Domini Impact International Equity Fund

Portfolio of Investments

October 31, 2020 (Unaudited)

Country/Security	Industry	Shares		Value
Common Stocks – 97.6%
Australia – 4.8%
BlueScope Steel, Ltd.	Materials		1,050,332		$	10,838,522
Fortescue Metals Group, Ltd.	Materials		1,496,148			18,286,184
Harvey Norman Holdings, Ltd.	Retailing		1,714,494			5,358,403
JB Hi-Fi, Ltd.	Retailing		121,329			4,050,516
Magellan Financial Group, Ltd.	Diversified Financials		335,995			13,010,631
Mirvac Group	Real Estate		6,693			9,916
						51,554,172
Austria – 0.1%
Raiffeisen Bank International AG (a)	Banks		61,016			881,120
						881,120
Belgium – 1.6%
Ageas SA	Insurance		186,584			7,514,845
UCB SA	Pharmaceuticals, Biotechnology & Life Sciences		99,444			9,823,919
						17,338,764
Brazil – 0.5%
Raia Drogasil SA	Food & Staples Retailing		2,380			9,931
WEG SA	Capital Goods		375,900			4,943,548
						4,953,479
Chile – 0.1%
Antofagasta PLC	Materials		88,909			1,183,242
						1,183,242
China – 1.9%
China Life Insurance Co., Ltd., Class H	Insurance		2,201,000			4,800,962
Hengan International Group Co., Ltd.	Household & Personal Products		262,500			1,830,528
Li Ning Co., Ltd.	Consumer Durables & Apparel		321,142			1,673,266
Tingyi Cayman Islands Holding Corp.	Food, Beverage & Tobacco		2,332,000			4,266,083
Yangzijiang Shipbuilding Holdings, Ltd.	Capital Goods		2,822,300			1,900,734
Zhongsheng Group Holdings, Ltd.	Retailing		812,000			5,788,002
						20,259,575
Denmark – 1.4%
Novo Nordisk A/S, Class B	Pharmaceuticals, Biotechnology & Life Sciences		68,529			4,370,171
Pandora A/S	Consumer Durables & Apparel		30,261			2,400,795
Rockwool International A/S, Class B	Capital Goods		5,590			2,188,213
Vestas Wind Systems A/S	Capital Goods		34,343			5,892,530
						14,851,709
Finland – 2.7%
Nordea Bank Abp (a)	Banks		1,956,011			14,675,839
Orion Oyj, Class B	Pharmaceuticals, Biotechnology & Life Sciences		179,558			7,686,327
Valmet Oyj	Capital Goods		273,177			6,521,009
						28,883,175

1

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

October 31, 2020 (Unaudited)

Country/Security	Industry	Shares		Value
France – 8.3%
Air France-KLM (a)	Transportation		725,639		$	2,379,000
Alstom SA (a)	Capital Goods		196,882			8,798,077
BNP Paribas SA (a)	Banks		302,403			10,548,039
Carrefour SA	Food & Staples Retailing		461,247			7,169,879
CNP Assurances (a)	Insurance		136,184			1,536,232
Credit Agricole SA (a)	Banks		419,060			3,315,557
Eiffage SA (a)	Capital Goods		41,818			3,035,563
Kering SA	Consumer Durables & Apparel		18			10,879
Orange SA	Telecommunication Services		259,462			2,914,159
Sanofi	Pharmaceuticals, Biotechnology & Life Sciences		190,310			17,186,668
Sartorius Stedim Biotech	Pharmaceuticals, Biotechnology & Life Sciences		8,930			3,386,926
Schneider Electric SE	Capital Goods		239,813			29,143,807
						89,424,786
Germany – 7.5%
adidas AG (a)	Consumer Durables & Apparel		33			9,806
Allianz SE	Insurance		13,705			2,414,612
Delivery Hero SE (a)	Retailing		27,679			3,177,931
Deutsche Post AG	Transportation		521,812			23,140,051
Deutsche Telekom AG	Telecommunication Services		1,273,006			19,351,410
Evonik Industries AG	Materials		132,314			3,186,254
GEA Group AG	Capital Goods		188,541			6,280,188
LEG Immobilien AG	Real Estate		23,507			3,177,582
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen	Insurance		11,172			2,618,910
Siemens AG	Capital Goods		14,185			1,664,413
TeamViewer AG (a)	Software & Services		82,158			3,621,981
Telefonica Deutschland Holding AG	Telecommunication Services		786,922			1,985,168
United Internet AG	Telecommunication Services		147,577			5,176,203
Wacker Chemie AG	Materials		56,110			5,413,973
						81,218,482
Hong Kong – 2.5%
AIA Group, Ltd.	Insurance		102,600			976,166
Hong Kong Exchanges & Clearing, Ltd.	Diversified Financials		423,635			20,293,890
Swire Properties, Ltd.	Real Estate		649,800			1,743,200
Techtronic Industries Co., Ltd.	Capital Goods		125,000			1,683,158
Xinyi Glass Holdings, Ltd.	Automobiles & Components		1,190,000			2,612,492
						27,308,906
Hungary – 0.3%
Richter Gedeon Nyrt	Pharmaceuticals, Biotechnology & Life Sciences		163,699			3,342,344
						3,342,344
India – 0.6%
Cipla, Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		207,827			2,118,864
Dr Reddy’s Laboratories, Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		67,099			4,417,542
						6,536,406

2

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

October 31, 2020 (Unaudited)

Country/Security	Industry	Shares		Value
Ireland – 0.5%
Cimpress (a)	Commercial & Professional Services		31,364		$	2,302,118
CRH PLC	Materials		30,748			1,076,111
Smurfit Kappa Group PLC	Materials		47,111			1,775,404
						5,153,633
Israel – 0.9%
Check Point Software Technologies, Ltd. (a)	Software & Services		86,728			9,848,832
						9,848,832
Italy – 3.1%
A2A S.p.A	Utilities		1,265,373			1,607,285
Banco BPM SpA (a)	Banks		2,214,671			4,012,556
Buzzi Unicem SpA	Materials		258,385			5,591,837
Intesa Sanpaolo SpA (a)	Banks		9,288,341			15,422,251
Nexi SpA (a)	Software & Services		86,582			1,333,081
Terna Rete Elettrica Nazionale SpA	Utilities		840,360			5,674,904
						33,641,914
Japan – 25.4%
Alps Alpine Co., Ltd.	Technology Hardware & Equipment		282,000			4,074,540
Benesse Holdings, Inc.	Consumer Services		107,900			2,547,600
Brother Industries, Ltd.	Technology Hardware & Equipment		500			7,738
Central Japan Railway Co.	Transportation		34,362			4,161,180
Cosmos Pharmaceutical Corp.	Food & Staples Retailing		29,200			4,966,663
Dai Nippon Printing Co., Ltd.	Commercial & Professional Services		286,341			5,342,276
Dai-ichi Life Holdings, Inc.	Insurance		1,026,000			15,346,454
Eisai Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		150			11,680
Fancl Corp.	Household & Personal Products		204,186			6,443,631
GungHo Online Entertainment, Inc.	Media & Entertainment		257,514			6,407,964
Hachijuni Bank, Ltd. (The)	Banks		488,522			1,806,822
Hoya Corp.	Health Care Equipment & Services		104,869			11,852,737
Justsystems Corp.	Software & Services		33,200			2,174,619
K’s Holdings Corp.	Retailing		404,072			5,167,999
Lion Corp.	Household & Personal Products		118,300			2,415,877
Matsumotokiyoshi Holdings Co., Ltd.	Food & Staples Retailing		28,200			1,042,585
Medipal Holdings Corp.	Health Care Equipment & Services		299,857			5,353,141
Mitsubishi Estate Co., Ltd.	Real Estate		564,325			8,429,882
Mitsubishi Gas Chemical Co., Inc.	Materials		392,152			7,159,285
Mitsui Fudosan Co., Ltd.	Real Estate		165,600			2,823,944
MS&AD Insurance Group Holdings, Inc.	Insurance		86,510			2,370,876
Nikon Corp.	Consumer Durables & Apparel		134,127			818,630
Nintendo Co., Ltd.	Media & Entertainment		25,477			13,795,551
Nippon Electric Glass Co., Ltd.	Technology Hardware & Equipment		350,075			6,895,471
Nissan Motor Co., Ltd. (a)	Automobiles & Components		4,042,599			14,334,173
Nitori Holdings Co., Ltd.	Retailing		32,300			6,649,325
Nomura Holdings, Inc.	Diversified Financials		1,032,209			4,629,538

3

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

October 31, 2020 (Unaudited)

Country/Security	Industry	Shares		Value
Japan (Continued)
Nomura Real Estate Holdings, Inc.	Real Estate		430		$	7,522
Nomura Research Institute, Ltd.	Software & Services		192,444			5,681,176
NTN Corp. (a)	Capital Goods		5,300			9,844
NTT Data Corp.	Software & Services		230,700			2,607,588
Ono Pharmaceutical Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		176,500			5,042,165
Open House Co., Ltd.	Real Estate		43,200			1,473,234
ORIX Corp.	Diversified Financials		630			7,379
Otsuka Holdings Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		306,486			11,368,010
Panasonic Corp.	Consumer Durables & Apparel		1,332,700			12,329,110
Sawai Pharmaceutical Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		41,400			1,998,422
Seiko Epson Corp.	Technology Hardware & Equipment		369,800			4,301,111
Seino Holdings Co., Ltd.	Transportation		455,920			5,900,299
Sekisui House, Ltd.	Consumer Durables & Apparel		258,100			4,294,251
Shimamura Co., Ltd.	Retailing		59,491			6,351,783
Sony Corp.	Consumer Durables & Apparel		170			14,193
Sugi Holdings Co., Ltd.	Food & Staples Retailing		36,900			2,440,308
Sumitomo Realty & Development Co., Ltd.	Real Estate		61,300			1,642,779
Sundrug Co., Ltd.	Food & Staples Retailing		187,194			6,961,154
T&D Holdings, Inc.	Insurance		108,600			1,086,966
TDK Corp.	Technology Hardware & Equipment		14,300			1,684,182
TIS, Inc.	Software & Services		454,362			8,702,622
Toho Gas Co., Ltd.	Utilities		98,700			5,102,624
Toppan Printing Co., Ltd.	Commercial & Professional Services		400,098			5,095,347
Toyo Seikan Group Holdings, Ltd.	Materials		137,427			1,285,804
Trend Micro, Inc.	Software & Services		109,100			6,120,310
Tsuruha Holdings, Inc.	Food & Staples Retailing		7,600			1,065,768
Yamada Denki Co., Ltd.	Retailing		1,071,600			5,232,649
Yamato Holdings Co., Ltd.	Transportation		534,400			14,166,791
Yamazaki Baking Co., Ltd.	Food, Beverage & Tobacco		256,700			4,222,760
						273,226,332
Jordan – 0.7%
Hikma Pharmaceuticals PLC	Pharmaceuticals, Biotechnology & Life Sciences		248,250			8,055,896
						8,055,896
Mexico – 0.4%
Gruma SAB de C.V., Class B	Food, Beverage & Tobacco		437,345			4,653,297
						4,653,297
Netherlands – 3.8%
Akzo Nobel NV	Materials		107,581			10,349,802
ASM International NV	Semiconductors & Semiconductor Equipment		45,029			6,432,630
Euronext N.V	Diversified Financials		15,761			1,641,340
Koninklijke Ahold Delhaize NV	Food & Staples Retailing		816,398			22,386,010
						40,809,782

4

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

October 31, 2020 (Unaudited)

