Domini Social Investment Trust NPORT-P Domini Impact Equity Fund (Oct 2021 report)

Domini Impact Equity Fund

Portfolio of Investments

October 31, 2021 (Unaudited)

Security	Shares		Value
Long Term Investments – 99.8%
Common Stocks – 99.8%
Communication Services – 10.7%
Alphabet, Inc., Class A (a)		19,950	$	59,070,354
Altice USA, Inc., Class A (a)		8,300		135,290
AT&T, Inc.		249,385		6,299,465
Charter Communications, Inc., Class A (a)		4,158		2,806,193
Comcast Corp., Class A		158,121		8,132,163
Electronic Arts, Inc.		9,718		1,362,949
Lumen Technologies, Inc.		37,600		445,936
Match Group, Inc. (a)		9,100		1,372,098
Netflix, Inc. (a)		15,138		10,449,913
New York Times Co. (The), Class A		93,783		5,119,614
Omnicom Group, Inc.		7,400		503,792
Pinterest, Inc., Class A (a)		19,300		861,552
Roku, Inc. (a)		4,000		1,219,600
SoftBank Group Corp. ADR		78,173		2,109,889
Spotify Technology SA (a)		3,900		1,128,660
Take-Two Interactive Software, Inc. (a)		3,981		720,561
TELUS Corp.		45,694		1,048,677
T-Mobile US, Inc. (a)		20,200		2,323,606
Verizon Communications, Inc.		138,295		7,328,252
Walt Disney Co. (The) (a)		63,093		10,667,134
				123,105,698
Consumer Discretionary – 13.6%
Advance Auto Parts, Inc.		2,057		463,895
Amazon.com, Inc. (a)		15,119		50,987,769
Aptiv PLC (a)		9,500		1,642,455
Best Buy Co., Inc.		7,649		935,014
Booking Holdings, Inc. (a)		1,390		3,364,884
BorgWarner, Inc.		8,400		378,588
Bright Horizons Family Solutions, Inc. (a)		2,000		332,000
Chegg, Inc. (a)		58,653		3,486,334
Chipotle Mexican Grill, Inc. (a)		917		1,631,370
Cie Generale des Etablissements Michelin SCA ADR		28,750		903,900
Dollar General Corp.		8,300		1,838,616
eBay, Inc.		21,900		1,680,168
Etsy, Inc. (a)		4,300		1,077,967
Garmin, Ltd.		5,246		753,326
Gildan Activewear, Inc.		6,800		249,696
Home Depot, Inc. (The)		36,751		13,661,817
Lowe’s Cos., Inc.		24,141		5,644,649
MercadoLibre, Inc. (a)		1,650		2,443,683
NIKE, Inc., Class B		43,949		7,352,228

1

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Security	Shares		Value
Consumer Discretionary (Continued)
NIO, Inc. ADR (a)		47,200	$	1,860,152
NVR, Inc. (a)		120		587,376
O’Reilly Automotive, Inc. (a)		2,300		1,431,336
Peloton Interactive, Inc., Class A (a)		8,900		813,816
Sony Corp. ADR		43,155		4,996,917
Starbucks Corp.		40,967		4,345,370
Tapestry, Inc.		9,300		362,514
Target Corp.		17,051		4,426,781
Tesla, Inc. (a)		30,333		33,790,962
TJX Cos., Inc.		38,700		2,534,463
Ulta Beauty, Inc. (a)		1,898		697,249
VF Corp.		11,800		859,984
Williams-Sonoma, Inc.		2,600		482,898
				156,018,177
Consumer Staples – 5.3%
AppHarvest, Inc. (a)		266,049		1,601,615
Beyond Meat, Inc. (a)		25,193		2,493,603
Campbell Soup Co.		6,491		259,315
Church & Dwight Co., Inc.		8,712		761,080
Clorox Co. (The)		4,400		717,244
Colgate-Palmolive Co.		29,525		2,249,510
Costco Wholesale Corp.		15,403		7,571,191
Estee Lauder Cos., Inc. (The), Class A		7,477		2,425,015
General Mills, Inc.		21,599		1,334,818
JM Smucker Co. (The)		3,746		460,234
Keurig Dr Pepper, Inc.		25,200		909,468
Kimberly-Clark Corp.		11,718		1,517,364
Kraft Heinz Co. (The)		22,123		793,994
Kroger Co. (The)		23,311		932,906
Lamb Weston Holdings, Inc.		4,900		276,605
L’Oreal SA ADR		36,300		3,322,902
McCormick & Co., Inc.		9,300		746,139
Mondelez International, Inc., Class A		48,147		2,924,449
PepsiCo, Inc.		48,231		7,794,130
Procter & Gamble Co. (The)		83,925		12,000,436
SunOpta, Inc. (a)		317,309		2,462,318
Sysco Corp.		16,503		1,269,081
Unilever PLC ADR		89,185		4,778,532
Walgreens Boots Alliance, Inc.		25,348		1,191,863
				60,793,812
Financials – 9.4%
Aflac, Inc.		21,115		1,133,242
AGNC Investment Corp.		18,200		289,744

2

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Security	Shares		Value
Financials (Continued)
Allstate Corp.		10,200	$	1,261,434
American Express Co.		20,648		3,588,209
Annaly Capital Management, Inc.		47,900		405,234
Aon PLC, Class A		7,500		2,399,400
Banco do Brasil SA ADR		49,300		251,923
Bank of America Corp.		257,054		12,282,040
Bank of Montreal		21,831		2,368,882
Bank of New York Mellon Corp. (The)		27,100		1,604,320
Bank of Nova Scotia (The)		40,066		2,626,727
BlackRock, Inc.		4,934		4,655,032
Canadian Imperial Bank of Commerce		15,400		1,867,404
Capital One Financial Corp.		15,318		2,313,478
Cboe Global Markets, Inc.		3,700		488,178
Charles Schwab Corp. (The)		52,278		4,288,364
Chubb, Ltd.		13,087		2,556,938
Cincinnati Financial Corp.		5,411		657,112
Citigroup, Inc.		70,108		4,848,669
CME Group, Inc.		12,298		2,712,324
Comerica, Inc.		4,654		396,009
Discover Financial Services		10,200		1,155,864
DNB Bank ASA ADR		30,840		733,992
East West Bancorp, Inc.		4,800		381,504
Equitable Holdings, Inc.		15,300		512,550
Everest Re Group, Ltd.		1,300		339,950
FactSet Research Systems, Inc.		1,300		577,057
Fifth Third Bancorp		23,456		1,021,040
First Republic Bank		6,100		1,319,613
Hartford Financial Services Group, Inc. (The)		12,493		911,114
Huntington Bancshares, Inc.		50,900		801,166
Intercontinental Exchange, Inc.		19,495		2,699,278
Invesco, Ltd.		13,803		350,734
KeyCorp		34,000		791,180
London Stock Exchange Group PLC ADR		49,500		1,227,105
Markel Corp. (a)		490		643,434
MarketAxess Holdings, Inc.		1,300		531,271
Marsh & McLennan Cos., Inc.		17,330		2,890,644
MetLife, Inc.		22,700		1,425,560
Moody’s Corp.		5,514		2,228,483
Morgan Stanley		49,759		5,114,230
MSCI, Inc.		2,805		1,864,988
Nasdaq, Inc.		4,200		881,454
Northern Trust Corp.		7,000		861,280
PNC Financial Services Group, Inc. (The)		14,649		3,091,378
Principal Financial Group, Inc.		9,400		630,646

3

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Security	Shares		Value
Financials (Continued)
Progressive Corp. (The)		20,458	$	1,941,055
Prudential Financial, Inc.		13,261		1,459,373
Raymond James Financial, Inc.		6,450		635,905
Regions Financial Corp.		33,528		793,943
S&P Global, Inc.		8,398		3,981,996
T Rowe Price Group, Inc.		7,711		1,672,362
Toronto-Dominion Bank (The)		61,417		4,453,347
Travelers Cos., Inc. (The)		8,516		1,370,054
Truist Financial Corp.		46,002		2,919,747
US Bancorp		45,816		2,765,912
				107,973,872
Health Care – 12.3%
AbbVie, Inc.		60,652		6,954,965
ABIOMED, Inc. (a)		1,600		531,264
Agilent Technologies, Inc.		10,400		1,637,896
Alcon, Inc.		17,362		1,447,296
Align Technology, Inc. (a)		2,600		1,623,362
Alnylam Pharmaceuticals, Inc. (a)		4,100		654,196
Amgen, Inc.		19,819		4,101,938
Becton Dickinson and Co.		9,851		2,360,201
Biogen, Inc. (a)		5,167		1,377,936
BioMarin Pharmaceutical, Inc. (a)		6,300		499,149
Bio-Rad Laboratories, Inc., Class A (a)		700		556,276
Bio-Techne Corp.		1,400		733,110
Bristol-Myers Squibb Co.		76,301		4,455,978
Catalent, Inc. (a)		5,900		813,374
Cerner Corp.		10,723		796,612
Cooper Cos., Inc. (The)		1,700		708,764
CSL, Ltd. ADR		31,500		3,580,605
Danaher Corp.		22,115		6,894,794
DENTSPLY SIRONA, Inc.		7,516		429,990
DexCom, Inc. (a)		11,872		7,398,749
Edwards Lifesciences Corp. (a)		21,472		2,572,775
Exact Sciences Corp. (a)		20,366		1,939,251
Gilead Sciences, Inc.		43,646		2,831,752
GlaxoSmithKline PLC ADR		87,325		3,696,467
Guardant Health, Inc. (a)		3,300		385,407
Henry Schein, Inc. (a)		4,800		366,480
Hologic, Inc. (a)		81,084		5,944,268
IDEXX Laboratories, Inc. (a)		2,919		1,944,463
Illumina, Inc. (a)		5,449		2,261,662
Incyte Corp. (a)		6,500		435,370
Inspire Medical Systems, Inc. (a)		15,801		4,259,634

4

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Security	Shares		Value
Health Care (Continued)
Insulet Corp. (a)		2,300	$	713,046
Koninklijke Philips NV		32,176		1,520,316
Masimo Corp. (a)		1,800		510,372
Merck & Co., Inc.		87,535		7,707,457
Mettler-Toledo International, Inc. (a)		790		1,169,895
Moderna, Inc. (a)		12,100		4,177,041
Novo Nordisk A/S ADR		56,678		6,241,948
Organon & Co.		8,823		324,245
PerkinElmer, Inc.		3,900		689,871
Pfizer, Inc.		195,370		8,545,484
Quest Diagnostics, Inc.		4,115		604,000
Regeneron Pharmaceuticals, Inc. (a)		3,542		2,266,667
ResMed, Inc.		4,946		1,300,353
Sanofi ADR		75,416		3,803,229
Seagen, Inc. (a)		37,200		6,559,476
STERIS PLC		3,500		818,090
Stryker Corp.		11,528		3,067,255
Teladoc Health, Inc. (a)		26,841		4,015,145
Teleflex, Inc.		1,700		606,798
Thermo Fisher Scientific, Inc.		13,688		8,665,462
Veeva Systems, Inc., Class A (a)		4,806		1,523,550
Vertex Pharmaceuticals, Inc. (a)		8,843		1,635,336
Waters Corp. (a)		2,163		795,011
				141,454,031
Industrials – 6.9%
ABB, Ltd. ADR		57,600		1,903,104
Allegion PLC		3,100		397,730
Ameresco, Inc., Class A (a)		114,985		9,443,718
AO Smith Corp.		4,500		328,815
Assa Abloy AB ADR		66,242		971,108
Brambles, Ltd. ADR		25,600		388,608
Carrier Global Corp.		30,200		1,577,346
CH Robinson Worldwide, Inc.		4,700		455,853
Cintas Corp.		3,000		1,299,300
Copart, Inc. (a)		7,500		1,164,675
CoStar Group, Inc. (a)		13,710		1,179,745
Cummins, Inc.		4,941		1,185,049
Deere & Co.		9,845		3,370,042
Deutsche Post AG ADR		34,037		2,115,059
Donaldson Co., Inc.		4,000		240,040
Emerson Electric Co.		20,826		2,020,330
Expeditors International of Washington, Inc.		5,900		727,234
Fastenal Co.		20,158		1,150,619

5

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Security	Shares		Value
Industrials (Continued)
Fortune Brands Home & Security, Inc.		4,800	$	486,720
Generac Holdings, Inc. (a)		2,100		1,046,976
Graco, Inc.		5,700		428,526
Hubbell, Inc.		1,800		358,866
IAA, Inc. (a)		4,400		262,460
IDEX Corp.		2,600		578,682
IHS Markit, Ltd.		12,194		1,594,000
Illinois Tool Works, Inc.		9,652		2,199,401
Ingersoll Rand, Inc. (a)		12,969		697,213
JB Hunt Transport Services, Inc.		2,800		552,132
JetBlue Airways Corp. (a)		10,288		144,341
Johnson Controls International PLC		24,636		1,807,543
Lennox International, Inc.		1,200		359,136
Masco Corp.		8,900		583,395
Nidec Corp. ADR		68,956		1,910,771
Nordson Corp.		1,800		457,578
Old Dominion Freight Line, Inc.		3,700		1,262,995
Otis Worldwide Corp.		14,900		1,196,619
Owens Corning		3,633		339,359
PACCAR, Inc.		12,000		1,075,440
Pentair PLC		5,500		406,835
Plug Power, Inc. (a)		19,000		727,130
Rockwell Automation, Inc.		3,972		1,268,657
Roper Technologies, Inc.		3,657		1,784,141
Schneider Electric SE ADR		97,500		3,362,775
Siemens AG ADR		55,836		4,561,243
Snap-on, Inc.		2,000		406,460
Stanley Black & Decker, Inc.		5,654		1,016,193
Sunrun, Inc. (a)		83,938		4,841,544
Thomson Reuters Corp.		5,800		697,914
Toro Co. (The)		3,700		353,239
Trane Technologies PLC		8,407		1,521,078
Trex Co., Inc. (a)		4,000		425,600
United Parcel Service, Inc., Class B		25,293		5,399,297
United Rentals, Inc. (a)		2,600		985,686
Vestas Wind Systems A/S ADR		98,600		1,424,770
Westinghouse Air Brake Technologies Corp.		6,191		561,709
Wolters Kluwer NV ADR		9,300		978,825
WW Grainger, Inc.		1,570		727,083
Xylem, Inc.		6,300		822,717
				79,533,424
Information Technology – 36.7%
Accenture PLC, Class A		22,000		7,893,380

