

Consumer Staples

     57,677,397        —          —          57,677,397  

Financials

     89,492,716        —          —          89,492,716  

Health Care

     127,818,370        —          —          127,818,370  

Industrials

     54,778,022        —          —          54,778,022  

Information Technology

     333,552,133        —          —          333,552,133  

Materials

     20,864,934        —          —          20,864,934  

Real Estate

     28,710,866        —          —          28,710,866  

Utilities

     6,051,890        —          —          6,051,890  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 915,415,081      $ —        $ —        $ 915,415,081  
  

 

 

    

 

 

    

 

 

    

 

 

 

The following is a summary of the inputs used by the Domini International Opportunities Fund, as of April 30, 2022, 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

   $ —        $ 759,348      $ —        $ 759,348  

Austria

     —          76,206        —          76,206  

Belgium

     —          95,818        —          95,818  

Brazil

     139,229        —          —          139,229  

Canada

     515,944        —          —          515,944  

China

     65,464        156,002        —          221,466  

Denmark

     —          989,303        —          989,303  

Finland

     —          309,236        —          309,236  

France

     —          1,929,729        —          1,929,729  

Germany

     —          2,020,966        —          2,020,966  

Hong Kong

     —          563,500        —          563,500  

Hungary

     —          18,999        —          18,999  

Ireland

     50,511        179,302        —          229,813  

Italy

     —          174,106        —          174,106  

Japan

     —          4,649,529        —          4,649,529  

Luxembourg

     —          34,852        —          34,852  

Netherlands

     —          1,821,236        —          1,821,236  

New Zealand

     —          64,316        —          64,316  

 

9


Domini Impact Equity Fund

Domini International Opportunities Fund

Domini Sustainable Solutions Fund

Domini Impact International Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS (continued)

April 30, 2022 (Unaudited)

 

 

     Level 1 -
Quoted Prices
     Level 2 -
Other
Significant
Observable
Inputs
     Level 3 -
Significant
Unobservable
Inputs
     Total  

Norway

     —          146,886        —          146,886  

Singapore

     —          229,167        —          229,167  

South Africa

     10,612        83,182        —          93,794  

South Korea

     25,586        —          —          25,586  

Spain

     —          565,183        —          565,183  

Sweden

     93,662        698,139        —          791,801  

Switzerland

     —          1,584,336        —          1,584,336  

United Kingdom

     479,580        1,512,470        —          1,992,050  

United States

     1,367,828        719,550        —          2,087,378  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 2,748,416      $ 19,381,361      $ —        $ 22,129,777  
  

 

 

    

 

 

    

 

 

    

 

 

 

Warrant

           

Australia

     58        —          —          58  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 2,748,474      $ 19,381,361      $ —        $ 22,129,835  
  

 

 

    

 

 

    

 

 

    

 

 

 

The following is a summary of the inputs used by the Domini Sustainable Solutions Fund, as of April 30, 2022, 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

   $ 859,863      $ —        $ —        $ 859,863  

Consumer Discretionary

     2,515,206        991,772        —          3,506,978  

Consumer Staples

     557,763        —          —          557,763  

Financials

     1,740,736        2,599,070        —          4,339,806  

Health Care

     4,046,353        1,587,012        —          5,633,365  

Industrials

     936,496        2,131,720        —          3,068,216  

Information Technology

     5,074,062        999,775        —          6,073,837  

Real Estate

     1,374,999        577,534        —          1,952,533  

Utilities

     —          221,559        —          221,559  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 17,105,478      $ 9,108,442      $ —        $ 26,213,920  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

 

10


Domini Impact Equity Fund

Domini International Opportunities Fund

Domini Sustainable Solutions Fund

Domini Impact International Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS (continued)

April 30, 2022 (Unaudited)

 

The following is a summary of the inputs used by the Domini Impact International Equity Fund, as of April 30, 2022, 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

   $ —        $ 99,167,604      $ —        $ 99,167,604  

Austria

     —          5,475,944        —          5,475,944  

Belgium

     —          5,444,227        —          5,444,227  

Brazil

     11,098,648        —          —          11,098,648  

China

     1,630,750        22,667,503        —          24,298,253  

Denmark

     —          19,597,093        —          19,597,093  

Finland

     —          9,625,712        —          9,625,712  

France

     —          114,384,486        —          114,384,486  

Germany

     —          89,937,113        —          89,937,113  

Hong Kong

     —          10,689,082        —          10,689,082  

Hungary

     —          2,001,142        —          2,001,142  

India

     —          5,300,475        —          5,300,475  

Ireland

     —          16,382,657        —          16,382,657  

Israel

     11,388,327        —          —          11,388,327  

Italy

     —          42,621,808        —          42,621,808  

Japan

     —          329,371,259        —          329,371,259  

Mexico

     6,310,199        —          —          6,310,199  

Netherlands

     —          80,635,755        —          80,635,755  

Norway

     —          15,388,298        —          15,388,298  

Singapore

     —          27,040,784        —          27,040,784  

South Africa

     6,462,786        9,452,167        —          15,914,953  

South Korea

     —          6,668,675        —          6,668,675  

Spain

     —          38,792,766        —          38,792,766  

Sweden

     —          29,582,237        —          29,582,237  

Switzerland

     —          174,083,267        —          174,083,267  

Taiwan

     —          27,410,224        —          27,410,224  

Thailand

     —          7,438,869        —          7,438,869  

United Kingdom

     —          148,724,925        —          148,724,925  

United States

     17,121,440        24,453,831        —          41,575,271  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 54,012,150      $ 1,362,337,903      $ —        $ 1,416,350,053  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

11


Domini Impact Bond Fund

Portfolio of Investments

April 30, 2022 (Unaudited)

 

 

Security

   Principal
Amount*
     Value  

Long Term Investments – 108.4%

     

Mortgage Backed Securities – 50.6%

     

Agency Collateralized Mortgage Obligations – 5.5%

     

CHNGE Mortgage Trust 2022-2, Series 2, Class A1, 3.757%, 3/25/67 (a)(b)

     700,600      $ 684,287  

Federal Home Loan Mortgage Corp.

     

Series 3768, Class CB, 3.500%, 12/15/25

     91,886        92,796  

Series 3800, Class CB, 3.500%, 2/15/26

     167,002        168,843  

Series 3806, Class L, 3.500%, 2/15/26

     549,523        555,368  

Series 3877, Class LM, 3.500%, 6/15/26

     340,322        343,935  

Series 4961, Class JB, 2.500%, 12/15/42

     209,832        198,639  

Federal National Mortgage Association

     

Series 2012-17, Class BC, 3.500%, 3/25/27

     368,000        367,415  

Series 2019-6, Class GJ, 3.000%, 2/25/49

     88,020        86,625  

Series 2020-1, Class AC, 3.500%, 8/25/58

     283,582        281,831  

Federal National Mortgage Association Connecticut Avenue Securities

     

Series 2016-C07, Class 2M2, 5.018%, (1 Month USD-LIBOR + 4.35%), 5/25/29 (b)

     118,229        123,674  

Series 2017-C01, Class 1M2, 4.218%, (1 Month USD-LIBOR + 3.55%), 7/25/29 (b)

     69,129        71,659  

Freddie Mac Multiclass Certificates

     

Series 2021-ML12, Class XUS, 1.219%, 7/25/41 (b)

     1,200,759        139,336  

Series 2021-P011, Class X1, 1.842%, 9/25/45 (b)

     2,313,744        328,087  

Freddie Mac Multifamily Structured Pass Through Certificates

     

Series K103, Class X1, 0.757%, 11/25/29 (b)