Country/Security	Industry	Shares		Value
Norway – 0.5%
Orkla ASA	Food, Beverage & Tobacco		629,202		$	5,931,966
						5,931,966
Panama – 0.2%
Copa Holdings SA, Class A	Transportation		40,297			1,985,836
						1,985,836
Poland – 0.5%
CD Projekt SA (a)	Media & Entertainment		59,990			5,087,274
						5,087,274
Singapore – 0.8%
Mapletree Logistics Trust	Real Estate		5,932,600			8,477,466
						8,477,466
South Africa – 0.5%
Clicks Group, Ltd	Food & Staples Retailing		385,573			5,598,951
						5,598,951
South Korea – 0.3%
LG Electronics, Inc	Consumer Durables & Apparel		44,989			3,344,457
						3,344,457
Spain – 0.7%
Acerinox SA (a)	Materials		301,748			2,395,770
Banco Bilbao Vizcaya Argentaria SA	Banks		1,837,581			5,302,608
Banco Santander SA (a)	Banks		2,078			4,162
						7,702,540
Sweden – 5.3%
Essity AB, Class B	Household & Personal Products		191,752			5,548,220
Getinge AB, Class B	Health Care Equipment & Services		367,724			7,197,800
Hennes & Mauritz AB, Class B	Retailing		996,002			16,188,396
Husqvarna AB, Class B	Consumer Durables & Apparel		248,805			2,564,785
Kinnevik AB, Class B (a)	Diversified Financials		98,299			4,023,995
L E Lundbergforetagen AB, Class B (a)	Diversified Financials		47,711			2,143,751
Sandvik AB (a)	Capital Goods		840,224			14,972,439
Telefonaktiebolaget LM Ericsson, Class B	Technology Hardware & Equipment		350,496			3,911,909
						56,551,295
Switzerland – 10.6%
ABB, Ltd.	Capital Goods		158,445			3,846,347
Adecco Group AG	Commercial & Professional Services		330,590			16,217,201
Chocoladefabriken Lindt & Spruengli AG	Food, Beverage & Tobacco		201			1,594,317
Logitech International SA	Technology Hardware & Equipment		162,578			13,683,030
Lonza Group AG	Pharmaceuticals, Biotechnology & Life Sciences		29,393			17,817,286
Novartis AG	Pharmaceuticals, Biotechnology & Life Sciences		475,869			37,097,123
Partners Group Holding AG	Diversified Financials		1,767			1,591,534
Sonova Holding AG (a)	Health Care Equipment & Services		4,892			1,161,710
STMicroelectronics NV	Semiconductors & Semiconductor Equipment		490,507			14,965,089

5

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

October 31, 2020 (Unaudited)

Country/Security	Industry	Shares		Value
Switzerland (Continued)
Swiss Life Holding AG	Insurance		6,077		$	2,045,125
Swisscom AG	Telecommunication Services		7,079			3,601,957
						113,620,719
Taiwan – 1.8%
Cathay Financial Holding Co., Ltd.	Insurance		1,199,000			1,611,137
Lite-On Technology Corp.	Technology Hardware & Equipment		1,700,447			2,769,887
Novatek Microelectronics Corp.	Semiconductors & Semiconductor Equipment		480,277			4,488,254
Realtek Semiconductor Corp.	Semiconductors & Semiconductor Equipment		83,000			1,033,967
United Microelectronics Corp.	Semiconductors & Semiconductor Equipment		5,169,259			5,555,664
Wistron Corp.	Technology Hardware & Equipment		2,609,000			2,608,325
Yageo Corp.	Technology Hardware & Equipment		80,000			996,623
						19,063,857
United Kingdom – 6.9%
Avast PLC	Software & Services		893,282			5,478,849
Aviva PLC	Insurance		445,825			1,484,213
Berkeley Group Holdings PLC	Consumer Durables & Apparel		180,957			9,496,054
ConvaTec Group PLC	Health Care Equipment & Services		1,575,228			3,680,387
GlaxoSmithKline PLC	Pharmaceuticals, Biotechnology & Life Sciences		274,440			4,573,890
Inchcape PLC (a)	Retailing		320,528			2,052,130
J Sainsbury PLC	Food & Staples Retailing		1,004,544			2,617,027
Legal & General Group PLC	Insurance		700,472			1,676,215
Liberty Global PLC, Class A (a)	Telecommunication Services		138,760			2,633,665
M&G PLC	Diversified Financials		1,405,374			2,668,096
Persimmon PLC	Consumer Durables & Apparel		259,497			7,841,509
Segro PLC	Real Estate		278,493			3,247,827
Standard Life Aberdeen PLC	Diversified Financials		1,874,406			5,451,059
Taylor Wimpey PLC (a)	Consumer Durables & Apparel		2,419,667			3,308,774
Unilever PLC	Household & Personal Products		237			13,480
Vodafone Group PLC	Telecommunication Services		11,464,640			15,263,961
Wm Morrison Supermarkets PLC	Food & Staples Retailing		1,377,479			2,902,073
						74,389,209
United States – 2.4%
Ferguson PLC	Capital Goods		144,804			14,354,318
Jazz Pharmaceuticals PLC (a)	Pharmaceuticals, Biotechnology & Life Sciences		45,301			6,527,874
QIAGEN N.V. (a)	Pharmaceuticals, Biotechnology & Life Sciences		98,148			4,656,141
						25,538,333

6

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

October 31, 2020 (Unaudited)

Country/Security	Industry	Shares		Value
United States (Continued)
Rights – 0.0%
Singapore – 0.0%
Mapletree Logistics Trust, Exp. 12/11/20 (a)(b)			112,719		$	2,674
						2,674
Total Investments – 97.6% (Cost $1,014,859,079)						1,050,420,423
Other Assets, less liabilities – 2.4%						25,638,539
Net Assets – 100.0%					$	1,076,058,962

(a) Non-income producing security.

(b) Securities for which there are no such quotations or valuations are valued at fair value as determined in good faith by or at the direction of the Fund’s Board of Trustees.

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

See Notes to Portfolio of Investments

7

Domini Impact Equity Fund

Portfolio of Investments

October 31, 2020 (Unaudited)

Security	Shares		Value
Long Term Investments – 99.9%
Common Stocks – 99.9%
Communication Services – 10.7%
Alphabet, Inc., Class A (a)		24,450		$	39,513,889
AT&T, Inc		295,785			7,992,111
CenturyLink, Inc		46,100			397,382
Charter Communications, Inc., Class A (a)		5,858			3,537,178
Comcast Corp., Class A		188,221			7,950,455
Electronic Arts, Inc. (a)		12,018			1,440,117
Netflix, Inc. (a)		18,038			8,581,398
New York Times Co. (The), Class A		6,000			237,960
Omnicom Group, Inc		8,700			410,640
Take-Two Interactive Software, Inc. (a)		4,581			709,689
TELUS Corp		52,794			903,305
Verizon Communications, Inc		171,995			9,801,995
Walt Disney Co. (The)		74,993			9,092,901
					90,569,020
Consumer Discretionary – 13.6%
Advance Auto Parts, Inc		2,657			391,323
Amazon.com, Inc. (a)		17,719			53,797,542
Aptiv PLC		11,400			1,099,986
Best Buy Co., Inc		9,449			1,054,036
BorgWarner, Inc		8,800			307,824
Bright Horizons Family Solutions, Inc. (a)		2,400			379,320
Chegg, Inc. (a)		59,698			4,384,221
Chipotle Mexican Grill, Inc. (a)		1,117			1,342,053
Cie Generale des Etablissements Michelin SCA ADR		34,750			749,558
eBay, Inc		27,800			1,324,114
Fast Retailing Co., Ltd. ADR		22,653			1,580,953
Gap, Inc. (The)		12,345			240,110
Garmin, Ltd		5,646			587,297
Home Depot, Inc. (The)		44,651			11,908,868
Kohl’s Corp		6,912			147,157
Lowe’s Cos., Inc		31,341			4,955,012
NIKE, Inc., Class B		51,049			6,129,964
NVR, Inc. (a)		150			592,964
Sony Corp. ADR		50,855			4,254,529
Starbucks Corp		48,367			4,205,994
Target Corp		20,651			3,143,495
Tesla, Inc. (a)		31,465			12,209,679
Ulta Beauty, Inc. (a)		2,198			454,480
					115,240,479
Consumer Staples – 6.4%
Beyond Meat, Inc. (a)		25,642			3,652,190

8

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2020 (Unaudited)

Security	Shares		Value
Consumer Staples (Continued)
Campbell Soup Co		7,991		$	372,940
Church & Dwight Co., Inc		10,112			893,800
Clorox Co. (The)		5,200			1,077,700
Colgate-Palmolive Co		35,225			2,778,900
Costco Wholesale Corp		18,003			6,438,233
Estee Lauder Cos., Inc. (The), Class A		8,677			1,905,990
General Mills, Inc		25,199			1,489,765
JM Smucker Co. (The)		4,746			532,501
Kimberly-Clark Corp		14,218			1,885,165
Kraft Heinz Co. (The)		26,623			814,397
Kroger Co. (The)		31,711			1,021,411
Lamb Weston Holdings, Inc		5,800			368,010
McCormick & Co., Inc		5,400			974,754
Mondelez International, Inc., Class A		58,547			3,110,017
Orkla ASA ADR		29,600			278,640
PepsiCo, Inc		57,431			7,654,978
Procter & Gamble Co. (The)		102,825			14,097,307
Sysco Corp		20,003			1,106,366
Unilever PLC ADR		45,485			2,584,912
Walgreens Boots Alliance, Inc		30,448			1,036,450
					54,074,426
Energy – 0.1%
Legrand SA ADR		55,100			814,378
					814,378
Financials – 8.9%
Aflac, Inc		27,715			940,924
AGNC Investment Corp		22,200			310,134
American Express Co		24,848			2,267,132
Annaly Capital Management, Inc		57,600			408,384
Bank of America Corp		317,154			7,516,550
Bank of Montreal		26,831			1,595,640
Bank of New York Mellon Corp. (The)		33,200			1,140,752
Bank of Nova Scotia (The)		49,966			2,076,587
BlackRock, Inc		5,934			3,555,712
Capital One Financial Corp		18,818			1,375,219
Cboe Global Markets, Inc		4,500			365,805
Charles Schwab Corp. (The)		47,778			1,964,154
Chubb, Ltd		16,387			2,128,835
Cincinnati Financial Corp		6,311			446,440
Citigroup, Inc		87,108			3,608,013
CME Group, Inc		14,598			2,200,211
Comerica, Inc		5,954			270,967
Discover Financial Services		12,600			819,126

9

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2020 (Unaudited)

Security	Shares		Value
Financials (Continued)
DNB ASA ADR (a)		35,948		$	489,612
East West Bancorp, Inc		6,000			218,880
Equitable Holdings, Inc		16,100			345,989
Everest Re Group, Ltd		1,700			335,036
FactSet Research Systems, Inc		1,500			459,750
Federal Agricultural Mortgage Corp., Class C		29,018			1,874,273
Fifth Third Bancorp		30,556			709,510
First Republic Bank		7,000			882,980
Franklin Resources, Inc		12,700			238,125
Hartford Financial Services Group, Inc. (The)		14,693			565,974
Huntington Bancshares, Inc		43,800			457,272
Intercontinental Exchange, Inc		22,295			2,104,648
Invesco, Ltd		18,603			243,885
KeyCorp		39,200			508,816
London Stock Exchange Group PLC ADR		58,800			1,608,180
MarketAxess Holdings, Inc		1,500			808,275
Marsh & McLennan Cos., Inc		21,130			2,186,110
Moody’s Corp		6,614			1,738,821
Morgan Stanley		49,259			2,371,821
MSCI, Inc		3,405			1,191,205
Nasdaq, Inc		4,900			592,851
Northern Trust Corp		8,200			641,814
PNC Financial Services Group, Inc. (The)		17,249			1,929,818
Principal Financial Group, Inc		11,800			462,796
Progressive Corp. (The)		24,458			2,247,690
Prudential Financial, Inc		16,461			1,053,833
Raymond James Financial, Inc		5,400			412,776
Regions Financial Corp		41,028			545,672
Reinsurance Group of America, Inc		2,600			262,652
S&P Global, Inc		9,998			3,226,655
SEI Investments Co		5,900			289,985
Swiss Re AG ADR		45,393			816,166
T Rowe Price Group, Inc		9,211			1,166,665
Toronto-Dominion Bank (The)		74,617			3,300,310
Travelers Cos., Inc. (The)		10,516			1,269,386
Truist Financial Corp		56,202			2,367,228
US Bancorp		55,716			2,170,138
Voya Financial, Inc		5,000			239,650
Zions Bancorp NA		7,099			229,085
					75,554,917
Health Care – 14.6%
AbbVie, Inc		73,152			6,225,235
ABIOMED, Inc. (a)		1,800			453,384