6

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Security	Shares		Value
Information Technology (Continued)
Adobe, Inc. (a)		16,561	$	10,770,612
Advanced Micro Devices, Inc. (a)		41,850		5,031,626
Analog Devices, Inc.		18,811		3,263,520
Apple, Inc.		544,496		81,565,501
Applied Materials, Inc.		31,502		4,304,748
ASML Holding NV, Class G		14,300		11,624,184
Atlassian Corp. PLC, Class A (a)		4,800		2,199,024
Autodesk, Inc. (a)		20,386		6,474,797
Automatic Data Processing, Inc.		14,668		3,292,819
Broadcom, Inc.		13,713		7,290,791
Cadence Design Systems, Inc. (a)		9,384		1,624,464
Cerence, Inc. (a)		32,535		3,420,405
Cisco Systems, Inc.		134,891		7,549,849
Crowdstrike Holdings, Inc., Class A (a)		6,600		1,859,880
Dell Technologies, Inc., Class C (a)		8,900		978,911
DocuSign, Inc. (a)		19,850		5,524,057
Dropbox, Inc., Class A (a)		10,500		320,145
Enphase Energy, Inc. (a)		49,375		11,436,731
First Solar, Inc. (a)		2,900		346,811
Fiserv, Inc. (a)		20,600		2,028,894
Infineon Technologies AG ADR		41,500		1,949,670
Intel Corp.		141,179		6,917,771
International Business Machines Corp.		31,266		3,911,377
Intuit, Inc.		9,222		5,772,880
KLA Corp.		5,310		1,979,356
Lam Research Corp.		4,900		2,761,493
Mastercard, Inc., Class A		30,152		10,116,599
Micron Technology, Inc.		39,000		2,694,900
Microsoft Corp.		257,861		85,511,865
NetApp, Inc.		7,708		688,324
NortonLifeLock, Inc.		20,300		516,635
NVIDIA Corp.		82,108		20,992,552
Okta, Inc. (a)		5,000		1,235,900
Palo Alto Networks, Inc. (a)		14,632		7,449,005
Paychex, Inc.		11,331		1,396,886
Paycom Software, Inc. (a)		1,700		931,345
PayPal Holdings, Inc. (a)		40,800		9,489,672
QUALCOMM, Inc.		39,200		5,215,168
salesforce.com, Inc. (a)		31,134		9,330,548
ServiceNow, Inc. (a)		6,900		4,814,544
Shopify, Inc., Class A (a)		3,900		5,720,247
Snowflake, Inc., Class A (a)		9,100		3,219,944
Splunk, Inc. (a)		5,600		922,992
Square, Inc., Class A (a)		33,998		8,652,491

7

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Security	Shares		Value
Information Technology (Continued)
STMicroelectronics NV, Class Y		121,938	$	5,809,126
Synopsys, Inc. (a)		5,243		1,746,863
Texas Instruments, Inc.		32,152		6,027,857
Twilio, Inc., Class A (a)		5,600		1,631,616
Ultra Clean Holdings, Inc. (a)		76,623		3,798,202
Visa, Inc., Class A		58,500		12,388,545
VMware, Inc., Class A (a)		2,775		420,968
WEX, Inc. (a)		1,516		226,945
Workday, Inc., Class A (a)		6,500		1,884,870
Zoom Video Communications, Inc., Class A (a)		20,211		5,550,951
				420,479,256
Materials – 1.7%
Air Products and Chemicals, Inc.		7,759		2,326,226
AptarGroup, Inc.		2,500		301,950
Avery Dennison Corp.		2,900		631,388
Ecolab, Inc.		8,848		1,966,203
International Paper Co.		13,700		680,479
Linde PLC (a)		18,030		5,755,176
Novozymes A/S ADR		6,937		511,534
Nucor Corp.		9,992		1,115,607
PPG Industries, Inc.		8,342		1,339,475
Sherwin-Williams Co. (The)		8,392		2,656,991
Steel Dynamics, Inc.		6,400		422,912
Sylvamo Corp. (a)		1,245		35,059
Vulcan Materials Co.		4,644		882,917
Westrock Co.		8,885		427,368
				19,053,285
Real Estate – 2.7%
Alexandria Real Estate Equities, Inc.		5,286		1,079,084
American Tower Corp.		15,809		4,457,664
Boston Properties, Inc.		4,946		562,063
CBRE Group, Inc., Class A (a)		11,322		1,178,394
Crown Castle International Corp.		14,922		2,690,437
Digital Realty Trust, Inc.		9,892		1,561,057
Duke Realty Corp.		12,900		725,496
Equinix, Inc.		3,131		2,620,866
Equity LifeStyle Properties, Inc.		5,700		481,707
Essex Property Trust, Inc.		2,300		781,839
Extra Space Storage, Inc.		4,500		888,165
Federal Realty Investment Trust		2,500		300,875
Host Hotels & Resorts, Inc. (a)		23,922		402,607
Kilroy Realty Corp.		3,700		249,306
Mid-America Apartment Communities, Inc.		4,000		816,840

8

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Security	Shares		Value
Real Estate (Continued)
Prologis, Inc.		25,695	$	3,724,747
Public Storage		5,277		1,752,914
Realty Income Corp.		13,121		937,233
SBA Communications Corp.		3,707		1,280,138
Simon Property Group, Inc.		11,400		1,671,012
UDR, Inc.		10,169		564,685
Ventas, Inc.		13,063		697,172
WP Carey, Inc.		6,300		485,793
Zillow Group, Inc., Class A (a)		7,100		750,612
				30,660,706
Utilities – 0.5%
Alliant Energy Corp.		8,600		486,502
Consolidated Edison, Inc.		12,061		909,399
Eversource Energy		12,058		1,023,724
Fortis, Inc.		16,900		752,219
National Grid PLC ADR		25,119		1,609,626
SSE PLC ADR		36,700		842,265
				5,623,735
Total Investments –99.8% (Cost $610,410,654)				1,144,695,996
Other Assets, less liabilities – 0.2%				2,098,175
Net Assets – 100.0%			$	1,146,794,171

(a) Non-income producing security.

Abbreviations

ADR — American Depositary Receipt

See Notes to Portfolio of Investments

9

Domini International Opportunities Fund

Portfolio of Investments

October 31, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
Common Stocks – 99.5%
Argentina – 0.8%
MercadoLibre, Inc. (a)		Retailing		148	$	219,191
						219,191
Australia – 2.9%
APA Group		Utilities		3,768		23,343
ASX, Ltd.		Diversified Financials		612		38,428
Brambles, Ltd.		Commercial & Professional Services		4,635		35,111
Cochlear, Ltd.		Health Care Equipment & Services		588		98,200
CSL, Ltd.		Pharmaceuticals, Biotechnology & Life Sciences		1,420		322,613
Dexus		Real Estate		3,429		28,084
Fortescue Metals Group, Ltd.		Materials		5,429		56,484
GPT Group (The)		Real Estate		6,114		23,833
Magellan Financial Group, Ltd.		Diversified Financials		468		12,292
Mirvac Group		Real Estate		12,544		26,730
Reece, Ltd.		Capital Goods		893		13,520
Stockland		Real Estate		6,744		23,211
Transurban Group		Transportation		9,607		97,738
						799,587
Austria – 0.4%
Erste Group Bank AG		Banks		942		40,442
Mondi PLC		Materials		1,548		38,721
Verbund AG		Utilities		211		22,019
						101,182
Belgium – 0.5%
Elia Group SA		Utilities		92		10,745
Etablissements Franz Colruyt NV		Food & Staples Retailing		159		7,815
KBC Group NV		Banks		884		82,410
Umicore SA		Materials		623		35,759
						136,729
Canada – 2.1%
Fortis, Inc.		Utilities		1,452		64,532
Saputo, Inc.		Food, Beverage & Tobacco		900		21,462
SunOpta, Inc. (a)		Food, Beverage & Tobacco		9,364		72,665
Toronto-Dominion Bank (The)		Banks		5,539		401,455
						560,114

10

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
China – 1.4%
BYD Co., Ltd., Class H		Automobiles & Components		5,360	$	205,045
NIO, Inc. ADR (a)		Automobiles & Components		4,320		170,251
						375,296
Denmark – 4.2%
Ambu A/S, Class B		Health Care Equipment & Services		691		19,691
Chr Hansen Holding A/S		Materials		328		26,124
DSV A/S		Transportation		687		159,836
Genmab A/S (a)		Pharmaceuticals, Biotechnology & Life Sciences		204		91,742
GN Store Nord A/S		Health Care Equipment & Services		413		25,123
Novo Nordisk A/S, Class B		Pharmaceuticals, Biotechnology & Life Sciences		5,119		561,904
Novozymes A/S, Class B		Materials		650		47,863
Orsted A/S		Utilities		553		78,188
Vestas Wind Systems A/S		Capital Goods		3,115		134,799
						1,145,270
Finland – 1.2%
Elisa Oyj		Telecommunication Services		455		27,489
Kesko OYJ, Class B		Food & Staples Retailing		1,144		37,271
Kone OYJ, Class B		Capital Goods		1,123		76,671
Nordea Bank Abp		Banks		9,777		119,730
Sampo OYJ, Class A		Insurance		1,344		71,526
						332,687
France – 8.2%
Adevinta ASA (a)		Media & Entertainment		882		14,549
Aeroports de Paris (a)		Transportation		105		14,025
Air Liquide SA		Materials		1,477		246,863
BioMerieux		Health Care Equipment & Services		124		15,811
BNP Paribas SA		Banks		3,568		239,090
Capgemini SE		Software & Services		499		116,474
Carrefour SA		Food & Staples Retailing		1,990		36,066
Cie Generale des Etablissements Michelin SCA		Automobiles & Components		503		79,166
Credit Agricole SA		Banks		4,567		68,977
Edenred		Software & Services		797		43,173

11

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
France (Continued)
Eiffage SA		Capital Goods		254	$	26,171
Gecina SA		Real Estate		175		24,516
Hermes International		Consumer Durables & Apparel		106		168,501
Kering SA		Consumer Durables & Apparel		228		171,307
Legrand SA		Capital Goods		828		90,424
L’Oreal SA		Household & Personal Products		650		297,667
Nexans SA		Capital Goods		578		58,055
Orange SA		Telecommunication Services		6,189		67,564
Sanofi		Pharmaceuticals, Biotechnology & Life Sciences		3,381		339,969
Sartorius Stedim Biotech		Pharmaceuticals, Biotechnology & Life Sciences		76		41,934
Unibail-Rodamco-Westfield (a)		Real Estate		366		26,162
Valeo		Automobiles & Components		619		18,207
Worldline SA (a)		Software & Services		724		42,266
						2,246,937
Germany – 10.9%
adidas AG		Consumer Durables & Apparel		544		178,244
Allianz SE		Insurance		1,289		299,643
Beiersdorf AG		Household & Personal Products		312		33,212
Carl Zeiss Meditec AG		Health Care Equipment & Services		112		22,580
Deutsche Boerse AG		Diversified Financials		577		95,889
Deutsche Post AG		Transportation		3,078		190,756
Encavis AG		Utilities		5,039		105,711
Henkel AG & Co. KGaA		Household & Personal Products		894		74,741
Infineon Technologies AG		Semiconductors & Semiconductor Equipment		3,765		176,510
KION Group AG		Capital Goods		247		27,009
Knorr-Bremse AG		Capital Goods		210		22,188
LEG Immobilien SE		Real Estate		233		34,694
Merck KGaA		Pharmaceuticals, Biotechnology & Life Sciences		405		95,815
Muenchener Rueckversicherungs-Gesellschaft AG in  Muenchen		Insurance		632		187,329
Nordex SE (a)		Capital Goods		6,803		125,156

12

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Country/Security	Industry			Shares		Value
Germany (Continued)
Puma SE		Consumer Durables & Apparel			318	$	39,490
SAP SE		Software & Services			3,156		457,518
Sartorius AG, Pfd Shares		Health Care Equipment & Services			116		75,219
Siemens AG		Capital Goods			2,533		412,265
Siemens Energy AG (a)		Capital Goods			1,368		39,305
Siemens Healthineers AG		Health Care Equipment & Services			886		58,988
Symrise AG		Materials			396		54,835
Vonovia SE		Real Estate			1,813		110,100
Zalando SE (a)		Retailing			695		65,735
							2,982,932
Hong Kong – 2.7%
AIA Group, Ltd.		Insurance			37,894		424,758
Hong Kong Exchanges & Clearing, Ltd.		Diversified Financials			3,931		236,854
Techtronic Industries Co., Ltd.		Capital Goods			4,232		86,964
							748,576
Hungary – 0.2%
OTP Bank Nyrt (a)		Banks			702		42,221
							42,221
Ireland – 1.1%
Bank of Ireland Group PLC (a)		Banks			2,827		16,859
CRH PLC		Materials			2,448		117,295
Kerry Group PLC, Class A		Food, Beverage & Tobacco			493		66,238
Kingspan Group plc		Capital Goods			469		54,052
Smurfit Kappa Group PLC		Materials			822		43,133
							297,577
			��
Italy – 0.8%
A2A S.p.A.		Utilities			5,004		10,541
DiaSorin SpA		Health Care Equipment & Services			75		16,973
Hera SpA		Utilities			2,715		11,120
Intesa Sanpaolo SpA		Banks			53,759		152,958
Terna SPA		Utilities			4,504		33,595
							225,187
Japan – 22.3%
Aeon Co., Ltd.		Food & Staples Retailing			2,077		47,760

13

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
Japan (Continued)
Asahi Intecc Co., Ltd.		Health Care Equipment & Services		663	$	17,469
Asahi Kasei Corp.		Materials		4,172		43,809
Canon, Inc.		Technology Hardware & Equipment		3,200		72,734
Central Japan Railway Co.		Transportation		521		77,252
Daifuku Co., Ltd.		Capital Goods		364		33,495
Dai-ichi Life Holdings, Inc.		Insurance		3,205		67,399
Daiichi Sankyo Co., Ltd.		Pharmaceuticals, Biotechnology & Life Sciences		5,940		149,815
Daiwa House Industry Co., Ltd.		Real Estate		1,853		61,104
Eisai Co., Ltd.		Pharmaceuticals, Biotechnology & Life Sciences		840		59,493
FANUC Corp.		Capital Goods		590		116,545
Fast Retailing Co., Ltd.		Retailing		169		112,136
FUJIFILM Holdings Corp.		Technology Hardware & Equipment		1,175		90,761
Hankyu Hanshin Holdings, Inc.		Transportation		742		22,996
Hoya Corp.		Health Care Equipment & Services		1,129		166,125
Japan Real Estate Investment Corp.		Real Estate		4		24,506
Kao Corp.		Household & Personal Products		1,446		81,762
Keio Corp.		Transportation		352		17,760
Keyence Corp.		Technology Hardware & Equipment		582		351,150
Kose Corp.		Household & Personal Products		96		11,143
Kurita Water Industries, Ltd.		Capital Goods		2,539		125,350
Lasertec Corp.		Semiconductors & Semiconductor Equipment		236		51,170
LIXIL Corp.		Capital Goods		878		22,546
Makita Corp.		Capital Goods		743		34,469
Mitsubishi Estate Co., Ltd.		Real Estate		3,616		54,928
Mitsui Fudosan Co., Ltd.		Real Estate		2,751		62,871
MS&AD Insurance Group Holdings, Inc.		Insurance		1,435		46,341
Murata Manufacturing Co., Ltd.		Technology Hardware & Equipment		1,933		143,324
Nidec Corp.		Capital Goods		1,564		173,149
Nintendo Co., Ltd.		Media & Entertainment		363		160,251
Nippon Paint Holdings Co., Ltd.		Materials		2,716		29,048
Nippon Prologis REIT, Inc.		Real Estate		7		23,370

