Domini Social Investment Trust NPORT-P Domini Impact Bond Fund (Oct 2019 report)

Domini Impact International Equity Fund

Portfolio of Investments

October 31, 2019 (Unaudited)

Country/Security	Industry	Shares		Value
Common Stocks – 98.7%
Australia – 4.5%
BlueScope Steel, Ltd.	Materials		664,541		$	6,079,800
Dexus	Real Estate		1,304,145			10,748,352
Fortescue Metals Group, Ltd.	Materials		2,439,372			14,921,814
Goodman Group	Real Estate		299,448			2,971,572
Harvey Norman Holdings, Ltd.	Retailing		1,356,022			3,823,819
Mirvac Group	Real Estate		6,902,404			15,286,009
						53,831,366
Austria – 0.6%
Raiffeisen Bank International AG	Banks		188,678			4,650,352
Verbund AG	Utilities		53,139			2,879,712
						7,530,064
Belgium – 1.3%
Ageas	Insurance		186,584			10,763,811
Colruyt SA	Food & Staples Retailing		71,692			3,986,364
UCB SA	Pharmaceuticals, Biotechnology & Life Sciences		13,431			1,082,863
						15,833,038
Brazil – 0.9%
Banco do Brasil SA	Banks		309,971			3,717,891
Cia de Transmissao de Energia Eletrica Paulista	Utilities		479,700			2,816,493
Cyrela Brazil Realty SA Empreendimentos e Participacoes	Consumer Durables & Apparel		679,465			4,558,089
						11,092,473
China – 2.0%
China Aoyuan Group, Ltd.	Real Estate		1,432,204			1,829,847
Li Ning Co., Ltd.	Consumer Durables & Apparel		1,771,142			6,004,281
Ping An Insurance Group Co of China, Ltd., Class H	Insurance		481,590			5,557,165
Tingyi Cayman Islands Holding Corp.	Food & Beverage		1,140,917			1,517,418
Yangzijiang Shipbuilding Holdings, Ltd.	Capital Goods		13,456,058			9,416,957
						24,325,668
Denmark – 0.3%
Novo Nordisk A/S, Class B	Pharmaceuticals, Biotechnology & Life Sciences		28,377			1,561,160
Vestas Wind Systems A/S	Capital Goods		20,267			1,651,897
						3,213,057
Finland – 0.8%
Metso Oyj	Capital Goods		128,782			4,876,807
Valmet Oyj	Capital Goods		227,077			5,083,698
						9,960,505
France – 13.7%
Alstom SA	Capital Goods		286,077			12,380,499
AXA SA	Insurance		95,608			2,531,656
BNP Paribas SA	Banks		332,615			17,387,776
Capgemini SE	Software & Services		77,268			8,713,172

1

Domini Impact International Equity Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Country/Security	Industry	Shares		Value
France(Continued)
Carrefour SA	Food & Staples Retailing		375		$	6,387
CNP Assurances	Insurance		202,651			4,023,734
Credit Agricole SA	Banks		458,322			5,982,225
Edenred	Commercial & Professional Services		183,571			9,678,656
Eiffage SA	Capital Goods		136,709			14,688,002
Ingenico Group SA	Technology Hardware & Equipment		12,845			1,373,962
Kering SA	Consumer Durables & Apparel		49,391			28,112,138
Peugeot SA	Automobiles & Components		734,906			18,618,168
Sanofi	Pharmaceuticals, Biotechnology & Life Sciences		293,489			27,064,401
Schneider Electric SE	Capital Goods		149,358			13,885,754
						164,446,530
Germany – 7.7%
adidas AG	Consumer Durables & Apparel		87,630			27,066,090
Allianz SE	Insurance		129,804			31,711,036
Carl Zeiss Meditec AG	Health Care Equipment & Services		9,039			985,598
HeidelbergCement AG	Materials		202,968			15,052,381
Merck KGaA	Pharmaceuticals, Biotechnology & Life Sciences		152,184			18,156,153
						92,971,258
Hong Kong – 1.5%
AIA Group, Ltd.	Insurance		231,029			2,300,123
CK Asset Holdings, Ltd.	Real Estate		474,500			3,300,695
Swire Pacific, Ltd., Class A	Real Estate		424,317			4,043,806
Swire Properties, Ltd.	Real Estate		905,378			2,846,823
Wharf Holdings, Ltd. (The)	Real Estate		1,372,526			3,113,914
Wheelock & Co., Ltd.	Real Estate		297,708			1,840,794
						17,446,155
India – 0.3%
Dr Reddy’s Laboratories, Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		81,629			3,210,418
						3,210,418
Ireland – 0.0%
Irish Bank Resolution Corp., Ltd. (a)(b)	Real Estate		138,674			0
						0
Italy – 0.7%
Buzzi Unicem SpA	Materials		338,751			8,176,164
Unipol Gruppo SpA	Insurance		137,866			769,681
						8,945,845
Japan – 23.6%
Alfresa Holdings Corp.	Health Care Equipment & Services		66,994			1,494,307
Brother Industries, Ltd.	Technology Hardware & Equipment		140,077			2,629,811
Central Japan Railway Co.	Transportation		81,682			16,737,933
Coca-Cola Bottlers Japan Holdings, Inc.	Food & Beverage		58,093			1,317,543
Dai Nippon Printing Co., Ltd.	Commercial & Professional Services		383,241			10,224,902

2

Domini Impact International Equity Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Country/Security	Industry	Shares		Value
Japan(Continued)
DeNA Co., Ltd.	Media & Entertainment		209,467		$	3,566,734
Fancl Corp.	Household & Personal Products		304,386			8,592,500
FUJIFILM Holdings Corp.	Technology Hardware & Equipment		349,385			15,322,458
GungHo Online Entertainment, Inc.	Media & Entertainment		231,114			5,000,233
Hachijuni Bank, Ltd. (The)	Banks		720,422			3,095,711
Hoya Corp.	Health Care Equipment & Services		66,769			5,894,581
Kose Corp.	Household & Personal Products		29,585			5,239,660
K’s Holdings Corp.	Retailing		540,872			6,173,059
KYORIN Holdings, Inc.	Pharmaceuticals, Biotechnology & Life Sciences		55,184			965,574
Matsumotokiyoshi Holdings Co., Ltd.	Food & Staples Retailing		180,000			6,333,614
Medipal Holdings Corp.	Health Care Equipment & Services		299,857			6,843,702
Mitsubishi Estate Co., Ltd.	Real Estate		213,505			4,140,868
Mitsubishi Gas Chemical Co., Inc.	Materials		532,252			7,500,445
Mitsui Fudosan Co., Ltd.	Real Estate		498,539			12,740,471
Mixi, Inc.	Media & Entertainment		99,201			1,914,914
MS&AD Insurance Group Holdings, Inc.	Insurance		351,341			11,333,159
Nikon Corp.	Consumer Durables & Apparel		500,327			6,372,533
Nintendo Co., Ltd.	Media & Entertainment		34,277			12,558,996
Nippon Electric Glass Co., Ltd.	Technology Hardware & Equipment		226,075			5,087,272
Nissan Motor Co., Ltd.	Automobiles & Components		3,109,799			19,603,758
Nomura Holdings, Inc.	Diversified Financials		2,938,709			13,342,171
Nomura Real Estate Holdings, Inc.	Real Estate		54,506			1,290,384
Nomura Research Institute, Ltd.	Software & Services		315,244			6,685,732
NTN Corp.	Capital Goods		5,300			16,415
Obic Co., Ltd.	Software & Services		11,400			1,425,821
ORIX Corp.	Diversified Financials		1,334,040			20,941,992
Otsuka Holdings Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		30,986			1,290,439
Seino Holdings Co., Ltd.	Transportation		399,420			5,130,274
Shimamura Co., Ltd.	Retailing		7,291			616,913
Shionogi & Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		103,130			6,183,574
Sumitomo Dainippon Pharma Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		418,214			7,291,388
Sundrug Co., Ltd.	Food & Staples Retailing		95,029			3,141,232
Suzuken Co., Ltd.	Health Care Equipment & Services		65,572			3,497,420
Taiyo Yuden Co., Ltd.	Technology Hardware & Equipment		163,896			4,329,770
TIS, Inc.	Software & Services		126,554			7,665,251
Tokyo Electron, Ltd.	Semiconductors & Semiconductor Equipment		21,168			4,284,045
Toppan Printing Co., Ltd.	Commercial & Professional Services		541,358			10,001,936
Toyo Seikan Group Holdings, Ltd.	Materials		348,727			5,505,199
						283,324,694
Jordan – 0.8%
Hikma Pharmaceuticals PLC	Pharmaceuticals, Biotechnology & Life Sciences		346,115			9,004,399
						9,004,399

3

Domini Impact International Equity Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Country/Security	Industry	Shares		Value
Malaysia – 0.2%
RHB Bank Bhd	Banks		1,763,548		$	2,426,804
						2,426,804
Netherlands – 5.2%
Altice Europe NV (b)	Media & Entertainment		738,154			4,224,903
Koninklijke Ahold Delhaize NV	Food & Staples Retailing		522,419			13,022,806
Koninklijke Philips NV	Health Care Equipment & Services		379,971			16,676,119
NN Group NV	Insurance		335,786			12,816,582
NXP Semiconductors NV	Semiconductors & Semiconductor Equipment		31,898			3,626,165
Wolters Kluwer NV	Commercial & Professional Services		170,776			12,582,121
						62,948,696
Norway – 0.1%
Orkla ASA	Food & Beverage		158,044			1,521,566
						1,521,566
Panama – 0.4%
Copa Holdings SA, Class A	Transportation		48,496			4,933,983
						4,933,983
Singapore – 1.9%
Ascendas Real Estate Investment Trust	Real Estate		1,948,053			4,535,447
CapitaLand Commercial Trust	Real Estate		1,065,755			1,604,420
CapitaLand Mall Trust	Real Estate		717,725			1,338,671
ComfortDelGro Corp., Ltd.	Transportation		3,132,723			5,288,226
Singapore Exchange, Ltd.	Diversified Financials		474,222			3,112,379
United Overseas Bank, Ltd.	Banks		358,279			7,051,003
						22,930,146
South Africa – 0.1%
Clicks Group, Ltd.	Food & Staples Retailing		35,023			571,106
						571,106
South Korea – 1.6%
BNK Financial Group, Inc.	Banks		445,386			2,660,013
Industrial Bank of Korea	Banks		436,178			4,417,336
LG Electronics, Inc.	Consumer Durables & Apparel		27,377			1,568,955
LG Uplus Corp.	Telecommunication Services		500,226			5,778,938
Woori Financial Group, Inc.	Banks		412,218			4,155,908
						18,581,150
Spain – 3.5%
Acciona SA	Utilities		38,496			4,011,709
Aena SME SA	Transportation		6,504			1,194,263
Banco Bilbao Vizcaya Argentaria SA	Banks		2,825,511			14,886,161
Banco Santander SA	Banks		2,078			8,346
Telefonica SA	Telecommunication Services		2,911,270			22,363,488
						42,463,967