10

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2020 (Unaudited)

Security	Shares		Value
Health Care (Continued)
Agilent Technologies, Inc		12,800		$	1,306,752
Alcon, Inc. (a)		20,362			1,157,376
Alexion Pharmaceuticals, Inc. (a)		8,781			1,011,044
Align Technology, Inc. (a)		3,000			1,278,240
Amgen, Inc		24,319			5,275,764
Becton Dickinson and Co		12,151			2,808,461
Biogen, Inc. (a)		6,467			1,630,137
BioMarin Pharmaceutical, Inc. (a)		7,300			543,339
Bio-Rad Laboratories, Inc., Class A (a)		900			527,778
Bio-Techne Corp		1,600			403,856
BioTelemetry, Inc. (a)		86,865			3,698,712
Bristol-Myers Squibb Co		93,601			5,470,978
Bruker Corp		4,600			195,684
Cerner Corp		12,923			905,773
Cooper Cos., Inc. (The)		2,200			701,910
Danaher Corp		26,115			5,994,437
DENTSPLY SIRONA, Inc		9,416			444,341
DexCom, Inc. (a)		9,780			3,125,492
Edwards Lifesciences Corp. (a)		25,972			1,861,933
Gilead Sciences, Inc		51,846			3,014,845
GlaxoSmithKline PLC ADR		103,925			3,473,174
Guardant Health, Inc. (a)		3,300			351,978
Haemonetics Corp. (a)		2,051			207,336
Henry Schein, Inc. (a)		6,200			394,196
Hill-Rom Holdings, Inc		2,800			254,996
Hologic, Inc. (a)		60,203			4,143,170
IDEXX Laboratories, Inc. (a)		3,519			1,494,942
Illumina, Inc. (a)		6,049			1,770,542
Incyte Corp. (a)		7,700			667,128
Insulet Corp. (a)		2,700			600,075
Ionis Pharmaceuticals, Inc. (a)		5,300			248,835
Koninklijke Philips NV (a)		36,876			1,714,734
Merck & Co., Inc		105,535			7,937,287
Mettler-Toledo International, Inc. (a)		990			987,931
Moderna, Inc. (a)		13,500			910,845
Novo Nordisk A/S ADR		69,178			4,419,782
OraSure Technologies, Inc. (a)		310,261			4,635,299
PerkinElmer, Inc		4,400			570,020
Pfizer, Inc		230,770			8,187,720
Quest Diagnostics, Inc		5,715			698,030
Regeneron Pharmaceuticals, Inc. (a)		4,242			2,305,782
ResMed, Inc		6,046			1,160,469
Sanofi ADR		90,616			4,104,905
Seagen, Inc. (a)		22,104			3,686,947

11

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2020 (Unaudited)

Security	Shares		Value
Health Care (Continued)
STERIS PLC		3,600		$	637,884
Stryker Corp		13,928			2,813,595
Teladoc Health, Inc. (a)		18,770			3,687,554
Teleflex, Inc		1,900			604,637
Thermo Fisher Scientific, Inc		16,388			7,753,491
United Therapeutics Corp. (a)		1,800			241,614
Varian Medical Systems, Inc. (a)		3,900			673,920
Veeva Systems, Inc., Class A (a)		5,606			1,513,900
Vertex Pharmaceuticals, Inc. (a)		10,743			2,238,412
Waters Corp. (a)		2,563			571,088
					123,697,689
Industrials – 7.7%
Alaska Air Group, Inc		5,100			193,239
Allegion PLC		3,900			384,150
Ameresco, Inc., Class A (a)		123,042			4,723,582
AO Smith Corp		5,800			299,802
Assa Abloy AB ADR		78,242			834,060
Brambles, Ltd. ADR		30,300			408,747
Carlisle Cos., Inc		2,400			297,288
CH Robinson Worldwide, Inc		5,800			512,894
Cintas Corp		3,600			1,132,380
Copart, Inc. (a)		8,800			971,168
CoStar Group, Inc. (a)		1,571			1,293,891
Cummins, Inc		6,041			1,328,355
Dai Nippon Printing Co., Ltd. ADR		18,200			168,168
Deere & Co		11,745			2,653,313
Deutsche Post AG ADR		41,137			1,816,199
Donaldson Co., Inc		5,200			247,000
Emerson Electric Co		24,826			1,608,477
Expeditors International of Washington, Inc		6,600			583,242
Fastenal Co		23,358			1,009,766
Flowserve Corp		5,300			154,336
Fortune Brands Home & Security, Inc		5,800			469,046
Graco, Inc		6,900			427,110
HD Supply Holdings, Inc. (a)		6,200			247,132
Hubbell, Inc		2,400			349,224
IAA, Inc. (a)		5,500			311,245
IDEX Corp		3,200			545,248
IHS Markit, Ltd		15,394			1,244,913
Illinois Tool Works, Inc		11,752			2,301,982
Ingersoll Rand, Inc. (a)		15,969			557,957
JB Hunt Transport Services, Inc		3,400			413,916
JetBlue Airways Corp. (a)		9,688			115,965

12

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2020 (Unaudited)

Security	Shares		Value
Industrials (Continued)
Johnson Controls International PLC		30,936		$	1,305,809
KAR Auction Services, Inc		5,500			80,080
Lennox International, Inc		1,400			380,324
Makita Corp. ADR		10,500			480,060
Masco Corp		10,700			573,520
Middleby Corp. (The) (a)		2,400			238,896
MSC Industrial Direct Co., Inc., Class A		1,600			111,456
Nidec Corp. ADR		83,956			2,123,247
Nielsen Holdings PLC		15,500			209,405
Nordson Corp		2,100			406,203
Old Dominion Freight Line, Inc		4,400			837,628
Owens Corning		4,533			296,776
PACCAR, Inc		14,200			1,212,396
Pentair PLC		7,300			363,248
Robert Half International, Inc		4,751			240,828
Rockwell Automation, Inc		4,772			1,131,537
Roper Technologies, Inc		4,257			1,580,794
Schneider Electric SE ADR		110,800			2,700,196
Sensata Technologies Holding PLC (a)		6,100			266,631
Siemens AG ADR		67,536			4,344,591
Simpson Manufacturing Co., Inc		1,600			141,952
SKF AB ADR		18,000			367,740
Snap-on, Inc		2,300			362,319
Stanley Black & Decker, Inc		6,754			1,122,515
Sunrun, Inc. (a)		85,542			4,449,895
Thomson Reuters Corp		6,700			521,595
Toro Co. (The)		4,500			369,450
Trane Technologies PLC		9,707			1,288,604
Trex Co., Inc. (a)		4,600			319,884
United Parcel Service, Inc., Class B		29,293			4,602,223
United Rentals, Inc. (a)		2,900			517,041
Vestas Wind Systems A/S ADR		24,300			1,391,540
Watsco, Inc		1,300			291,382
Westinghouse Air Brake Technologies Corp		7,591			450,146
Wolters Kluwer NV ADR		22,145			1,793,081
WW Grainger, Inc		1,870			654,537
Xylem, Inc		7,700			670,978
					65,802,302
Information Technology – 32.3%
Adobe, Inc. (a)		19,861			8,879,853
Advanced Micro Devices, Inc. (a)		48,850			3,677,916
Apple, Inc		624,396			67,971,748
Applied Materials, Inc		37,502			2,221,243

13

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2020 (Unaudited)

Security	Shares		Value
Information Technology (Continued)
Atlassian Corp. PLC, Class A (a)		11,298		$	2,164,923
Autodesk, Inc. (a)		17,033			4,011,953
Automatic Data Processing, Inc		16,368			2,585,489
Blackline, Inc. (a)		46,949			4,585,978
Broadcom, Inc		16,313			5,703,514
Cadence Design Systems, Inc. (a)		11,484			1,256,005
Cisco Systems, Inc		161,991			5,815,477
Cognizant Technology Solutions Corp., Class A		22,523			1,608,593
Cree, Inc. (a)		29,961			1,905,520
Enphase Energy, Inc. (a)		56,218			5,514,424
First Solar, Inc. (a)		85,004			7,399,173
Intel Corp		177,479			7,858,770
International Business Machines Corp		36,866			4,116,458
Intuit, Inc		10,422			3,279,595
KLA Corp		6,410			1,263,924
Lam Research Corp		6,000			2,052,480
Mastercard, Inc., Class A		36,552			10,550,369
Microsoft Corp		310,361			62,838,792
NetApp, Inc		9,708			426,084
NVIDIA Corp		24,577			12,321,925
Paychex, Inc		13,231			1,088,250
PayPal Holdings, Inc. (a)		48,900			9,101,757
Pluralsight, Inc., Class A (a)		228,302			3,584,341
salesforce.com, Inc. (a)		36,034			8,369,617
Square, Inc., Class A (a)		36,162			5,600,770
STMicroelectronics NV, Class Y		124,064			3,788,915
Synopsys, Inc. (a)		6,243			1,335,128
Texas Instruments, Inc		38,152			5,516,398
Universal Display Corp		23,031			4,567,278
VMware, Inc., Class A (a)		3,275			421,591
WEX, Inc. (a)		1,916			242,470
					273,626,721
Materials – 2.0%
Air Products and Chemicals, Inc		9,259			2,557,706
AptarGroup, Inc		2,500			285,225
Avery Dennison Corp		3,500			484,365
Ecolab, Inc		10,548			1,936,507
International Paper Co		15,800			691,250
Linde PLC		21,430			4,721,886
Novozymes A/S ADR		8,100			488,430
Nucor Corp		12,092			577,514
PPG Industries, Inc		9,842			1,276,704
Sherwin-Williams Co. (The)		3,464			2,383,163

14

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2020 (Unaudited)

Security	Shares		Value
Materials (Continued)
Sonoco Products Co		3,900		$	190,671
Steel Dynamics, Inc		7,800			245,544
Vulcan Materials Co		5,644			817,477
Westrock Co		10,985			412,487
					17,068,929
Real Estate – 2.9%
Alexandria Real Estate Equities, Inc		5,186			785,783
American Tower Corp		18,309			4,204,662
Boston Properties, Inc		6,046			437,791
CBRE Group, Inc., Class A (a)		12,822			646,229
Crown Castle International Corp		17,522			2,736,936
Digital Realty Trust, Inc		11,192			1,615,006
Duke Realty Corp		15,500			588,845
Equinix, Inc		3,631			2,655,132
Extra Space Storage, Inc		5,300			614,535
Federal Realty Investment Trust		3,400			233,852
Host Hotels & Resorts, Inc		31,322			328,254
Iron Mountain, Inc		12,200			317,932
Kilroy Realty Corp		4,600			216,568
Mid-America Apartment Communities, Inc		4,900			571,487
Prologis, Inc		30,395			3,015,184
Public Storage		6,177			1,414,965
Realty Income Corp		14,121			817,041
Regency Centers Corp		7,085			252,155
SBA Communications Corp		4,607			1,337,735
UDR, Inc		12,169			380,159
Ventas, Inc		15,963			630,060
Welltower, Inc		17,671			950,170
					24,750,481
Utilities – 0.7%
Alliant Energy Corp		10,200			563,856
Avangrid, Inc		2,547			125,669
Consolidated Edison, Inc		13,761			1,080,101
Eversource Energy		14,158			1,235,569
National Grid PLC ADR		29,419			1,748,959
Red Electrica Corp. SA ADR		37,300			328,613
SSE PLC ADR		42,500			697,425
Terna Rete Elettrica Nazionale SpA ADR		20,500			411,640
					6,191,832

15

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2020 (Unaudited)

Security	Shares		Value
Utilities (Continued)
Rights – 0.0%
Health Care – 0.0%
Bristol-Myers Squibb Co., Exp. 3/31/21 (a)		19,993		$	65,177
					65,177
Total Investments – 99.9% (Cost $571,355,439)					847,456,351
Other Assets, less liabilities – 0.1%					785,270
Net Assets – 100.0%				$	848,241,621

(a) Non-income producing security.