     8,914,166        365,467  

Series K111, Class X1, 1.681%, 5/25/30 (b)

     1,449,812        147,658  

Series K112, Class X1, 1.536%, 5/25/30 (b)

     1,502,235        141,033  

Series K113, Class X1, 1.490%, 6/25/30 (b)

     2,549,763        230,022  

Series K114, Class X1, 1.212%, 6/25/30 (b)

     2,348,284        173,310  

Series K119, Class X1, 1.026%, 9/25/30 (b)

     4,968,375        311,610  

Series K121, Class X1, 1.120%, 10/25/30 (b)

     659,648        44,967  

Series K122, Class X1, 0.973%, 11/25/30 (b)

     364,277        21,862  

Series K124, Class X1, 0.812%, 12/25/30 (b)

     1,466,790        74,236  

Series K740, Class X1, 0.844%, 9/25/27 (b)

     1,295,584        44,788  

Series KG03, Class X1, 1.483%, 6/25/30 (b)

     3,210,000        285,806  

Series KG04, Class X1, 0.940%, 11/25/30 (b)

     2,417,323        140,312  

Series KG05, Class X1, 0.402%, 1/25/31 (b)

     2,465,000        58,039  

Series KG06, Class X1, 0.626%, 10/25/31 (b)

     2,298,480        94,088  

Series KSG1, Class X1, 1.257%, 9/25/30 (b)

     4,063,898        309,993  

Series Q014, Class X, 2.797%, 10/25/55 (b)

     2,143,844        446,033  

FREMF Mortgage Trust

     

Series 2017-K64, Class B, 4.123%, 5/25/50 (a)(b)

     70,000        68,627  

Series 2017-K65, Class B, 4.215%, 7/25/50 (a)(b)

     155,000        152,099  

Series 2017-K66, Class B, 4.174%, 7/25/27 (a)(b)

     136,000        134,056  

Series 2017-K67, Class B, 4.080%, 9/25/49 (a)(b)

     85,000        83,523  

Series 2017-K67, Class C, 4.080%, 9/25/49 (a)(b)

     100,000        97,143  

 

12


Domini Impact Bond Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Security

   Principal
Amount*
     Value  

Agency Collateralized Mortgage Obligations (Continued)

     

Series 2017-K68, Class B, 3.972%, 10/25/49 (a)(b)

     90,000      $ 87,369  

Series 2017-K69, Class C, 3.854%, 10/25/49 (a)(b)

     40,000        37,846  

Series 2017-K71, Class B, 3.881%, 11/25/50 (a)(b)

     220,000        213,982  

Series 2017-K71, Class C, 3.881%, 11/25/50 (a)(b)

     65,000        62,319  

Series 2017-K725, Class B, 4.016%, 2/25/50 (a)(b)

     100,000        99,992  

Series 2017-K726, Class B, 4.136%, 7/25/49 (a)(b)

     175,000        174,450  

Series 2017-K729, Class B, 3.797%, 11/25/49 (a)(b)

     250,000        247,889  

Series 2017-K729, Class C, 3.797%, 11/25/49 (a)(b)

     90,000        88,405  

Series 2018-K154, Class B, 4.160%, 11/25/32 (a)(b)

     67,000        62,344  

Series 2018-K77, Class B, 4.303%, 5/25/51 (a)(b)

     700,000        697,033  

Series 2018-K85, Class C, 4.464%, 12/25/50 (a)(b)

     550,000        537,566  

Series 2018-KW07, Class B, 4.222%, 10/25/31 (a)(b)

     461,000        440,936  

Series 2019-100, Class C, 3.613%, 11/25/52 (a)(b)

     700,000        646,876  

Series 2019-K103, Class B, 3.573%, 12/25/51 (a)(b)

     525,000        485,465  

Series 2019-K736, Class C, 3.885%, 7/25/26 (a)(b)

     400,000        386,943  

Series 2019-K95, Class B, 4.054%, 8/25/52 (a)(b)

     500,000        488,355  

Series 2019-K95, Class C, 4.054%, 8/25/52 (a)(b)

     307,000        293,325  

Series 2019-K97 , Class C, 3.894%, 9/25/51 (a)(b)

     204,000        193,821  

Series 2020-K104, Class B, 3.660%, 2/25/52 (a)(b)

     520,000        491,216  

Series K99, Class B, 3.765%, 10/25/52 (a)(b)

     565,000        545,031  

GCAT 2021-CM2 Trust, Series CM2, Class A1, 2.352%, 8/25/66 (a)(b)

     471,885        457,831  

STACR Trust, Series 2018-HRP1, Class M2, 2.318%, (1 Month USD-LIBOR + 1.65%), 4/25/43 (a)(b)

     26,075        26,050  
     

 

 

 
        13,632,211  
     

 

 

 

Commercial Mortgage-Backed Securities – 10.1%

     

245 Park Avenue Trust, Series 2017-245P, Class A, 3.508%, 6/5/37 (a) BANK

     800,000        757,524  

Series 2017-BNK8, Class ASB, 3.314%, 11/15/50

     147,000        145,258  

Series 2019-BN18, Class XA, 1.041%, 5/15/62 (b)

     2,132,477        108,021  

Series 2019-BN24, Class XA, 0.761%, 11/15/62 (b)

     5,528,142        229,192  

Series 2020-BN28, Class XA, 1.898%, 3/15/63 (b)

     1,927,648        217,483  

Benchmark Mortgage Trust

     

Series 2019-B10, Class XA, 1.388%, 3/15/62 (b)

     2,329,094        143,073  

Series 2020-B18, Class XA, 1.917%, 7/15/53 (b)

     503,702        47,046  

Series 2020-B22, Class XA, 1.633%, 1/15/54 (b)

     884,630        89,587  

BWAY Mortgage Trust

     

Series 2013-1515, Class A1, 2.809%, 3/10/33 (a)

     72,013        71,286  

Series 2013-1515, Class A2, 3.454%, 3/10/33 (a)

     1,000,000        983,497  

BX Commercial Mortgage Trust 2022-AHP, Series AHP, Class A, 1.499%, (1-month CME Term SOFR + 0.99%), 1/17/39 (a)(b)

     1,465,000        1,444,969  

CityLine Commercial Mortgage Trust, Series 2016-CLNE, Class A, 2.871%, 11/10/31 (a)(b)

     800,000        788,638  

COMM Mortgage Trust

     

 

13


Domini Impact Bond Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Security

   Principal
Amount*
     Value  

Commercial Mortgage-Backed Securities (Continued)

     

Series 2013-WWP, Class A2, 3.424%, 3/10/31 (a)

     640,000      $ 643,864  

Series 2013-WWP, Class B, 3.726%, 3/10/31 (a)

     644,000        649,021  

Series 2015-LC19, Class A4, 3.183%, 2/10/48

     291,000        286,851  

Series 2016-LC6, Class A4, 2.941%, 1/10/46

     285,670        285,588  

Series 2020-CX, Class A, 2.173%, 11/10/46 (a)

     825,000        713,352  

Series 2020-CX, Class B, 2.446%, 11/10/46 (a)

     524,000        450,040  

Series 2020-CX, Class C, 2.773%, 11/10/46 (a)(b)

     100,000        85,976  

Series 2020-CX, Class D, 2.773%, 11/10/46 (a)(b)

     100,000        83,845  

Series 2020-SBX, Class A, 1.670%, 1/10/38 (a)

     595,000        552,737  

Series 2022-HC, Class A, 2.819%, 1/10/39 (a)

     886,000        834,927  

CPT Mortgage Trust, Series 2019-CPT, Class A, 2.865%, 11/13/39 (a)

     240,000        220,756  

DBJPM Mortgage Trust, Series 2020-C9, Class XA, 1.829%, 9/15/53 (b)

     642,296        53,441  

DC Office Trust, Series 2019-MTC, Class A, 2.965%, 9/15/45 (a)

     1,030,000        942,384  

Grace Trust, Series 2020-GRCE, Class A, 2.347%, 12/10/40 (a)

     925,000        798,641  

Hudson Yards Mortgage Trust

     

Series 2016-10HY, Class A, 2.835%, 8/10/38 (a)

     800,000        760,443  

Series 2019-30HY, Class A, 3.228%, 7/10/39 (a)

     700,000        661,733  

Series 2019-30HY, Class D, 3.558%, 7/10/39 (a)(b)

     365,000        329,671  

JP Morgan Chase Commercial Mortgage Securities Corp.