4

Domini Impact International Equity Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Country/Security	Industry	Shares		Value
Sweden – 2.8%
Castellum AB	Real Estate		112,739		$	2,309,011
Essity AB, Class B	Household & Personal Products		172,315			5,395,202
Getinge AB, Class B	Health Care Equipment & Services		280,606			4,808,050
ICA Gruppen AB	Food & Staples Retailing		124,349			5,514,881
Industrivarden AB, Class C	Diversified Financials		211,423			4,591,003
Telefonaktiebolaget LM Ericsson, Class B	Technology Hardware & Equipment		1,232,690			10,796,138
						33,414,285
Switzerland – 8.0%
Adecco Group AG	Commercial & Professional Services		238,592			14,179,782
Geberit AG	Capital Goods		9,471			4,810,901
Novartis AG	Pharmaceuticals, Biotechnology & Life Sciences		292,554			25,555,487
PSP Swiss Property AG	Real Estate		20,434			2,704,061
Sonova Holding AG	Health Care Equipment & Services		76,758			17,609,834
Swiss Life Holding AG	Insurance		34,350			17,198,696
Swisscom AG	Telecommunication Services		19,264			9,850,931
Zurich Insurance Group AG	Insurance		10,859			4,252,393
						96,162,085
Taiwan – 2.0%
Asia Cement Corp.	Materials		1,892,232			2,671,122
AU Optronics Corp.	Technology Hardware & Equipment		4,647,641			1,184,964
Feng TAY Enterprise Co., Ltd.	Consumer Durables & Apparel		205,675			1,389,404
Globalwafers Co., Ltd.	Semiconductors & Semiconductor Equipment		49,220			590,178
Lite-On Technology Corp.	Technology Hardware & Equipment		3,608,447			5,946,080
Nanya Technology Corp.	Semiconductors & Semiconductor Equipment		1,157,000			2,646,411
Novatek Microelectronics Corp.	Semiconductors & Semiconductor Equipment		213,277			1,366,175
Realtek Semiconductor Corp.	Semiconductors & Semiconductor Equipment		507,662			3,765,813
United Microelectronics Corp.	Semiconductors & Semiconductor Equipment		9,056,259			4,170,590
						23,730,737
Thailand – 0.2%
CP ALL PCL	Food & Staples Retailing		898,000			2,329,484
						2,329,484
Turkey–0.6%
Turkiye Garanti Bankasi AS (b)	Banks		2,424,803			3,900,749
Turkiye Is Bankasi AS, Class C (b)	Banks		3,138,113			3,182,507
						7,083,256
United Kingdom – 11.3%
3i Group PLC	Diversified Financials		1,126,535			16,444,751
Auto Trader Group PLC	Media & Entertainment		1,365,528			9,939,255
Aviva PLC	Insurance		764,029			4,113,856
Barratt Developments PLC	Consumer Durables & Apparel		752,971			6,151,227
Berkeley Group Holdings PLC	Consumer Durables & Apparel		226,177			12,878,510
Burberry Group PLC	Consumer Durables & Apparel		214,070			5,670,566

5

Domini Impact International Equity Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Country/Security	Industry	Shares		Value
United Kingdom(Continued)
Coca-Cola European Partners PLC	Food & Beverage		435,560		$	23,306,816
GlaxoSmithKline PLC	Pharmaceuticals, Biotechnology & Life Sciences		57,331			1,311,793
Halma PLC	Technology Hardware & Equipment		47,622			1,154,363
Micro Focus International PLC	Software & Services		200,399			2,747,649
Next PLC	Retailing		106,533			9,076,338
Rentokil Initial PLC	Commercial & Professional Services		603,233			3,546,440
Royal Mail PLC	Transportation		1,336,394			3,653,160
Sage Group PLC (The)	Software & Services		294,538			2,742,260
Segro PLC	Real Estate		162,286			1,773,444
Spirax-Sarco Engineering PLC	Capital Goods		21,548			2,209,030
Standard Chartered PLC	Banks		315,169			2,856,839
Travis Perkins PLC	Capital Goods		240,348			4,459,600
Unilever PLC	Household & Personal Products		357,294			21,372,073
						135,407,970
United States – 2.1%
Ferguson PLC	Capital Goods		221,392			18,885,681
Jazz Pharmaceuticals PLC (b)	Pharmaceuticals, Biotechnology & Life Sciences		45,301			5,691,164
						24,576,845
Total Investments–98.7%(Cost $1,080,666,798)						1,184,217,550
Other Assets, less liabilities – 1.3%						16,097,668
Net Assets – 100.0%					$	1,200,315,218

(a) Securities 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.

(b) Non-income producing security.

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

See Notes to Portfolio of Investments

6

Domini Impact Equity Fund

Portfolio of Investments

October 31, 2019 (Unaudited)

Security	Shares		Value
Common Stocks – 100.0%
Communication Services – 11.5%
Alphabet, Inc., Class A (a)		26,350		$	33,169,380
AT&T, Inc.		320,185			12,323,921
CenturyLink, Inc.		45,400			587,476
Charter Communications, Inc., Class A (a)		6,958			3,255,370
Comcast Corp., Class A		197,608			8,856,791
Electronic Arts, Inc. (a)		12,818			1,235,655
Netflix, Inc. (a)		18,845			5,416,241
New York Times Co. (The), Class A		6,000			185,400
Omnicom Group, Inc.		9,500			733,305
Take-Two Interactive Software, Inc. (a)		4,681			563,358
TELUS Corp.		25,897			921,156
Verizon Communications, Inc.		181,296			10,962,969
Walt Disney Co. (The)		78,889			10,249,259
					88,460,281
Consumer Discretionary – 11.1%
Advance Auto Parts, Inc.		2,957			480,453
Amazon.com, Inc. (a)		18,289			32,493,335
Best Buy Co., Inc.		10,049			721,820
Chegg, Inc. (a)		27,621			846,860
Chipotle Mexican Grill, Inc. (a)		1,223			951,690
Cie Generale des Etablissements Michelin SCA ADR		38,750			943,950
eBay, Inc.		35,100			1,237,275
Fast Retailing Co., Ltd. ADR		24,353			1,496,492
Gap, Inc. (The)		12,345			200,730
Garmin, Ltd.		6,446			604,312
Home Depot, Inc. (The)		48,251			11,318,720
Kohl’s Corp.		6,912			354,309
Lennar Corp., Class A		12,000			715,200
Lowe’s Cos., Inc.		34,141			3,810,477
Marriott International, Inc., Class A		11,668			1,476,585
NIKE, Inc., Class B		54,349			4,866,953
NVR, Inc. (a)		160			581,854
O’Reilly Automotive, Inc. (a)		3,319			1,445,458
Sony Corp. ADR		54,655			3,324,664
Starbucks Corp.		50,667			4,284,401
Target Corp.		22,351			2,389,545
Tesla, Inc. (a)		10,636			3,349,489
Tiffany & Co.		5,100			635,001
Toyota Motor Corp. ADR		50,248			6,961,860
Ulta Salon Cosmetics & Fragrance, Inc. (a)		2,398			559,094
					86,050,527

7

Domini Impact Equity Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Shares		Value
Consumer Staples – 6.5%
Beyond Meat, Inc. (a)		5,091		$	429,935
Campbell Soup Co.		7,991			370,063
Church & Dwight Co., Inc.		10,612			742,203
Clorox Co. (The)		5,500			812,295
Colgate-Palmolive Co.		37,325			2,560,495
Costco Wholesale Corp.		18,977			5,638,257
Estee Lauder Cos., Inc. (The), Class A		9,677			1,802,535
General Mills, Inc.		26,199			1,332,481
JM Smucker Co. (The)		4,746			501,557
Kimberly-Clark Corp.		14,918			1,982,304
Kraft Heinz Co. (The)		26,723			863,955
Kroger Co. (The)		33,711			830,639
Lamb Weston Holdings, Inc.		6,400			499,456
Mondelez International, Inc., Class A		62,047			3,254,365
PepsiCo, Inc.		61,331			8,412,773
Procter & Gamble Co. (The)		108,025			13,450,193
Sysco Corp.		21,203			1,693,484
Unilever PLC ADR		48,185			2,896,400
Walgreens Boots Alliance, Inc.		33,048			1,810,369
					49,883,759
Energy – 0.1%
Legrand SA ADR		56,600			884,092
					884,092
Financials – 11.6%
Aflac, Inc.		31,915			1,696,601
Amalgamated Bank, Class A		47,794			870,329
American Express Co.		27,448			3,219,101
Bank of America Corp.		366,154			11,449,636
Bank of Montreal		27,831			2,059,216
Bank of Nova Scotia (The)		53,466			3,065,206
BB&T Corp.		33,958			1,801,472
BlackRock, Inc.		4,800			2,216,160
Capital One Financial Corp.		20,218			1,885,328
Chubb, Ltd.		17,089			2,604,705
Cincinnati Financial Corp.		6,911			782,394
Citigroup, Inc.		99,108			7,121,901
CME Group, Inc.		15,512			3,191,594
Comerica, Inc.		6,654			435,305
Discover Financial Services		14,000			1,123,640
DNB ASA ADR		47,348			859,366
E*TRADE Financial Corp.		10,414			435,201
East West Bancorp, Inc.		6,000			257,520
Everest Re Group, Ltd.		1,700			437,053