14

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
Japan (Continued)
Nippon Telegraph & Telephone Corp.		Telecommunication Services		7,166	$	200,696
Nissin Foods Holdings Co., Ltd.		Food, Beverage & Tobacco		222		16,962
Nitto Denko Corp.		Materials		471		36,788
Nomura Holdings, Inc.		Diversified Financials		9,605		45,724
NTT Data Corp.		Software & Services		2,028		40,665
Obic Co., Ltd.		Software & Services		195		36,044
Omron Corp.		Technology Hardware & Equipment		591		56,495
Ono Pharmaceutical Co., Ltd.		Pharmaceuticals, Biotechnology & Life Sciences		1,285		26,950
Oriental Land Co., Ltd.		Consumer Services		617		97,406
ORIX Corp.		Diversified Financials		3,729		74,086
Otsuka Corp.		Software & Services		400		19,694
Rakuten Group, Inc.		Retailing		2,807		30,718
Recruit Holdings Co., Ltd.		Commercial & Professional Services		4,282		284,709
Renesas Electronics Corp. (a)		Semiconductors & Semiconductor Equipment		3,443		42,335
Resona Holdings, Inc.		Banks		21,878		82,151
Rohm Co., Ltd.		Semiconductors & Semiconductor Equipment		274		25,043
Santen Pharmaceutical Co., Ltd.		Pharmaceuticals, Biotechnology & Life Sciences		1,209		17,033
Sekisui House, Ltd.		Consumer Durables & Apparel		1,913		39,755
Shimano, Inc.		Consumer Durables & Apparel		247		68,886
Shionogi & Co., Ltd.		Pharmaceuticals, Biotechnology & Life Sciences		914		59,567
Shiseido Co., Ltd.		Household & Personal Products		1,225		81,705
SMC Corp.		Capital Goods		193		115,125
SoftBank Group Corp.		Telecommunication Services		3,604		195,025
Sony Group Corp.		Consumer Durables & Apparel		3,865		447,356
Sumitomo Realty & Development Co., Ltd.		Real Estate		974		35,185

15

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
Japan (Continued)
Sysmex Corp.		Health Care Equipment & Services		479	$	59,366
Terumo Corp.		Health Care Equipment & Services		2,211		97,497
Tobu Railway Co., Ltd.		Transportation		628		15,629
Tokio Marine Holdings, Inc.		Insurance		1,966		103,504
Tokyo Electron, Ltd.		Semiconductors & Semiconductor Equipment		461		214,747
Tokyu Corp.		Transportation		1,698		23,928
Toray Industries, Inc.		Materials		4,716		29,375
TOTO, Ltd.		Capital Goods		499		24,098
Toyota Motor Corp.		Automobiles & Components		34,670		611,455
Unicharm Corp.		Household & Personal Products		1,229		49,682
Welcia Holdings Co., Ltd.		Food & Staples Retailing		272		10,150
Yaskawa Electric Corp.		Capital Goods		805		34,851
Yokogawa Electric Corp.		Technology Hardware & Equipment		764		15,260
Z Holdings Corp.		Media & Entertainment		8,073		50,095
						6,067,771
Netherlands – 9.5%
ABN AMRO Group NV		Banks		3,003		44,215
Adyen N.V. (a)(b)		Software & Services		82		247,687
Akzo Nobel NV		Materials		524		60,282
Alfen Beheer BV (a)		Capital Goods		1,378		155,397
Arcadis N.V.		Capital Goods		3,622		176,729
ASML Holding NV		Semiconductors & Semiconductor Equipment		1,295		1,053,843
Basic-Fit N.V. (a)		Consumer Services		2,899		140,916
ING Groep NV		Banks		12,230		185,716
JDE Peet’s NV		Food, Beverage & Tobacco		241		7,025
Koninklijke Ahold Delhaize NV		Food & Staples Retailing		3,294		107,278
Koninklijke DSM NV		Materials		543		118,762
Koninklijke KPN NV		Telecommunication Services		10,475		31,332
Koninklijke Philips NV		Health Care Equipment & Services		2,855		134,831
NN Group NV		Insurance		856		45,808

16

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
Netherlands (Continued)
Wolters Kluwer NV		Commercial & Professional Services		817	$	85,647
						2,595,468
New Zealand – 0.3%
Contact Energy, Ltd.		Utilities		2,348		13,760
Meridian Energy, Ltd.		Utilities		3,743		13,391
Spark New Zealand, Ltd.		Telecommunication Services		5,956		19,472
Xero Ltd. (a)		Software & Services		407		46,336
						92,959
Norway – 0.9%
DNB Bank ASA		Banks		2,817		66,945
Kahoot! ASA (a)		Media & Entertainment		24,170		144,709
Orkla ASA		Food, Beverage & Tobacco		2,370		23,021
Storebrand ASA		Insurance		1,354		14,502
						249,177
Poland – 0.0%
CD Projekt SA		Media & Entertainment		219		9,552
						9,552
Singapore – 0.4%
DBS Group Holdings, Ltd.		Banks		4,257		99,477
						99,477
South Africa – 0.2%
FirstRand, Ltd.		Diversified Financials		11,818		45,114
						45,114
South Korea – 0.1%
Coupang Inc. (a)		Retailing		788		23,451
						23,451
Spain – 2.6%
Acciona SA		Utilities		75		14,419
Aena SME SA (a)		Transportation		216		35,514
Amadeus IT Group SA (a)		Software & Services		1,418		94,964
Banco Bilbao Vizcaya Argentaria SA		Banks		20,712		145,102
Banco Santander SA		Banks		53,739		204,057
CaixaBank SA		Banks		13,852		39,863
EDP Renovaveis SA		Utilities		768		21,419
Grifols SA		Pharmaceuticals, Biotechnology & Life Sciences		1,383		31,681
Red Electrica Corp. SA		Utilities		1,233		25,701

17

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
Spain (Continued)
Siemens Gamesa Renewable Energy SA (a)		Capital Goods		716	$	19,450
Telefonica SA		Telecommunication Services		15,930		69,269
						701,439
Sweden – 3.4%
Assa Abloy AB, Class B		Capital Goods		3,055		89,637
Autoliv, Inc.		Automobiles & Components		282		27,312
Axfood AB		Food & Staples Retailing		2,456		60,213
Essity AB, Class B		Household & Personal Products		1,950		63,160
H & M Hennes & Mauritz AB, Class B		Retailing		2,256		42,439
ICA Gruppen AB		Food & Staples Retailing		272		14,062
Industrivarden AB, Class A		Diversified Financials		73		2,408
Kinnevik AB, Class B (a)		Diversified Financials		763		29,947
MIPS AB		Consumer Durables & Apparel		1,664		200,916
Nibe Industrier AB, Class B		Capital Goods		5,068		75,375
Samhallsbyggnadsbolaget i Norden AB		Real Estate		24,320		163,106
Sinch AB (a)		Software & Services		2,005		38,163
SKF AB, Class B		Capital Goods		1,208		28,054
SSAB AB, Class A (a)		Materials		2,353		13,407
Svenska Cellulosa AB SCA, Class B		Materials		2,013		31,451
Svenska Handelsbanken AB, Class A		Banks		4,781		54,798
						934,448
Switzerland – 4.5%
ABB, Ltd.		Capital Goods		5,155		170,889
Adecco Group AG		Commercial & Professional Services		520		26,251
Chocoladefabriken Lindt & Spruengli AG		Food, Beverage & Tobacco		7		82,659
EMS-Chemie Holding AG		Materials		22		21,866
Geberit AG		Capital Goods		109		85,296
Kuehne + Nagel International AG		Transportation		171		53,966
Lonza Group AG		Pharmaceuticals, Biotechnology & Life Sciences		233		191,867
Sika AG		Materials		444		150,723
STMicroelectronics NV		Semiconductors & Semiconductor Equipment		3,605		171,282
Swisscom AG		Telecommunication Services		81		44,196

18

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
Switzerland (Continued)
Temenos AG		Software & Services		203	$	31,141
Zurich Insurance Group AG		Insurance		471		209,180
						1,239,316
United Kingdom – 9.6%
3i Group PLC		Diversified Financials		2,953		55,236
Abrdn PLC		Diversified Financials		6,956		24,219
Barratt Developments PLC		Consumer Durables & Apparel		3,244		29,497
Berkeley Group Holdings PLC		Consumer Durables & Apparel		342		20,433
Bunzl PLC		Capital Goods		1,074		39,759
Burberry Group PLC		Consumer Durables & Apparel		1,290		34,148
CNH Industrial NV		Capital Goods		3,147		54,267
Compass Group PLC (a)		Consumer Services		5,622		119,494
Dr. Martens PLC (a)		Consumer Durables & Apparel		1,616		8,169
Farfetch Ltd., Class A (a)		Retailing		900		35,289
GlaxoSmithKline PLC		Pharmaceuticals, Biotechnology & Life Sciences		15,763		327,779
Halma PLC		Technology Hardware & Equipment		1,206		48,986
Informa PLC (a)		Media & Entertainment		4,788		34,116
Intertek Group PLC		Commercial & Professional Services		513		34,410
J Sainsbury PLC		Food & Staples Retailing		6,063		24,873
Johnson Matthey PLC		Materials		617		23,098
Just Eat Takeaway.com NV (a)		Retailing		574		41,278
Kingfisher PLC		Retailing		6,477		29,775
Land Securities Group PLC		Real Estate		2,364		22,244
Legal & General Group PLC		Insurance		18,469		72,955
Linde PLC (a)		Materials		1,605		512,316
London Stock Exchange Group PLC		Diversified Financials		1,125		109,688
National Grid PLC		Utilities		11,365		145,746
Next PLC		Retailing		390		42,574
Ocado Group PLC (a)		Food & Staples Retailing		1,619		40,022
Pennon Group PLC		Utilities		896		14,315

19

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
United Kingdom (Continued)
Schroders PLC		Diversified Financials		542	$	26,890
Segro PLC		Real Estate		3,816		67,554
Spirax-Sarco Engineering PLC		Capital Goods		235		50,246
SSE PLC		Utilities		3,227		72,787
Taylor Wimpey PLC		Consumer Durables & Apparel		11,316		23,981
Unilever PLC		Household & Personal Products		8,002		429,130
						2,615,274
United States – 8.3%
Alliant Energy Corp.		Utilities		800		45,256
Autodesk, Inc. (a)		Software & Services		501		159,122
Campbell Soup Co.		Food, Beverage & Tobacco		653		26,087
Clorox Co. (The)		Household & Personal Products		377		61,455
Consolidated Edison, Inc.		Utilities		1,100		82,940
Copart, Inc. (a)		Commercial & Professional Services		652		101,249
Enphase Energy, Inc. (a)		Semiconductors & Semiconductor Equipment		1,043		241,590
Eversource Energy		Utilities		1,052		89,315
Ferguson PLC		Capital Goods		700		105,494
General Mills, Inc.		Food, Beverage & Tobacco		1,881		116,246
Kroger Co. (The)		Food & Staples Retailing		2,100		84,042
McCormick & Co., Inc.		Food, Beverage & Tobacco		813		65,227
Nucor Corp.		Materials		902		100,708
Pentair PLC		Capital Goods		506		37,429
QIAGEN N.V. (a)		Pharmaceuticals, Biotechnology & Life Sciences		700		39,032
Schneider Electric SE		Capital Goods		1,739		300,159
Spotify Technology SA (a)		Media & Entertainment		357		103,316
Square, Inc., Class A (a)		Software & Services		366		93,147
Swiss Re AG		Insurance		893		86,685
Tesla, Inc. (a)		Automobiles & Components		222		247,308

20

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
United States (Continued)
Zoom Video Communications, Inc., Class A (a)		Software & Services		240	$	65,916
						2,251,723
Total Investments –99.5% (Cost $24,174,506)						27,138,655
Other Assets, less liabilities – 0.5%						128,349
Net Assets – 100.0%					$	27,267,004

(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 October 31, 2021, the aggregate value of these securities was $247,687, representing 0.9% 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

October 31, 2021 (Unaudited)

Security	Shares		Value
Long Term Investments – 97.9%
Common Stocks – 97.9%
Communication Services – 5.6%
Kahoot! ASA (a)		150,321	$	899,995
New York Times Co. (The), Class A		22,896		1,249,892
				2,149,887
Consumer Discretionary – 12.3%
Basic-Fit N.V. (a)		13,439		653,247
Chegg, Inc. (a)		12,990		772,126
MIPS AB		9,753		1,177,605
Tesla, Inc. (a)		1,919		2,137,766
				4,740,744
Consumer Staples – 3.6%
AppHarvest, Inc. (a)		73,187		440,586
Beyond Meat, Inc. (a)		3,664		362,663
SunOpta, Inc. (a)		76,204		591,343
				1,394,592
Financials – 6.5%
Amalgamated Financial Corp.		21,963		403,241
Federal Agricultural Mortgage Corp., Class C		8,948		1,128,253
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		3,381		1,002,150
				2,533,644
Health Care – 19.6%
Cochlear, Ltd.		2,619		437,389
DexCom, Inc. (a)		2,755		1,716,943
Exact Sciences Corp. (a)		5,273		502,095
Hologic, Inc. (a)		19,418		1,423,534
Inspire Medical Systems, Inc. (a)		4,577		1,233,868
Seagen, Inc. (a)		6,623		1,167,834
Teladoc Health, Inc. (a)		7,394		1,106,068
				7,587,731
Industrials – 15.6%
Alfen Beheer BV (a)		6,261		706,052
Ameresco, Inc., Class A (a)		22,782		1,871,086
Arcadis N.V.		15,350		748,978
Kurita Water Industries, Ltd.		20,740		1,023,931
Nexans SA		7,213		724,488
Vestas Wind Systems A/S		22,296		964,844
				6,039,379
Information Technology – 31.0%
ASML Holding NV, Class G		1,424		1,157,541
Autodesk, Inc. (a)		4,068		1,292,037
Cerence, Inc. (a)		3,517		369,742

22

Domini Sustainable Solutions Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Security	Shares		Value
Information Technology (Continued)
DocuSign, Inc. (a)		4,019	$	1,118,448
Enphase Energy, Inc. (a)		8,176		1,893,807
Halma PLC		4,296		174,497
Palo Alto Networks, Inc. (a)		3,065		1,560,361
Square, Inc., Class A (a)		5,162		1,313,729
STMicroelectronics NV		24,737		1,175,315
Ultra Clean Holdings, Inc. (a)		17,855		885,072
Zoom Video Communications, Inc., Class A (a)		3,880		1,065,642
				12,006,191
Real Estate – 3.7%
Samhallsbyggnadsbolaget i Norden AB		212,002		1,421,822
				1,421,822
Total Investments – 97.9% (Cost $26,446,324)				37,873,990
Other Assets, less liabilities – 2.1%				818,952
Net Assets – 100.0%			$	38,692,942