     

Series 2018-AON, Class A, 4.128%, 7/5/31 (a)

     555,000        556,359  

Series 2021-NYAH, Class G, 3.194%, (1 Month USD-LIBOR + 2.64%), 6/15/38 (a)(b)

     655,000        629,271  

Series 2022-OPO, Class A, 3.024%, 1/5/39 (a)

     2,150,000        2,047,670  

Life Mortgage Trust, Series 2021-BMR, Class D, 1.954%, (1 Month USD-LIBOR + 1.4%), 3/15/38 (a)(b)

     117,956        113,707  

MAD Mortgage Trust, Series 2017-330M, Class A, 3.294%, 8/15/34 (a)(b)

     829,000        809,833  

MKT Mortgage Trust, Series 2020-525M, Class A, 2.694%, 2/12/40 (a)

     600,000        534,962  

Morgan Stanley Bank of America Merrill Lynch Trust

     

Series 2013-C12, Class A4, 4.259%, 10/15/46 (b)

     300,000        302,257  

Series 2014-C15, Class A4, 4.051%, 4/15/47

     300,000        301,581  

Series 2014-C19, Class A4, 3.526%, 12/15/47

     180,167        178,750  

Morgan Stanley Capital I Trust

     

Series 2017-CLS, Class A, 1.254%, (1 Month USD-LIBOR + 0.7%), 11/15/34 (a)(b)

     531,000        528,533  

Series 2017-CLS, Class F, 3.154%, (1 Month USD-LIBOR + 2.6%), 11/15/34 (a)(b)

     650,000        637,826  

One Market Plaza Trust, Series 2017-1MKT, Class A, 3.614%, 2/10/32 (a)

     710,000        707,371  

SLG Office Trust 2021-OVA

     

Series OVA, Class A, 2.585%, 7/15/41 (a)

     1,013,000        904,904  

Series OVA, Class C, 2.851%, 7/15/41 (a)

     835,000        715,866  

STWD 2021-LIH Mortgage Trust, Series LIH, Class E, 3.457%, (1 Month USD-LIBOR + 2.903%), 11/15/36 (a)(b)

     955,000        931,912  

SUMIT Mortgage Trust, Series 2022-BVUE, Class A, 2.789%, 2/12/41 (a)

     1,615,000        1,487,160  

Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class A4, 3.617%, 9/15/57

     340,000        337,738  
     

 

 

 
        25,104,544  
     

 

 

 

 

14


Domini Impact Bond Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Security

   Principal
Amount*
     Value  

Federal Home Loan Mortgage Corporation – 0.9%

     

Federal Home Loan Mortgage Corp.

     

2.500%, 8/1/27

     22,503      $ 22,109  

2.500%, 11/1/27

     62,526        61,434  

3.000%, 1/1/27

     80,368        79,869  

3.000%, 7/1/42

     23,542        22,750  

3.000%, 5/1/45

     230,232        221,011  

3.018%, (12 Month USD-LIBOR + 1.627%), 10/1/43 (b)

     36,658        37,080  

3.500%, 12/1/32

     115,822        115,624  

3.500%, 6/1/48

     425,433        416,860  

4.000%, 2/1/37

     42,715        43,688  

4.000%, 8/1/39

     25,619        26,063  

4.000%, 10/1/39

     48,485        49,162  

4.000%, 10/1/39

     46,850        47,427  

4.000%, 11/1/39

     23,013        23,335  

4.000%, 10/1/40

     71,483        72,823  

4.000%, 11/1/40

     64,637        65,537  

4.000%, 11/1/40

     11,092        11,278  

4.000%, 11/1/40

     8,484        8,602  

4.000%, 12/1/40

     29,327        29,689  

4.000%, 6/1/41

     6,214        6,207  

4.500%, 4/1/35

     62,760        65,572  

4.500%, 9/1/35

     91,995        96,125  

4.500%, 7/1/36

     60,185        62,887  

4.500%, 6/1/39

     111,876        116,929  

4.500%, 9/1/40

     15,997        16,636  

4.500%, 2/1/41

     33,589        35,016  

5.000%, 8/1/33

     11,532        12,301  

5.000%, 10/1/33

     5,599        5,859  

5.000%, 4/1/35

     13,379        14,195  

5.000%, 7/1/35

     88,400        93,733  

5.000%, 7/1/35

     14,851        15,764  

5.000%, 1/1/37

     55,971        59,289  

5.000%, 7/1/40

     34,733        36,874  

5.000%, 4/1/41

     31,950        34,099  

5.500%, 12/1/36

     55,644        59,304  

5.500%, 8/1/40

     79,175        84,366  

6.000%, 8/1/36

     9,109        10,083  

6.000%, 7/1/39

     51,394        56,893  
     

 

 

 
        2,236,473  
     

 

 

 

Federal National Mortgage Association – 28.5%

     

Federal National Mortgage Association

     

2.000%, 10/1/27

     87,778        83,363  

 

15


Domini Impact Bond Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Security

   Principal
Amount*
     Value  

Federal National Mortgage Association (Continued)

     

2.000%, 1/1/28

     74,061      $ 70,327  

2.000%, 2/1/52

     4,947,616        4,383,161  

2.000%, 3/1/52

     4,881,421        4,329,046  

2.078%, (12 Month USD-LIBOR + 1.58%), 5/1/44 (b)

     13,449        13,735  

2.500%, 6/1/24

     67,227        65,338  

2.500%, 11/1/31

     57,452        56,396  

2.500%, 12/1/31

     15,293        15,011  

2.500%, 12/1/43

     110,070        101,281  

2.500%, 4/1/45

     123,017        113,414  

2.500%, 12/1/51

     3,076,220        2,818,428  

3.000%, 8/1/46

     31,421        30,039  

3.000%, 10/1/46

     570,918        547,416  

3.000%, 11/1/46

     664,935        637,425  

3.000%, 12/1/46

     253,848        242,817  

3.000%, 1/1/52

     2,886,294        2,735,422  

3.000%, 2/1/52

     5,227,215        4,953,996  

3.500%, 12/1/31

     5,861        5,846  

3.500%, 1/1/32

     96,746        96,500  

3.500%, 1/1/32

     57,459        57,311  

3.500%, 10/1/32

     77,087        76,890  

3.500%, 6/1/46

     401,042        394,891  

3.500%, 1/1/48

     268,420        261,850  

4.000%, 11/1/30

     10,276        10,325  

4.000%, 10/1/33

     64,449        65,550  

4.000%, 12/1/36

     19,544        19,972  

4.000%, 8/1/39

     24,835        25,158  

4.000%, 10/1/39

     16,205        16,416  

4.000%, 12/1/39

     22,386        22,677  

4.000%, 1/1/40

     203,980        206,639  

4.000%, 3/1/40

     24,081        24,357  

4.000%, 8/1/40

     48,590        49,222  

4.000%, 8/1/40

     8,860        8,975  

4.000%, 10/1/40

     118,270        120,388  

4.000%, 10/1/40

     16,145        16,356  

4.000%, 11/1/40

     17,063        17,285  

4.000%, 11/1/40

     13,210        13,382  

4.000%, 12/1/40

     41,447        42,430  

4.000%, 2/1/41

     38,711        39,218  

4.500%, 8/1/35

     18,713        19,529  

4.500%, 8/1/36

     10,414        10,780  

4.500%, 8/1/38

     44,641        46,561  

4.500%, 3/1/39

     60,828        63,508  

 