8

Domini Impact Equity Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Shares		Value
Financials (Continued)
Federal Agricultural Mortgage Corp., Class C		23,255		$	1,969,466
Fifth Third Bancorp		32,656			949,636
Franklin Resources, Inc.		12,700			349,885
Hartford Financial Services Group, Inc. (The)		15,793			901,464
Huntington Bancshares, Inc.		43,800			618,894
Intercontinental Exchange, Inc.		23,895			2,253,776
Invesco, Ltd.		21,003			353,270
KeyCorp.		42,900			770,913
Marsh & McLennan Cos., Inc.		22,030			2,282,749
Moody’s Corp.		7,114			1,569,989
Morgan Stanley		54,934			2,529,711
MSCI, Inc.		3,605			845,589
Nasdaq, Inc.		4,900			488,873
Northern Trust Corp.		8,900			887,152
PNC Financial Services Group, Inc. (The)		17,849			2,618,448
Principal Financial Group, Inc.		11,800			629,884
Progressive Corp. (The)		25,958			1,809,273
Prudential Financial, Inc.		17,761			1,618,738
Raymond James Financial, Inc.		5,400			450,846
Regions Financial Corp.		43,728			704,021
Reinsurance Group of America, Inc.		2,600			422,422
S&P Global, Inc.		10,798			2,785,776
SEI Investments Co.		5,900			353,528
Swiss Re AG ADR		49,093			1,290,164
T Rowe Price Group, Inc.		10,111			1,170,854
TD Ameritrade Holding Corp.		11,900			456,722
Toronto-Dominion Bank (The)		80,217			4,577,984
Travelers Cos., Inc. (The)		11,116			1,456,863
US Bancorp		63,631			3,628,240
Voya Financial, Inc.		6,100			329,156
Westpac Banking Corp. ADR		153,575			2,973,212
Zions Bancorp NA		6,899			334,395
					89,893,621
Health Care – 15.6%
AbbVie, Inc.		64,870			5,160,409
ABIOMED, Inc. (a)		1,800			373,644
Agilent Technologies, Inc.		13,600			1,030,200
Alcon, Inc. (a)		21,862			1,295,761
Alexion Pharmaceuticals, Inc. (a)		9,381			988,757
Align Technology, Inc. (a)		3,200			807,328
Amgen, Inc.		26,319			5,612,527
Becton Dickinson and Co.		11,826			3,027,456
Biogen, Inc. (a)		7,981			2,384,005

9

Domini Impact Equity Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Shares		Value
Health Care(Continued)
BioMarin Pharmaceutical, Inc. (a)		7,700		$	563,717
Bio-Rad Laboratories, Inc., Class A (a)		900			298,458
Bio-Techne Corp.		1,600			333,072
BioTelemetry, Inc. (a)		44,694			1,759,156
Bristol-Myers Squibb Co.		71,691			4,112,913
Bruker Corp.		4,600			204,700
Celgene Corp. (a)		30,910			3,339,207
Cerner Corp.		13,723			921,088
Cooper Cos., Inc. (The)		2,100			611,100
Danaher Corp.		27,815			3,833,463
DENTSPLY SIRONA, Inc.		9,216			504,852
DexCom, Inc. (a)		22,306			3,440,477
Edwards Lifesciences Corp. (a)		9,048			2,156,862
Gilead Sciences, Inc.		55,141			3,513,033
GlaxoSmithKline PLC ADR		109,303			5,006,077
Haemonetics Corp. (a)		2,051			247,617
Henry Schein, Inc. (a)		6,300			394,286
Hill-Rom Holdings, Inc.		2,800			293,132
Hologic, Inc. (a)		29,623			1,431,087
IDEXX Laboratories, Inc. (a)		3,819			1,088,453
Illumina, Inc. (a)		6,349			1,876,257
Incyte Corp. (a)		7,600			637,792
Ionis Pharmaceuticals, Inc. (a)		5,300			295,316
Koninklijke Philips NV		39,521			1,734,972
Merck & Co., Inc.		112,339			9,735,298
Mettler-Toledo International, Inc. (a)		1,090			768,385
Nektar Therapeutics (a)		7,100			121,588
Novartis AG ADR		102,984			9,004,921
Novo Nordisk A/S ADR		74,088			4,091,139
OraSure Technologies, Inc. (a)		181,777			1,552,376
PerkinElmer, Inc.		4,800			412,608
Perrigo Co. PLC		5,200			275,704
Pfizer, Inc.		242,597			9,308,447
Quest Diagnostics, Inc.		6,115			619,144
Regeneron Pharmaceuticals, Inc. (a)		3,642			1,115,472
ResMed, Inc.		6,146			909,116
Sanofi ADR		93,242			4,296,591
Seattle Genetics, Inc. (a)		21,560			2,315,544
STERIS PLC		3,500			495,495
Stryker Corp.		14,338			3,100,879
Teladoc Health, Inc. (a)		46,274			3,544,588
Thermo Fisher Scientific, Inc.		17,454			5,270,759
Varian Medical Systems, Inc. (a)		3,900			471,159
Veeva Systems, Inc., Class A (a)		5,506			780,916

10

Domini Impact Equity Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Shares		Value
Health Care(Continued)
Vertex Pharmaceuticals, Inc. (a)		11,136		$	2,176,865
Waters Corp. (a)		2,663			563,544
					120,207,712
Industrials – 7.8%
Acuity Brands, Inc.		14,650			1,828,173
Alaska Air Group, Inc.		5,100			354,093
Allegion PLC		3,900			452,556
Ameresco, Inc., Class A (a)		204,592			3,015,686
AO Smith Corp.		5,800			288,144
Assa Abloy AB ADR		82,142			970,918
Brambles, Ltd. ADR		36,400			599,508
Carlisle Cos., Inc.		2,400			365,448
CH Robinson Worldwide, Inc.		5,900			446,276
Cintas Corp.		3,800			1,020,946
Copart, Inc. (a)		8,800			727,232
CoStar Group, Inc. (a)		1,571			863,296
Cummins, Inc.		6,841			1,179,936
Dai Nippon Printing Co., Ltd. ADR		22,500			299,700
Deere & Co.		13,845			2,410,968
Deutsche Post AG ADR		43,937			1,557,567
Donaldson Co., Inc.		5,200			274,248
Emerson Electric Co.		26,526			1,860,799
Expeditors International of Washington, Inc.		7,200			525,168
Fastenal Co.		25,958			932,931
Flowserve Corp.		5,300			258,852
Fortune Brands Home & Security, Inc.		5,800			348,290
Graco, Inc.		6,800			307,360
HD Supply Holdings, Inc. (a)		7,500			296,550
Hubbell, Inc.		2,400			340,080
IAA, Inc. (a)		5,500			209,825
IDEX Corp.		3,200			497,696
IHS Markit, Ltd. (a)		16,494			1,154,910
Illinois Tool Works, Inc.		12,552			2,116,016
Ingersoll-Rand PLC		10,507			1,333,233
JB Hunt Transport Services, Inc.		3,800			446,728
JetBlue Airways Corp. (a)		13,588			262,248
Johnson Controls International PLC		35,136			1,522,443
KAR Auction Services, Inc.		5,500			136,730
Lennox International, Inc.		1,600			395,776
Makita Corp. ADR		10,500			353,745
Masco Corp.		12,400			573,500
Middleby Corp. (The) (a)		2,400			290,280
Nidec Corp. ADR		45,128			1,665,223

11

Domini Impact Equity Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Shares		Value
Industrials(Continued)
Nielsen Holdings PLC		15,500		$	312,480
Nordson Corp.		2,100			329,301
Old Dominion Freight Line, Inc.		3,200			582,656
Owens Corning		4,533			277,782
PACCAR, Inc.		14,900			1,133,294
Pentair PLC		7,300			302,731
Quanta Services, Inc.		6,000			252,300
Robert Half International, Inc.		4,751			272,090
Rockwell Automation, Inc.		5,072			872,333
Roper Technologies, Inc.		4,557			1,535,527
Sensata Technologies Holding PLC (a)		7,100			363,449
Siemens AG ADR		70,600			4,075,738
Simpson Manufacturing Co., Inc.		1,600			132,224
SKF AB ADR		18,000			324,720
Snap-on, Inc.		2,300			374,141
Stanley Black & Decker, Inc.		6,754			1,022,083
Sunrun, Inc. (a)		170,431			2,648,498
Thomson Reuters Corp.		7,300			490,998
Toro Co. (The)		4,500			347,085
Trex Co., Inc. (a)		2,300			202,147
United Parcel Service, Inc., Class B		30,593			3,523,396
United Rentals, Inc. (a)		3,300			440,781
Vestas Wind Systems A/S ADR		25,600			694,528
Wabtec Corp.		8,191			568,210
Watts Water Technologies, Inc., Class A		16,787			1,565,388
Wolters Kluwer NV ADR		47,709			3,516,153
WW Grainger, Inc.		2,070			639,299
Xylem, Inc.		7,700			590,513
					59,872,923
Information Technology – 29.2%
Adobe, Inc. (a)		21,161			5,881,277
Advanced Micro Devices, Inc. (a)		47,750			1,620,157
Apple, Inc.		174,649			43,445,685
Applied Materials, Inc.		39,902			2,165,082
Atlassian Corp. PLC, Class A (a)		32,329			3,905,020
Autodesk, Inc. (a)		26,969			3,974,152
Automatic Data Processing, Inc.		17,668			2,866,280
Blackbaud, Inc.		18,256			1,532,591
Blackline, Inc. (a)		45,472			2,125,361
Broadcom, Inc.		17,036			4,988,993
Cadence Design Systems, Inc. (a)		12,084			789,689
Cisco Systems, Inc.		187,491			8,907,697
Cognizant Technology Solutions Corp., Class A		23,823			1,451,774