Abbreviations

ADR — American Depositary Receipt

See Notes to Portfolio of Investments

16

Domini Sustainable Solutions Fund

Portfolio of Investments

October 31, 2020 (Unaudited)

Security	Shares		Value
Long Term Investments – 100.2%
Common Stocks – 100.2%
Communication Services – 2.0%
New York Times Co. (The), Class A		11,872		$	470,843
					470,843
Consumer Discretionary – 10.4%
Chegg, Inc. (a)		9,478			696,064
MIPS AB		11,556			496,974
Oisix ra daichi, Inc. (a)		10,600			330,962
Tesla, Inc. (a)		2,321			900,641
					2,424,641
Consumer Staples – 2.7%
Beyond Meat, Inc. (a)		4,432			631,250
					631,250
Financials – 5.4%
Amalgamated Bank, Class A		20,587			228,516
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		2,613			612,532
Resona Holdings, Inc		122,200			403,488
					1,244,536
Health Care – 22.5%
BioMerieux		4,469			665,544
BioTelemetry, Inc. (a)		10,226			435,423
Cochlear, Ltd		1,308			195,045
DexCom, Inc. (a)		1,725			551,275
Emergent BioSolutions, Inc. (a)		2,538			228,344
GlaxoSmithKline PLC		41,297			688,267
Hologic, Inc. (a)		12,214			840,567
OraSure Technologies, Inc. (a)		42,554			635,757
Seagen, Inc. (a)		3,742			624,166
Teladoc Health, Inc. (a)		1,900			373,274
					5,237,662
Industrials – 19.0%
Ameresco, Inc., Class A (a)		21,640			830,760
Kurita Water Industries, Ltd		19,852			591,547
NEL ASA (a)		140,620			268,800
Sunrun, Inc. (a)		10,521			547,302
Sweco AB, Class B		13,528			680,521
Vestas Wind Systems A/S		4,453			764,040
Wolters Kluwer NV		9,227			747,207
					4,430,177
Information Technology – 36.2%
Atlassian Corp. PLC, Class A (a)		4,813			922,267
Autodesk, Inc. (a)		3,887			915,544

17

Domini Sustainable Solutions Fund

Portfolio of Investments (Continued)

October 31, 2020 (Unaudited)

Security	Shares		Value
Information Technology (Continued)
Blackline, Inc. (a)		9,068		$	885,762
Cree, Inc. (a)		11,323			720,143
Enphase Energy, Inc. (a)		9,180			900,466
First Solar, Inc. (a)		10,734			934,341
Square, Inc., Class A (a)		5,603			867,793
STMicroelectronics NV		26,399			805,494
Universal Display Corp		3,900			773,409
Zoom Video Communications, Inc., Class A (a)		1,517			699,201
					8,424,420
Utilities – 2.0%
Innergex Renewable Energy, Inc		25,726			463,448
					463,448
Total Investments – 100.2% (Cost $18,258,984)					23,326,977
Other Liabilities, less assets – (0.2)%					(55,930	)
Net Assets – 100.0%				$	23,271,047

(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	67.1%
Japan	5.7%
Sweden	5.0%
Switzerland	3.5%
Denmark	3.3%
Netherlands	3.2%
United Kingdom	2.9%
France	2.9%
Germany	2.6%
Canada	2.0%
Norway	1.2%
Australia	0.8%
Total	100.2%

See Notes to Portfolio of Investments

18

Domini Impact International Equity Fund

Domini Impact Equity Fund

Domini Sustainable Solutions Fund

NOTES TO PORTFOLIO OF INVESTMENTS

October 31, 2020 (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 four separate series: Domini Impact International Equity Fund, Domini Impact Equity Fund, Domini Sustainable Solutions Fund and Domini Impact Bond Fund (each the “Fund,” collectively the “Funds”). The Portfolio of Investments of the Domini Impact Bond Fund are included elsewhere in this report. Each Fund is an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (the “FASB”) Accounting Standard Codification Topic 946 “Financial Services — Investment Companies”.The Domini Impact International Equity Fund offers Investor shares, Class A shares, Institutional shares and Class Y shares. Class A, Institutional and Class Y shares of the Domini Impact International Equity Fund were not offered prior to November 28, 2008, November 30, 2012, and June 15, 2018 respectively. The Domini Impact Equity Fund offers Investor shares, Class A shares, Institutional shares and Class R shares. Class R shares of the Domini Impact Equity Fund commenced on November 28, 2003. Class A and Institutional shares of the Domini Impact Equity Fund commenced on November 28, 2008. The Domini Sustainable Solutions Fund commenced on April 1, 2020 and offers Investor shares and Institutional shares. The Investor shares, Institutional shares, Class R shares and Class Y shares are sold at their offering price, which is net asset value. The Class A shares are sold with 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 R shares are generally available only to certain eligible retirement plans and endowments, foundations, religious organizations, and other tax-exempt entities that are approved by the Fund’s Distributor. Class Y shares may only be purchased through omnibus accounts held on the books of the Fund for financial intermediaries that have been approved by the Funds’ distributor. All classes of shares have identical rights and voting privileges with respect to the Fund in general and exclusive voting rights on matters that affect that class alone. Earnings, net assets, and net asset value per share may differ due to each class having its own expenses, such as transfer and shareholder servicing agent fees and registration fees, directly attributable to that class. Class R, Institutional and Class Y shares are not subject to distribution and service fees.

(A) Valuation of Investments. Securities listed or traded on national securities exchanges are valued at the last sale price reported by the security’s primary exchange or, if there have been no sales that day, at the mean of the current bid and ask price that represents the current value of the security. Securities listed on the NASDAQ National Market System are valued using the NASDAQ Official Closing Price (the “NOCP”). If an NOCP is not available for a security listed on the NASDAQ National Market System, the security will be valued at the last sale price or, if there have been no sales that day, at the mean of the current bid and ask price. Securities for which market quotations are not readily available or as a result of an event occurring after the close of the foreign market but before pricing the Funds are valued at fair value as determined in good faith under procedures established by and under the supervision of the Funds’ Board of Trustees. Securities that are primarily traded on foreign exchanges generally are valued at the closing price of such securities on their respective exchanges, except that if the Trusts’ manager or submanager, as applicable, is of the opinion that such price would result in an inappropriate value for a security, including as a result of an occurrence subsequent to the time a value was so established, then the fair value of those securities may be determined by consideration of other factors (including the use of an independent pricing service) by or under the direction of the Board of Trustees or its delegates.

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

Level 1 — quoted prices in active markets for identical securities

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

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

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

19

Domini Impact International Equity Fund

Domini Impact Equity Fund

Domini Sustainable Solutions Fund

NOTES TO PORTFOLIO OF INVESTMENTS (continued)

October 31, 2020 (Unaudited)

The following is a summary of the inputs used by the Domini Impact International Equity Fund, as of October 31, 2020, 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	$	9,916	$	51,544,256	$	-	$	51,554,172
Austria		-		881,120		-		881,120
Belgium		-		17,338,764		-		17,338,764
Brazil		4,953,479		-		-		4,953,479
Chile		-		1,183,242		-		1,183,242
China		-		20,259,575		-		20,259,575
Denmark		-		14,851,709		-		14,851,709
Finland		-		28,883,175		-		28,883,175
France		3,386,926		86,037,860		-		89,424,786
Germany		-		81,218,482		-		81,218,482
Hong Kong		-		27,308,906		-		27,308,906
Hungary		-		3,342,344		-		3,342,344
India		-		6,536,406		-		6,536,406
Ireland		2,302,118		2,851,515		-		5,153,633
Israel		9,848,832		-		-		9,848,832
Italy		-		33,641,914		-		33,641,914
Japan		-		273,226,332		-		273,226,332
Jordan		-		8,055,896		-		8,055,896
Mexico		4,653,297		-		-		4,653,297
Netherlands		-		40,809,782		-		40,809,782
Norway		-		5,931,966		-		5,931,966
Panama		1,985,836		-		-		1,985,836
Poland		-		5,087,274		-		5,087,274
Singapore		-		8,477,466		-		8,477,466
South Africa		5,598,951		-		-		5,598,951
South Korea		-		3,344,457		-		3,344,457
Spain		-		7,702,540		-		7,702,540
Sweden		-		56,551,295		-		56,551,295
Switzerland		-		113,620,719		-		113,620,719
Taiwan		-		19,063,857		-		19,063,857
United Kingdom		2,633,665		71,755,544		-		74,389,209
United States		11,184,015		14,354,318		-		25,538,333
Total	$	46,557,035	$	1,003,860,714	$	-	$	1,050,417,749
Rights
Singapore		-		-		2,674		2,674
Total	$	46,557,035	$	1,003,860,714	$	2,674	$	1,050,420,423

The following is a summary of the inputs used by the Domini Impact Equity Fund, as of October 31, 2020, in valuing the Fund’s assets carried at fair value:

20

Domini Impact International Equity Fund

Domini Impact Equity Fund

Domini Sustainable Solutions Fund

NOTES TO PORTFOLIO OF INVESTMENTS (continued)

October 31, 2020 (Unaudited)

	Level 1 - Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
Common Stocks
Communication Services	$	90,569,020		$    -		$    -	$	90,569,020
Consumer Discretionary		115,240,479		-		-		115,240,479
Consumer Staples		54,074,426		-		-		54,074,426
Energy		814,378		-		-		814,378
Financials		75,554,917		-		-		75,554,917
Health Care		123,697,689		-		-		123,697,689
Industrials		65,802,302		-		-		65,802,302
Information Technology		273,626,721		-		-		273,626,721
Materials		17,068,929		-		-		17,068,929
Real Estate		24,750,481		-		-		24,750,481
Utilities		6,191,832		-		-		6,191,832
Rights
Health Care		65,177		-		-		65,177
Total	$	847,456,351		$    -		$    -	$	847,456,351

The following is a summary of the inputs used by the Domini Sustainable Solutions Fund, as of October 31, 2020, 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	$	470,843	$	-		$    -	$	470,843
Consumer Discretionary		1,596,705		827,936		-		2,424,641
Consumer Staples		631,250		-		-		631,250
Financials		228,516		1,016,020		-		1,244,536
Health Care		3,688,806		1,548,856		-		5,237,662
Industrials		1,378,062		3,052,115		-		4,430,177
Information Technology		7,618,926		805,494		-		8,424,420
Utilities		463,448		-		-		463,448
Total	$	16,076,556	$	7,250,421		$    -	$	23,326,977

The following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

	Domini Impact International Equity Fund
Investments in Securities
Balance as of July 31, 2020		$      -

21

Domini Impact International Equity Fund

Domini Impact Equity Fund

Domini Sustainable Solutions Fund

NOTES TO PORTFOLIO OF INVESTMENTS (continued)

October 31, 2020 (Unaudited)