16


Domini Impact Bond Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Security

   Principal
Amount*
     Value  

Federal National Mortgage Association (Continued)

     

4.500%, 9/1/39

     19,926      $ 20,701  

4.500%, 2/1/40

     28,748        30,015  

4.500%, 8/1/40

     61,697        64,421  

4.500%, 1/1/41

     18,853        19,677  

4.500%, 9/1/41

     39,141        40,859  

5.000%, 10/1/39

     2,274        2,403  

5.500%, 8/1/37

     37,735        40,185  

6.000%, 12/1/35

     19,751        21,196  

6.000%, 3/1/36

     128,412        138,813  

6.000%, 6/1/36

     43,225        47,839  

6.000%, 8/1/37

     11,844        12,983  

6.000%, 3/1/38

     21,988        24,336  

TBA 30 Yr, 2.000%, 5/12/52 (c)

     5,025,000        4,438,488  

TBA 30 Yr, 2.000%, 6/13/52 (c)

     9,975,000        8,795,598  

TBA 30 Yr, 2.500%, 5/12/52 (c)

     13,900,000        12,695,695  

TBA 30 Yr, 2.500%, 6/13/52 (c)

     13,900,000        12,669,561  

TBA 30 Yr, 3.000%, 5/12/52 (c)

     1,800,000        1,699,383  

TBA 30 Yr, 3.500%, 5/12/52 (c)

     1,700,000        1,651,125  

TBA 30 Yr, 4.000%, 5/12/52 (c)

     5,800,000        5,774,965  
     

 

 

 
        71,116,874  
     

 

 

 

Government National Mortgage Association – 5.6%

     

Government National Mortgage Association

     

TBA 30 Yr, 2.500%, 5/19/52 (c)

     3,500,000        3,253,906  

TBA 30 Yr, 3.000%, 5/19/52 (c)

     3,100,000        2,959,653  

TBA 30 Yr, 3.500%, 5/19/52 (c)

     5,300,000        5,193,172  

TBA 30 Yr, 4.000%, 5/19/52 (c)

     1,600,000        1,604,531  

TBA 30 Yr, 4.500%, 5/19/52 (c)

     900,000        917,854  
     

 

 

 
        13,929,116  
     

 

 

 

Total Mortgage Backed Securities
(Cost $131,798,256)

        126,019,218  
     

 

 

 

Corporate Bonds and Notes – 29.5%

     

Communications – 3.7%

     

Alibaba Group Holding, Ltd., 2.800%, 6/6/23

     200,000        199,062  

AT&T, Inc.

     

2.750%, 6/1/31

     1,285,000        1,135,141  

3.550%, 9/15/55

     572,000        444,890  

Axian Telecom, 7.375%, 2/16/27 (a)

     445,000        436,213  

Charter Communications Operating LLC/Charter Communications Operating Capital, 6.484%, 10/23/45

     1,325,000        1,340,285  

Cox Communications, Inc.

     

3.150%, 8/15/24 (a)

     57,000        56,451  

3.850%, 2/1/25 (a)

     10,000        10,008  

 

17


Domini Impact Bond Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Security

   Principal
Amount*
     Value  

Communications (Continued)

     

eBay, Inc., 3.600%, 6/5/27

     195,000      $ 192,432  

Go Daddy Operating Co. LLC/GD Finance Co., Inc., 3.500%, 3/1/29 (a)

     250,000        222,174  

MercadoLibre, Inc., 2.375%, 1/14/26

     1,025,000        926,457  

Millicom International Cellular SA, 4.500%, 4/27/31 (a)

     950,000        824,125  

Paramount Global

     

2.900%, 1/15/27

     400,000        377,215  

4.950%, 1/15/31

     985,000        977,425  

Verizon Communications, Inc.

     

2.355%, 3/15/32 (b)

     1,000,000        841,787  

3.400%, 3/22/41

     1,250,000        1,055,153  

Vodafone Group PLC

     

4.375%, 2/19/43

     70,000        63,586  

6.150%, 2/27/37

     185,000        205,001  
     

 

 

 
        9,307,405  
     

 

 

 

Consumer, Cyclical – 1.7%

     

Home Depot, Inc. (The), 5.950%, 4/1/41

     420,000        496,040  

O’Reilly Automotive, Inc., 3.800%, 9/1/22

     155,000        155,174  

Starbucks Corp.

     

2.550%, 11/15/30

     990,000        860,446  

3.750%, 12/1/47

     275,000        233,446  

4.450%, 8/15/49

     750,000        696,047  

Toll Brothers Finance Corp., 4.350%, 2/15/28

     600,000        573,795  

YMCA of Greater New York

     

2.303%, 8/1/26

     765,000        722,626  

Series 2020, 3.230%, 8/1/32

     375,000        343,784  
     

 

 

 
        4,081,358  
     

 

 

 

Consumer, Non-cyclical – 8.4%

     

Advocate Health & Hospitals Corp.

     

Series 2020, 2.211%, 6/15/30

     325,000        286,518  

3.829%, 8/15/28

     1,115,000        1,109,600  

Allina Health System, 4.805%, 11/15/45

     291,000        302,962  

Amgen, Inc.

     

3.200%, 11/2/27

     525,000        505,166  

3.350%, 2/22/32

     150,000        138,598  

Beth Israel Lahey Health, Inc., 2.220%, 7/1/28

     1,400,000        1,253,007  

Biogen, Inc., 3.250%, 2/15/51 (a)

     448,000        321,518  

Bon Secours Mercy Health, Inc., 1.350%, 6/1/25

     155,000        143,180  

Boston Medical Center Corp., 4.519%, 7/1/26

     705,000        712,468  

CommonSpirit Health senior secured note

     

2.782%, 10/1/30

     185,000        164,027  

3.347%, 10/1/29

     600,000        560,138  

 

18


Domini Impact Bond Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Security

   Principal
Amount*
     Value  

Consumer, Non-cyclical (Continued)

     

Conservation Fund A Nonprofit Corp. (The), 3.474%, 12/15/29

     800,000      $ 771,091  

Dignity Health

     

4.500%, 11/1/42

     408,000        394,045  

5.267%, 11/1/64

     250,000        257,472  

ERAC USA Finance LLC, 3.850%, 11/15/24 (a)

     500,000        503,886  

Hologic, Inc., 3.250%, 2/15/29 (a)

     695,000        620,079  

Howard University

     

Series 2020, 1.991%, 10/1/25

     120,000        110,863  

Series 2020, 2.657%, 10/1/26

     100,000        93,263  

Series 2020, 3.476%, 10/1/41

     1,850,000        1,546,959  

Series 22A, 5.209%, 10/1/52

     470,000        431,028  

John D and Catherine T MacArthur Foundation, 1.299%, 12/1/30

     1,440,000        1,189,074  

Kaiser Foundation Hospitals, 3.150%, 5/1/27

     185,000        180,125  

McCormick & Co, Inc., 2.500%, 4/15/30

     700,000        621,028  

Mount Sinai Hospitals Group, Inc., 3.831%, 7/1/35

     1,400,000        1,319,396  

Northeastern University, 5.285%, 3/1/32

     100,000        106,292  

Ochsner Clinic Foundation, 5.897%, 5/15/45

     400,000        469,734  

Ochsner LSU Health System of North Louisiana, 2.510%, 5/15/31

     1,250,000        1,022,987  

PeaceHealth Obligated Group, 1.375%, 11/15/25

     1,000,000        926,142  

Royalty Pharma PLC

     