12

Domini Impact Equity Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Shares		Value
Information Technology(Continued)
Cree, Inc. (a)		65,794		$	3,140,348
First Solar, Inc. (a)		64,062			3,317,771
Fiserv, Inc. (a)		29,834			3,166,581
Intel Corp.		194,179			10,976,939
International Business Machines Corp.		38,831			5,192,870
Intuit, Inc.		10,952			2,820,140
Itron, Inc. (a)		45,062			3,436,428
KLA Corp.		6,910			1,168,066
Lam Research Corp.		6,300			1,707,552
Mastercard, Inc., Class A		38,726			10,719,744
Microsoft Corp.		329,961			47,306,509
Mitek Systems, Inc. (a)		199,539			1,923,556
NetApp, Inc.		10,508			587,187
NVIDIA Corp.		25,550			5,136,061
Paychex, Inc.		14,031			1,173,553
Pluralsight, Inc., Class A (a)		93,026			1,681,910
salesforce.com, Inc. (a)		36,878			5,771,038
Square, Inc., Class A (a)		58,256			3,578,666
STMicroelectronics NV		126,322			2,864,983
SunPower Corp. (a)		167,247			1,465,084
Synopsys, Inc. (a)		6,443			874,637
Texas Instruments, Inc.		40,969			4,833,932
Universal Display Corp.		20,101			4,023,818
Visa, Inc., Class A		75,103			13,432,923
VMware, Inc., Class A		3,275			518,334
WEX, Inc. (a)		1,916			362,469
Zoom Video Communications, Inc., Class A (a)		13,200			922,548
					225,757,405
Materials – 2.0%
Air Products & Chemicals, Inc.		9,522			2,030,662
Avery Dennison Corp.		3,500			447,510
Ecolab, Inc.		11,348			2,179,610
International Paper Co.		17,100			746,928
Linde PLC		23,724			4,705,655
Nucor Corp.		12,992			699,619
PPG Industries, Inc.		10,342			1,293,991
Sherwin-Williams Co. (The)		3,564			2,039,749
Vulcan Materials Co.		5,644			806,358
Westrock Co.		10,985			410,510
					15,360,592
Real Estate – 3.4%
Alexandria Real Estate Equities, Inc.		4,981			790,734
American Tower Corp.		19,415			4,234,023

13

Domini Impact Equity Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Shares		Value
Real Estate(Continued)
Apartment Investment & Management Co., Class A		6,203		$	340,421
Boston Properties, Inc.		6,646			911,831
CBRE Group, Inc., Class A (a)		13,922			745,523
Crown Castle International Corp.		18,022			2,501,273
Digital Realty Trust, Inc.		8,992			1,142,344
Duke Realty Corp.		15,500			544,670
Equinix, Inc.		3,742			2,120,891
Extra Space Storage, Inc.		5,300			595,031
Federal Realty Investment Trust		3,100			421,631
Host Hotels & Resorts, Inc.		31,322			513,368
Iron Mountain, Inc.		12,200			400,160
Liberty Property Trust		6,200			366,234
Mid-America Apartment Communities, Inc.		4,900			681,051
Prologis, Inc.		27,235			2,390,144
Public Storage		6,677			1,488,036
Realty Income Corp.		14,121			1,154,957
Regency Centers Corp.		7,085			476,395
SBA Communications Corp.		5,007			1,204,934
UDR, Inc.		13,169			661,742
Ventas, Inc.		16,663			1,084,761
Welltower, Inc.		18,071			1,638,859
					26,409,013
Utilities – 1.2%
Alliant Energy Corp.		10,100			538,734
AquaVenture Holdings, Ltd. (a)		36,184			709,930
Avangrid, Inc.		2,547			127,477
Consolidated Edison, Inc.		14,861			1,370,482
Eversource Energy		14,158			1,185,591
National Grid PLC ADR		30,482			1,779,234
Pattern Energy Group, Inc., Class A		3,600			100,908
Red Electrica Corp. SA ADR		37,300			373,746
SSE PLC ADR		43,400			726,950
Terna Rete Elettrica Nazionale SpA ADR		20,500			407,540
TerraForm Power, Inc., Class A		131,613			2,234,789
					9,555,381
Total Investments – 100.0%(Cost $619,673,417)					772,335,306
Other Liabilities, less assets – (0.0)%					(190,703	)
Net Assets – 100.0%				$	772,144,603

(a) Non-income producing security.

Abbreviations

ADR — American Depositary Receipt

See Notes to Portfolio of Investments

14

Domini Impact International Equity Fund

Domini Impact Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS

October 31, 2019 (Unaudited)

1.    ORGANIZATION AND SIGNIFICANT ACCOUNTING POLICIES

The Domini Investment Trust is a Massachusetts business trust registered under the Investment Company Act of 1940 as anopen-end management investment company. The Domini Investment Trust comprises three separate series: Domini Impact International Equity Fund, Domini Impact Equity Fund, and Domini Impact Bond Fund (each the “Fund,” collectively the “Funds”). The Portfolio of Investments of the Domini Impact Bond Fund are included elsewhere in this report. Each fund is an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (the “FASB”) Accounting Standard Codification Topic 946 “Financial Services - Investment Companies”. The Domini Impact International Equity Fund offers Investor shares, Class A shares, Institutional shares and Class Y shares. Class A, Institutional and Class Y shares of the Domini Impact International Equity Fund were not offered prior to November 28, 2008, November 30, 2012, and June 15, 2018 respectively. The Domini Impact Equity Fund offers Investor shares, Class A shares, Institutional shares and Class R shares. Class R shares of the Domini Impact Equity Fund commenced on November 28, 2003. Class A and Institutional shares of the Domini Impact Equity Fund commenced on November 28, 2008. The Investor shares, Institutional shares, Class R shares and Class Y shares are sold at their offering price, which is net asset value. The Class A shares are sold with afront-end sales charge (load) of up to 4.75%. The Institutional shares may only be purchased by or for the benefit of investors that meet the minimum investment requirements, and fall within the following categories: endowments, foundations, religious organizations and other nonprofit entities, individuals, retirement plan sponsors, family office clients, certain corporate or similar institutions, or omnibus accounts maintained by financial intermediaries and that are approved by the Fund’s Distributor. Class R shares are generally available only to certain eligible retirement plans and endowments, foundations, religious organizations, and othertax-exempt entities that are approved by the Fund’s Distributor. Class Y shares may only be purchased through omnibus accounts held on the books of the Fund for financial intermediaries that have been approved by the Funds’ distributor. 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, such as transfer and shareholder servicing agent fees and registration fees, directly attributable to that class. Class R, Institutional and Class Y shares are not subject to distribution and service fees.

(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 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. Securities that are primarily traded on foreign exchanges generally are valued at the closing price of such securities on their respective exchanges, except that if the Trusts’ manager or submanager, as applicable, is of the opinion that such price would result in an inappropriate value for a security, including as a result of an occurrence subsequent to the time a value was so established, then the fair value of those securities may be determined by consideration of other factors (including the use of an independent pricing service) by or under the direction of the Board of Trustees or its delegates.

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.

The following is a summary of the inputs used by the Domini Impact International Equity Fund, as of October 31, 2019, 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

15

Domini Impact International Equity Fund

Domini Impact Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS  (Continued)

October 31, 2019 (Unaudited)

	Level 1 - Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
Australia		—		53,831,366		—		53,831,366
Austria		—		7,530,064		—		7,530,064
Belgium		3,986,364		11,846,674		—		15,833,038
Brazil		11,092,473		—		—		11,092,473
China		—		24,325,668		—		24,325,668
Denmark		—		3,213,057		—		3,213,057
Finland		—		9,960,505		—		9,960,505
France		—		164,446,530		—		164,446,530
Germany		27,066,090		65,905,168		—		92,971,258
Hong Kong		—		17,446,155		—		17,446,155
India		—		3,210,418		—		3,210,418
Italy		—		8,945,845		—		8,945,845
Japan		—		283,324,694		—		283,324,694
Jordan		—		9,004,399		—		9,004,399
Malaysia		2,426,804		—		—		2,426,804
Netherlands		3,626,165		59,322,531		—		62,948,696
Norway		—		1,521,566		—		1,521,566
Panama		4,933,983		—		—		4,933,983
Singapore		—		22,930,146		—		22,930,146
South Africa		—		571,106		—		571,106
South Korea		—		18,581,150		—		18,581,150
Spain		—		42,463,967		—		42,463,967
Sweden		—		33,414,285		—		33,414,285
Switzerland		—		96,162,085		—		96,162,085
Taiwan		590,178		23,140,559		—		23,730,737
Thailand		—		2,329,484		—		2,329,484
Turkey		—		7,083,256		—		7,083,256
United Kingdom		23,306,816		112,101,154		—		135,407,970
United States		5,691,164		18,885,681		—		24,576,845
Total	$	82,720,037	$	1,101,497,513	$	—	$	1,184,217,550

The following is a summary of the inputs used by the Domini Impact Equity Fund, as of October 31, 2019, 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	$	88,460,281	$	—	$	—	$	88,460,281

16

Domini Impact International Equity Fund

Domini Impact Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS  (Continued)

October 31, 2019 (Unaudited)

	Level 1 - Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
Consumer Discretionary		86,050,527		—		—		86,050,527
Consumer Staples		49,883,759		—		—		49,883,759
Energy		884,092		—		—		884,092
Financials		89,893,621		—		—		89,893,621
Health Care		120,207,712		—		—		120,207,712
Industrials		59,872,923		—		—		59,872,923
Information Technology		225,757,405		—		—		225,757,405
Materials		15,360,592		—		—		15,360,592
Real Estate		26,409,013		—		—		26,409,013
Utilities		9,555,381		—		—		9,555,381
Total	$	772,335,306	$	—	$	—	$	772,335,306

17

Domini Impact Bond Fund

Portfolio of Investments

October 31, 2019 (Unaudited)