(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	64.7	%
Netherlands	8.4	%
Sweden	6.7	%
Switzerland	3.0	%
Japan	2.7	%
Germany	2.6	%
Denmark	2.5	%
Norway	2.3	%
France	1.9	%
Canada	1.5	%
Australia	1.1	%
United Kingdom	0.5	%
Total	97.9	%

See Notes to Portfolio of Investments

23

Domini Impact International Equity Fund

Portfolio of Investments

October 31, 2021 (Unaudited)

Country/Security	Industry	Shares		Value
Common Stocks – 98.4%
Australia – 3.8%
Bendigo & Adelaide Bank, Ltd.	Banks		821,197	$	5,742,790
BlueScope Steel, Ltd.	Materials		1,028,868		16,052,613
Charter Hall Group	Real Estate		191,448		2,507,940
Fortescue Metals Group, Ltd.	Materials		1,273,413		13,248,719
Harvey Norman Holdings, Ltd.	Retailing		1,714,494		6,422,272
JB Hi-Fi, Ltd.	Retailing		279,182		10,642,693
Mirvac Group	Real Estate		6,693		14,262
SEEK, Ltd.	Media & Entertainment		166,175		4,123,612
WiseTech Global, Ltd.	Software & Services		73,350		2,854,357
					61,609,258
Austria – 0.6%
Verbund AG	Utilities		32,227		3,363,046
voestalpine AG	Materials		178,705		6,794,743
					10,157,789
Belgium – 0.4%
Ageas SA	Insurance		139,803		6,808,444
					6,808,444
Brazil – 0.7%
Cia Brasileira de Distribuicao	Food & Staples Retailing		314,300		1,423,466
Itausa SA, Pfd Shs	Banks		3,680,500		6,692,412
Porto Seguro SA	Insurance		698,400		2,891,726
Raia Drogasil SA	Food & Staples Retailing		2,380		9,816
					11,017,420
China – 2.1%
China Life Insurance Co., Ltd., Class H	Insurance		2,351,000		4,085,082
Chow Tai Fook Jewellery Group Ltd.	Retailing		730,600		1,490,409
Lenovo Group, Ltd.	Technology Hardware & Equipment		4,544,000		4,935,558
Li Ning Co., Ltd.	Consumer Durables & Apparel		707,142		7,804,806
SITC International Holdings Co. Ltd.	Transportation		3,188,000		10,776,941
Zhongsheng Group Holdings, Ltd.	Retailing		515,500		4,648,793
					33,741,589
Denmark – 2.8%
Demant A/S (a)	Health Care Equipment & Services		172,897		8,390,362
DSV A/S	Transportation		52,186		12,141,471
GN Store Nord A/S	Health Care Equipment & Services		93,831		5,707,746
Novo Nordisk A/S, Class B	Pharmaceuticals, Biotechnology & Life Sciences		179		19,648
Pandora A/S	Consumer Durables & Apparel		132,248		18,525,341
Vestas Wind Systems A/S	Capital Goods		290		12,550
					44,797,118
Finland – 0.9%
Kesko OYJ, Class B	Food & Staples Retailing		419,660		13,672,379

24

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Country/Security	Industry	Shares		Value
Finland (Continued)
Nordea Bank Abp	Banks		127,754	$	1,564,489
					15,236,868
France – 8.1%
BNP Paribas SA	Banks		377,690		25,308,841
Carrefour SA	Food & Staples Retailing		513,887		9,313,392
CNP Assurances	Insurance		89,361		2,241,374
Credit Agricole SA	Banks		839,299		12,676,157
Edenred	Software & Services		152,036		8,235,743
EssilorLuxottica SA	Consumer Durables & Apparel		94,236		19,518,248
Kering SA	Consumer Durables & Apparel		18		13,524
Publicis Groupe SA	Media & Entertainment		193,116		12,978,551
Rexel SA	Capital Goods		264,792		5,268,746
Sanofi	Pharmaceuticals, Biotechnology & Life Sciences		364,181		36,619,373
					132,173,949
Germany – 6.3%
adidas AG	Consumer Durables & Apparel		33		10,813
Carl Zeiss Meditec AG	Health Care Equipment & Services		24,679		4,975,481
Deutsche Telekom AG	Telecommunication Services		477		8,880
Evonik Industries AG	Materials		155,117		5,031,347
Henkel AG & Co. KGaA, Pfd Shs	Household & Personal Products		125,001		11,210,632
HUGO BOSS AG	Consumer Durables & Apparel		166,770		10,453,960
LEG Immobilien SE	Real Estate		66,619		9,919,822
Merck KGaA	Pharmaceuticals, Biotechnology & Life Sciences		155,648		36,823,233
SAP SE	Software & Services		11,314		1,640,164
Siemens AG	Capital Goods		26,491		4,311,612
Telefonica Deutschland Holding AG	Telecommunication Services		1,883,016		4,911,346
Vonovia SE	Real Estate		149,482		9,077,797
Wacker Chemie AG	Materials		18,579		3,360,982
					101,736,069
Hong Kong – 2.0%
Swire Properties, Ltd.	Real Estate		691,800		1,855,038
Techtronic Industries Co., Ltd.	Capital Goods		1,474,500		30,299,619
					32,154,657
Hungary – 0.1%
Richter Gedeon Nyrt	Pharmaceuticals, Biotechnology & Life Sciences		90,625		2,541,136
					2,541,136
India – 0.3%
Cipla, Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		407,142		4,955,592
Dr Reddy’s Laboratories, Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		250		15,472
					4,971,064

25

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Country/Security	Industry	Shares		Value
Ireland – 0.2%
Bank of Ireland Group PLC (a)	Banks		626,638	$	3,737,034
					3,737,034
Israel – 1.7%
Check Point Software Technologies, Ltd. (a)	Software & Services		230,706		27,592,438
					27,592,438
Italy – 3.0%
Amplifon S.p.A.	Health Care Equipment & Services		245,344		12,498,621
Assicurazioni Generali SpA	Insurance		379,568		8,274,100
Banco BPM SpA	Banks		3,929,668		12,233,655
Intesa Sanpaolo SpA	Banks		4,188,858		11,918,340
Moncler SpA	Consumer Durables & Apparel		55,118		3,970,820
					48,895,536
Japan – 21.8%
Aeon Mall Co., Ltd.	Real Estate		101,300		1,483,364
Aisin Corp.	Automobiles & Components		64,000		2,340,910
Alps Alpine Co., Ltd.	Technology Hardware & Equipment		150,000		1,465,016
Benesse Holdings, Inc.	Consumer Services		136,482		3,121,090
Brother Industries, Ltd.	Technology Hardware & Equipment		174,675		3,375,674
Canon, Inc.	Technology Hardware & Equipment		554,900		12,612,543
Central Japan Railway Co.	Transportation		80		11,862
Dai Nippon Printing Co., Ltd.	Commercial & Professional Services		341,141		8,448,084
Dai-ichi Life Holdings, Inc.	Insurance		1,185,500		24,930,266
Eisai Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		150		10,624
Fancl Corp.	Household & Personal Products		89,324		2,706,935
GungHo Online Entertainment, Inc.	Media & Entertainment		170,314		3,193,838
Hachijuni Bank, Ltd. (The)	Banks		488,522		1,632,017
Hino Motors, Ltd.	Capital Goods		432,800		4,092,354
Hoya Corp.	Health Care Equipment & Services		207,069		30,468,944
Kose Corp.	Household & Personal Products		13,287		1,542,287
Medipal Holdings Corp.	Health Care Equipment & Services		260,757		4,715,605
MINEBEA MITSUMI, Inc.	Capital Goods		62,000		1,568,967
MISUMI Group, Inc.	Capital Goods		200,900		8,398,702
Mitsubishi Estate Co., Ltd.	Real Estate		1,765,025		26,811,296
Mitsui Fudosan Co., Ltd.	Real Estate		405,000		9,255,793
MS&AD Insurance Group Holdings, Inc.	Insurance		83,610		2,700,032
Murata Manufacturing Co., Ltd.	Technology Hardware & Equipment		40,300		2,988,085
Nikon Corp.	Consumer Durables & Apparel		585,900		6,457,156
Nintendo Co., Ltd.	Media & Entertainment		60,877		26,874,959
Nippon Electric Glass Co., Ltd.	Technology Hardware & Equipment		289,675		7,393,011
Nissan Motor Co., Ltd. (a)	Automobiles & Components		704,174		3,582,575
Nomura Real Estate Holdings, Inc.	Real Estate		430		10,478
NTN Corp. (a)	Capital Goods		5,300		11,488
NTT Data Corp.	Software & Services		1,102,018		22,097,685

26

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Country/Security	Industry	Shares		Value
Japan (Continued)
ORIX Corp.	Diversified Financials		630	$	12,517
Panasonic Corp.	Consumer Durables & Apparel		1,575,500		19,474,126
Pigeon Corp.	Household & Personal Products		141,447		3,273,936
Ricoh Co., Ltd.	Technology Hardware & Equipment		1,041,900		10,141,403
Ryohin Keikaku Co., Ltd.	Retailing		127,777		2,516,900
Seiko Epson Corp.	Technology Hardware & Equipment		335,700		5,974,875
Seino Holdings Co., Ltd.	Transportation		276,620		3,350,030
Shimamura Co., Ltd.	Retailing		97,019		8,211,227
Shimano, Inc.	Consumer Durables & Apparel		28,578		7,970,149
Sony Group Corp.	Consumer Durables & Apparel		170		19,677
Sumitomo Dainippon Pharma Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		120,900		1,708,965
Sumitomo Realty & Development Co., Ltd.	Real Estate		91,300		3,298,127
Sundrug Co., Ltd.	Food & Staples Retailing		144,096		4,215,274
Sysmex Corp.	Health Care Equipment & Services		92,600		11,476,514
Taiyo Yuden Co., Ltd.	Technology Hardware & Equipment		96,800		4,904,294
TIS, Inc.	Software & Services		151,662		4,129,896
Toho Gas Co., Ltd.	Utilities		105,349		3,119,326
Tokyo Gas Co., Ltd.	Utilities		119,469		2,072,229
TOPPAN, Inc.	Commercial & Professional Services		540		8,713
Toyo Seikan Group Holdings, Ltd.	Materials		137,427		1,631,098
Trend Micro, Inc.	Software & Services		128,900		7,282,280
Yamada Holding Co., Ltd.	Retailing		245,200		936,571
Yamato Holdings Co., Ltd.	Transportation		676,700		16,628,153
Yamazaki Baking Co., Ltd.	Food, Beverage & Tobacco		185,700		2,819,695
ZOZO, Inc.	Retailing		137,100		4,398,781
					353,876,396
Luxembourg – 0.2%
Eurofins Scientific SE	Pharmaceuticals, Biotechnology & Life Sciences		26,053		3,077,966
					3,077,966
Mexico – 0.1%
Gruma SAB de C.V., Class B	Food, Beverage & Tobacco		184,025		2,159,067
					2,159,067
Netherlands – 4.6%
ASM International NV	Semiconductors & Semiconductor Equipment		50,687		22,964,950
ASML Holding NV	Semiconductors & Semiconductor Equipment		19,945		16,230,807
Koninklijke Ahold Delhaize NV	Food & Staples Retailing		963,567		31,381,081
Randstad NV	Commercial & Professional Services		49,221		3,540,223
					74,117,061
Norway – 0.6%
Orkla ASA	Food, Beverage & Tobacco		312,804		3,038,359
Storebrand ASA	Insurance		619,820		6,638,692
					9,677,051

27

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Country/Security	Industry	Shares		Value
Russian Federation – 0.1%
Coca-Cola HBC AG	Food, Beverage & Tobacco		48,357	$	1,678,755
					1,678,755
Singapore – 0.9%
DBS Group Holdings, Ltd.	Banks		626,556		14,641,271
					14,641,271
South Africa – 1.6%
Aspen Pharmacare Holdings, Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		213,778		3,421,151
Capitec Bank Holdings, Ltd.	Banks		63,536		7,134,340
Clicks Group, Ltd.	Food & Staples Retailing		316,488		5,805,889
FirstRand, Ltd.	Diversified Financials		388,817		1,484,277
Mr Price Group, Ltd.	Retailing		211,290		2,779,576
Nedbank Group, Ltd.	Banks		225,449		2,581,676
Shoprite Holdings, Ltd.	Food & Staples Retailing		241,095		2,878,706
					26,085,615
South Korea – 0.1%
E-MART, Inc.	Food & Staples Retailing		10,911		1,570,661
					1,570,661
Spain – 2.7%
Banco Bilbao Vizcaya Argentaria SA	Banks		1,586,035		11,111,270
Banco de Sabadell SA (a)	Banks		6,807,773		5,484,795
Banco Santander SA	Banks		7,149,156		27,146,652
					43,742,717
Sweden – 3.2%
Alfa Laval AB	Capital Goods		144,333		6,190,776
Castellum AB	Real Estate		103,946		2,770,376
Electrolux AB, Class B	Consumer Durables & Apparel		268,411		6,091,087
Elekta AB, Class B	Health Care Equipment & Services		143,703		1,673,243
Essity AB, Class B	Household & Personal Products		318		10,300
Getinge AB, Class B	Health Care Equipment & Services		169,769		7,597,033
H & M Hennes & Mauritz AB, Class B	Retailing		484		9,105
Husqvarna AB, Class B	Consumer Durables & Apparel		235,956		3,362,393
Industrivarden AB, Class C	Diversified Financials		132,691		4,315,998
Sandvik AB	Capital Goods		615,999		15,620,029
Trelleborg AB, Class B	Capital Goods		156,517		3,582,095
					51,222,435
Switzerland – 11.7%
ABB, Ltd.	Capital Goods		934,719		30,986,126
Adecco Group AG	Commercial & Professional Services		190,324		9,607,942
Kuehne + Nagel International AG	Transportation		61,307		19,347,759
Novartis AG	Pharmaceuticals, Biotechnology & Life Sciences		416,424		34,513,290
Partners Group Holding AG	Diversified Financials		4,893		8,565,153
PSP Swiss Property AG	Real Estate		15,075		1,888,281