2.150%, 9/2/31

     350,000        282,189  

3.300%, 9/2/40

     1,250,000        979,295  

Stanford Health Care, 3.310%, 8/15/30

     595,000        574,097  

StoneCo, Ltd., 3.950%, 6/16/28

     1,200,000        988,476  

Thermo Fisher Scientific, Inc., 2.375%, 4/15/32

     305,000        321,806  

Thomas Jefferson University , 3.847%, 11/1/57

     2,100,000        1,775,984  
     

 

 

 
        20,982,493  
     

 

 

 

Energy – 0.7%

     

Greenko Dutch BV, 3.850%, 3/29/26 (a)

     882,700        805,817  

Investment Energy Resources, Ltd., 6.250%, 4/26/29 (a)

     925,000        914,126  
     

 

 

 
        1,719,943  
     

 

 

 

Financial – 9.8%

     

AIA Group, Ltd., 4.500%, 3/16/46 (a)

     325,000        316,495  

Air Lease Corp., 3.625%, 12/1/27

     500,000        472,093  

American International Group, Inc., 3.900%, 4/1/26

     380,000        378,725  

American Tower Corp.

     

3.375%, 5/15/24

     235,000        234,600  

5.000%, 2/15/24

     362,000        371,508  

AXA SA, 8.600%, 12/15/30

     400,000        504,034  

 

19


Domini Impact Bond Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Security

   Principal
Amount*
     Value  

Financial (Continued)

     

Bank of America Corp.

     

Series MTN, 2.456%, (3 Month USD-LIBOR + 0.87%), 10/22/25 (b)

     545,000      $ 525,494  

Series MTN, 4.083%, (3 Month USD-LIBOR + 3.15%), 3/20/51 (b)

     500,000        452,569  

7.750%, 5/14/38

     700,000        901,264  

BlueHub Loan Fund, Inc., 2.890%, 1/1/27

     600,000        568,527  

BNP Paribas SA, 3.800%, 1/10/24 (a)

     245,000        245,177  

Boston Properties L.P., 3.650%, 2/1/26

     430,000        425,352  

BPCE SA

     

3.000%, 5/22/22 (a)

     250,000        250,185  

4.875%, 4/1/26 (a)

     500,000        501,943  

Brandywine Operating Partnership L.P., 4.550%, 10/1/29

     500,000        495,437  

Brighthouse Financial, Inc., 5.625%, 5/15/30

     1,500,000        1,569,904  

Citigroup, Inc.

     

1.678%, (SOFR + 1.667), 5/15/24 (b)

     1,000,000        985,706  

2.561%, (SOFR + 1.167), 5/1/32 (b)

     500,000        423,192  

3.352%, (3 Month USD-LIBOR + 0.8966%), 4/24/25 (b)

     475,000        468,032  

4.412%, (SOFR + 3.914), 3/31/31 (b)

     750,000        734,216  

Cooperatieve Rabobank UA, 3.875%, 9/26/23 (a)

     250,000        252,479  

Credit Agricole SA, 4.125%, 1/10/27 (a)

     1,000,000        988,008  

Crown Castle International Corp., 3.700%, 6/15/26

     300,000        294,983  

Discover Financial Services, 3.750%, 3/4/25

     325,000        325,425  

Fifth Third Bancorp, 8.250%, 3/1/38

     425,000        588,516  

ING Groep NV, 4.625%, 1/6/26 (a)

     750,000        757,894  

Kreditanstalt fuer Wiederaufbau, 0.000%, 6/29/37

     6,000,000        3,711,615  

KWG Group Holdings, Ltd., 6.000%, 8/14/26

     475,000        167,556  

Marsh & McLennan Cos., Inc., 3.300%, 3/14/23

     100,000        100,527  

Morgan Stanley

     

Series MTN, 2.511%, (SOFR + 1.200), 10/20/32 (b)

     1,000,000        842,759  

Series GMTN, 2.699%, (SOFR + 1.143), 1/22/31 (b)

     640,000        563,835  

3.950%, 4/23/27

     210,000        206,296  

Nuveen Finance LLC, 4.125%, 11/1/24 (a)

     160,000        161,144  

Prologis L.P., 3.250%, 10/1/26

     165,000        162,471  

Regency Centers L.P., 3.750%, 6/15/24

     300,000        300,756  

Reinsurance Group of America, Inc.

     

3.950%, 9/15/26

     250,000        249,300  

Series MTN, 4.700%, 9/15/23

     164,000        166,856  

Scentre Group Trust 1/Scentre Group Trust 2, 4.375%, 5/28/30 (a)

     615,000        614,334  

Sumitomo Mitsui Trust Bank, Ltd., 1.550%, 3/25/26 (a)

     1,500,000        1,372,856  

U.S. Bancorp, Series MTN, 3.600%, 9/11/24

     493,000        495,771  

USAA Capital Corp., 2.125%, 5/1/30 (a)

     885,000        779,195  

Ventas Realty L.P., 3.500%, 2/1/25

     500,000        495,751  

 

20


Domini Impact Bond Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Security

   Principal
Amount*
     Value  

Financial (Continued)

     

Yuzhou Group Holdings Co., Ltd., 6.350%, 1/13/27

     255,000      $ 35,700  
     

 

 

 
        24,458,480  
     

 

 

 

Government – 1.0%

     

European Investment Bank, 0.750%, 9/23/30

     3,000,000        2,510,721  
     

 

 

 
        2,510,721  
     

 

 

 

Industrial – 0.7%

     

Klabin Austria GmbH, 5.750%, 4/3/29 (a)

     905,000        889,927  

Nature Conservancy (The), Series A, 1.154%, 7/1/27

     430,000        378,185  

WRKCo, Inc., 3.000%, 9/15/24

     375,000        371,202  
     

 

 

 
        1,639,314  
     

 

 

 

Technology – 1.1%

     

Apple, Inc., 2.650%, 5/11/50

     300,000        230,102  

Black Knight InfoServ LLC, 3.625%, 9/1/28 (a)

     200,000        185,745  

Broadcom, Inc.

     

3.187%, 11/15/36 (a)

     852,000        674,753  

4.150%, 11/15/30

     1,200,000        1,139,340  

Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.750%, 3/1/25 (a)

     395,000        394,512  
     

 

 

 
        2,624,452  
     

 

 

 

Utilities – 2.4%

     

Aegea Finance S.a.r.l., 5.750%, 10/10/24 (a)

     970,000        995,501  

Clearway Energy Operating LLC, 3.750%, 2/15/31 (a)

     560,000        482,454  

EDP Finance B.V., 1.710%, 1/24/28 (a)

     1,300,000        1,124,597  

Instituto Costarricense de Electricidad, 6.750%, 10/7/31 (a)

     700,000        700,493  

Interchile SA, 4.500%, 6/30/56 (a)

     1,315,000        1,154,103  

Pattern Energy Operations L.P./Pattern Energy Operations, Inc., 4.500%, 8/15/28 (a)

     250,000        234,079  

Vena Energy Capital Pte, Ltd., 3.133%, 2/26/25

     1,380,000        1,331,801  
     

 

 

 
        6,023,028  
     

 

 

 

Total Corporate Bonds and Notes
(Cost $81,484,687)

        73,347,194  
     

 

 

 

U.S. Government Agency Obligations – 14.3%

     

Federal Farm Credit Banks Funding Corp.