Security	Principal         Amount*		Value
Long Term Investments – 111.8%
Mortgage Backed Securities – 64.7%
Agency Collateralized Mortgage Obligations – 3.7%
Federal Home Loan Mortgage Corp.
Series 3768, Class CB, 3.500%, 12/15/25		294,478	$	304,415
Series 3800, Class CB, 3.500%, 2/15/26		383,000		404,660
Series 3806, Class L, 3.500%, 2/15/26		847,000		890,130
Series 3877, Class LM, 3.500%, 6/15/26		780,000		812,553
Federal National Mortgage Association
Series2012-17, Class BC, 3.500%, 3/25/27		368,000		393,006
Series2017-72, Class B, 3.000%, 9/25/47		158,764		163,542
Series2017-72, Class CD, 3.000%, 9/25/47		167,197		172,235
Series2018-72, Class BA, 3.500%, 7/25/54		238,723		246,973
Federal National Mortgage Association Connecticut Avenue Securities
Series C01, Class 1M2, 5.373%, (1 MonthUSD-LIBOR + 3.550%), 7/25/29 (a)		120,000		125,752
Series C07, Class 2M2, 6.173%, (1 MonthUSD-LIBOR + 4.350%), 5/25/29 (a)		211,752		222,529
FREMF Mortgage Trust
Series2017-K64, Class B, 3.981%, 5/25/50 (a)(b)		70,000		75,517
Series2017-K65, Class B, 4.073%, 7/25/50 (a)(b)		155,000		166,184
Series2017-K66, Class B, 4.035%, 7/25/27 (a)(b)		136,000		145,817
Series2017-K67, Class B, 3.944%, 9/25/49 (a)(b)		85,000		90,798
Series2017-K68, Class B, 3.844%, 10/25/49 (a)(b)		90,000		95,195
Series2017-K69, Class C, 3.727%, 10/25/49 (a)(b)		40,000		41,156
Series2017-K71, Class B, 3.753%, 11/25/50 (a)(b)		220,000		232,054
Series2017-K71, Class C, 3.753%, 11/25/50 (a)(b)		65,000		67,020
Series 2017-K725, Class B, 3.880%, 2/25/50 (a)(b)		100,000		104,374
Series 2017-K726, Class B, 3.972%, 7/25/49 (a)(b)		175,000		183,699
Series 2017-K729, Class B, 3.674%, 11/25/49 (a)(b)		250,000		260,090
Series 2017-K729, Class C, 3.674%, 11/25/49 (a)(b)		90,000		91,648
Series 2018-K154, Class B, 4.021%, 11/25/32 (a)(b)		67,000		67,344
Series 2018-KW07, Class B, 4.081%, 10/25/31 (a)(b)		461,000		467,681
STACR Trust, Series 2018-HRP1, Class M2, 3.473%, (1 MonthUSD-LIBOR + 1.650%), 4/25/43 (a)(b)		84,386		84,731
				5,909,103
Commercial Mortgage-Backed Securities – 5.2%
245 Park Avenue Trust, Series 2017-245P, Class A, 3.508%, 6/5/37 (b)		712,000		766,783
BWAY Mortgage Trust, Series 2013-1515, Class A1, 2.809%, 3/10/33 (b)		127,457		129,753
COMM Mortgage Trust
Series2013-WWP, Class A2, 3.424%, 3/10/31 (b)		640,000		670,054
Series2013-WWP, Class B, 3.726%, 3/10/31 (b)		644,000		680,047
CPT Mortgage Trust, Series2019-CPT, Class A, 2.865%, 11/13/39 (b)		415,000		427,442
GS Mortgage Securities Corp. Trust, Series 2017-500K, Class A, 2.614%, (1 MonthUSD-LIBOR + 0.700%), 7/15/32 (a)(b)		395,000		394,858
Hudson Yards Mortgage Trust, Series 2016-10HY, Class A, 2.835%, 8/10/38 (b)		1,000,000		1,034,941

18

Domini Impact Bond Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Principal         Amount*		Value
Commercial Mortgage-Backed Securities(Continued)
JP Morgan Chase Commercial Mortgage Securities Corp., Series2018-AON, Class A, 4.128%, 7/5/31 (b)		555,000	$	593,835
MAD Mortgage Trust, Series 2017-330M, Class A, 3.188%, 8/15/34 (a)(b)		729,000		754,764
Morgan Stanley Bank of America Merrill Lynch Trust
Series2013-C12, Class A4, 4.259%, 10/15/46 (a)		300,000		322,809
Series2014-C15, Class A4, 4.051%, 4/15/47		300,000		322,856
Series2014-C19, Class A4, 3.526%, 12/15/47		180,167		191,295
Morgan Stanley Capital I Trust, Series2017-CLS, Class A, 2.614%, (1 MonthUSD-LIBOR + 0.700%), 11/15/34 (a)(b)		531,000		531,057
OBP Depositor LLC Trust, Series2010-OBP, Class A, 4.646%, 7/15/45 (b)		806,000		809,340
One Market Plaza Trust, Series 2017-1MKT, Class A, 3.614%, 2/10/32 (b)		710,000		733,474
				8,363,308
Federal Home Loan Mortgage Corporation – 4.2%
Federal Home Loan Mortgage Corp.
2.500%, 8/1/27 (c)		54,013		54,763
2.500%, 11/1/27 (c)		148,595		150,909
2.853%, (12 MonthUSD-LIBOR + 1.633%), 10/1/43 (a)(c)		222,559		226,347
3.000%, 1/1/27 (c)		204,625		210,663
3.000%, 7/1/42 (c)		71,458		73,775
3.000%, 5/1/45 (c)		473,956		487,866
3.500%, 12/1/32 (c)		241,294		251,500
3.500%, 6/1/48 (c)		2,580,400		2,663,312
4.000%, 2/1/37 (c)		57,972		61,342
4.000%, 8/1/39 (c)		56,597		60,613
4.000%, 10/1/39 (c)		112,357		120,382
4.000%, 10/1/39 (c)		90,502		96,915
4.000%, 11/1/39 (c)		50,537		54,091
4.000%, 10/1/40 (c)		139,291		149,200
4.000%, 11/1/40 (c)		173,298		185,602
4.000%, 11/1/40 (c)		23,705		25,389
4.000%, 11/1/40 (c)		19,507		20,914
4.000%, 12/1/40 (c)		84,790		90,814
4.000%, 6/1/41 (c)		12,596		13,124
4.500%, 4/1/35 (c)		118,537		128,586
4.500%, 9/1/35 (c)		159,566		172,890
4.500%, 7/1/36 (c)		105,835		114,857
4.500%, 6/1/39 (c)		259,526		281,566
4.500%, 9/1/40 (c)		40,380		43,817
4.500%, 2/1/41 (c)		82,754		89,796
5.000%, 8/1/33 (c)		20,217		22,342
5.000%, 10/1/33 (c)		10,610		11,587
5.000%, 4/1/35 (c)		25,067		27,715
5.000%, 7/1/35 (c)		163,250		180,517

19

Domini Impact Bond Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Principal         Amount*		Value
Federal Home Loan Mortgage Corporation(Continued)
5.000%, 7/1/35 (c)		28,259		$	31,248
5.000%, 1/1/37 (c)		100,807			111,436
5.000%, 7/1/40 (c)		81,653			90,236
5.000%, 4/1/41 (c)		68,129			75,163
5.500%, 12/1/36 (c)		108,706			122,510
5.500%, 8/1/40 (c)		147,647			165,899
6.000%, 8/1/36 (c)		16,665			19,188
6.000%, 7/1/39 (c)		94,798			109,069
					6,795,943
Federal National Mortgage Association – 41.6%
Federal National Mortgage Association
2.000%, 10/1/27 (c)		193,717			193,815
2.000%, 1/1/28 (c)		162,582			162,664
2.440%, 9/1/26 (c)		1,081,933			1,106,617
2.450%, 6/1/26 (c)		1,436,375			1,470,375
2.500%, 6/1/24		295,962			299,253
2.500%, 11/1/31 (c)		141,965			143,859
2.500%, 12/1/31 (c)		32,232			32,663
2.500%, 12/1/43 (c)		311,449			311,722
2.500%, 4/1/45 (c)		217,415			217,606
2.600%, 9/1/28 (c)		1,129,219			1,165,633
2.625%, (12 MonthUSD-LIBOR + 1.580%), 5/1/44 (a)(c)		75,669			77,057
2.900%, 5/1/27 (c)		1,440,275			1,516,197
2.910%, 11/1/27 (c)		1,500,000			1,584,405
2.940%, 9/1/27 (c)		1,475,022			1,559,045
3.000%, 8/1/46 (c)		86,224			88,502
3.000%, 10/1/46 (c)		1,371,477			1,407,250
3.000%, 11/1/46 (c)		1,890,020			1,941,251
3.000%, 12/1/46 (c)		668,477			686,457
3.010%, 5/1/28 (c)		451,216			479,952
3.070%, 12/1/24 (c)		1,341,427			1,412,553
3.080%, 12/1/24 (c)		1,005,751			1,059,324
3.150%, 1/1/27 (c)		2,109,700			2,247,974
3.160%, 1/1/35 (c)		1,500,000			1,600,402
3.180%, 6/1/30 (c)		1,017,103			1,098,259
3.290%, 11/1/27 (c)		1,201,252			1,294,806
3.380%, 1/1/27 (c)		647,802			700,877
3.390%, 9/1/30 (c)		930,274			1,018,059
3.430%, 6/1/28		787,981			859,431
3.470%, 7/1/28 (c)		785,086			845,940
3.500%, 12/1/31		12,720			13,249
3.500%, 1/1/32 (c)		226,806			236,184
3.500%, 1/1/32		126,399			131,650

20

Domini Impact Bond Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Principal         Amount*		Value
Federal National Mortgage Association(Continued)
3.500%, 10/1/32 (c)		175,893		$	183,229
3.500%, 6/1/46 (c)		1,450,401			1,510,490
3.500%, 1/1/48 (c)		1,369,340			1,417,965
3.580%, 7/1/30 (c)		941,350			1,035,676
3.620%, 3/1/31 (c)		2,000,000			2,245,956
4.000%, 11/1/30 (c)		24,229			25,675
4.000%, 10/1/33		130,618			138,415
4.000%, 12/1/36 (c)		39,133			41,896
4.000%, 8/1/39 (c)		57,965			62,007
4.000%, 10/1/39 (c)		35,651			38,148
4.000%, 12/1/39 (c)		52,288			55,943
4.000%, 1/1/40 (c)		427,930			457,828
4.000%, 3/1/40 (c)		61,697			66,046
4.000%, 8/1/40 (c)		119,186			127,583
4.000%, 8/1/40 (c)		21,606			23,131
4.000%, 10/1/40 (c)		200,398			214,532
4.000%, 10/1/40 (c)		37,890			40,566
4.000%, 11/1/40 (c)		49,150			52,673
4.000%, 11/1/40 (c)		29,792			31,890
4.000%, 12/1/40 (c)		73,001			79,102
4.000%, 2/1/41 (c)		100,504			107,574
4.200%, 1/1/30 (c)		1,141,378			1,309,183
4.500%, 8/1/35 (c)		35,718			38,703
4.500%, 8/1/36 (c)		42,697			46,170
4.500%, 8/1/38 (c)		92,510			100,209
4.500%, 3/1/39 (c)		127,347			138,148
4.500%, 9/1/39 (c)		54,801			59,394
4.500%, 2/1/40 (c)		52,820			57,283
4.500%, 8/1/40 (c)		120,438			131,682
4.500%, 1/1/41 (c)		45,547			49,393
4.500%, 9/1/41 (c)		81,335			88,217
5.000%, 10/1/39 (c)		5,704			6,306
5.500%, 8/1/37 (c)		69,163			77,930
6.000%, 12/1/35 (c)		38,698			44,272
6.000%, 3/1/36 (c)		221,726			255,288
6.000%, 6/1/36 (c)		77,291			88,973
6.000%, 8/1/37 (c)		20,078			23,095
6.000%, 3/1/38 (c)		35,393			40,737
TBA 15 Yr, 2.500%, 11/15/34 (d)		2,600,000			2,628,133
TBA 15 Yr, 3.000%, 11/18/34 (d)		3,600,000			3,686,484
TBA 30 Yr, 3.000%, 12/12/49 (d)		3,900,000			3,959,179
TBA 30 Yr, 3.500%, 11/13/49 (d)		6,416,000			6,587,929
TBA 30 Yr, 3.500%, 12/12/49 (d)		6,400,000			6,572,250