28

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Country/Security	Industry	Shares		Value
Switzerland (Continued)
Sika AG	Materials		98,471	$	33,427,509
Straumann Holding AG	Health Care Equipment & Services		6,942		14,480,399
Swatch Group AG	Consumer Durables & Apparel		43,885		12,103,562
Swiss Life Holding AG	Insurance		29,531		16,232,509
Swiss Prime Site AG	Real Estate		16,238		1,654,199
Temenos AG	Software & Services		12,361		1,896,257
VAT Group AG	Capital Goods		9,576		4,586,889
					189,289,875
Taiwan – 2.1%
Acer, Inc.	Technology Hardware & Equipment		1,850,000		1,731,565
Chailease Holding Co., Ltd.	Diversified Financials		669,000		6,407,381
China Development Financial Holding Corp.	Insurance		9,694,000		4,954,880
momo.com, Inc.	Retailing		46,000		2,964,252
Novatek Microelectronics Corp.	Semiconductors & Semiconductor Equipment		194,277		2,913,949
Realtek Semiconductor Corp.	Semiconductors & Semiconductor Equipment		83,000		1,492,973
Unimicron Technology Corp.	Technology Hardware & Equipment		766,000		5,250,808
United Microelectronics Corp.	Semiconductors & Semiconductor Equipment		3,004,259		6,236,763
Yuanta Financial Holding Co., Ltd.	Diversified Financials		1,838,000		1,633,767
					33,586,338
Thailand – 0.2%
Kasikornbank PCL	Banks		831,100		3,511,747
					3,511,747
United Kingdom – 11.2%
3i Group PLC	Diversified Financials		573,934		10,735,448
Ashtead Group PLC	Capital Goods		309,326		25,966,300
Aviva PLC	Insurance		885,968		4,788,289
B&M European Value Retail SA	Retailing		466,558		4,048,622
CNH Industrial NV	Capital Goods		1,548,700		26,706,059
ConvaTec Group PLC	Health Care Equipment & Services		691,106		2,025,398
GlaxoSmithKline PLC	Pharmaceuticals, Biotechnology & Life Sciences		163,906		3,408,291
Halma PLC	Technology Hardware & Equipment		74,337		3,019,453
Inchcape PLC	Retailing		380,831		4,311,917
J Sainsbury PLC	Food & Staples Retailing		3,388,967		13,903,030
Kingfisher PLC	Retailing		315,400		1,449,883
Man Group PLC/Jersey	Diversified Financials		652,508		2,081,327
Marks & Spencer Group PLC (a)	Retailing		1,075,390		2,707,600
Next PLC	Retailing		132,955		14,513,968
Pennon Group PLC	Utilities		456,608		7,294,849
Schroders PLC	Diversified Financials		37,755		1,873,153
Segro PLC	Real Estate		983,113		17,403,989
St James’s Place PLC	Diversified Financials		190,116		4,113,643
Travis Perkins PLC	Capital Goods		116,312		2,462,885
Unilever PLC	Household & Personal Products		237		12,710

29

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

October 31, 2021 (Unaudited)

Country/Security	Industry	Shares		Value
United Kingdom (Continued)
Vodafone Group PLC	Telecommunication Services		19,916,588	$	29,401,243
					182,228,057
United States – 4.3%
Ferguson PLC	Capital Goods		138,675		20,899,036
JS Global Lifestyle Co., Ltd.	Consumer Durables & Apparel		768,500		1,423,428
Parade Technologies, Ltd.	Semiconductors & Semiconductor Equipment		38,000		2,447,941
QIAGEN N.V. (a)	Pharmaceuticals, Biotechnology & Life Sciences		322,380		17,975,909
Schneider Electric SE	Capital Goods		153,983		26,578,148
					69,324,462
Total Investments –98.4% (Cost $1,400,183,464)					1,596,959,843
Other Assets, less liabilities – 1.6%					25,500,468
Net Assets – 100.0%				$	1,622,460,311

(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.

See Notes to Portfolio of Investments

30

Domini Impact Equity Fund

Domini International Opportunities Fund

Domini Sustainable Solutions Fund

Domini Impact International Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS

October 31, 2021 (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 an open-end management investment company. The Domini Investment Trust comprises five separate series: Domini Impact Equity Fund, Domini International Opportunities Fund, Domini Sustainable Solutions Fund, Domini Impact International Equity Fund and Domini Impact Bond Fund (each the “Fund,” collectively the “Funds”). The Portfolio of Investments of the Domini Impact Bond Fund are included elsewhere in this report. Each Fund is an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (the “FASB”) Accounting Standard Codification Topic 946 “Financial Services - Investment Companies”. The Domini Impact Equity Fund offers Investor shares, Class A shares, Institutional shares and Class Y shares (formerly Class R Shares). Class Y 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 Domini International Opportunities Fund commenced on November 30, 2020 and offers Investor shares and Institutional shares. The Domini Sustainable Solutions Fund commenced on April 1, 2020 and offers Investor shares and Institutional shares. 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 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%. 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 are generally available only through omnibus accounts held on the books of the Fund for financial intermediaries that have been approved by the Funds’ distributor. Class Y shares are also available to endowments, foundations, religious organizations or other tax - exempt entities, and certain eligible retirement and benefit plans. 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. 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.

31

Domini Impact Equity Fund

Domini International Opportunities Fund

Domini Sustainable Solutions Fund

Domini Impact International Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS (continued)

October 31, 2021 (Unaudited)

The following is a summary of the inputs used by the Domini Impact Equity Fund, as of October 31, 2021, 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	$	123,105,698	$	—	$	—	$	123,105,698
Consumer Discretionary		156,018,177		—		—		156,018,177
Consumer Staples		60,793,812		—		—		60,793,812
Financials		107,973,872		—		—		107,973,872
Health Care		141,454,031		—		—		141,454,031
Industrials		79,533,424		— ��		—		79,533,424
Information Technology		420,479,256		—		—		420,479,256
Materials		19,053,285		—		—		19,053,285
Real Estate		30,660,706		—		—		30,660,706
Utilities		5,623,735		—		—		5,623,735
Total	$	1,144,695,996	$	—	$	—	$	1,144,695,996

The following is a summary of the inputs used by the Domini International Opportunities Fund, as of October 31, 2021, 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
Argentina	$	219,191	$	—	$	—	$	219,191
Australia		—		799,587		—		799,587
Austria		—		101,182		—		101,182
Belgium		—		136,729		—		136,729
Canada		560,114		—		—		560,114
China		170,251		205,045		—		375,296
Denmark		26,124		1,119,146		—		1,145,270
Finland		—		332,687		—		332,687
France		—		2,246,937		—		2,246,937
Germany		—		2,982,932		—		2,982,932
Hong Kong		—		748,576		—		748,576
Hungary		—		42,221		—		42,221
Ireland		66,238		231,339		—		297,577
Italy		—		225,187		—		225,187
Japan		—		6,067,771		—		6,067,771
Netherlands		—		2,595,468		—		2,595,468
New Zealand		—		92,959		—		92,959
Norway		—		249,177		—		249,177

32

Domini Impact Equity Fund

Domini International Opportunities Fund

Domini Sustainable Solutions Fund

Domini Impact International Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS (continued)

October 31, 2021 (Unaudited)

	Level 1 - Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
Poland		9,552		—		—		9,552
Singapore		—		99,477		—		99,477
South Africa		—		45,114		—		45,114
South Korea		23,451		—		—		23,451
Spain		53,100		648,339		—		701,439
Sweden		405,396		529,052		—		934,448
Switzerland		82,659		1,156,657		—		1,239,316
United Kingdom		555,774		2,059,500		—		2,615,274
United States		1,759,385		492,338		—		2,251,723
Total	$	3,931,235	$	23,207,420	$	—	$	27,138,655

The following is a summary of the inputs used by the Domini Sustainable Solutions Fund, as of October 31, 2021, 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	$	1,249,892	$	899,995	$	—	$	2,149,887
Consumer Discretionary		4,087,497		653,247		—		4,740,744
Consumer Staples		1,394,592		—		—		1,394,592
Financials		1,531,494		1,002,150		—		2,533,644
Health Care		7,150,342		437,389		—		7,587,731
Industrials		1,871,086		4,168,293		—		6,039,379
Information Technology		10,656,379		1,349,812		—		12,006,191
Real Estate		1,421,822		—		—		1,421,822
Total	$	29,363,104	$	8,510,886	$	—	$	37,873,990

The following is a summary of the inputs used by the Domini Impact International Equity Fund, as of October 31, 2021, 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	$	—	$	61,609,258	$	—	$	61,609,258
Austria		—		10,157,789		—		10,157,789
Belgium		—		6,808,444		—		6,808,444

33

Domini Impact Equity Fund

Domini International Opportunities Fund

Domini Sustainable Solutions Fund

Domini Impact International Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS (continued)

October 31, 2021 (Unaudited)

	Level 1 - Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
Brazil		11,017,420		—		—		11,017,420
China		—		33,741,589		—		33,741,589
Denmark		—		44,797,118		—		44,797,118
Finland		—		15,236,868		—		15,236,868
France		—		132,173,949		—		132,173,949
Germany		—		101,736,069		—		101,736,069
Hong Kong		—		32,154,657		—		32,154,657
Hungary		2,541,136		—		—		2,541,136
India		—		4,971,064		—		4,971,064
Ireland		—		3,737,034		—		3,737,034
Israel		27,592,438		—		—		27,592,438
Italy		—		48,895,536		—		48,895,536
Japan		—		353,876,396		—		353,876,396
Luxembourg		—		3,077,966		—		3,077,966
Mexico		2,159,067		—		—		2,159,067
Netherlands		—		74,117,061		—		74,117,061
Norway		—		9,677,051		—		9,677,051
Russian Federation		—		1,678,755		—		1,678,755
Singapore		—		14,641,271		—		14,641,271
South Africa		22,019,662		4,065,953		—		26,085,615
South Korea		—		1,570,661		—		1,570,661
Spain		—		43,742,717		—		43,742,717
Sweden		6,091,087		45,131,348		—		51,222,435
Switzerland		—		189,289,875		—		189,289,875
Taiwan		—		33,586,338		—		33,586,338
Thailand		—		3,511,747		—		3,511,747
United Kingdom		8,418,642		173,809,415		—		182,228,057
United States		17,975,909		51,348,553		—		69,324,462
Total	$	97,815,361	$	1,499,144,482	$	—	$	1,596,959,843

34

Domini Impact Bond Fund

Portfolio of Investments

October 31, 2021 (Unaudited)

Security	Principal Amount*		Value
Long Term Investments – 105.0%
Mortgage Backed Securities – 50.5%
Agency Collateralized Mortgage Obligations – 5.2%
Federal Home Loan Mortgage Corp.
Series 3768, Class CB, 3.500%, 12/15/25		113,943	$	119,179
Series 3800, Class CB, 3.500%, 2/15/26		219,727		229,739
Series 3806, Class L, 3.500%, 2/15/26		688,674		719,410
Series 3877, Class LM, 3.500%, 6/15/26		431,408		451,691
Series 4961, Class JB, 2.500%, 12/15/42		243,394		251,777
Federal National Mortgage Association
Series 2012-17, Class BC, 3.500%, 3/25/27		368,000		389,399
Series 2019-6, Class GJ, 3.000%, 2/25/49		111,606		116,765
Series 2020-1, Class AC, 3.500%, 8/25/58		346,348		371,705
Federal National Mortgage Association Connecticut Avenue Securities
Series 2016-C07, Class 2M2, 4.439%, (1 Month USD-LIBOR + 4.35%), 5/25/29 (a)		126,520		132,053
Series 2017-C01, Class 1M2, 3.639%, (1 Month USD-LIBOR + 3.55%), 7/25/29 (a)		80,985		83,651
Freddie Mac Multiclass Certificates, Series 2021-P011, Class X1, 1.848%, 9/25/45 (a)		2,331,945		368,098
Freddie Mac Multifamily Structured Pass Through Certificates
Series K103, Class X1, 0.638%, 11/25/29 (a)		8,918,368		415,779
Series K111, Class X1, 1.572%, 5/25/30 (a)		1,451,334		169,080
Series K112, Class X1, 1.432%, 5/25/30 (a)		1,503,288		161,522
Series K113, Class X1, 1.387%, 6/25/30 (a)		2,549,836		264,793
Series K114, Class X1, 1.118%, 6/25/30 (a)		2,350,622		199,136
Series K119, Class X1, 0.932%, 9/25/30 (a)		4,974,457		353,519
Series K121, Class X1, 1.028%, 10/25/30 (a)		663,964		51,872
Series K122, Class X1, 0.883%, 11/25/30 (a)		364,552		25,041
Series K124, Class X1, 0.721%, 12/25/30 (a)		1,467,744		85,415
Series K740, Class X1, 0.759%, 9/25/27 (a)		1,297,186		51,616
Series KG03, Class X1, 1.381%, 6/25/30 (a)		3,210,000		324,737
Series KG04, Class X1, 0.853%, 11/25/30 (a)		2,418,347		157,800
Series KG05, Class X1, 0.312%, 1/25/31 (a)		2,465,000		65,229
Series KSG1, Class X1, 1.156%, 9/25/30 (a)		4,066,557		351,959
Series Q014, Class X, 2.800%, 10/25/55 (a)		2,167,949		504,115
FREMF Mortgage Trust
Series 2017-K64, Class B, 3.993%, 5/25/50 (a)(b)		70,000		76,522
Series 2017-K65, Class B, 4.073%, 7/25/50 (a)(b)		155,000		171,166
Series 2017-K66, Class B, 4.035%, 7/25/27 (a)(b)		136,000		149,306
Series 2017-K67, Class B, 3.945%, 9/25/49 (a)(b)		85,000		93,029
Series 2017-K67, Class C, 3.945%, 9/25/49 (a)(b)		100,000		105,072
Series 2017-K68, Class B, 3.843%, 10/25/49 (a)(b)		90,000		98,015
Series 2017-K69, Class C, 3.726%, 10/25/49 (a)(b)		40,000		42,667
Series 2017-K71, Class B, 3.753%, 11/25/50 (a)(b)		220,000		239,254
Series 2017-K71, Class C, 3.753%, 11/25/50 (a)(b)		65,000		68,214
Series 2017-K725, Class B, 3.882%, 2/25/50 (a)(b)		100,000		105,504
Series 2017-K726, Class B, 3.987%, 7/25/49 (a)(b)		175,000		185,496

35

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2021 (Unaudited)