     

2.625%, 10/15/49

     3,250,000        2,755,037  

2.780%, 11/2/37

     1,800,000        1,617,575  

3.430%, 4/6/45

     1,000,000        908,481  

3.660%, 3/7/44

     974,000        928,509  

Federal Home Loan Banks

     

0.900%, 2/26/27

     3,000,000        2,713,570  

2.375%, 3/14/25

     2,710,000        2,673,155  

3.250%, 11/16/28

     5,000,000        5,065,881  

Federal Home Loan Mortgage Corp. , 1.500%, 2/12/25

     5,600,000        5,397,303  

 

21


Domini Impact Bond Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Security

   Principal
Amount*
     Value  

U.S. Government Agency Obligations (Continued)

     

Federal National Mortgage Association

     

0.750%, 10/8/27

     5,000,000      $ 4,453,015  

0.875%, 8/5/30

     8,000,000        6,685,071  

5.625%, 7/15/37

     2,000,000        2,495,014  
     

 

 

 

Total U.S. Government Agency Obligations
(Cost $39,321,690)

        35,692,611  
     

 

 

 

Municipal Bonds – 7.9%

     

American Municipal Power-Ohio, Inc., (Meldahl Hydroelectric Project), 6.270%, 2/15/50

     470,000        560,889  

Chicago Transit Authority Sales Tax Receipts Fund, 3.912%, 12/1/40

     260,000        244,733  

Colorado Health Facilities Authority, 4.480%, 12/1/40

     940,000        941,752  

Cook County Community High School District No. 228, IL, 5.019%, 12/1/41 (Insurer AGM)

     435,000        484,848  

County of Riverside, CA

     

2.963%, 2/15/27

     670,000        645,378  

3.070%, 2/15/28

     670,000        641,357  

District of Columbia, (Ingleside at Rock Creek)

     

3.432%, 4/1/42

     430,000        384,580  

4.125%, 7/1/27

     500,000        500,560  

Florida Development Finance Corp., 4.009%, 4/1/40

     925,000        840,143  

Illinois Finance Authority, 3.510%, 5/15/41

     1,000,000        839,138  

Lancaster County Hospital Authority, PA, (Brethren Village)

     

5.000%, 7/1/24

     165,000        169,962  

5.000%, 7/1/25

     135,000        140,225  

Maryland Health and Higher Educational Facilities Authority, (Meritus Medical Center), 3.968%, 7/1/27

     205,000        206,447  

Massachusetts Development Finance Agency, (NewBridge on the Charles, Inc.), 4.000%, 10/1/27

     100,000        105,560  

Massachusetts Educational Financing Authority

     

1.921%, 7/1/27

     615,000        557,906  

2.305%, 7/1/29

     1,000,000        891,812  

2.306%, 7/1/25

     200,000        191,391  

3.911%, 7/1/25

     125,000        125,544  

Metropolitan Government of Nashville and Davidson County, TN, (Vanderbilt University), 3.235%, 7/1/52

     800,000        669,911  

Metropolitan Transportation Authority, 5.175%, 11/15/49

     855,000        921,191  

New Jersey Educational Facilities Authority, 3.958%, 7/1/48 (Insurer AGM)

     1,000,000        891,053  

New York Transportation Development Corp., 4.248%, 9/1/35

     555,000        550,962  

New York Transportation Development Corp., (LaGuardia Airport Terminal B Redevelopment), 3.473%, 7/1/28

     500,000        458,501  

Oklahoma Development Finance Authority, (OU Medicine)

     

4.650%, 8/15/30 (Insurer AGM)

     130,000        131,775  

5.450%, 8/15/28

     770,000        787,042  

Oklahoma State University, 3.427%, 9/1/36

     100,000        91,990  

Oregon State University, 3.424%, 3/1/60 (Insurer BAM)

     1,000,000        879,365  

 

22


Domini Impact Bond Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Security

   Principal
Amount*
            Value  

Municipal Bonds (Continued)

        

Pennsylvania Industrial Development Authority, 3.556%, 7/1/24 (a)

     505,000         $ 504,240  

Philadelphia, PA, Water and Wastewater Revenue, 4.189%, 10/1/37

     665,000           650,988  

Redevelopment Authority of the City of Philadelphia

        

2.239%, 9/1/29

     145,000           129,786  

2.339%, 9/1/30

     1,000,000           889,273  

Regents of the University of California Medical Center Pooled Revenue, 3.706%, 5/15/20

     900,000           681,401  

Sacramento, CA, 5.730%, 8/15/23 (Insurer NATL) (b)

     340,000           345,630  

San Bernardino County, CA, Pension Obligation Revenue, 6.020%, 8/1/23 (Insurer AGM)

     145,000           148,874  

Shelby County, Health, Educational and Housing Facilities Board, (Trezevant Manor Project), 4.000%, 9/1/22

     250,000           248,902  

Southern Ohio Port Authority, 6.500%, 12/1/30

     470,000           448,026  

State Board of Administration Finance Corp., 1.258%, 7/1/25

     375,000           350,659  

Sustainable Energy Utility, Inc., 2.344%, 9/15/29

     900,000           823,124  

Uptown Development Authority, 2.581%, 9/1/31 (Insurer AGM)

     100,000           88,523  

Washington Housing Finance Commission, (Presbyterian Retirement Communities), 4.000%, 1/1/24

     100,000           99,555  

Wisconsin Health & Educational Facilities Authority

        

3.940%, 8/15/41

     335,000           304,587  

4.190%, 8/15/55

     190,000           169,612  
        

 

 

 

Total Municipal Bonds
(Cost $21,182,035)

           19,737,195  
        

 

 

 

Senior Floating Rate Interests – 2.1%

        

Communication Services – 0.3%

        

Charter Communications Operating, LLC 2019 Term Loan B2, 2.520%, (1 mo. USD LIBOR + 1.750%), 2/1/27 (b)

     283,071           279,992  

Go Daddy Operating Company, LLC 2021 Term Loan B4, 2.764%, (1 mo. USD LIBOR + 2.000%), 8/10/27 (b)

     304,575           301,957  

Xplornet Communications, Inc. 2021 Term Loan, 4.764%, (1 mo. USD LIBOR + 4.000%), 10/2/28 (b)

     268,650           264,201  
        

 

 

 
           846,150  
        

 

 

 

Consumer Discretionary – 0.2%

        

Adient US LLC 2021 Term Loan B, 4.014%, (1 mo. USD LIBOR + 3.250%), 4/10/28 (b)

     524           522  

American Builders & Contractors Supply Co., Inc. 2019 Term Loan, 2.764%, (1 mo. USD LIBOR + 2.000%), 1/15/27 (b)

     387,500           382,788  

Crocs, Inc. Term Loan B, 4.449%, (3 mo. USD SOFR CME + 3.500%), 2/17/29 (b)

     200,000           195,792  
        

 

 

 
           579,102  
        

 

 

 

Consumer Staples – 0.6%

        

Biogroup-LCD 2021 EUR Term Loan B, 3.000%, (6 mo. EUR Euribor + 3.000%), 2/9/28 (b)

     465,000        EUR        473,894  

Boels Topholding BV 2021 EUR Term Loan B, 3.250%, (3 mo. EUR Euribor + 3.250%), 2/6/27 (b)

     400,000        EUR        411,883  

Insulet Corporation Term Loan B, 4.014%, (1 mo. USD LIBOR + 3.250%), 5/4/28 (b)