21

Domini Impact Bond Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Principal         Amount*		Value
Federal National Mortgage Association(Continued)
TBA 30 Yr, 4.000%, 11/13/49 (d)		5,800,000		$	6,019,312
					66,927,626
Government National Mortgage Association – 10.0%
Government National Mortgage Association 4.000%, 7/20/49		2,193,156			2,287,828
TBA 30 Yr, 3.000%, 11/20/49 (d)		1,700,000			1,750,069
TBA 30 Yr, 3.000%, 12/19/49 (d)		5,500,000			5,659,422
TBA 30 Yr, 3.500%, 11/20/49 (d)		5,300,000			5,500,820
TBA 30 Yr, 4.500%, 11/20/49 (d)		900,000			942,328
					16,140,467
Total Mortgage Backed Securities (Cost $101,906,197)					104,136,447
Corporate Bonds and Notes – 27.5%
Communications – 3.3%
Alibaba Group Holding, Ltd., 2.800%, 6/6/23		200,000			202,931
Amazon.com, Inc.
3.875%, 8/22/37		200,000			227,750
4.800%, 12/5/34		325,000			406,271
AT&T, Inc.
3.950%, 1/15/25		445,000			477,078
4.750%, 5/15/46		715,000			795,112
CBS Corp., 2.900%, 1/15/27		400,000			399,765
Charter Communications Operating LLC/Charter Communications Operating Capital senior secured note
5.750%, 4/1/48		225,000			259,003
6.484%, 10/23/45		300,000			369,449
Cox Communications, Inc.
3.150%, 8/15/24 (b)		165,000			170,747
3.850%, 2/1/25 (b)		10,000			10,641
4.800%, 2/1/35 (b)		250,000			273,305
eBay, Inc., 3.600%, 6/5/27		195,000			203,890
Gray Television, Inc., 5.875%, 7/15/26 (b)		200,000			210,754
Verizon Communications, Inc.
3.376%, 2/15/25		57,000			60,714
3.875%, 2/8/29		210,000			232,438
4.016%, 12/3/29		370,000			414,478
Vodafone Group PLC
4.375%, 2/19/43		400,000			418,786
6.150%, 2/27/37		185,000			236,487
					5,369,599
Consumer, Cyclical – 3.0%
Aptiv Corp., 4.150%, 3/15/24		401,000			425,817

22

Domini Impact Bond Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Principal         Amount*		Value
Consumer, Cyclical(Continued)
AutoNation, Inc., 5.500%, 2/1/20		500,000		$	504,056
Core & Main L.P., 6.125%, 8/15/25 (b)		45,000			45,956
Home Depot, Inc. (The), 5.950%, 4/1/41		420,000			594,773
Lennar Corp., 4.125%, 1/15/22		245,000			252,656
Marriott International, Inc., 2.875%, 3/1/21		1,025,000			1,036,624
O’Reilly Automotive, Inc., 3.800%, 9/1/22		155,000			161,704
Starbucks Corp.
3.750%, 12/1/47		275,000			287,417
4.450%, 8/15/49		750,000			868,421
Toll Brothers Finance Corp., 4.350%, 2/15/28		600,000			626,813
					4,804,237
Consumer,Non-cyclical – 5.3%
Allina Health System, 4.805%, 11/15/45		291,000			357,112
Amgen, Inc., 3.200%, 11/2/27		525,000			552,449
Biogen, Inc., 5.200%, 9/15/45		400,000			491,232
Boston Medical Center Corp., 4.519%, 7/1/26		705,000			757,406
Celgene Corp., 3.875%, 8/15/25		325,000			351,938
Children’s Hospital Corp. (The), 4.115%, 1/1/47		230,000			278,051
City of Hope, 5.623%, 11/15/43		250,000			344,070
Conservation Fund A Nonprofit Corp. (The), 3.474%, 12/15/29		800,000			813,833
Dignity Health
4.500%, 11/1/42		408,000			439,491
5.267%, 11/1/64		250,000			299,095
ERAC USA Finance LLC, 3.850%, 11/15/24 (b)		500,000			534,144
Global Payments, Inc., 4.000%, 6/1/23		375,000			396,723
JM Smucker Co. (The), 4.250%, 3/15/35		380,000			411,190
Kaiser Foundation Hospitals, 3.150%, 5/1/27		185,000			195,934
Memorial Sloan-Kettering Cancer Center
4.125%, 7/1/52		120,000			143,425
Series 2015, 4.200%, 7/1/55		10,000			12,053
New York and Presbyterian Hospital (The), 4.024%, 8/1/45		215,000			248,030
Northeastern University, 5.285%, 3/1/32		100,000			121,920
Ochsner Clinic Foundation, 5.897%, 5/15/45		400,000			551,905
Orlando Health Obligated Group, 4.416%, 10/1/44		395,000			467,930
Thermo Fisher Scientific, Inc., 4.150%, 2/1/24		265,000			285,821
United Rentals North America, Inc., 4.625%, 7/15/23		500,000			512,625
					8,566,377
Energy – 0.7%
Azure Power Solar Energy Pvt, Ltd., 5.650%, 12/24/24 (b)		500,000			503,375
Greenko Dutch BV, 5.250%, 7/24/24 (b)		545,000			550,041
					1,053,416

23

Domini Impact Bond Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Principal         Amount*		Value
Financial – 11.4%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.500%, 5/26/22		775,000		$797,338
AIA Group, Ltd., 4.500%, 3/16/46 (b)		325,000		388,675
Air Lease Corp., 3.625%, 12/1/27		500,000		520,340
American International Group, Inc., 3.900%, 4/1/26		380,000		409,104
American Tower Corp.
3.375%, 5/15/24		235,000		245,191
5.000%, 2/15/24		362,000		400,731
Aon PLC, 4.750%, 5/15/45		500,000		595,433
AXA SA, 8.600%, 12/15/30		400,000		580,840
Bank of America Corp.
Series MTN, 2.456%, (3 MonthUSD-LIBOR + 0.870%), 10/22/25 (a)		545,000		548,318
Series MTN, 3.124%, (3 MonthUSD-LIBOR + 1.160%), 1/20/23 (a)		725,000		740,455
BB&T Corp., 3.875%, 3/19/29		575,000		626,545
BNP Paribas SA, 3.800%, 1/10/24 (b)		245,000		258,317
Boston Properties L.P.
3.650%, 2/1/26		430,000		458,460
4.500%, 12/1/28		500,000		572,352
BPCE SA
Series MTN, 2.250%, 1/27/20		500,000		499,997
3.000%, 5/22/22 (b)		250,000		254,420
4.875%, 4/1/26 (b)		500,000		549,308
Brandywine Operating Partnership L.P., 4.550%, 10/1/29		500,000		550,768
Capital One Financial Corp. subordinated note
3.750%, 7/28/26		80,000		84,489
3.750%, 3/9/27		80,000		85,052
4.200%, 10/29/25		155,000		167,230
Citigroup, Inc., 3.352%, (3 MonthUSD-LIBOR + 0.870%), 4/24/25 (a)		475,000		494,499
Cooperatieve Rabobank UA
3.875%, 9/26/23 (b)		250,000		265,320
3.950%, 11/9/22		375,000		391,665
Credit Agricole SA, 4.125%, 1/10/27 (b)		510,000		554,519
Crown Castle International Corp., 3.700%, 6/15/26		300,000		318,449
Discover Financial Services, 3.750%, 3/4/25		325,000		345,212
Duke Realty L.P.
3.625%, 4/15/23		200,000		208,471
4.375%, 6/15/22		250,000		263,379
Fifth Third Bancorp, 8.250%, 3/1/38		425,000		653,364
Huntington Bancshares, Inc., 3.150%, 3/14/21		425,000		431,257
ING Groep NV
3.950%, 3/29/27		200,000		215,425
4.625%, 1/6/26 (b)		750,000		835,420
Kimco Realty Corp., 3.400%, 11/1/22		160,000		165,675
Liberty Property L.P., 3.250%, 10/1/26		165,000		173,769