Security	Principal Amount*		Value
Agency Collateralized Mortgage Obligations (Continued)
Series 2017-K729, Class B, 3.675%, 11/25/49 (a)(b)		250,000	$	264,007
Series 2017-K729, Class C, 3.675%, 11/25/49 (a)(b)		90,000		93,915
Series 2018-K154, Class B, 4.020%, 11/25/32 (a)(b)		67,000		71,465
Series 2018-K77, Class B, 4.160%, 5/25/51 (a)(b)		355,000		393,789
Series 2018-K85, Class C, 4.320%, 12/25/50 (a)(b)		550,000		601,561
Series 2018-KW07, Class B, 4.081%, 10/25/31 (a)(b)		461,000		490,778
Series 2019-100, Class C, 3.490%, 11/25/52 (a)(b)		380,000		394,310
Series 2019-K103, Class B, 3.453%, 12/25/51 (a)(b)		525,000		559,412
Series 2019-K736, Class C, 3.758%, 7/25/26 (a)(b)		400,000		422,751
Series 2019-K95, Class C, 3.919%, 8/25/52 (a)(b)		307,000		330,150
Series 2019-K97 , Class C, 3.764%, 9/25/51 (a)(b)		204,000		217,264
Series 2020-K104, Class B, 3.539%, 2/25/52 (a)(b)		520,000		557,676
Series K95, Class B, 3.919%, 8/25/52 (a)(b)		500,000		548,997
Series K99, Class B, 3.646%, 10/25/52 (a)(b)		565,000		613,018
SLG Office Trust 2021-OVA, Series OVA, Class C, 2.851%, 7/15/41 (b)		835,000		859,259
STACR Trust, Series 2018-HRP1, Class M2, 1.739%, (1 Month USD-LIBOR + 1.65%), 4/25/43 (a)(b)		52,657		52,826
				14,220,503
Commercial Mortgage-Backed Securities – 6.0%
245 Park Avenue Trust, Series 2017-245P, Class A, 3.508%, 6/5/37 (b)		800,000		863,898
BANK
Series 2017-BNK8, Class ASB, 3.314%, 11/15/50		147,000		156,711
Series BN18, Class XA, 0.899%, 5/15/62 (a)		2,138,129		123,197
Series BN24, Class XA, 0.646%, 11/15/62 (a)		5,538,736		260,063
Series BN28, Class XA, 1.784%, 3/15/63 (a)		1,932,479		253,682
Benchmark Mortgage Trust
Series 2019-B10, Class XA, 1.227%, 3/15/62 (a)		2,333,620		166,864
Series 2020-B18, Class XA, 1.793%, 7/15/53 (a)		504,268		54,514
Series 2020-B22, Class XA, 1.521%, 1/15/54 (a)		885,572		103,283
BWAY Mortgage Trust
Series 2013-1515, Class A1, 2.809%, 3/10/33 (b)		83,610		86,103
Series 2013-1515, Class A2, 3.454%, 3/10/33 (b)		1,000,000		1,058,127
CityLine Commercial Mortgage Trust, Series 2016-CLNE, Class A, 2.778%, 11/10/31 (a)(b)		800,000		820,309
COMM Mortgage Trust
Series 2013-WWP, Class A2, 3.424%, 3/10/31 (b)		640,000		661,004
Series 2013-WWP, Class B, 3.726%, 3/10/31 (b)		644,000		667,242
Series 2015-LC19, Class A4, 3.183%, 2/10/48		291,000		307,139
Series 2016-LC6, Class A4, 2.941%, 1/10/46		287,682		292,773
Series 2020-CX, Class A, 2.173%, 11/10/46 (b)		200,000		199,903
Series 2020-CX, Class B, 2.446%, 11/10/46 (b)		524,000		522,579
Series 2020-CX, Class C, 2.683%, 11/10/46 (a)(b)		100,000		100,769
Series 2020-CX, Class D, 2.683%, 11/10/46 (a)(b)		100,000		98,824
Series 2020-SBX, Class A, 1.670%, 1/10/38 (b)		595,000		596,942
CPT Mortgage Trust, Series 2019-CPT, Class A, 2.865%, 11/13/39 (b)		240,000		252,362

36

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2021 (Unaudited)

Security	Principal Amount*		Value
Commercial Mortgage-Backed Securities (Continued)
DBJPM Mortgage Trust, Series 2020-C9, Class XA, 1.713%, 9/15/53 (a)		642,912	$	61,775
DC Office Trust, Series 2019-MTC, Class A, 2.965%, 9/15/45 (b)		370,000		391,105
Grace Trust, Series 2020-GRCE, Class A, 2.347%, 12/10/40 (b)		925,000		935,345
Hudson Yards Mortgage Trust
Series 2016-10HY, Class A, 2.835%, 8/10/38 (b)		800,000		838,906
Series 2019-30HY, Class A, 3.228%, 7/10/39 (b)		700,000		754,288
JP Morgan Chase Commercial Mortgage Securities Corp.
Series 2018-AON, Class A, 4.128%, 7/5/31 (b)		555,000		581,079
Series 2021-NYAH, Class G, 2.720%, (1 Month USD-LIBOR + 2.64%), 6/15/38 (a)(b)(c).		655,000		655,474
Life Mortgage Trust, Series 2021-BMR, Class D, 1.491%, (1 Month USD-LIBOR + 1.4%), 3/15/38 (a)(b)		120,000		120,064
MAD Mortgage Trust, Series 2017-330M, Class A, 3.188%, 8/15/34 (a)(b)		829,000		844,998
MKT Mortgage Trust, Series 2020-525M, Class A, 2.694%, 2/12/40 (b)		600,000		622,216
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2013-C12, Class A4, 4.259%, 10/15/46 (a)		300,000		315,408
Series 2014-C15, Class A4, 4.051%, 4/15/47		300,000		318,201
Series 2014-C19, Class A4, 3.526%, 12/15/47		180,167		190,908
Morgan Stanley Capital I Trust
Series 2017-CLS, Class A, 0.790%, (1 Month USD-LIBOR + 0.7%), 11/15/34 (a)(b)		531,000		530,845
Series 2017-CLS, Class F, 2.690%, (1 Month USD-LIBOR + 2.6%), 11/15/34 (a)(b)		650,000		648,877
One Market Plaza Trust, Series 2017-1MKT, Class A, 3.614%, 2/10/32 (b)		710,000		715,612
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class A4, 3.617%, 9/15/57		340,000		366,029
				16,537,418
Federal Home Loan Mortgage Corporation – 1.0%
Federal Home Loan Mortgage Corp.
2.500%, 8/1/27		27,054		28,245
2.500%, 11/1/27		76,317		79,758
3.000%, 1/1/27		104,904		110,676
3.000%, 7/1/42		26,129		27,726
3.000%, 5/1/45		270,534		287,174
3.012%, (12 Month USD-LIBOR + 1.628%), 10/1/43 (a)		44,022		45,710
3.500%, 12/1/32		129,572		138,717
3.500%, 6/1/48		537,757		569,266
4.000%, 2/1/37		44,432		48,967
4.000%, 8/1/39		27,815		30,808
4.000%, 10/1/39		55,673		61,574
4.000%, 10/1/39		54,876		60,495
4.000%, 11/1/39		26,697		29,527
4.000%, 10/1/40		80,306		88,953
4.000%, 11/1/40		76,513		84,347
4.000%, 11/1/40		13,487		14,870
4.000%, 11/1/40		9,783		10,819
4.000%, 12/1/40		34,955		38,474
4.000%, 6/1/41		6,535		7,004

37

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2021 (Unaudited)

Security	Principal Amount*			Value
Federal Home Loan Mortgage Corporation (Continued)
4.500%, 4/1/35		70,680		$	78,595
4.500%, 9/1/35		100,770			112,101
4.500%, 7/1/36		69,200			76,879
4.500%, 6/1/39		128,451			143,713
4.500%, 9/1/40		19,671			21,933
4.500%, 2/1/41		38,687			43,132
5.000%, 8/1/33		12,746			14,531
5.000%, 10/1/33		6,364			7,070
5.000%, 4/1/35		15,295			17,488
5.000%, 7/1/35		100,486			114,884
5.000%, 7/1/35		16,933			19,358
5.000%, 1/1/37		62,056			70,915
5.000%, 7/1/40		42,301			48,296
5.000%, 4/1/41		36,503			41,631
5.500%, 12/1/36		63,139			73,612
5.500%, 8/1/40		91,156			106,572
6.000%, 8/1/36		10,068			11,909
6.000%, 7/1/39		61,574			72,843
					2,838,572
Federal National Mortgage Association – 28.6%
Federal National Mortgage Association
1.890%, (12 Month USD-LIBOR + 1.58%), 5/1/44 (a)		14,121			14,548
2.000%, 10/1/27		102,509			105,753
2.000%, 1/1/28		85,022			87,583
2.500%, 6/1/24		97,466			101,252
2.500%, 11/1/31		61,861			64,573
2.500%, 12/1/31		17,712			18,491
2.500%, 12/1/43		112,169			115,623
2.500%, 4/1/45		135,863	��		140,423
3.000%, 8/1/46		37,948			40,086
3.000%, 10/1/46		686,807			723,499
3.000%, 11/1/46		736,027			776,444
3.000%, 12/1/46		324,869			343,153
3.500%, 12/1/31		6,851			7,275
3.500%, 1/1/32		116,434			123,610
3.500%, 1/1/32		66,187			70,285
3.500%, 10/1/32		86,504			92,762
3.500%, 6/1/46		497,569			532,782
3.500%, 1/1/48		381,422			402,646
4.000%, 11/1/30		11,697			12,603
4.000%, 10/1/33		75,244			82,440
4.000%, 12/1/36		20,780			22,951
4.000%, 8/1/39		27,696			30,517
4.000%, 10/1/39		18,413			20,355

38

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2021 (Unaudited)

Security	Principal Amount*		Value
Federal National Mortgage Association (Continued)
4.000%, 12/1/39		26,027	$	28,705
4.000%, 1/1/40		234,606		259,358
4.000%, 3/1/40		27,987		30,937
4.000%, 8/1/40		58,139		64,148
4.000%, 8/1/40		10,591		11,711
4.000%, 10/1/40		126,786		140,397
4.000%, 10/1/40		19,321		21,294
4.000%, 11/1/40		20,336		22,416
4.000%, 11/1/40		14,672		16,196
4.000%, 12/1/40		45,713		51,122
4.000%, 2/1/41		46,687		51,385
4.500%, 8/1/35		22,090		24,541
4.500%, 8/1/36		18,399		20,324
4.500%, 8/1/38		54,228		60,614
4.500%, 3/1/39		67,307		75,283
4.500%, 9/1/39		24,771		27,607
4.500%, 2/1/40		31,155		34,847
4.500%, 8/1/40		73,089		81,754
4.500%, 1/1/41		21,847		24,324
4.500%, 9/1/41		44,666		49,920
5.000%, 10/1/39		2,719		3,116
5.500%, 8/1/37		42,149		49,002
6.000%, 12/1/35		22,814		26,326
6.000%, 3/1/36		142,212		162,949
6.000%, 6/1/36		49,403		58,425
6.000%, 8/1/37		13,548		15,879
6.000%, 3/1/38		25,295		29,918
TBA 15 Yr, 2.000%, 11/16/36 (c)		4,300,000		4,412,035
TBA 15 Yr, 3.000%, 11/16/36 (c)		1,700,000		1,781,945
TBA 30 Yr, 2.000%, 11/10/51 (c)		31,950,000		31,946,255
TBA 30 Yr, 2.000%, 12/13/51 (c)		12,695,000		12,667,230
TBA 30 Yr, 2.500%, 11/10/51 (c)		5,095,000		5,232,724
TBA 30 Yr, 2.500%, 12/13/51 (c)		2,505,000		2,566,744
TBA 30 Yr, 3.000%, 11/10/51 (c)		5,800,000		6,052,164
TBA 30 Yr, 3.500%, 11/10/51 (c)		1,700,000		1,796,688
TBA 30 Yr, 4.000%, 11/10/51 (c)		5,800,000		6,210,520
				78,038,457
Government National Mortgage Association – 9.7%
Government National Mortgage Association
TBA 30 Yr, 2.000%, 11/18/51 (c)		2,200,000		2,226,984
TBA 30 Yr, 2.500%, 11/18/51 (c)		5,225,000		5,371,137
TBA 30 Yr, 2.500%, 12/20/51 (c)		2,700,000		2,769,926
TBA 30 Yr, 3.000%, 11/18/51 (c)		3,800,000		3,945,617
TBA 30 Yr, 3.000%, 12/20/51 (c)		3,800,000		3,940,867

39

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2021 (Unaudited)

Security	Principal Amount*		Value
Government National Mortgage Association (Continued)
TBA 30 Yr, 3.500%, 11/19/50 (c)		5,300,000	$	5,545,125
TBA 30 Yr, 4.000%, 11/18/51 (c)		1,600,000		1,695,997
TBA 30 Yr, 4.500%, 11/18/51 (c)		900,000		960,047
				26,455,700
Total Mortgage Backed Securities (Cost $137,265,997)				138,090,650
Corporate Bonds and Notes – 31.0%
Communications – 3.9%
Alibaba Group Holding, Ltd., 2.800%, 6/6/23		200,000		206,193
AT&T, Inc.
2.750%, 6/1/31		1,285,000		1,308,687
3.550%, 9/15/55		572,000		580,601
CBS Corp., 2.900%, 1/15/27		400,000		420,746
Charter Communications Operating LLC/Charter Communications Operating Capital, 6.484%, 10/23/45		1,325,000		1,828,939
Comcast Corp., 3.200%, 7/15/36		650,000		691,874
Cox Communications, Inc.
3.150%, 8/15/24 (b)		57,000		59,911
3.850%, 2/1/25 (b)		10,000		10,725
eBay, Inc., 3.600%, 6/5/27		195,000		213,018
Go Daddy Operating Co. LLC/GD Finance Co., Inc., 3.500%, 3/1/29 (b)		410,000		397,188
Gray Television, Inc., 5.875%, 7/15/26 (b)		200,000		206,500
MercadoLibre, Inc., 2.375%, 1/14/26		800,000		779,000
Millicom International Cellular SA, 4.500%, 4/27/31 (b)		950,000		980,647
Verizon Communications, Inc.
2.355%, 3/15/32 (b)		61,000		60,127
3.400%, 3/22/41		1,250,000		1,310,923
ViacomCBS, Inc., 4.950%, 1/15/31		985,000		1,170,914
Vodafone Group PLC
4.375%, 2/19/43		70,000		81,765
6.150%, 2/27/37		185,000		253,682
				10,561,440
Consumer, Cyclical – 2.5%
Aptiv Corp., 4.150%, 3/15/24		401,000		428,004
Home Depot, Inc. (The), 5.950%, 4/1/41		420,000		607,669
O’Reilly Automotive, Inc., 3.800%, 9/1/22		155,000		157,933
Starbucks Corp.
2.550%, 11/15/30		990,000		1,013,982
3.750%, 12/1/47		275,000		308,497
4.450%, 8/15/49		750,000		933,657
Toll Brothers Finance Corp., 4.350%, 2/15/28		600,000		655,500
Toyota Motor Corp., 2.362%, 3/25/31		1,500,000		1,548,902

40

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2021 (Unaudited)

Security	Principal Amount*		Value
Consumer, Cyclical (Continued)
YMCA of Greater New York
2.303%, 8/1/26		765,000	$	761,212
Series 2020, 3.230%, 8/1/32		375,000		364,163
				6,779,519
Consumer, Non-cyclical – 7.6%
Advocate Health & Hospitals Corp.
Series 2020, 2.211%, 6/15/30		325,000		326,071
3.829%, 8/15/28		1,115,000		1,251,380
Allina Health System, 4.805%, 11/15/45		291,000		380,887
Amgen, Inc.
2.300%, 2/25/31		1,000,000		995,911
3.200%, 11/2/27		525,000		563,554
Biogen, Inc., 3.250%, 2/15/51 (b)		448,000		449,088
Bon Secours Mercy Health, Inc., 1.350%, 6/1/25		155,000		155,272
Boston Medical Center Corp., 4.519%, 7/1/26		705,000		777,053
Bristol-Myers Squibb Co., 3.875%, 8/15/25		154,000		168,521
CommonSpirit Health senior secured note
2.782%, 10/1/30		185,000		189,257
3.347%, 10/1/29		600,000		640,471
Conservation Fund A Nonprofit Corp. (The), 3.474%, 12/15/29		800,000		843,900
Dignity Health
4.500%, 11/1/42		408,000		488,213
5.267%, 11/1/64		250,000		351,993
ERAC USA Finance LLC, 3.850%, 11/15/24 (b)		500,000		535,515
Gartner, Inc., 3.750%, 10/1/30 (b)		160,000		162,400
Gilead Sciences, 1.650%, 10/1/30		300,000		287,337
Hologic, Inc., 3.250%, 2/15/29 (b)		695,000		690,222
Howard University
Series 2020, 1.991%, 10/1/25		120,000		119,131
Series 2020, 2.657%, 10/1/26		100,000		101,788
Series 2020, 3.476%, 10/1/41		1,850,000		1,956,304
John D and Catherine T MacArthur Foundation, 1.299%, 12/1/30		1,440,000		1,353,070
Kaiser Foundation Hospitals, 3.150%, 5/1/27		185,000		198,734
McCormick & Co, Inc., 2.500%, 4/15/30		700,000		712,285
Northeastern University, 5.285%, 3/1/32		100,000		119,002
Ochsner Clinic Foundation, 5.897%, 5/15/45		400,000		568,238
Ochsner LSU Health System of North Louisiana, 2.510%, 5/15/31		1,250,000		1,218,529
PeaceHealth Obligated Group, 1.375%, 11/15/25		1,000,000		1,002,671
Royalty Pharma PLC
2.150%, 9/2/31		350,000		333,376
3.300%, 9/2/40		1,250,000		1,248,910
Stanford Health Care, 3.310%, 8/15/30		595,000		646,542
StoneCo, Ltd., 3.950%, 6/16/28 (b)		1,200,000		1,078,548