	Domini Impact International Equity Fund
Realized Gain (loss)	-
Change in unrealized appreciation (depreciation)	2,674
Purchases	-
Sales	-
Transfers in and/or out of Level Three	-
Balance as of October 31, 2020	$2,674
The change in unrealized appreciation (depreciation) included in  earnings relating to securities still held at October 31, 2020	$2,674

22

Domini Impact Bond Fund

Portfolio of Investments

October 31, 2020 (Unaudited)

Security	Principal           Amount*		Value
Long Term Investments – 115.8%
Mortgage Backed Securities – 49.1%
Agency Collateralized Mortgage Obligations – 4.9%
Federal Home Loan Mortgage Corp.
Series 3768, Class CB, 3.500%, 12/15/25		189,723		$	199,330
Series 3800, Class CB, 3.500%, 2/15/26		360,712			378,883
Series 3806, Class L, 3.500%, 2/15/26		795,194			845,844
Series 3877, Class LM, 3.500%, 6/15/26		706,469			743,067
Series 4961, Class JB, 2.500%, 12/15/42		326,695			340,402
Federal National Mortgage Association
Series 2012-17, Class BC, 3.500%, 3/25/27		368,000			399,981
Series 2017-72, Class B, 3.000%, 9/25/47		118,431			126,804
Series 2017-72, Class CD, 3.000%, 9/25/47		123,846			132,870
Series 2018-72, Class BA, 3.500%, 7/25/54		186,596			196,562
Series 2020-1, Class AC, 3.500%, 8/25/58		468,341			507,143
Federal National Mortgage Association Connecticut Avenue Securities
Series 2016-C07, Class 2M2, 4.499%, (1 Month USD-LIBOR + 4.35%), 5/25/29 (a)		131,806			137,648
Series 2017-C01, Class 1M2, 3.699%, (1 Month USD-LIBOR + 3.55%), 7/25/29 (a)		84,603			87,295
Freddie Mac Multifamily Structured Pass Through Certificates
Series K103, Class X1, 0.638%, 11/25/29 (a)		8,924,827			455,172
Series K111, Class X1, 1.573%, 5/25/30 (a)		1,454,288			184,959
Series K112, Class X1, 1.433%, 5/25/30 (a)		1,504,748			175,952
Series K113, Class X1, 1.490%, 6/25/30 (a)		2,104,981			237,707
Series K114, Class X1, 1.119%, 6/25/30 (a)		1,934,539			178,649
Series KG03, Class X1, 1.381%, 6/25/30 (a)		3,210,000			347,401
Series KSG1, Class X1, 1.258%, 9/25/30 (a)		4,070,000			378,650
FREMF Mortgage Trust
Series 2017-K64, Class B, 3.981%, 5/25/50 (a)(b)		70,000			78,195
Series 2017-K65, Class B, 4.073%, 7/25/50 (a)(b)		155,000			173,271
Series 2017-K66, Class B, 4.035%, 7/25/27 (a)(b)		136,000			152,704
Series 2017-K67, Class B, 3.944%, 9/25/49 (a)(b)		85,000			95,085
Series 2017-K67, Class C, 3.944%, 9/25/49 (a)(b)		100,000			106,476
Series 2017-K68, Class B, 3.844%, 10/25/49 (a)(b)		90,000			100,110
Series 2017-K69, Class C, 3.727%, 10/25/49 (a)(b)		40,000			41,097
Series 2017-K71, Class B, 3.753%, 11/25/50 (a)(b)		220,000			243,942
Series 2017-K71, Class C, 3.753%, 11/25/50 (a)(b)		65,000			68,274
Series 2017-K725, Class B, 3.878%, 2/25/50 (a)(b)		100,000			107,518
Series 2017-K726, Class B, 3.991%, 7/25/49 (a)(b)		175,000			188,779
Series 2017-K729, Class B, 3.675%, 11/25/49 (a)(b)		250,000			268,907
Series 2017-K729, Class C, 3.675%, 11/25/49 (a)(b)		90,000			93,321
Series 2018-K154, Class B, 4.021%, 11/25/32 (a)(b)		67,000			62,265
Series 2018-KW07, Class B, 4.081%, 10/25/31 (a)(b)		461,000			473,717
Series 2019-K103, Class B, 3.453%, 12/25/51 (a)(b)		525,000			565,729
Series K104, Class B, 3.539%, 2/25/52 (a)(b)		520,000			566,335

23

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2020 (Unaudited)

Security	Principal           Amount*		Value
Agency Collateralized Mortgage Obligations (Continued)
STACR Trust, Series 2018-HRP1, Class M2, 1.799%, (1 Month USD-LIBOR + 1.65%), 4/25/43 (a)(b)		52,657		$	51,232
					9,491,276
Commercial Mortgage-Backed Securities – 6.7%
245 Park Avenue Trust, Series 2017-245P, Class A, 3.508%, 6/5/37 (b)		1,567,000			1,705,594
BANK
Series 2017-BNK8, Class ASB, 3.314%, 11/15/50		147,000			162,079
Series BN18, Class XA, 0.903%, 5/15/62 (a)		2,148,077			136,393
Series BN24, Class XA, 0.648%, 11/15/62 (a)		5,558,863			284,633
Series BN28, Class XA, 1.787%, 3/15/63 (a)		1,939,688			276,571
Benchmark Mortgage Trust
Series 2019-B10, Class XA, 1.230%, 3/15/62 (a)		2,341,457			186,896
Series 2020-B18, Class XA, 1.794%, 7/15/53 (a)		504,909			62,171
BWAY Mortgage Trust
Series 2013-1515, Class A1, 2.809%, 3/10/33 (b)		106,025			109,764
Series 2013-1515, Class A2, 3.454%, 3/10/33 (b)		1,000,000			1,074,343
COMM Mortgage Trust
Series 2013-WWP, Class A2, 3.424%, 3/10/31 (b)		640,000			675,117
Series 2013-WWP, Class B, 3.726%, 3/10/31 (b)		644,000			683,348
Series 2020-CX, Class D, 2.683%, 11/10/46 (b)(c)		100,000			97,539
Series LC19, Class A4, 3.183%, 2/10/48		291,000			314,870
Series LC6, Class A4, 2.941%, 1/10/46		304,902			316,659
CPT Mortgage Trust, Series 2019-CPT, Class A, 2.865%, 11/13/39 (b)		240,000			259,993
DBJPM Mortgage Trust, Series 2020-C9, Class XA, 1.714%, 9/15/53 (a)		643,854			72,183
DC Office Trust, Series 2019-MTC, Class A, 2.965%, 9/15/45 (b)		370,000			403,732
GS Mortgage Securities Corp. Trust, Series 2017-500K, Class A, 0.848%, (1 Month
USD-LIBOR + 0.7%), 7/15/32 (a)(b)		395,000			392,200
Hudson Yards Mortgage Trust, Series 2016-10HY, Class A, 2.835%, 8/10/38 (b)		1,000,000			1,067,428
JP Morgan Chase Commercial Mortgage Securities  Corp., Series 2018-AON, Class A, 4.128%, 7/5/31 (b)		555,000			587,204
MAD Mortgage Trust, Series 2017-330M, Class A, 3.188%, 8/15/34 (a)(b)		729,000			755,404
MKT Mortgage Trust, Series 2020-525M, Class A, 2.694%, 2/12/40 (b)		600,000			619,874
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2013-C12, Class A4, 4.259%, 10/15/46 (a)		300,000			323,104
Series 2014-C15, Class A4, 4.051%, 4/15/47		300,000			327,638
Series 2014-C19, Class A4, 3.526%, 12/15/47		180,167			196,923
Morgan Stanley Capital I Trust
Series 2017-CLS, Class A, 0.848%, (1 Month USD-LIBOR + 0.7%), 11/15/34 (a)(b)		531,000			530,346
Series 2017-CLS, Class F, 2.748%, (1 Month USD-LIBOR + 2.6%), 11/15/34 (a)(b)		261,000			253,888
One Market Plaza Trust, Series 2017-1MKT, Class A, 3.614%, 2/10/32 (b)		710,000			738,538
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class A4, 3.617%, 9/15/57		340,000			376,807
					12,991,239
Federal Home Loan Mortgage Corporation – 2.4%
Federal Home Loan Mortgage Corp.

24

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2020 (Unaudited)

Security	Principal           Amount*		Value
Federal Home Loan Mortgage Corporation (Continued)
2.500%, 8/1/27		40,879		$	42,598
2.500%, 11/1/27		109,479			114,870
2.899%, (12 Month USD-LIBOR + 1.633%), 10/1/43 (a)		77,118			79,905
3.000%, 1/1/27		150,118			159,284
3.000%, 7/1/42		49,149			51,874
3.000%, 5/1/45		379,333			410,893
3.500%, 12/1/32		192,110			209,675
3.500%, 6/1/48		1,295,939			1,368,134
4.000%, 2/1/37		50,885			55,954
4.000%, 8/1/39		41,776			46,622
4.000%, 10/1/39		84,369			93,052
4.000%, 10/1/39		72,336			79,731
4.000%, 11/1/39		38,231			42,157
4.000%, 10/1/40		111,971			125,220
4.000%, 11/1/40		124,043			136,248
4.000%, 11/1/40		18,959			21,037
4.000%, 11/1/40		14,751			16,243
4.000%, 12/1/40		58,845			64,681
4.000%, 6/1/41		10,390			11,159
4.500%, 4/1/35		96,280			106,112
4.500%, 9/1/35		128,721			142,255
4.500%, 7/1/36		89,826			100,107
4.500%, 6/1/39		192,991			216,896
4.500%, 9/1/40		30,477			34,289
4.500%, 2/1/41		61,926			69,659
5.000%, 8/1/33		16,029			18,450
5.000%, 10/1/33		8,425			9,377
5.000%, 4/1/35		20,579			23,755
5.000%, 7/1/35		131,538			151,793
5.000%, 7/1/35		22,886			26,402
5.000%, 1/1/37		81,532			94,028
5.000%, 7/1/40		64,945			75,050
5.000%, 4/1/41		57,249			66,158
5.500%, 12/1/36		86,259			100,682
5.500%, 8/1/40		118,719			137,585
6.000%, 8/1/36		13,372			15,829
6.000%, 7/1/39		83,063			97,964
					4,615,728
Federal National Mortgage Association – 26.7%
Federal National Mortgage Association
2.000%, 10/1/27		147,892			155,724
2.000%, 1/1/28		119,004			124,020
2.500%, 6/1/24		187,860			195,213
2.500%, 11/1/31		83,235			86,640

25

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2020 (Unaudited)

Security	Principal           Amount*		Value
Federal National Mortgage Association (Continued)
2.500%, 12/1/31		25,081		$	26,132
2.500%, 12/1/43		193,864			203,648
2.500%, 4/1/45		180,462			190,894
2.661%, (12 Month USD-LIBOR + 1.58%), 5/1/44 (a)		46,575			48,319
3.000%, 8/1/46		64,693			67,884
3.000%, 10/1/46		1,125,954			1,181,840
3.000%, 11/1/46		1,398,063			1,467,843
3.000%, 12/1/46		507,714			533,153
3.000%, 2/25/49		151,738			161,168
3.500%, 12/1/31		9,844			10,484
3.500%, 1/1/32		176,464			190,303
3.500%, 1/1/32		96,178			102,409
3.500%, 10/1/32		138,429			151,047
3.500%, 6/1/46		959,742			1,023,087
3.500%, 1/1/48		861,781			910,753
4.000%, 11/1/30		17,981			19,368
4.000%, 10/1/33		103,256			112,772
4.000%, 12/1/36		31,904			35,176
4.000%, 8/1/39		43,488			47,703
4.000%, 10/1/39		28,560			31,453
4.000%, 12/1/39		39,582			43,592
4.000%, 1/1/40		355,017			390,855
4.000%, 3/1/40		41,548			45,271
4.000%, 8/1/40		90,348			99,512
4.000%, 8/1/40		15,819			17,422
4.000%, 10/1/40		155,731			174,180
4.000%, 10/1/40		28,527			31,400
4.000%, 11/1/40		34,996			38,455
4.000%, 11/1/40		20,369			22,387
4.000%, 12/1/40		60,303			68,658
4.000%, 2/1/41		75,296			82,984
4.500%, 8/1/35		29,099			32,046
4.500%, 8/1/36		33,111			36,952
4.500%, 8/1/38		72,316			81,251
4.500%, 3/1/39		95,443			107,219
4.500%, 9/1/39		40,228			45,180
4.500%, 2/1/40		43,351			48,778
4.500%, 8/1/40		96,938			109,414
4.500%, 1/1/41		32,965			36,880
4.500%, 9/1/41		61,176			68,833
5.000%, 10/1/39		3,980			4,585
5.500%, 8/1/37		56,418			66,546
6.000%, 12/1/35		31,898			37,129
6.000%, 3/1/36		180,609			213,538