24

Domini Impact Bond Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Principal         Amount*		Value
Financial(Continued)
Marsh & McLennan Cos., Inc., 3.300%, 3/14/23		100,000		$	103,790
Morgan Stanley
3.625%, 1/20/27		335,000			357,543
3.950%, 4/23/27		210,000			223,898
Nuveen Finance LLC, 4.125%, 11/1/24 (b)		160,000			173,839
Regency Centers L.P., 3.750%, 6/15/24		300,000			316,055
Regions Financial Corp., 3.200%, 2/8/21		500,000			507,038
Reinsurance Group of America, Inc. 3.950%, 9/15/26		250,000			264,484
Series MTN, 4.700%, 9/15/23		164,000			178,672
SBA Tower Trust, 3.168%, 4/11/22 (b)		290,000			294,106
Standard Chartered PLC, 5.700%, 3/26/44 (b)		250,000			311,135
U.S. Bancorp, 3.600%, 9/11/24		493,000			524,619
Ventas Realty L.P., 3.500%, 2/1/25		500,000			525,858
					18,430,824
Industrial – 1.8%
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc., 4.250%, 9/15/22 (b)		260,000			263,900
CNH Industrial Capital LLC, 4.875%, 4/1/21		750,000			776,092
Illinois Tool Works, Inc., 4.875%, 9/15/41		175,000			226,313
Keysight Technologies, Inc., 4.550%, 10/30/24		500,000			545,691
Klabin Austria GmbH, 5.750%, 4/3/29 (b)		480,000			509,376
Ryder System, Inc., 2.500%, 5/11/20		145,000			145,311
WRKCo, Inc., 3.000%, 9/15/24		375,000			384,148
					2,850,831
Technology – 0.9%
Broadcom Corp/Broadcom Cayman Finance, Ltd., 3.625%, 1/15/24		355,000			365,706
Micron Technology, Inc., 4.640%, 2/6/24		260,000			279,730
Microsoft Corp., 3.700%, 8/8/46		5,000			5,698
Pitney Bowes, Inc., 4.125%, 9/15/20		265,000			268,644
Xerox Corp., 5.625%, 12/15/19		475,000			477,850
					1,397,628
Utilities – 1.1%
Aegea Finance S.a.r.l., 5.750%, 10/10/24 (b)		370,000			391,279
Consolidated Edison Co of New York, Inc., 4.125%, 5/15/49		750,000			859,333
Public Service Co. of Colorado, 4.100%, 6/15/48		420,000			490,138
					1,740,750
Total Corporate Bonds and Notes (Cost $40,945,713)					44,213,662
Municipal Bonds – 8.1%
American Municipal Power-Ohio, Inc., (Meldahl Hydroelectric Project), 6.270%, 2/15/50		490,000			670,060
Bay Area Toll Authority, CA, Toll Bridge Revenue
6.918%, 4/1/40		125,000			188,509

25

Domini Impact Bond Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Principal         Amount*		Value
Municipal Bonds(Continued)
7.043%, 4/1/50		325,000		$	538,193
California, 7.625%, 3/1/40		525,000			856,081
Chicago, IL, 7.375%, 1/1/33		90,000			106,699
Cook County Community High School District No. 228, IL, 5.019%, 12/1/41 (AGM)		435,000			550,619
District of Columbia, (Ingleside at Rock Creek), 4.125%, 7/1/24		500,000			525,505
Illinois
3.860%, 4/1/21		215,000			217,791
5.100%, 6/1/33		335,000			362,480
Indiana Finance Authority Revenue, 3.624%, 7/1/36		235,000			257,708
Inland Valley Development Agency, 5.500%, 3/1/24 (AGM)		70,000			78,873
Lancaster County Hospital Authority, PA, (Brethren Village)
5.000%, 7/1/24		165,000			180,292
5.000%, 7/1/25		135,000			149,616
Los Angeles Department of Airports, CA, (Los Angeles International Airport), 3.887%, 5/15/38
		140,000			154,447
Maryland Health and Higher Educational Facilities Authority, (Meritus Medical Center)
3.968%, 7/1/27		205,000			225,959
4.168%, 7/1/29		40,000			45,185
Massachusetts Development Finance Agency, (NewBridge on the Charles, Inc.), 4.000%, 10/1/22		100,000			108,683
Massachusetts Health and Educational Facilities Authority, (Northeastern University), 6.432%, 10/1/35		420,000			563,611
Michigan Finance Authority, (City of Detroit)
2.491%, 4/1/20		250,000			250,633
2.741%, 4/1/21		320,000			324,118
New Jersey Turnpike Authority
7.102%, 1/1/41		225,000			350,725
7.414%, 1/1/40		200,000			320,652
New York Transportation Development Corp., (LaGuardia Airport Terminal B Redevelopment), 3.473%, 7/1/28		500,000			522,260
Oklahoma Development Finance Authority, (OU Medicine)
4.650%, 8/15/30 (AGM)		130,000			154,705
5.450%, 8/15/28		770,000			894,871
Oregon Health and Science University, 5.000%, 1/1/45		350,000			463,974
Pennsylvania Industrial Development Authority, 3.556%, 7/1/45 (b)		505,000			523,786
Philadelphia, PA, Water and Wastewater Revenue, 4.189%, 10/1/37		665,000			718,785
Sacramento, CA, 5.730%, 8/15/23 ( NPFG) (a)		340,000			377,777
San Bernardino County, CA, Pension Obligation Revenue, 6.020%, 8/1/23 (AGM)		245,000			269,564
Shelby County, Health, Educational and Housing Facilities Board, (Trezevant Manor Project)
4.000%, 9/1/21		250,000			250,908
4.000%, 9/1/22		250,000			250,985
Washington Housing Finance Commission, (Presbyterian Retirement Communities), 4.000%, 1/1/24		600,000			612,762

26

Domini Impact Bond Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Principal         Amount*			Value
Municipal Bonds(Continued)
Washington Housing Finance Commission, (Transforming Age), 3.000%, 1/1/25		985,000			$	986,881
Total Municipal Bonds (Cost $12,095,966)						13,053,697
U.S. Government Agency Obligations – 5.4%
Federal Farm Credit Banks Funding Corp. 2.780%, 11/2/37		1,800,000				1,880,013
3.430%, 4/6/45		1,000,000				1,142,070
3.660%, 3/7/44		974,000				1,152,026
Federal National Mortgage Association , 5.625%, 7/15/37 (c)		3,086,000				4,548,227
Total U.S. Government Agencies (Cost $7,876,173)						8,722,336
Senior Floating Rate Interests – 3.1%
Communication Services – 0.3%
Sprint Communications, Inc. First Lien Term Loan, 4.313%, (1 mo. USD LIBOR + 2.500%), 2/2/24		399,750				395,915
Zayo Group, LLC Term Loan, 4.036%, (1 mo. USD LIBOR + 2.250%), 1/19/24		100,095				100,364
						496,279
Consumer Discretionary – 0.9%
American Builders & Contractors Supply Co., Inc. Term Loan, 0.000%, 1/15/27		500,000				500,052
Charter Communications Operating, LLC Term Loan B, 3.536%, (1 mo. USD LIBOR + 1.750%), 4/30/25		290,329				291,196
Harbor Freight Tools USA, Inc. Term Loan B, 4.286%, (1 mo. USD LIBOR + 2.500%), 8/18/23
		235,699				231,132
Mission Broadcasting, Inc. Term Loan B3, 4.282%, (1 mo. USD LIBOR + 2.250%), 1/17/24		27,172				27,230
Nexstar Broadcasting, Inc. Term Loan B3, 4.050%, (1 mo. USD LIBOR + 2.250%), 1/17/24		136,748				137,039
USI, Inc. Term Loan, 5.104%, (3 mo. USD LIBOR + 3.000%), 5/16/24		171,500				166,703
Wyndham Hotels & Resorts, Inc. Term Loan B, 3.536%, (1 mo. USD LIBOR + 1.750%), 5/30/25		128,700				129,332
						1,482,684
Consumer Staples – 0.1%
Coty Inc. Term Loan B, 4.228%, (1 mo. USD LIBOR + 2.250%), 4/7/25		204,785				199,751
						199,751
Financials – 0.1%
Iron Mountain, Inc. Term Loan B, 3.536%, (1 mo. USD LIBOR + 1.750%), 1/2/26		142,825				141,218
						141,218
Health Care – 0.1%
Nets Holding A/S Term Loan B1E, 3.250%, (3 mo. EURIBOR + 3.250%), 2/6/25		176,389	EUR			195,313
						195,313
Information Technology – 0.2%
Blackhawk Network Holdings, Inc First Lien Term Loan, 4.786%, (1 mo. USD LIBOR + 3.000%), 6/15/25		177,750				176,576

27

Domini Impact Bond Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Principal         Amount*			Value
Information Technology(Continued)
SS&C Technologies Holdings Europe S.A.R.L. Term Loan B4, 4.036%, (1 mo. USD LIBOR + 2.250%), 4/16/25		50,895			$	51,042
SS&C Technologies Inc. Term Loan B3, 4.036%, (1 mo. USD LIBOR + 2.250%), 4/16/25		77,968				78,193
						305,811
Utilities – 1.4%
Adient US LLC Term Loan B, 6.154%, (3 mo. USD LIBOR + 4.250%), 5/6/24		224,438				219,762
Almonde, Inc. First Lien Term Loan, 5.696%, (USD LIBOR + 3.500%), 6/13/24		256,038				245,316
Altice France S.A. Term Loan B12, 5.609%, (1 mo. USD LIBOR + 3.688%), 1/31/26		477,109				466,871
CHG PPC Parent LLC Term Loan B, 4.536%, (1 mo. USD LIBOR + 2.750%), 3/31/25		98,750				98,503
Crown Finance US, Inc. Term Loan, 4.036%, (1 mo. USD LIBOR + 2.250%), 2/28/25		155,721				153,989
Diamond (BC) B.V. Term Loan, 4.927%, (USD LIBOR + 3.000%), 9/6/24		147,375				137,888
Go Daddy Operating Company, LLC Term Loan, 3.536%, (1 mo. USD LIBOR + 1.750%), 2/15/24		187,728				188,171
MA FinanceCo., LLC Term Loan B3, 4.300%, (1 mo. USD LIBOR + 2.500%), 6/21/24		28,980				28,210
Russell Investments US Inst’l Holdco, Inc. Term Loan B, 5.036%, (1 mo. USD LIBOR + 3.250%), 6/1/23		435,375				423,584
Seattle Spinco, Inc. Term Loan B3, 4.300%, (1 mo. USD LIBOR + 2.500%), 6/21/24		195,711				190,513
						2,152,807
Total Senior Floating Rate Interests (Cost $5,038,799)						4,973,863
Foreign Government & Agency Securities – 1.9%
City of Toronto Canada, 2.600%, 9/24/39		1,060,000	CAD			798,450
Hong Kong Government International Bond, 2.500%, 5/28/24 (b)		750,000				768,186
Republic of Chile, 0.830%, 7/2/31		1,370,000	EUR			1,564,780
Total Foreign Government & Agency Securities (Cost $3,107,310)						3,131,416
Asset Backed Securities – 0.8%
Carmax Auto Owner Trust
Series2016-2, Class B, 2.160%, 12/15/21		135,000				135,043
Series2016-2, Class C, 2.560%, 2/15/22		260,000				260,051
Series2016-3, Class B, 1.900%, 4/15/22		95,000				94,952
Series2016-3, Class C, 2.200%, 6/15/22		75,000				75,024
Series2017-4, Class C, 2.700%, 10/16/23		250,000				251,848
CNH Equipment Trust Series2016-C, Class B, 1.930%, 3/15/24		20,000				19,965
SBA Tower Trust Series2014-2A, Class C, 3.869%, 10/15/49 (a)(b)		500,000				521,707
Total Asset Backed Securities (Cost $1,334,827)						1,358,590
Certificates of Deposit – 0.3%
Self-Help Credit Union, 2.200%, 6/25/21		100,000				100,758