41

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2021 (Unaudited)

Security	Principal Amount*		Value
Consumer, Non-cyclical (Continued)
Thermo Fisher Scientific, Inc.
2.375%, 4/15/32		305,000	$	402,428
4.133%, 3/25/25		375,000		409,390
				20,725,991
Energy – 0.8%
Azure Power Energy, Ltd., 3.575%, 8/19/26 (b)		200,000		202,085
Azure Power Solar Energy Pvt, Ltd., 5.650%, 12/24/24 (b)		500,000		526,250
Greenko Dutch BV, 3.850%, 3/29/26 (b)		896,350		906,344
Investment Energy Resources, Ltd., 6.250%, 4/26/29 (b)		500,000		536,283
				2,170,962
Financial – 10.1%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.500%, 5/26/22		775,000		785,985
AIA Group, Ltd., 4.500%, 3/16/46 (b)		325,000		412,247
Air Lease Corp., 3.625%, 12/1/27		500,000		532,053
American International Group, Inc., 3.900%, 4/1/26		380,000		417,484
American Tower Corp.
3.375%, 5/15/24		235,000		247,978
5.000%, 2/15/24		362,000		394,221
AXA SA, 8.600%, 12/15/30		400,000		589,239
Bank of America Corp.
Series MTN, 2.456%, (3 Month USD-LIBOR + 0.87%), 10/22/25 (a)		545,000		563,773
4.083%, (3 Month USD-LIBOR + 3.15%), 3/20/51 (a)		500,000		604,114
7.750%, 5/14/38		700,000		1,096,873
BlueHub Loan Fund, Inc., 2.890%, 1/1/27		600,000		613,461
BNP Paribas SA, 3.800%, 1/10/24 (b)		245,000		259,561
Boston Properties L.P., 3.650%, 2/1/26		430,000		464,560
BPCE SA
3.000%, 5/22/22 (b)		250,000		253,594
4.875%, 4/1/26 (b)		500,000		558,255
Brandywine Operating Partnership L.P., 4.550%, 10/1/29		500,000		556,166
Brighthouse Financial, Inc., 5.625%, 5/15/30		890,000		1,069,134
Citigroup, Inc.
1.678%, (SOFR + 1.667), 5/15/24 (a)		1,000,000		1,015,023
2.561%, (SOFR + 1.167), 5/1/32 (a)		500,000		502,800
3.352%, (3 Month USD-LIBOR + 0.8966%), 4/24/25 (a)		475,000		500,530
Cooperatieve Rabobank UA
3.875%, 9/26/23 (b)		250,000		265,003
3.950%, 11/9/22		375,000		387,652
Credit Agricole SA, 4.125%, 1/10/27 (b)		1,000,000		1,106,620
Crown Castle International Corp., 3.700%, 6/15/26		300,000		324,204
Discover Financial Services, 3.750%, 3/4/25		325,000		347,537
Fifth Third Bancorp, 8.250%, 3/1/38		425,000		701,820
HAT Holdings I LLC/HAT Holdings II LLC, 6.000%, 4/15/25 (b)		450,000		469,215
HSBC Holdings PLC, 4.950%, 3/31/30		1,000,000		1,178,864

42

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2021 (Unaudited)

Security	Principal Amount*		Value
Financial (Continued)
ING Groep NV, 4.625%, 1/6/26 (b)		750,000	$	840,833
Kimco Realty Corp., 3.400%, 11/1/22		160,000		163,697
Kreditanstalt fuer Wiederaufbau, 0.000%, 6/29/37		3,000,000		2,243,815
KWG Group Holdings, Ltd., 6.000%, 8/14/26 (b)		275,000		222,275
Marsh & McLennan Cos., Inc., 3.300%, 3/14/23		100,000		103,297
Morgan Stanley
2.699%, (SOFR + 1.143), 1/22/31 (a)		640,000		654,928
3.950%, 4/23/27		210,000		230,695
Nationwide Mutual Insurance Co., 4.350%, 4/30/50 (b)		550,000		640,582
New York Life Insurance Co., 3.750%, 5/15/50 (b)		160,000		183,565
Nuveen Finance LLC, 4.125%, 11/1/24 (b)		160,000		174,137
Prologis L.P., 3.250%, 10/1/26		165,000		177,897
Prudential PLC, 3.125%, 4/14/30		155,000		166,279
Regency Centers L.P., 3.750%, 6/15/24		300,000		318,910
Reinsurance Group of America, Inc.
3.950%, 9/15/26		250,000		274,626
Series MTN, 4.700%, 9/15/23		164,000		175,407
Scentre Group Trust 1/Scentre Group Trust 2, 4.375%, 5/28/30 (b)		615,000		705,276
Sumitomo Mitsui Trust Bank, Ltd., 1.550%, 3/25/26 (b)		1,500,000		1,498,154
Truist Financial Corp., Series MTN, 3.875%, 3/19/29		575,000		646,747
U.S. Bancorp, Series MTN, 3.600%, 9/11/24		493,000		528,767
USAA Capital Corp., 2.125%, 5/1/30 (b)		885,000		887,948
Ventas Realty L.P., 3.500%, 2/1/25		500,000		532,059
Yuzhou Group Holdings Co., Ltd., 6.350%, 1/13/27 (b)		255,000		115,946
				27,703,806
Industrial – 2.0%
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 3.250%, 9/1/28 (b)		200,000		196,000
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc., 5.250%, 8/15/27 (b)		360,000		359,550
Interchile SA, 4.500%, 6/30/56 (b)		1,000,000		1,055,940
Johnson Controls International PLC/Tyco Fire & Security Finance SCA, 2.000%, 9/16/31		1,400,000		1,357,117
Klabin Austria GmbH, 5.750%, 4/3/29 (b)		700,000		763,000
Nature Conservancy (The), Series A, 1.154%, 7/1/27		430,000		419,052
WRKCo, Inc., 3.000%, 9/15/24		375,000		393,848
Xylem, Inc., 2.250%, 1/30/31		900,000		900,866
				5,445,373
Technology – 1.6%
Apple, Inc., 2.650%, 5/11/50		300,000		296,477
Black Knight InfoServ LLC, 3.625%, 9/1/28 (b)		330,000		328,762
Broadcom, Inc.
3.187%, 11/15/36 (b)		852,000		839,614
4.150%, 11/15/30		958,000		1,053,705
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.750%, 3/1/25 (b)		395,000		398,456
HP, Inc., 3.000%, 6/17/27		1,250,000		1,321,614

43

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2021 (Unaudited)

Security	Principal Amount*		Value
Technology (Continued)
Micron Technology, Inc., 4.640%, 2/6/24		260,000	$	280,475
				4,519,103
Utilities – 2.5%
Aegea Finance S.a.r.l., 5.750%, 10/10/24 (b)		770,000		786,755
Clearway Energy Operating LLC
3.750%, 2/15/31 (b)		560,000		555,114
4.750%, 3/15/28 (b)		400,000		423,700
EDP Finance B.V., 1.710%, 1/24/28 (b)		1,300,000		1,269,074
Instituto Costarricense de Electricidad, 6.750%, 10/7/31 (b)		700,000		697,848
NSTAR Electric Co., 3.950%, 4/1/30		830,000		945,732
Pattern Energy Operations L.P./Pattern Energy Operations, Inc., 4.500%, 8/15/28 (b)		475,000		492,219
Public Service Co. of Colorado, 4.100%, 6/15/48		420,000		516,896
Vena Energy Capital Pte, Ltd., 3.133%, 2/26/25 (b)		1,000,000		1,020,486
				6,707,824
Total Corporate Bonds and Notes (Cost $81,039,330)				84,614,018
Municipal Bonds – 9.5%
American Municipal Power-Ohio, Inc., (Meldahl Hydroelectric Project), 6.270%, 2/15/50		485,000		697,961
California Health Facilities Financing Authority, 2.984%, 6/1/33		760,000		799,596
Chicago Transit Authority Sales Tax Receipts Fund, 3.912%, 12/1/40		260,000		293,570
Colorado Health Facilities Authority, 4.480%, 12/1/40		940,000		1,008,264
Cook County Community High School District No. 228, IL, 5.019%, 12/1/41 (Insurer AGM)		435,000		568,463
County of Riverside, CA
2.963%, 2/15/27		670,000		712,600
3.070%, 2/15/28		670,000		717,114
District of Columbia, (Ingleside at Rock Creek)
3.432%, 4/1/42		430,000		456,062
4.125%, 7/1/27		500,000		528,034
Florida Development Finance Corp., 4.009%, 4/1/40		925,000		971,953
Illinois Finance Authority, 3.510%, 5/15/41		1,000,000		1,028,206
Inland Valley Development Agency, 5.500%, 3/1/33 (Insurer AGM)		70,000		76,381
Lancaster County Hospital Authority, PA, (Brethren Village)
5.000%, 7/1/24		165,000		179,389
5.000%, 7/1/25		135,000		150,502
Maryland Health and Higher Educational Facilities Authority, (Meritus Medical Center)
3.968%, 7/1/27		205,000		229,997
4.168%, 7/1/29		40,000		46,117
Massachusetts Development Finance Agency, (NewBridge on the Charles, Inc.), 4.000%, 10/1/27 (b)		100,000		107,813
Massachusetts Educational Financing Authority
1.921%, 7/1/27		615,000		615,015
2.305%, 7/1/29		1,000,000		1,010,528
2.306%, 7/1/25		200,000		205,624

44

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2021 (Unaudited)

Security	Principal Amount*		Value
Municipal Bonds (Continued)
Massachusetts Health and Educational Facilities Authority, (Northeastern University), 6.432%, 10/1/35		420,000	$	570,828
Metropolitan Government of Nashville and Davidson County, TN, (Vanderbilt University), 3.235%, 7/1/52 (a)		800,000		810,882
Metropolitan Transportation Authority
5.000%, 11/15/50		240,000		285,606
5.175%, 11/15/49		855,000		1,171,506
New Jersey Educational Facilities Authority, 3.958%, 7/1/48 (Insurer AGM)		1,000,000		1,052,255
New York Transportation Development Corp., 4.248%, 9/1/35		555,000		617,017
New York Transportation Development Corp., (LaGuardia Airport Terminal B Redevelopment), 3.473%, 7/1/28		500,000		497,489
Oklahoma Development Finance Authority, (OU Medicine)
4.650%, 8/15/30 (Insurer AGM)		130,000		152,264
5.450%, 8/15/28		770,000		866,773
Oklahoma State University, 3.427%, 9/1/36		100,000		108,870
Oregon Health and Science University, 5.000%, 7/1/45		350,000		465,327
Oregon State University, 3.424%, 3/1/60 (Insurer BAM)		1,000,000		1,039,768
Pennsylvania Industrial Development Authority, 3.556%, 7/1/24 (b)		505,000		519,457
Philadelphia, PA, Water and Wastewater Revenue, 4.189%, 10/1/37		665,000		754,076
Redevelopment Authority of the City of Philadelphia
2.239%, 9/1/29		145,000		144,133
2.339%, 9/1/30		1,000,000		995,940
Regents of the University of California Medical Center Pooled Revenue, 3.706%, 5/15/20		900,000		1,002,430
Sacramento, CA, 5.730%, 8/15/23 (Insurer NATL)		340,000		357,741
San Bernardino County, CA, Pension Obligation Revenue, 6.020%, 8/1/23 (Insurer AGM)		145,000		155,017
Shelby County, Health, Educational and Housing Facilities Board, (Trezevant Manor Project), 4.000%, 9/1/22 (b)		250,000		248,994
Southern Ohio Port Authority, 6.500%, 12/1/30 (b)		470,000		540,795
State Board of Administration Finance Corp., 1.258%, 7/1/25		375,000		375,189
Sustainable Energy Utility, Inc., 2.344%, 9/15/29		900,000		882,148
Uptown Development Authority, 2.581%, 9/1/31 (Insurer AGM)		100,000		102,501
Washington Housing Finance Commission, (Presbyterian Retirement Communities), 4.000%, 1/1/24 (b)		300,000		304,874
Washington Housing Finance Commission, (Transforming Age), 3.000%, 1/1/25 (b)		985,000		985,245
Wisconsin Health & Educational Facilities Authority
3.940%, 8/15/41		335,000		342,645
4.190%, 8/15/55		190,000		196,106
Total Municipal Bonds (Cost $24,216,651)				25,949,065
U.S. Government Agency Obligations – 7.2%
Federal Farm Credit Banks Funding Corp.
2.625%, 10/15/49		2,200,000		2,370,600
2.780%, 11/2/37		1,800,000		1,959,600
3.430%, 4/6/45		1,000,000		1,184,609
3.660%, 3/7/44		974,000		1,195,472

45

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2021 (Unaudited)