26

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2020 (Unaudited)

Security	Principal           Amount*		Value
Federal National Mortgage Association (Continued)		64,869		$	76,817
6.000%, 8/1/37		16,970			20,084
6.000%, 3/1/38		30,801			36,353
TBA 15 Yr, 2.000%, 11/17/35 (c)		4,300,000			4,460,494
TBA 15 Yr, 3.000%, 11/17/35 (c)		1,700,000			1,779,986
TBA 30 Yr, 2.000%, 11/15/50 (c)		6,930,000			7,148,457
TBA 30 Yr, 2.000%, 12/14/50 (c)		6,800,000			6,999,219
TBA 30 Yr, 3.000%, 11/12/50 (c)		4,400,000			4,599,061
TBA 30 Yr, 3.000%, 12/14/50 (c)		4,400,000			4,599,663
TBA 30 Yr, 3.500%, 11/12/50 (c)		6,400,000			6,758,875
TBA 30 Yr, 4.000%, 11/12/50 (c)		5,800,000			6,195,805
					51,654,914
Government National Mortgage Association – 8.4%
Government National Mortgage Association
TBA 30 Yr, 3.000%, 11/19/50 (c)		3,800,000			3,966,573
TBA 30 Yr, 3.000%, 12/21/50 (c)		3,800,000			3,965,979
TBA 30 Yr, 3.500%, 11/19/50 (c)		5,300,000			5,587,049
TBA 30 Yr, 4.000%, 11/19/50 (c)		1,600,000			1,702,187
TBA 30 Yr, 4.500%, 11/19/50 (c)		900,000			965,408
					16,187,196
Total Mortgage Backed Securities     (Cost $93,374,683)					94,940,353
Corporate Bonds and Notes – 38.4%
Communications – 2.9%
Alibaba Group Holding, Ltd., 2.800%, 6/6/23		200,000			210,615
Amazon.com, Inc.
3.875%, 8/22/37		200,000			245,613
4.800%, 12/5/34		325,000			442,720
AT&T, Inc.
2.750%, 6/1/31		1,000,000			1,039,822
3.550%, 9/15/55 (b)		572,000			544,483
CBS Corp., 2.900%, 1/15/27		400,000			432,719
Charter Communications Operating LLC/Charter Communications Operating Capital senior secured note
5.750%, 4/1/48		225,000			281,482
6.484%, 10/23/45		300,000			405,490
Cox Communications, Inc.
3.150%, 8/15/24 (b)		165,000			177,866
3.850%, 2/1/25 (b)		10,000			11,046
eBay, Inc., 3.600%, 6/5/27		195,000			218,182
Gray Television, Inc., 5.875%, 7/15/26 (b)		200,000			208,543
Millicom International Cellular SA, 4.500%, 4/27/31 (b)		950,000			965,437
Verizon Communications, Inc., 3.376%, 2/15/25		57,000			63,354
Vodafone Group PLC

27

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2020 (Unaudited)

Security	Principal           Amount*		Value
Communications (Continued)
4.375%, 2/19/43		70,000		$	82,654
6.150%, 2/27/37		185,000			258,451
					5,588,477
Consumer, Cyclical – 3.1%
Aptiv Corp., 4.150%, 3/15/24		401,000			441,636
Core & Main L.P., 6.125%, 8/15/25 (b)		45,000			45,759
Home Depot, Inc. (The), 5.950%, 4/1/41		420,000			632,420
Kohl’s Corp., 9.500%, 5/15/25		405,000			485,060
Lennar Corp., 4.125%, 1/15/22		245,000			251,278
Marriott International, Inc., 2.875%, 3/1/21		1,025,000			1,030,942
O’Reilly Automotive, Inc., 3.800%, 9/1/22		155,000			162,898
Starbucks Corp.
2.550%, 11/15/30		990,000			1,046,389
3.750%, 12/1/47		275,000			302,366
4.450%, 8/15/49		750,000			914,263
Toll Brothers Finance Corp., 4.350%, 2/15/28		600,000			657,228
					5,970,239
Consumer, Non-cyclical – 12.8%
Advocate Health & Hospitals Corp., 2.211%, 6/15/30		325,000			332,940
Allina Health System, 4.805%, 11/15/45		291,000			369,631
Amgen, Inc.
2.300%, 2/25/31		1,000,000			1,039,218
3.200%, 11/2/27		525,000			585,740
Banner Health, 2.338%, 1/1/30		1,000,000			1,029,179
Biogen, Inc., 5.200%, 9/15/45		400,000			520,813
Bon Secours Mercy Health, Inc., 1.350%, 6/1/25		155,000			155,675
Boston Medical Center Corp., 4.519%, 7/1/26		705,000			813,481
Bristol-Myers Squibb Co., 3.875%, 8/15/25		325,000			369,863
Children’s Hospital Corp. (The), 4.115%, 1/1/47		230,000			275,366
City of Hope, 5.623%, 11/15/43		250,000			341,322
CommonSpirit Health senior secured note
2.782%, 10/1/30		185,000			185,085
3.347%, 10/1/29		600,000			627,553
Conservation Fund A Nonprofit Corp. (The), 3.474%, 12/15/29		800,000			832,784
Dignity Health
4.500%, 11/1/42		408,000			431,977
5.267%, 11/1/64		250,000			302,473
Emergent BioSolutions, Inc., 3.875%, 8/15/28 (b)		500,000			503,438
ERAC USA Finance LLC, 3.850%, 11/15/24 (b)		500,000			549,545
Fred Hutchinson Cancer, 3.949%, 1/1/50		900,000			988,256
Gartner, Inc., 3.750%, 10/1/30 (b)		160,000			163,816
Gilead Sciences, 1.650%, 10/1/30		300,000			296,329
Hologic, Inc., 3.250%, 2/15/29 (b)		695,000			699,778
Howard University

28

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2020 (Unaudited)

Security	Principal           Amount*		Value
Consumer, Non-cyclical (Continued)
2.657%, 10/1/26		100,000		$	102,728
3.476%, 10/1/41		1,850,000			1,821,168
Iowa Health System, 3.665%, 2/15/50		845,000			915,213
John D and Catherine T MacArthur Foundation, 1.299%, 12/1/30		1,440,000			1,415,212
Kaiser Foundation Hospitals, 3.150%, 5/1/27		185,000			204,231
McCormick & Co, Inc., 2.500%, 4/15/30		155,000			164,448
Memorial Sloan-Kettering Cancer Center
4.125%, 7/1/52		120,000			149,810
Series 2015, 4.200%, 7/1/55		10,000			12,797
Mount Sinai Hospitals Group, Inc., 3.391%, 7/1/50		1,000,000			966,975
Northeastern University, 5.285%, 3/1/32		100,000			117,500
Ochsner Clinic Foundation, 5.897%, 5/15/45		400,000			500,980
Orlando Health Obligated Group, 4.416%, 10/1/44		395,000			445,522
PeaceHealth Obligated Group, 1.375%, 11/15/25		1,000,000			1,012,205
President & Fellows of Harvard College, 2.517%, 10/15/50		1,025,000			1,052,653
Royalty Pharma, 3.300%, 9/2/40 (b)		1,250,000			1,234,215
Rush Obligated Group, 3.922%, 11/15/29		375,000			428,855
Stanford Health Care, 3.310%, 8/15/30		595,000			667,867
Thermo Fisher Scientific, Inc.
2.375%, 4/15/32		305,000			421,618
4.133%, 3/25/25		375,000			426,409
4.150%, 2/1/24		265,000			292,223
Trinity Health Corp., 3.434%, 12/1/48		800,000			831,278
Yale University, 1.482%, 4/15/30		265,000			266,099
					24,864,268
Energy – 0.6%
Azure Power Solar Energy Pvt, Ltd., 5.650%, 12/24/24 (b)		500,000			527,500
Greenko Dutch BV, 5.250%, 7/24/24 (b)		545,000			560,892
					1,088,392
Financial – 11.9%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.500%, 5/26/22		775,000			787,187
AIA Group, Ltd., 4.500%, 3/16/46 (b)		325,000			412,959
Air Lease Corp., 3.625%, 12/1/27		500,000			502,403
American International Group, Inc., 3.900%, 4/1/26		380,000			433,704
American Tower Corp.
3.375%, 5/15/24		235,000			254,117
5.000%, 2/15/24		362,000			409,414
AXA SA, 8.600%, 12/15/30		400,000			617,197
Bank of America Corp.
Series MTN, 2.456%, (3 Month USD-LIBOR + 0.87%), 10/22/25 (a)		545,000			575,930
Series MTN, 3.124%, (3 Month USD-LIBOR + 1.16%), 1/20/23 (a)		725,000			747,029
BlackRock, Inc., 1.900%, 1/28/31		740,000			762,038
BlueHub Loan Fund, Inc., 2.890%, 1/1/27		600,000			601,285
BNP Paribas SA, 3.800%, 1/10/24 (b)		245,000			265,646

29

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2020 (Unaudited)

Security	Principal           Amount*		Value
Financial (Continued)
Boston Properties L.P., 3.650%, 2/1/26		430,000		$	480,216
BPCE SA
3.000%, 5/22/22 (b)		250,000			258,958
4.875%, 4/1/26 (b)		500,000			575,822
Brandywine Operating Partnership L.P., 4.550%, 10/1/29		500,000			531,595
Brighthouse Financial, Inc., 5.625%, 5/15/30		890,000			1,052,571
Citigroup, Inc.
1.678%, (SOFR + 1.667), 5/15/24 (a)		1,000,000			1,024,766
3.352%, (3 Month USD-LIBOR + 0.8966%), 4/24/25 (a)		475,000			513,349
Cooperatieve Rabobank UA
3.875%, 9/26/23 (b)		250,000			273,042
3.950%, 11/9/22		375,000			399,918
Credit Agricole SA, 4.125%, 1/10/27 (b)		510,000			580,308
Crown Castle International Corp., 3.700%, 6/15/26		300,000			334,595
Discover Financial Services, 3.750%, 3/4/25		325,000			354,886
Duke Realty L.P., 3.625%, 4/15/23		200,000			212,009
Fifth Third Bancorp, 8.250%, 3/1/38		425,000			696,758
HAT Holdings I LLC/HAT Holdings II LLC, 6.000%, 4/15/25 (b)		450,000			478,125
Huntington Bancshares, Inc., 3.150%, 3/14/21		425,000			428,456
ING Groep NV, 4.625%, 1/6/26 (b)		750,000			876,712
Kimco Realty Corp., 3.400%, 11/1/22		160,000			168,358
Marsh & McLennan Cos., Inc., 3.300%, 3/14/23		100,000			106,186
Massachusetts Mutual Life Insurance Co., 3.375%, 4/15/50 (b)		550,000			562,427
Morgan Stanley, 3.950%, 4/23/27		210,000			237,352
Nationwide Mutual Insurance Co., 4.350%, 4/30/50 (b)		550,000			592,090
New York Life Insurance Co., 3.750%, 5/15/50 (b)		160,000			178,946
Nuveen Finance LLC, 4.125%, 11/1/24 (b)		160,000			180,519
Prologis L.P., 3.250%, 10/1/26		165,000			184,978
Prudential PLC, 3.125%, 4/14/30		155,000			173,162
Regency Centers L.P., 3.750%, 6/15/24		300,000			317,864
Reinsurance Group of America, Inc.
3.950%, 9/15/26		250,000			281,326
Series MTN, 4.700%, 9/15/23		164,000			181,625
SBA Tower Trust, 3.168%, 4/9/47 (b)		290,000			293,584
Scentre Group Trust 1/Scentre Group Trust 2, 4.375%, 5/28/30 (b)		615,000			683,750
Standard Chartered PLC, 5.700%, 3/26/44 (b)		250,000			310,997
Truist Financial Corp., 3.875%, 3/19/29		575,000			664,159
U.S. Bancorp, 3.600%, 9/11/24		493,000			546,151
Unum Group, 4.500%, 3/15/25		415,000			461,951
USAA Capital Corp., 2.125%, 5/1/30 (b)		885,000			922,800
Ventas Realty L.P., 3.500%, 2/1/25		500,000			544,879
					23,034,099
Industrial – 1.6%
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc., 5.250%, 8/15/27 (b)		360,000			369,900