     263,012           263,341  

 

23


Domini Impact Bond Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Security

   Principal
Amount*
            Value  

Consumer Staples (Continued)

        

Verisure Holding AB 2021 EUR Term Loan, 3.250%, (6 mo. EUR EURIBOR + 3.250%), 3/27/28 (b)

     300,000        EUR      $ 306,990  
        

 

 

 
           1,456,108  
        

 

 

 

Financials – 0.3%

        

Blackhawk Network Holdings, Inc. 2018 1st Lien Term Loan, 3.764%, (1 mo. USD LIBOR + 3.000%), 6/15/25 (b)

     173,250           171,319  

Russell Investments US Inst’l Holdco, Inc. 2020 Term Loan, 5.000%, (6 mo. USD LIBOR + 3.500%), 5/30/25 (b)

     383,620           380,023  

USI, Inc. 2017 Repriced Term Loan, 4.006%, (3 mo. USD LIBOR + 3.000%), 5/16/24 (b)

     167,125           165,851  
        

 

 

 
           717,193  
        

 

 

 

Industrials – 0.1%

        

Zephyr German BidCo GmbH EUR Term Loan B1, 3.400%, (3 mo. EUR Euribor + 3.400%), 3/10/28 (b)

     100,000        EUR        103,517  
        

 

 

 
           103,517  
        

 

 

 

Information Technology – 0.6%

        

Athenahealth, Inc. 2022 Term Loan B, 4.009%, (1 mo. USD SOFRTE + 3.500%), 2/15/29 (b)

     342,029           338,865  

Athenahealth, Inc. 2022 Delayed Draw Term Loan , 1.750%, 2/15/29 (d)

     57,971           57,435  

DCert Buyer, Inc. 2019 Term Loan B, 4.764%, (1 mo. USD LIBOR + 4.000%), 10/16/26 (b)

     386,876           385,829  

Finastra USA, Inc. USD 1st Lien Term Loan, 4.739%, (3 mo. USD LIBOR + 3.500%), 6/13/24 (b)

     249,163           242,523  

SS&C European Holdings S.A.R.L. 2018 Term Loan B4, 2.514%, (1 mo. USD LIBOR + 1.750%), 4/16/25 (b)

     37,222           36,736  

SS&C Technologies Inc. 2018 Term Loan B3, 2.514%, (1 mo. USD LIBOR + 1.750%), 4/16/25 (b)

     45,852           45,254  

Zelis Healthcare Corporation 2021 Term Loan, 3.955%, (1 mo. USD LIBOR + 3.500%), 9/30/26 (b)

     466,705           464,489  
        

 

 

 
           1,571,131  
        

 

 

 

Materials – 0.0%

        

Diamond (BC) B.V. 2021 Term Loan B, 3.514%, (1 mo. USD LIBOR + 2.750%), 9/29/28 (b)

     1,247           1,207  
        

 

 

 
           1,207  
        

 

 

 

Total Senior Floating Rate Interests
(Cost $5,543,464)

           5,274,408  
        

 

 

 

Foreign Government & Agency Securities – 1.9%

        

City of Ottawa Ontario, 2.500%, 5/11/51

     1,240,000        CAD        728,440  

City of Toronto Canada, 2.600%, 9/24/39

     1,060,000        CAD        686,811  

City of Vancouver, 2.300%, 11/5/31

     1,750,000        CAD        1,226,722  

Hong Kong Government International Bond, 2.500%, 5/28/24 (a)

     750,000           744,793  

Republic of Chile, 3.500%, 1/31/34

     1,465,000           1,332,403  
        

 

 

 

Total Foreign Government & Agency Securities
(Cost $5,324,732)

           4,719,169  
        

 

 

 

 

24


Domini Impact Bond Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Security

   Principal
Amount*
     Value  

Asset Backed Securities – 1.2%

     

Corevest American Finance Trust Series 2020-4 , 2.250%, 12/15/52 (a)

     100,000      $ 84,470  

Lendbuzz Securitization Trust

     

Series 2021-1A, 1.460%, 6/15/26 (a)

     482,844        473,052  

Series 2022-1A, 4.220%, 5/17/27 (a)

     1,290,000        1,286,025  

Mosaic Solar Loan Trust Series 2020-2A, 1.440%, 8/20/46 (a)

     149,762        134,218  

SBA Tower Trust Series 2014-2A, 3.869%, 10/15/49 (a)(e)

     500,000        502,426  

Tricolor Auto Securitization Trust

     

Series 2021-1A, 0.740%, 4/15/24 (a)

     124,741        124,312  

Series 2022-1A, 3.300%, 2/18/25 (a)

     350,000        349,988  
     

 

 

 

Total Asset Backed Securities
(Cost $2,996,032)

        2,954,491  
     

 

 

 

Convertible Bonds – 0.5%

     

Consumer Discretionary – 0.2%

     

Etsy, Inc.

     

0.125%, 10/1/26

     110,000        145,145  

0.125%, 9/1/27

     50,000        43,550  

NIO, Inc., 0.500%, 2/1/27

     325,000        255,116  
     

 

 

 
        443,811  
     

 

 

 

Health Care – 0.2%

     

Dexcom, Inc., 0.250%, 11/15/25

     205,000        215,378  

Insulet Corp., 0.375%, 9/1/26

     195,000        240,825  
     

 

 

 
        456,203  
     

 

 

 

Technology – 0.1%

     

Square, Inc., 0.125%, 3/1/25

     215,000        240,666  
     

 

 

 
        240,666  
     

 

 

 

Total Convertible Bonds
(Cost $1,472,548)

        1,140,680  
     

 

 

 

Certificates of Deposit – 0.2%

     

Self-Help Federal Credit Union, 2.500%, 6/27/22

     400,000        401,247  
     

 

 

 

Total Certificates of Deposit
(Cost $400,000)

        401,247  
     

 

 

 

Preferred Stocks – 0.2%

     

Health Care – 0.2%

     

Becton Dickinson and Co., Series B, 6.000%, 6/1/23

     5,000        255,550  

Danaher Corp., 5.000%, 4/15/23

     170        234,532  
     

 

 

 
        490,082  
     

 

 

 

Total Preferred Stocks
(Cost $548,610)

        490,082  
     

 

 

 

Total Long Term Investments
(Cost $290,072,054)

        269,776,295  
     

 

 

 

 

25


Domini Impact Bond Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Security

   Principal
Amount*
     Value  

Short Term Investments – 12.1%

     

U.S. Government Agency Obligations – 12.1%

     

Federal Farm Credit Discount Notes, 0.000%, 6/23/22

     12,000,000      $ 11,987,743  

Federal Home Loan Bank Discount Notes

     

0.000%, 5/4/22

     6,060,000        6,059,842  

0.000%, 6/17/22

     12,000,000        11,989,157  
     

 

 

 

Total Short Term Investments
(Cost $30,055,646)

        30,036,742  
     

 

 

 

Total Investments–120.5% (Cost $320,127,700)

        299,813,037  

Less Unfunded Loan Commitments (0.0)%(f)

        (57,435
     

 

 

 

Net Investments—120.5% (Cost $320,069,729)

        299,755,602  

Other Liabilities, less assets – (20.5)%

        (50,858,208
     

 

 

 

Net Assets – 100.0%

      $ 248,897,394  
     

 

 

 

 

*

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

(a)

Security that may be sold to qualified institutional buyers under Rule 144A of the Securities Act of 1933, as amended. At April 30, 2022, the aggregate value of these securities was $52,357,252, representing 21.0% 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.