Security	Principal Amount*			Value
U.S. Government Agency Obligations (Continued)
Federal Home Loan Banks , 2.375%, 3/14/25		2,710,000		$	2,848,407
Federal Home Loan Mortgage Corp. , 1.500%, 2/12/25		5,600,000			5,719,713
Federal National Mortgage Association
0.875%, 8/5/30		4,000,000			3,761,544
5.625%, 7/15/37		391,000			589,119
Total U.S. Government Agency Obligations (Cost $18,864,564)					19,629,064
Senior Floating Rate Interests – 3.5%
Communication Services – 0.9%
Adevinta ASA EUR Term Loan B, 3.250%, (3 mo. EUR Euribor + 3.250%), 6/26/28 (a)		185,000	EUR		214,371
Altice France S.A. USD Term Loan B12, 3.811%, (3 mo. USD LIBOR + 3.688%), 1/31/26 (a)		467,372			463,526
Charter Communications Operating, LLC 2019 Term Loan B2, 1.840%, (1 mo. USD LIBOR + 1.750%), 2/1/27 (a)		284,522			282,873
Go Daddy Operating Company, LLC 2017 Repriced Term Loan
1.837%, (1 mo. USD LIBOR + 1.750%), 2/15/24 (a)		182,628			181,509
2.087%, (1 mo. USD LIBOR + 2.000%), 8/10/27 (a)		306,125			304,339
Nexstar Broadcasting, Inc. 2018 Term Loan B3, 2.337%, (1 mo. USD LIBOR + 2.250%), 1/17/24 (a)		83,471			83,400
UPC Financing Partnership 2021 USD Term Loan AX, 3.090%, (1 mo. USD LIBOR + 3.000%), 1/31/29 (a)		995,000			991,891
					2,521,909
Consumer Discretionary – 0.5%
Adient US LLC 2021 Term Loan B, 3.587%, (1 mo. USD LIBOR + 3.500%), 4/8/28 (a)		209,475			209,835
American Builders & Contractors Supply Co., Inc. 2019 Term Loan, 2.087%, (1 mo. USD LIBOR + 2.000%), 1/15/27 (a)		490,000			485,948
Harbor Freight Tools USA, Inc. 2021 Term Loan B, 3.250%, (1 mo. USD LIBOR + 2.750%), 10/19/27 (a)		571,673			570,923
					1,266,706
Consumer Staples – 1.2%
Biogroup-LCD 2021 EUR Term Loan B, 3.500%, (6 mo. EUR Euribor + 3.500%), 1/28/28 (a)		465,000	EUR		536,042
Boels Topholding BV 2021 EUR Term Loan B, 3.250%, (3 mo. EUR Euribor + 3.250%), 2/6/27 (a)		400,000	EUR		461,936
CHG PPC Parent LLC 2018 Term Loan B, 2.837%, (1 mo. USD LIBOR + 2.750%), 3/31/25 (a)		96,750			96,266
Coty, Inc. 2018 USD Term Loan B, 2.337%, (1 mo. USD LIBOR + 2.250%), 4/7/25 (a)		116,982			115,447
Diamond (BC) B.V. 2021 Term Loan B, 3.500%, (3 mo. USD LIBOR + 3.000%), 9/29/28 (a)		500,000			499,562
Insulet Corporation Term Loan B, 3.750%, (1 mo. USD LIBOR + 3.250%), 5/4/28 (a)		264,338			265,246
Verisure Holding AB 2021 EUR Term Loan, 3.250%, (3 mo. EUR Euribor + 3.250%), 3/27/28 (a)		900,000	EUR		1,035,192
Xplornet Communications, Inc. 2021 Term Loan, 0.000%, 10/2/28 (d)		270,000			269,972
					3,279,663
Financials – 0.3%
Blackhawk Network Holdings, Inc. 2018 1st Lien Term Loan, 3.087%, (1 mo. USD LIBOR + 3.000%), 6/15/25 (a)		174,150			173,093

46

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2021 (Unaudited)

Security	Principal Amount*			Value
Financials (Continued)
Russell Investments US Inst’l Holdco, Inc. 2020 Term Loan, 4.500%, (6 mo. USD LIBOR + 3.500%), 5/30/25 (a)		487,551		$	489,633
USI, Inc. 2017 Repriced Term Loan, 3.132%, (3 mo. USD LIBOR + 3.000%), 5/16/24 (a)		168,000			166,980
					829,706
Industrials – 0.0%
Zephyr German BidCo GmbH EUR Term Loan B1, 3.750%, (3 mo. EUR Euribor + 3.750%), 3/10/28 (a)		100,000	EUR		115,711
					115,711
Information Technology – 0.6%
DCert Buyer, Inc. 2019 Term Loan B, 4.087%, (1 mo. USD LIBOR + 4.000%), 10/16/26 (a)		640,126			641,026
Finastra USA, Inc. USD 1st Lien Term Loan, 4.500%, (3 mo. USD LIBOR + 3.500%), 6/13/24 (a)		250,538			249,528
MA FinanceCo., LLC USD Term Loan B3, 2.837%, (1 mo. USD LIBOR + 2.750%), 6/21/24 (a)		28,300			28,100
Seattle Spinco, Inc. USD Term Loan B3, 2.837%, (1 mo. USD LIBOR + 2.750%), 6/21/24 (a)		191,114			189,770
SS&C European Holdings S.A.R.L. 2018 Term Loan B4, 1.837%, (1 mo. USD LIBOR + 1.750%), 4/16/25 (a)		37,323			36,982
SS&C Technologies Inc. 2018 Term Loan B3, 1.837%, (1 mo. USD LIBOR + 1.750%), 4/16/25 (a)		49,118			48,669
Zelis Healthcare Corporation 2021 Term Loan, 3.582%, (1 mo. USD LIBOR + 3.500%), 9/30/26 (a)		469,068			467,808
					1,661,883
Total Senior Floating Rate Interests (Cost $9,787,734)					9,675,578
Foreign Government & Agency Securities – 1.7%
City of Ottawa Ontario, 2.500%, 5/11/51		1,240,000	CAD		922,175
City of Toronto Canada, 2.600%, 9/24/39		1,060,000	CAD		827,337
City of Vancouver, 2.300%, 11/5/31 (c)		595,000	CAD		478,937
Hong Kong Government International Bond, 2.500%, 5/28/24 (b)		750,000			782,808
Republic of Chile, 0.830%, 7/2/31 (a)		1,370,000	EUR		1,567,623
Total Foreign Government & Agency Securities (Cost $4,501,864)					4,578,880
Asset Backed Securities – 0.7%
Carmax Auto Owner Trust Series 2017-4, 2.700%, 10/16/23		250,000			250,721
Corevest American Finance Trust Series 2020-4 , 2.250%, 12/15/52 (b)		100,000			97,940
Lendbuzz Securitization Trust Series 2021-1A, 1.460%, 6/15/26 (b)		670,000			671,386
Mosaic Solar Loan Trust Series 2020-2A, 1.440%, 8/20/46 (b)		173,272			169,859
SBA Tower Trust Series 2014-2A, 3.869%, 10/15/49 (b)(e)		500,000			518,285
Tricolor Auto Securitization Trust Series 1A, 0.740%, 4/15/24 (b)		258,679			258,694
Total Asset Backed Securities (Cost $1,950,485)					1,966,885
Convertible Bonds – 0.5%
Consumer Discretionary – 0.2%
Etsy, Inc., 0.125%, 10/1/26		110,000			318,600

47

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2021 (Unaudited)

Security	Principal Amount*			Value
Consumer Discretionary (Continued)
NIO, Inc., 0.500%, 2/1/27 (b)		325,000		$	275,575
					594,175
Health Care – 0.2%
Dexcom, Inc., 0.250%, 11/15/25		205,000			262,718
Insulet Corp., 0.375%, 9/1/26		195,000			290,221
					552,939
Technology – 0.1%
Square, Inc., 0.125%, 3/1/25		135,000			289,745
					289,745
Total Convertible Bonds (Cost $1,314,097)					1,436,859
Preferred Stocks – 0.2%
Health Care – 0.2%
Becton Dickinson and Co., Series B, 6.000%, 6/1/23		5,000			263,000
Danaher Corp., 5.000%, 4/15/23		170			282,328
					545,328
Total Preferred Stocks (Cost $548,610)			��		545,328
Certificates of Deposit – 0.2%
Self-Help Federal Credit Union, 2.500%, 6/27/22		400,000			406,461
Total Certificates of Deposit (Cost $400,000)					406,461
Total Long Term Investments (Cost $279,889,332)					286,892,788
Short Term Investments – 13.2%
U.S. Government Agency Obligations – 13.2%
Federal Farm Credit Discount Notes
0.000%, 1/3/22		5,000,000			4,999,650
0.000%, 1/10/22		7,000,000			6,999,456
Federal Home Loan Bank Discount Notes
0.000%, 11/19/21		12,000,000			11,999,820
0.000%, 2/23/22		12,000,000			11,998,100
Total Short Term Investments (Cost $35,997,156)					35,997,026
Total Investments–118.2% (Cost $315,886,488)					322,889,814
Other Liabilities, less assets – (18.2)%					(49,605,136	)
Net Assets – 100.0%				$	273,284,678

* 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, 2021, the aggregate value of these securities was $51,435,581, representing 18.8% of net assets.

48

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

(d) Represents an unsettled loan contract. The coupon rate will be determined at time of settlement.

(e) Step coupon bond.

Abbreviations

TBA — To Be Announced

AGM — Assured Guaranty Municipal Corporation

BAM — Build America Mutual

NATL — National Public Finance Guarantee Corporation

EUR – Euro

CAD – Canadian Dollar

49

At October 31, 2021, 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		Morgan Stanley		12/15/21		1,052,000	$	848,754	$	(16,416	)
United States Dollar		Canadian Dollar		Morgan Stanley		12/15/21		1,142,000		921,366		(1,738	)
United States Dollar		Canadian Dollar		BNP Paribas, N.A.		12/15/21		595,000		480,046		1,858
United States Dollar		Euro		Deutsche Bank AG		11/30/21		2,230,000		2,582,068		7,648
United States Dollar		Euro		Barclays Bank PLC		12/15/21		1,804,000		2,089,838		51,929
											$	43,281

At October 31, 2021, the Fund had the following future contracts outstanding.

Description	Number of Contracts		Notional Amount			Value			Expiration Date		Unrealized Appreciation (Depreciation)
10-Year Canadian Government Bond (Short)		5	$	(500,000	)	$	(568,553	)		12/20/21	$	2,662
Euro-BTP (Short)		41	$	(4,100,000	)	$	(7,034,525	)		12/8/21	$	200,590
Euro-Bund (Short)		9	$	(900,000	)	$	(1,751,011	)		12/8/21	$	39,326
10-Year Australia Government Bond (Long)		16	$	1,600,000		$	1,620,589			12/15/21	$	(59,438	)
											$	183,140

At October 31, 2021, 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	$	12,820,000	$	(29,094	)	$	(135,822	)	$	106,728
Pay Fixed rate annually 1.470% Receive Floating rate annually 12 month SOFR		Morgan Stanley/ LCH		6/16/31		23,780,000		(399,621	)		(430,692	)		31,071
Receive Fixed rate annually 0.150% Pay Floating rate annually 12 month SOFR		Morgan Stanley/ LCH		6/16/23		34,685,000		(129,526	)		(53,428	)		(76,098	)
Receive Fixed rate annually 0.821% Pay Floating rate annually 12 month SOFR		Morgan Stanley/ LCH		6/16/26		3,123,000		(18,993	)		113,828			(132,821	)
Receive Fixed rate annually 1.850% Pay Floating rate annually 12 month SOFR		Morgan Stanley/ LCH		6/16/51		7,290,000		699,294			762,893			(63,599	)
Receive Fixed rate annually 1.813% Pay Floating rate annually 12 month SOFR		Morgan Stanley/ LCH		6/16/41		12,740,000		760,740			512,839			247,901
										$	769,618		$	113,182

50

At October 31, 2021, the Fund had the following OTC total return swap contracts outstanding.

Pay/Receive Total Return	Reference Enitity	Floating Rate		Payment Frequency		Currency		Notional Amount		Maturity Date		Counterpatry		Value			Upfront Premiums Paid (Received)		Unrealized Appreciation (Depreciation)
Pay	Total Return IBOXX USD Liquid High Yield, Series 1		3 month USD BBA LIBOR		Maturity		USD	$	5,030,000		12/20/21		Morgan Stanley	$	(144,429	)	$	0	$	(144,429	)
Pay	Total Return IBOXX USD Liquid High Yield, Series 1		3 month USD BBA LIBOR		Maturity		USD		490,000		12/20/21		Morgan Stanley	$	(7,833	)	$	0	$	(7,833	)
Pay	Total Return IBOXX USD Liquid High Yield, Series 1		3 month USD BBA LIBOR		Maturity		USD		690,000		12/20/21		Morgan Stanley	$	(6,178	)	$	0	$	(6,178	)
Pay	Total Return IBOXX USD Liquid High Yield, Series 1		3 month USD BBA LIBOR		Maturity		USD		435,000		12/20/21		Morgan Stanley	$	781		$	0	$	781
																	$	0	$	(157,659	)

At October 31, 2021, 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 36, Version 1, 5 Year Index, Fixed Rate 5.000% (d)		Morgan Stanley/ ICE		6/20/26	$	4,845,000	$	429,897	$	430,722	$	(825	)
									$	430,722	$	(825	)

(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/BB-

Abbreviations

LCH — London Clearing House

ICE — Intercontinental Exchange

51

Domini Impact Bond Fund

NOTES TO PORTFOLIO OF INVESTMENTS

October 31, 2021 (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 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 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. Institutional shares and Class Y shares commenced operations on November 30, 2011 and June 1, 2021, respectively. 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 be purchased through omnibus accounts held on the books of the Fund for financial intermediaries that have been approved by the Funds’ distributor. Class Y shares are also available to endowments, foundations, religious organizations, or other tax-exempt entities, as well as, certain eligible retirement and benefit plans, including 401(k) plans, 457 plans, profit sharing and money purchase pension plans, defined benefit plans, and non-qualified deferred compensation plans. 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 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 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. 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.

52

Domini Impact Bond Fund

NOTES TO PORTFOLIO OF INVESTMENTS

October 31, 2021 (Unaudited)

The following is a summary of the inputs used, as of October 31, 2021, 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	$	—		$	138,090,650		$	—	$	138,090,650
Corporate Bonds and Notes		—			84,614,018			—		84,614,018
Municipal Bonds		—			25,949,065			—		25,949,065
U.S. Government Agency Obligations		—			19,629,064			—		19,629,064
Senior Floating Rate Interests		—			9,675,578			—		9,675,578
Foreign Government & Agency Securities		—			4,578,880			—		4,578,880
Asset Backed Securities		—			1,966,885			—		1,966,885
Convertible Bonds		—			1,436,859			—		1,436,859
Preferred Stocks		545,328			—			—		545,328
Certificates of Deposit		—			406,461			—		406,461
Total Long Term Investments	$	545,328		$	286,347,460		$	—	$	286,892,788
Short Term Investments in Securities:
U.S. Government Agency Obligations		—			35,997,026			—		35,997,026
Total Short Term Investments	$	—		$	35,997,026		$	—	$	35,997,026
Total Investment in Securities	$	545,328		$	322,344,486		$	—	$	322,889,814
Other Financial Instruments:
Forward Currency Contracts		—			61,435			—		61,435
Futures		242,578						—		242,578
Interest Rate Swap - CCP		—			385,700			—		385,700
Total Return Swap - OTC		—			781			—		781
Total Other Financial Instruments	$	242,578		$	447,916		$	—	$	690,494
Liabilities:
Other Financial Instruments:
Forward Currency Contracts		—			(18,154	)		—		(18,154	)
Futures		(59,438	)					—		(59,438	)
Credit Default Swap - CCP		—			(825	)		—		(825	)
Interest Rate Swap - CCP		—			(272,518	)		—		(272,518	)
Total Return Swap - OTC		—			(158,440	)		—		(158,440	)
Total Other Financial Instruments	$	(59,438	)	$	(449,937	)	$	—	$	(509,375	)

53