30

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2020 (Unaudited)

Security	Principal           Amount*		Value
Industrial (Continued)
CNH Industrial Capital LLC, 4.875%, 4/1/21		750,000		$	761,644
Klabin Austria GmbH, 5.750%, 4/3/29 (b)		480,000			531,240
WRKCo, Inc., 3.000%, 9/15/24		375,000			403,144
Xylem, Inc., 2.250%, 1/30/31		900,000			942,466
					3,008,394
Technology – 2.7%
Apple, Inc., 2.650%, 5/11/50		300,000			303,841
Black Knight InfoServ LLC, 3.625%, 9/1/28 (b)		330,000			334,537
Broadcom, Inc., 4.150%, 11/15/30		1,010,000			1,133,781
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.750%, 3/1/25 (b)		395,000			395,324
Hewlett Packard Enterprise Co., 4.650%, 10/1/24		1,200,000			1,355,664
HP, Inc., 3.000%, 6/17/27		1,250,000			1,346,009
Micron Technology, Inc., 4.640%, 2/6/24		260,000			289,457
Microsoft Corp., 3.700%, 8/8/46		5,000			6,155
					5,164,768
Utilities – 2.8%
Aegea Finance S.a.r.l., 5.750%, 10/10/24 (b)		370,000			384,014
Clearway Energy Operating LLC, 4.750%, 3/15/28 (b)		800,000			841,752
Consolidated Edison Co of New York, Inc.
3.950%, 4/1/50		915,000			1,084,265
Series A, 4.125%, 5/15/49		155,000			187,681
EDP Finance B.V., 1.710%, 1/24/28 (b)		1,000,000			990,733
NSTAR Electric Co., 3.950%, 4/1/30		830,000			1,001,738
Pattern Energy Operations L.P./Pattern Energy Operations, Inc., 4.500%, 8/15/28 (b)		475,000			496,140
Public Service Co. of Colorado, 4.100%, 6/15/48		420,000			527,322
					5,513,645
Total Corporate Bonds and Notes (Cost $68,707,909)					74,232,282
Municipal Bonds – 14.4%
American Municipal Power-Ohio, Inc., (Meldahl Hydroelectric Project), 6.270%, 2/15/50		490,000			676,166
Bay Area Toll Authority, CA, Toll Bridge Revenue
6.918%, 4/1/40		125,000			191,243
7.043%, 4/1/50		325,000			566,371
California Health Facilities Financing Authority, 2.984%, 6/1/33		760,000			796,723
Chicago Transit Authority Sales Tax Receipts Fund, 3.912%, 12/1/40		260,000			275,948
City of San Francisco, CA, Public Utilities Commission Water Revenue, 1.988%, 11/1/31		1,000,000			989,080
Colorado Health Facilities Authority, 4.480%, 12/1/40		940,000			946,035
Commonwealth Financing Authority, 2.758%, 6/1/30		850,000			889,185
Cook County Community High School District No. 228, IL, 5.019%, 12/1/41 (Insurer AGM)		435,000			554,799
County of Riverside, CA
2.963%, 2/15/27		670,000			718,474
3.070%, 2/15/28		670,000			719,600
District of Columbia, (Ingleside at Rock Creek)
3.432%, 4/1/42		430,000			430,013

31

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2020 (Unaudited)

Security	Principal           Amount*		Value
Municipal Bonds (Continued)
4.125%, 7/1/27		500,000		$	492,110
Florida Development Finance Corp., 4.009%, 4/1/40		925,000			941,095
Illinois
3.860%, 4/1/21		215,000			216,668
5.100%, 6/1/33		335,000			335,734
Illinois Finance Authority, 3.510%, 5/15/41		1,000,000			969,790
Indiana Finance Authority Revenue, 3.624%, 7/1/36		235,000			270,826
Inland Valley Development Agency, 5.500%, 3/1/33 (Insurer AGM)		70,000			78,586
Lancaster County Hospital Authority, PA, (Brethren Village)
5.000%, 7/1/24		165,000			175,118
5.000%, 7/1/25		135,000			145,016
Los Angeles Department of Airports, CA, (Los Angeles International Airport), 3.887%, 5/15/38.		140,000			159,974
Maryland Health and Higher Educational Facilities Authority, (Meritus Medical Center)
3.968%, 7/1/27		205,000			231,806
4.168%, 7/1/29		40,000			46,038
Massachusetts Development Finance Agency, (NewBridge on the Charles, Inc.), 4.000%, 10/1/27		100,000			106,198
Massachusetts Educational Financing Authority, 2.306%, 7/1/25		200,000			200,068
Massachusetts Health and Educational Facilities Authority, (Northeastern University), 6.432%, 10/1/35		420,000			551,296
Metropolitan Transportation Authority
5.000%, 11/15/50		240,000			259,855
5.175%, 11/15/49		855,000			874,793
Michigan Finance Authority, (City of Detroit), 2.741%, 4/1/21		320,000			323,181
New Jersey Educational Facilities Authority, 3.958%, 7/1/48 (Insurer AGM)		1,000,000			1,031,650
New Jersey Turnpike Authority
7.102%, 1/1/41		135,000			215,425
7.414%, 1/1/40		200,000			328,120
New York Transportation Development Corp., 4.248%, 9/1/35		610,000			671,659
New York Transportation Development Corp., (LaGuardia Airport Terminal B Redevelopment), 3.473%, 7/1/28		500,000			505,970
Oklahoma Development Finance Authority, (OU Medicine)
4.650%, 8/15/30 (Insurer AGM)		130,000			148,970
5.450%, 8/15/28		770,000			873,557
Oklahoma State University
3.427%, 9/1/36		100,000			106,320
3.627%, 9/1/40		880,000			923,243
Oregon Health and Science University, 5.000%, 7/1/45		350,000			447,184
Oregon State University, 3.424%, 3/1/60 (Insurer BAM)		1,000,000			999,160
Pennsylvania Industrial Development Authority, 3.556%, 7/1/24 (b)		505,000			532,391
Pennsylvania State University, 2.345%, 9/1/31		760,000			793,759
Philadelphia, PA, Water and Wastewater Revenue
2.034%, 11/1/31		220,000			217,305
4.189%, 10/1/37		665,000			740,783
Regents of the University of California Medical Center Pooled Revenue, 3.706%, 5/15/20		900,000			890,136

32

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2020 (Unaudited)

Security	Principal           Amount*		Value
Municipal Bonds (Continued)
Sacramento, CA, 5.730%, 8/15/23 (Insurer NATL) (a)		340,000		$	374,928
San Bernardino County, CA, Pension Obligation Revenue, 6.020%, 8/1/23 (Insurer AGM)		200,000			218,116
Shelby County, Health, Educational and Housing Facilities Board, (Trezevant Manor Project)
4.000%, 9/1/21		250,000			248,043
4.000%, 9/1/22		250,000			245,500
Southern Ohio Port Authority, 6.500%, 12/1/30		470,000			471,137
State Board of Administration Finance Corp., 1.258%, 7/1/25		375,000			379,088
Sustainable Energy Utility, Inc., 2.344%, 9/15/29		900,000			907,830
Washington Housing Finance Commission, (Presbyterian Retirement Communities), 4.000%, 1/1/24		400,000			404,232
Washington Housing Finance Commission, (Transforming Age), 3.000%, 1/1/25		985,000			968,245
Total Municipal Bonds (Cost $26,605,706)					27,774,540
U.S. Government Agency Obligations – 7.8%
Federal Farm Credit Banks Funding Corp.
2.625%, 10/15/49		1,140,000			1,226,667
2.780%, 11/2/37		1,800,000			2,067,764
3.430%, 4/6/45		1,000,000			1,239,587
3.660%, 3/7/44		974,000			1,245,420
Federal Home Loan Banks , 2.375%, 3/14/25		2,710,000			2,933,935
Federal Home Loan Mortgage Corp. , 1.500%, 2/12/25		5,600,000			5,858,982
Federal National Mortgage Association , 5.625%, 7/15/37		391,000			621,852
Total U.S. Government Agencies (Cost $14,081,824)					15,194,207
Senior Floating Rate Interests – 3.6%
Consumer Discretionary – 1.5%
American Builders & Contractors Supply Co., Inc. 2019 Term Loan, 2.148%, (1 mo. USD
LIBOR + 2.000%), 1/15/27 (a)		495,000			481,310
Charter Communications Operating, LLC 2019 Term Loan B2, 1.900%, (1 mo. USD LIBOR + 1.750%), 2/1/27 (a)		287,425			280,522
Harbor Freight Tools USA, Inc. 2020 Term Loan B, 4.000%, (1 mo. USD LIBOR + 3.250%), 10/19/27 (a)(c)		577,448			570,004
Nexstar Broadcasting, Inc. 2018 Term Loan B3, 2.402%, (1 mo. USD LIBOR + 2.250%), 1/17/24 (a)		105,090			102,463
UPC Broadband Holding B.V. 2020 USD Term Loan B1, 0.000%, 1/31/29 (a)(c)		670,000			654,087
UPC Broadband Holding B.V. 2020 USD Term Loan B2, 0.000%, 1/31/29 (a)(c)		670,000			654,087
USI, Inc. 2017 Repriced Term Loan, 3.220%, (3 mo. USD LIBOR + 3.000%), 5/16/24 (a)		169,750			163,915
Wyndham Hotels & Resorts, Inc. Term Loan B, 1.898%, (1 mo. USD LIBOR + 1.750%), 5/30/25 (a)		127,400			121,641
					3,028,029
Consumer Staples – 0.1%
Coty, Inc. 2018 USD Term Loan B, 2.390%, (1 mo. USD LIBOR + 2.250%), 4/7/25 (a)		202,711			177,676
					177,676

33

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2020 (Unaudited)