(c)

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

(d)

Unfunded or partially unfunded loan commitments. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. At April 30, 2022, the total value of unfunded loan commitments is $73,913.

(e)

Step coupon bond.

(f)

Amount is less than 0.05%.

Abbreviations

TBA — To Be Announced

AGM — Assured Guaranty Municipal Corporation

BAM — Build America Mutual

NATL — National Public Finance Guarantee Corporation

EUR – Euro

 

26


Domini Impact Bond Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

At April 30, 2022, 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        Toronto Dominion Bank        6/15/22        3,967,000     $ 3,103,638      $ 3,725  

United States Dollar

     Euro Currency        Barclays Bank PLC        5/31/22        2,230,000       2,355,307        27,250  

United States Dollar

     Euro Currency        Deutsche Bank AG        6/15/22        465,000       491,519        29,570  

Canadian Dollar

     United States Dollar        Bank Of Montreal        6/15/22        (360,000     281,651        (5,633
                

 

 

 
                 $ 54,912  
                

 

 

 

At April 30, 2022, the Fund had the following future contracts outstanding.

 

Description

   Number of Contracts      Notional
Amount
    Value     Expiration Date      Unrealized
Appreciation
(Depreciation)
 

Euro-Bund (Short)

     44      $ (4,400,000   $ (7,129,312     6/8/22      $ 421,575  

10-Year Canadian Government Bond (Short)

     15      $ (1,500,000   $ (1,483,040     6/21/22      $ 115,683  
            

 

 

 
             $ 537,258  
            

 

 

 

At April 30, 2022, 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 1.167% Receive Floating rate annually 12 month SOFR

     Morgan Stanley/LCH        6/16/28      $ 22,395,000      $ 1,945,421     $ 9,558     $ 1,935,863  

Pay Fixed rate annually 1.470% Receive Floating rate annually 12 month SOFR

     Morgan Stanley/ LCH        6/16/31        3,015,000        298,498       (45,545     344,043  

Receive Fixed rate annually 0.821% Pay Floating rate annually 12 month SOFR

     Morgan Stanley/ LCH        6/16/26        9,835,000        (741,149     (57,135     (684,014

Receive Fixed rate annually 1.220% Pay Floating rate annually 12 month SOFR

     Morgan Stanley/ LCH        3/16/29        8,400,000        (782,974     (507,715     (275,259

Receive Fixed rate annually 1.060% Pay Floating rate annually 12 month SOFR

     Morgan Stanley/ LCH        3/16/25        3,000,000        (142,542     (2,114     (140,428

Pay Fixed rate annually 2.250% Receive Floating rate annually 12 month SOFR

     Morgan Stanley/ LCH        6/15/32        2,910,000        119,320       81,684       37,636  

Pay Fixed rate annually 2.660% Receive Floating rate annually 12 month SOFR

     Morgan Stanley/ LCH        6/15/32        16,540,000        85,424       (4,327     89,751  

 

27


Domini Impact Bond Fund

Portfolio of Investments (Continued)

April 30, 2022 (Unaudited)

 

Description

   Counterparty/
Exchange
     Expiration Date      Notional
Amount
     Value     Upfront
Premiums
Paid
(Received)
    Unrealized
Appreciation
(Depreciation)
 

Receive Fixed rate annually 2.030% Pay Floating rate annually 12 month SOFR

     Morgan Stanley/LCH        6/15/52        1,980,000        (179,605     (6,761     (172,844

Receive Fixed rate annually 2.630% Pay Floating rate annually 12 month SOFR

     Morgan Stanley/LCH        6/15/42        2,090,000        (8,064     (4,284     (3,780

Receive Fixed rate annually 2.470% Pay Floating rate annually 12 month SOFR

     Morgan Stanley/LCH        6/15/52        4,185,000        3,475       (2,752     6,227  

Receive Fixed rate annually 2.630% Pay Floating rate annually 12 month SOFR

     Morgan Stanley/LCH        6/15/24        14,090,000        (60,030     (4,943 )       (55,087 )  
             

 

 

   

 

 

 
              $ (544,334   $ 1,082,108  
             

 

 

   

 

 

 

At April 30, 2022, the Fund had the following centrally cleared credit default swap contracts outstanding.

 

Description

   Counterparty/
Exchange
     Expiration
Date
     Notional
Amount (a)
     Value (b)      Upfront
Premiums
Paid
(Received)
     Unrealized
Appreciation
(Depreciation)
 

Sell Protection (c):

                 

CDX-NAHY Series 38, Version 1, 5 Year Index, Fixed Rate 5.000% (d)

     Morgan Stanley/ICE        6/20/27      $ 2,380,000      $ 34,731      $ 65,953      $ (31,222
              

 

 

    

 

 

 
               $ 65,953      $ (31,222
              

 

 

    

 

 

 

 

(a)

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

(b)

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

(c)

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

(d)

Ratings of Moody’s/S&P - B1/B+

Abbreviations

LCH — London Clearing House

ICE — Intercontinental Exchange

See Notes to Portfolio of Investments

 

28


Domini Impact Bond Fund

NOTES TO PORTFOLIO OF INVESTMENTS

April 30, 2022 (Unaudited)

 

1. ORGANIZATION

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

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

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

2. SIGNIFICANT ACCOUNTING POLICIES

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

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

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

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

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

Futures contracts are valued at the most recent settlement price.

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

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

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

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

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

Level 1 - quoted prices in active markets for identical securities

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

 

29


Domini Impact Bond Fund

NOTES TO PORTFOLIO OF INVESTMENTS

April 30, 2022 (Unaudited)

 

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

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

The following is a summary of the inputs used, as of April 30, 2022, 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

   $ —        $ 126,019,218      $ —        $ 126,019,218  

Corporate Bonds and Notes

     —          73,347,194        —          73,347,194  

U.S. Government Agency Obligations

     —          35,692,611        —          35,692,611  

Municipal Bonds

     —          19,737,195        —          19,737,195  

Senior Floating Rate Interests

     —          5,274,408        —          5,274,408  

Foreign Government & Agency Securities

     —          4,719,169        —          4,719,169  

Asset Backed Securities

     —          2,954,491        —          2,954,491  

Convertible Bonds

     —          1,140,680        —          1,140,680  

Preferred Stocks

     490,082        —          —          490,082  

Certificates of Deposit

     —          401,247        —          401,247  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Long Term Investments

   $ 490,082      $ 269,286,213      $ —        $ 269,776,295  
  

 

 

    

 

 

    

 

 

    

 

 

 

Short Term Investments in Securities:

           

U.S. Government Agency Obligations

     —          30,036,742        —          30,036,742  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Short Term Investments

   $ —        $ 30,036,742      $ —        $ 30,036,742  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investment in Securities

   $ 490,082      $ 299,322,955      $ —        $ 299,813,037  
  

 

 

    

 

 

    

 

 

    

 

 

 

Other Financial Instruments:

           

Forward Currency Contracts

     —          60,545        —          60,545  

Futures

     537,258        —          —          537,258  

Interest Rate Swap—CCP-

     —          2,413,520        —          2,413,520  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ 537,258      $ 2,474,065      $ —        $ 3,011,323  
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

           

Other Financial Instruments:

           

Forward Currency Contracts

     —          (5,633      —          (5,633

Credit Default Swap—CCP

     —          (31,222      —          (31,222

Interest Rate Swap—CCP

     —          (1,331,412      —          (1,331,412

Unfunded Loans

     —          (16,478      —          (16,478
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

   $ —        $ (1,384,745    $ —        $ (1,384,745
  

 

 

    

 

 

    

 

 

    

 

 

 

 

30