28

Domini Impact Bond Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Security	Principal         Amount*		Value
Certificates of Deposit(Continued)
Self-Help Federal Credit Union, 2.500%, 6/27/22		400,000		$	406,786
Total Certificates of Deposit (Cost $500,000)					507,544
Total Long Term Investments (Cost $172,804,985)					180,097,555
	Principal Amount		Value
Short Term Investment – 8.5%
U.S. Government Agencies – 8.5%
Federal Home Loan Bank Discount Notes, 0.000%, 11/15/19		13,650,000			13,641,135
Total Short Term Investment (Cost $13,640,311)					13,641,135
Total Investments–120.3%(Cost $186,445,296)					193,738,690
Other Liabilities, less assets – (20.3)%					(32,682,500	)
Net Assets – 100.0%				$	161,056,190

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

(a) 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.

(b) Security that may be sold to qualified institutional buyers under Rule 144A of the Securities Act of 1933, as amended. At October 31, 2019, the aggregate value of these securities was $18,861,912, representing 11.7% of net assets.

(c) A portion or all of the security was segregated for collateral for when issued or delayed delivery securities.

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

Abbreviations

TBA — To Be Announced

AGM — Assured Guaranty Municipal Corporation

CAD – Canadian Dollar

EUR – Euro

29

Domini Impact Bond Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

At October 31, 2019, the Fund had the following forward currency contracts outstanding.

Currency	Counterparty	Contract Type		Settlement     Date		Quantity		Value			Unrealized Appreciation (Depreciation)
Canadian Dollar	Standard Chartered Bank		Sell		12/18/19		1,052,000		$	800,582		$	(5,690	)
Euro Currency	Citibank, N.A.		Sell		11/29/19		181,000			202,259			(1,051	)
Euro Currency	JP Morgan Chase Bank N.A.		Sell		12/18/19		1,370,000			1,533,107			(12,386	)
												$	(19,127	)

At October 31, 2019, the Fund had the following future contracts outstanding.

Description	Number of Contracts		Notional   Amount				Value			Expiration Date		Unrealized Appreciation (Depreciation)
Euro Bund (Short)		10		$	(1,000,000	)		$	(1,916,241)		12/6/19		$	51,957
													$	51,957

At October 31, 2019, 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
2.500% Receive Floating rate
3 month USD BBA LIBOR	Morgan Stanley LCH		12/20/27		$	14,850,000		$	(1,089,440	)		$	220,668				$	(1,310,108	)
Receive Fixed rate
2.250% Pay Floating rate
3 month USD BBA LIBOR	Morgan Stanley LCH		12/20/20			10,505,000			65,081				(13,014	)				78,095
Receive Fixed rate
2.500% Pay Floating rate
3 month USD BBA LIBOR	Morgan Stanley LCH		3/21/48			1,385,000			227,182				9,537					217,646
Receive Fixed rate
3.063% Pay Floating rate
3 month USD BBA LIBOR	Morgan Stanley LCH		9/27/21			6,000,000			166,645				73,295					93,350
Receive Fixed rate
2.590% Pay Floating rate
3 month USD BBA LIBOR	Morgan Stanley LCH		2/5/24			12,940,000			592,376				293,119					299,257
Pay fixed rate
1.769% Receive Floating rate
3 month USD BBA LIBOR	Morgan Stanley LCH		10/30/29			445,000			(7,077	)			-					(7,077	)
Pay fixed rate
1.766% Receive Floating rate															��
3 month USD BBA LIBOR	Morgan Stanley LCH		10/30/29			405,000			(6,308	)			-					(6,308	)
Pay fixed rate
1.727% Receive Floating rate
3 month USD BBA LIBOR	Morgan Stanley LCH		10/29/29			890,000			(10,638	)			-					(10,638	)

30

Domini Impact Bond Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

Description	Counterparty/ Exchange	Expiration Date		Notional Amount		Value			Upfront Premiums Paid (Received)		Unrealized Appreciation (Depreciation)
Pay fixed rate
1.721% Receive Floating rate
3 month USD BBA LIBOR	Morgan Stanley LCH		10/29/29	$	535,000	$	(6,095)		$	-	$	(6,095	)
Pay fixed rate
1.716% Receive Floating rate
3 month USD BBA LIBOR	Morgan Stanley LCH		10/29/29		275,000		(3,004	)		-		(3,004	)
Pay fixed rate
1.765% Receive Floating rate
3 month USD BBA LIBOR	Morgan Stanley LCH		10/30/29		450,000		(6,967	)		-		(6,967	)
Pay fixed rate
1.770% Receive Floating rate
3 month USD BBA LIBOR	Morgan Stanley LCH		10/30/29		410,000		(6,559	)		-		(6,559	)
Receive Fixed rate
2.250% Pay Floating rate
3 month USD BBA LIBOR	Morgan Stanley LCH		9/21/26		1,210,000		58,411			53,277		5,134
Receive Fixed rate
2.190% Pay Floating rate
3 month USD BBA LIBOR	Morgan Stanley LCH		9/18/49		475,000		45,756			49,863		(4,107	)
Receive Fixed rate
1.430% Pay Floating rate
3 month USD BBA LIBOR	Morgan Stanley LCH		8/28/29		1,790,000		(27,214	)		-		(27,214	)
									$	686,745	$	(694,595	)

At October 31, 2019, the Fund had the following OTC interest rate swap contracts outstanding.

	Rate Type
Counterparty	Payments made by the Fund			Payments received by the Fund	Expiration Date	Notional Amount		Value			Upfront Premiums Paid (Received)	Unrealized Appreciation (Depreciation)
Deutsche Bank AG		1.898	%	USA-CPI-U	7/15/24	$	3,088,000	$	(1,059	)	$-	$(1,059)
											$-	$(1,059)

At October 31, 2019, 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)
Buy Protection (c):
CDX-NAHY Series 32, Version 2, 5 Year Index, fixed rate 5.000% (d)	Morgan Stanley ICE		12/20/24	$	650,000	$	46,216		$37,592		$8,624
									$37,592		$8,624

31

Domini Impact Bond Fund

Portfolio of Investments  (Continued)

October 31, 2019 (Unaudited)

(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

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

ICE — Intercontinental Exchange

See Notes to Portfolio of Investments

32

Domini Impact Bond Fund

NOTES TO PORTFOLIO OF INVESTMENTS

October 31, 2019 (Unaudited)

1.    ORGANIZATION AND SIGNIFICANT ACCOUNTING POLICIES

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 anopen-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 Investor Shares, Institutional Shares and Class Y shares. Institutional shares and Class Y shares were not offered prior to November 30, 2011, and June 15, 2018, respectively. As of October 31, 2019, the Class Y shares of the Bond Fund had not yet commenced operations. Each class of shares is sold at its offering price, which is net asset value. The Institutional shares may only be purchased by or for the benefit of investors that meet the minimum investment requirements, and fall within the following categories: endowments, foundations, religious organizations and other nonprofit entities, individuals, retirement plan sponsors, family office clients, certain corporate or similar institutions, or omnibus accounts maintained by financial intermediaries and that are approved by the Fund’s Distributor. Class Y shares may only be purchased through omnibus accounts held on the books of the Fund for financial intermediaries that have been approved by the Funds’ distributor. 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. Institutional and Class Y shares are not subject to distribution fees. The Fund seeks to provide its shareholders with a high level of current income and total return by investing in bonds and other debt instruments that are consistent with the Fund’s social and environmental standards and the submanager’s security selection approach.

(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 asinstitutional-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 orover-the-counter prices, since such valuations are believed to reflect more accurately the fair value of such securities. Short-term obligations 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. 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.

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)

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 October 31, 2019, 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		$    -	$	104,136,447		$    -	$	104,136,447
Corporate Bonds and Notes		-		44,213,662		-		44,213,662
Municipal Bonds		-		13,053,697		-		13,053,697
U.S. Government Agency Obligations		-		8,722,336		-		8,722,336
Senior Floating Rate Interests		-		4,973,863		-		4,973,863
Foreign Government & Agency Securities		-		3,131,416		-		3,131,416

33

Domini Impact Bond Fund

NOTES TO PORTFOLIO OF INVESTMENTS  (Continued)

October 31, 2019 (Unaudited)

	Level 1 - Quoted Prices			Level 2 - Other Significant Observable Inputs				Level 3 - Significant Unobservable Inputs			Total
Asset Backed Securities			-			1,358,590				-			1,358,590
Certificates of Deposit			-			507,544				-			507,544
Total Long Term Investments		$	-		$	180,097,555			$	-		$	180,097,555
Short Term Investment in Securities:
U.S. Government Agencies			-			13,641,135				-			13,641,135
Total Short Term Investment		$	-		$	13,641,135			$	-		$	13,641,135
Total Investment in Securities		$	-		$	193,738,690			$	-		$	193,738,690
Other Financial Instruments:
Futures			-			51,957				-			51,957
Interest Rate Swap - CCP			-			693,482				-			693,482
Credit Default Swap - CCP			-			8,624				-			8,624
Total Other Financial Instruments		$	-		$	754,063			$	-		$	754,063
Liabilities:
Other Financial Instruments:
Forward Currency Contracts			-			(19,127	)			-			(19,127	)
Interest Rate Swap - OTC			-			(1,059	)			-			(1,059	)
Interest Rate Swap - CCP			-			(1,388,077	)			-			(1,388,077	)
Total Other Financial Instruments		$	-		$	(1,408,263	)		$	-		$	(1,408,263	)

34