Security	Principal           Amount*			Value
Financials – 0.1%
Iron Mountain, Inc. 2018 Term Loan B, 1.898%, (1 mo. USD LIBOR + 1.750%), 1/2/26 (a)		141,375			$	136,427
						136,427
Health Care – 0.3%
Adevinta ASA EUR Term Loan B, 0.000%, 10/23/27 (a)(c)		185,000	EUR			215,363
Biogroup-LCD 2020 EUR Add on Term Loan B,  4.750%, (3 mo. EUR EURIBOR + 4.750%), 4/25/26 (a)(c)		170,000	EUR			196,209
Nets Holding A/S EUR Term Loan B1E, 3.250%, (3 mo. EUR EURIBOR + 3.250%), 2/6/25 (a)		176,389	EUR			201,293
						612,865
Information Technology – 0.1%
Blackhawk Network Holdings, Inc. 2018 1st Lien Term Loan, 3.148%, (1 mo. USD LIBOR + 3.000%), 6/15/25 (a)		175,950				165,481
SS&C Technologies Inc. 2018 Term Loan B3, 1.898%, (1 mo. USD LIBOR + 1.750%), 4/16/25 (a)		65,761				64,023
						229,504
Utilities – 1.5%
Adient US LLC Term Loan B, 4.398%, (3 mo. USD LIBOR + 4.250%), 5/6/24 (a)		222,187				219,549
Altice France S.A. USD Term Loan B12, 3.836%, (1 mo. USD LIBOR + 3.688%), 1/31/26 (a)		472,241				457,926
CHG PPC Parent LLC 2018 Term Loan B, 2.898%, (1 mo. USD LIBOR + 2.750%), 3/31/25 (a)		97,750				94,818
Crown Finance US, Inc. 2018 USD Term Loan, 2.769%, (6 mo. USD LIBOR + 2.500%), 2/28/25 (a)		153,821				87,829
Diamond (BC) B.V. USD Term Loan, 3.214%, (1 mo. USD LIBOR + 3.000%), 9/6/24 (a)		145,875				139,888
Finastra USA, Inc. USD 1st Lien Term Loan, 4.500%, (3 mo. USD LIBOR + 3.500%), 6/13/24 (a)		253,288				239,744
Go Daddy Operating Company, LLC 2017 Repriced Term Loan
1.898%, (1 mo. USD LIBOR + 1.750%), 2/15/24 (a)		185,177				181,140
2.648%, (1 mo. USD LIBOR + 2.500%), 8/10/27 (a)		309,225				304,683
MA FinanceCo., LLC USD Term Loan B3, 2.648%, (1 mo. USD LIBOR + 2.500%), 6/21/24 (a)		28,980				27,477
Russell Investments US Inst’l Holdco, Inc. 2020 Term Loan
4.000%, (3 mo. USD LIBOR + 3.000%), 5/30/25 (a)		387,551				387,551
Seattle Spinco, Inc. USD Term Loan B3, 2.648%, (1 mo. USD LIBOR + 2.500%), 6/21/24 (a)		195,711				185,559
SS&C Technologies Holdings Europe S.A.R.L. 2018 Term Loan B4, 1.898%, (1 mo. USD LIBOR + 1.750%), 4/16/25 (a)		46,202				44,980
Zelis Healthcare Corporation Term Loan B, 4.898%, (1 mo. USD LIBOR + 4.750%), 9/30/26 (a)		473,807				471,437
						2,842,581
Total Senior Floating Rate Interests (Cost $7,252,653)						7,027,082
Foreign Government & Agency Securities – 1.7%
City of Toronto Canada, 2.600%, 9/24/39		1,060,000	CAD			846,298
Hong Kong Government International Bond, 2.500%, 5/28/24 (b)		750,000				791,593

34

Domini Impact Bond Fund

Portfolio of Investments (continued)

October 31, 2020 (Unaudited)

Security	Principal           Amount*			Value
Foreign Government & Agency Securities (Continued)
Republic of Chile, 0.830%, 7/2/31 (a)		1,370,000	EUR		$	1,616,861
Total Foreign Government & Agency Securities (Cost $3,107,310)						3,254,752
Asset Backed Securities – 0.5%
Carmax Auto Owner Trust Series 2017-4, Class C, 2.700%, 10/16/23		250,000				255,326
CNH Equipment Trust Series 2016-C, Class B, 1.930%, 3/15/24		20,000				20,010
Mosaic Solar Loan Trust Series 2020-2A, Class A, 1.440%, 8/20/46 (b)		230,000				227,412
SBA Tower Trust Series 2014-2A, Class C, 3.869%, 10/15/49 (b)(d)		500,000				531,346
Total Asset Backed Securities (Cost $998,176)						1,034,094
Certificates of Deposit – 0.3%
Self-Help Credit Union, 2.200%, 6/25/21		100,000				101,419
Self-Help Federal Credit Union, 2.500%, 6/27/22		400,000				416,025
Total Certificates of Deposit (Cost $500,000)						517,444
Total Long Term Investments (Cost $214,628,261)						223,974,754
Short Term Investments – 10.6%
U.S. Government Agency Obligations – 10.6%
Federal Home Loan Bank Discount Notes
0.000%, 11/25/20		12,000,000				11,999,464
0.000%, 1/15/21		8,600,000				8,598,409
Total Short Term Investments (Cost $20,597,448)						20,597,873
Total Investments–126.4% (Cost $235,225,709)						244,572,627
Other Liabilities, less assets – (26.4)%						(51,097,022	)
Net Assets – 100.0%					$	193,475,605

* 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, 2020, the aggregate value of these securities was $33,456,654, representing 17.3% of net assets.

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

(d) Step coupon bond.

Abbreviations

TBA — To Be Announced

AGM — Assured Guaranty Municipal Corporation

NATL — National Public Finance Guarantee Corporation

CAD – Canadian Dollar

EUR – Euro

At October 31, 2020, the Fund had the following forward currency contracts outstanding.

35

Currency Bought	Currency Sold		Counterparty		Settlement Date		Quantity		Value		Unrealized Appreciation (Depreciation)
United States Dollar		Canadian Dollar		BNP Paribas N.A.		12/16/20		1,052,000	$	789,157	$	16,225
United States Dollar		Euro		Citibank N.A.		11/30/20		501,000		583,937		9,688
United States Dollar		Euro		HSBC Bank USA		12/16/20		1,672,000		1,949,642		29,579
											$	55,492

At October 31, 2020, the Fund had the following future contracts outstanding.

Description	Number of Contracts		Notional Amount		Value		Expiration Date		Unrealized Appreciation (Depreciation)
Australian Government Bond (Long)		2		$200,000		$209,992		12/15/20	$	2,837
Euro Bund (Short)		25		$(2,500,000)		$(5,129,706)		12/8/20	$	(38,618	)
Euro-O.A.T. (Short)		6		$(600,000)		$(1,188,915)		12/8/20	$	(15,417	)
									$	(51,198	)

At October 31, 2020, 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)
Receive Fixed rate 1.430% Pay Floating rate 3 month USD BBA LIBOR	Morgan Stanley LCH	8/28/29	$	1,790,000	$	98,707		$	-		$	98,707
Pay Fixed rate 0.836% Receive Floating rate 3 month USD BBA LIBOR	Morgan Stanley LCH	3/20/30		745,000		113			-			113
Pay Fixed rate 0.780% Receive Floating rate 3 month USD BBA LIBOR	Morgan Stanley LCH	4/14/30		15,240,000		88,448			(168,331	)		256,779
Receive Fixed rate 0.482% Pay Floating rate 3 month USD BBA LIBOR	Morgan Stanley LCH	4/1/25		760,000		3,128			-			3,128
Receive Fixed rate 0.480% Pay Floating rate 3 month USD BBA LIBOR	Morgan Stanley LCH	4/7/25		1,145,000		4,555			-			4,555
Pay Fixed rate 0.410% Receive Floating rate 3 month USD BBA LIBOR	Morgan Stanley LCH	6/17/25		1,925,000		(75	)		(808	)		733
Pay Fixed rate 1.090% Receive Floating rate 3 month USD BBA LIBOR	Morgan Stanley LCH	9/16/40		1,305,000		32,786			(7,998	)		40,784
Receive Fixed rate 0.560% Pay Floating rate 3 month USD BBA LIBOR	Morgan Stanley LCH	9/16/27		7,124,000		(32,746	)		33,693			(66,439	)
Receive Fixed rate 0.280% Pay Floating rate 3 month USD BBA LIBOR	Morgan Stanley LCH	9/16/25		750,000		(5,593	)		(1,641	)		(3,952	)

36

Description	Counterparty/ Exchange		Expiration Date		Notional Amount		Value			Upfront Premiums Paid (Received)			Unrealized Appreciation (Depreciation)
Pay Fixed rate 0.750% Receive Floating rate 3 month USD BBA LIBOR		Morgan Stanley LCH		12/16/30		2,990,000		42,889			(7,546	)		50,435
Receive Fixed rate 0.840% Pay Floating rate 3 month USD BBA LIBOR		Morgan Stanley LCH		9/16/35		672,000		(25,140	)		(6,797	)		(18,343	)
Receive Fixed rate 1.090% Pay Floating rate 3 month USD BBA LIBOR		Morgan Stanley LCH		12/16/50		645,000		(35,941	)		(6,965	)		(28,976	)
Receive Fixed rate 1.220% Pay Floating rate 3 month USD BBA LIBOR		Morgan Stanley LCH		12/16/50		363,000		(7,881	)		325			(8,206	)
										$	(166,068	)	$	329,318

Abbreviations

LCH — London Clearing House

See Notes to Portfolio of Investments

37

Domini Impact Bond Fund

NOTES TO PORTFOLIO OF INVESTMENTS

October 31, 2020 (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. As of October 31, 2020, the Class Y shares of the Bond Fund had not yet commenced operations. Each class of shares is sold at its offering price, which is net asset value. The Institutional shares may only be purchased by or for the benefit of investors that meet the minimum investment requirements, and fall within the following categories: endowments, foundations, religious organizations and other nonprofit entities, individuals, retirement plan sponsors, family office clients, certain corporate or similar institutions, or omnibus accounts maintained by financial intermediaries and that are approved by the Fund’s Distributor. Class Y shares may only be purchased through omnibus accounts held on the books of the Fund for financial intermediaries that have been approved by the Funds’ distributor. Each class of shares has identical rights and voting privileges with respect to the Fund in general and exclusive voting rights on matters that affect that class alone. Earnings, net assets, and net asset value per share may differ due to each class having its own expenses, such as transfer and shareholder servicing agent fees and registration fees, directly attributable to that class. Institutional 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 amor-tized cost,which constitutes fair value as determined by the Board of Trustees of the Fund. Securities (other than short-term obligations with remain-ing maturities of 60 days or less) for which there are no such quotations or valuations are valued at fair value as determined in good faith by or at the direction of the Fund’s Board of Trustees.

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

Level 1 - quoted prices in active markets for identical securities

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

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

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

The following is a summary of the inputs used, as of October 31,2020, 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	$	-	$	94,940,353	$	-	$	94,940,353
Corporate Bonds and Notes		-		74,232,282		-		74,232,282
Municipal Bonds		-		27,774,540		-		27,774,540
U.S. Government Agency Obligations		-		15,194,207		-		15,194,207
Senior Floating Rate Interests		-		7,027,082		-		7,027,082
Foreign Government & Agency Securities		-		3,254,752		-		3,254,752

38

Domini Impact Bond Fund

NOTES TO PORTFOLIO OF INVESTMENTS (continued)

October 31, 2020 (Unaudited)

	Level 1 - Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
Asset Backed Securities		-		1,034,094		-		1,034,094
Certificates of Deposit		-		517,444		-		517,444
Total Long Term Investments	$	-	$	223,974,754	$	-	$	223,974,754
Short Term Investments in Securities:
U.S. Government Agency Obligations		-		20,597,873		-		20,597,873
Total Short Term Investments	$	-	$	20,597,873	$	-	$	20,597,873
Total Investment in Securities	$	-	$	244,572,627	$	-	$	244,572,627
Other Financial Instruments:
Forward Currency Contracts		-		55,492		-		55,492
Futures				2,837		-		2,837
Interest Rate Swap - CCP		-		455,234		-		455,234
Total Other Financial Instruments	$	-	$	513,563	$	-	$	513,563
Liabilities:
Other Financial Instruments:
Futures		-		(54,035)		-		(54,035)
Interest Rate Swap - CCP		-		(125,916)		-		(125,916)
Total Other Financial Instruments	$	-	$	(179,951)	$	-	$	(179,951)

39