Domini Impact Equity Fund

Portfolio of Investments

April 30, 2021 (Unaudited)

Security	Shares		Value
Long Term Investments – 99.9%
Common Stocks – 99.9%
Communication Services – 11.6%
Alphabet, Inc., Class A (a)		20,950	$	49,305,825
Altice USA, Inc., Class A (a)		8,300		301,373
AT&T, Inc.		255,185		8,015,361
Charter Communications, Inc., Class A (a)		4,558		3,069,585
Comcast Corp., Class A		162,821		9,142,399
Electronic Arts, Inc.		10,418		1,480,189
Lumen Technologies, Inc.		37,600		482,408
Match Group, Inc. (a)		9,100		1,416,233
Netflix, Inc. (a)		15,638		8,029,644
New York Times Co. (The), Class A		94,775		4,303,733
Omnicom Group, Inc.		7,400		608,724
Pinterest, Inc., Class A (a)		19,300		1,280,941
Roku, Inc. (a)		4,000		1,371,880
SoftBank Group Corp. ADR		86,426		3,897,813
Spotify Technology SA (a)		4,200		1,058,904
Take-Two Interactive Software, Inc. (a)		3,981		698,188
TELUS Corp.		45,694		948,150
T-Mobile US, Inc. (a)		21,300		2,814,369
Verizon Communications, Inc.		148,395		8,575,747
Walt Disney Co. (The) (a)		65,093		12,108,600
Zillow Group, Inc., Class A (a)		7,100		946,785
				119,856,851
Consumer Discretionary – 13.9%
Advance Auto Parts, Inc.		2,657		531,825
Amazon.com, Inc. (a)		15,419		53,464,149
Aptiv PLC (a)		9,500		1,366,955
Best Buy Co., Inc.		8,149		947,484
Booking Holdings, Inc. (a)		1,460		3,600,477
BorgWarner, Inc.		8,400		408,072
Bright Horizons Family Solutions, Inc. (a)		2,400		347,592
Burlington Stores, Inc. (a)		2,400		783,192
Chegg, Inc. (a)		59,487		5,373,461
Chipotle Mexican Grill, Inc. (a)		1,017		1,517,395
Cie Generale des Etablissements Michelin SCA ADR		28,750		832,025
Dollar General Corp.		8,900		1,911,275
eBay, Inc.		23,300		1,299,907
Etsy, Inc. (a)		4,300		854,797
Garmin, Ltd.		5,246		719,961
Home Depot, Inc. (The)		38,651		12,510,169
Lowe’s Cos., Inc.		26,241		5,149,796
MercadoLibre, Inc. (a)		1,700		2,670,666

1

Domini Impact Equity Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Security	Shares		Value
Consumer Discretionary (Continued)
NIKE, Inc., Class B		44,949	$	5,961,136
NIO, Inc. ADR (a)		47,200		1,880,448
NVR, Inc. (a)		120		602,172
O’Reilly Automotive, Inc. (a)		2,600		1,437,488
Sony Corp. ADR		44,455		4,452,613
Starbucks Corp.		42,067		4,816,251
Target Corp.		17,851		3,699,798
Tesla, Inc. (a)		31,354		22,243,782
TJX Cos., Inc.		40,600		2,882,600
Ulta Beauty, Inc. (a)		1,898		625,106
VF Corp.		11,800		1,034,388
Williams-Sonoma, Inc.		2,600		443,950
				144,368,930
Consumer Staples – 5.7%
AppHarvest, Inc. (a)		144,743		2,476,553
Beyond Meat, Inc. (a)		25,550		3,364,424
Campbell Soup Co.		7,991		381,570
Church & Dwight Co., Inc.		8,712		746,967
Clorox Co. (The)		4,400		803,000
Colgate-Palmolive Co.		31,225		2,519,857
Costco Wholesale Corp.		15,903		5,917,347
Estee Lauder Cos., Inc. (The), Class A		7,677		2,409,043
General Mills, Inc.		21,599		1,314,515
JM Smucker Co. (The)		3,746		490,689
Keurig Dr Pepper, Inc.		25,200		903,420
Kimberly-Clark Corp.		12,318		1,642,236
Kraft Heinz Co. (The)		22,123		913,459
Kroger Co. (The)		25,711		939,480
Lamb Weston Holdings, Inc.		5,800		466,900
L’Oreal SA ADR		38,300		3,133,323
McCormick & Co., Inc.		9,300		840,348
Mondelez International, Inc., Class A		51,047		3,104,168
PepsiCo, Inc.		49,331		7,111,557
Procter & Gamble Co. (The)		87,925		11,730,953
Sysco Corp.		17,303		1,466,083
Unilever PLC ADR		92,385		5,424,847
Walgreens Boots Alliance, Inc.		25,348		1,345,979
				59,446,718
Financials – 9.7%
Aflac, Inc.		22,515		1,209,731
AGNC Investment Corp.		22,200		398,046
Allstate Corp.		10,800		1,369,440
American Express Co.		21,848		3,350,391

2

Domini Impact Equity Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Security	Shares		Value
Financials (Continued)
Annaly Capital Management, Inc.		47,900	$	434,932
Aon PLC, Class A		8,200		2,061,808
Bank of America Corp.		273,654		11,091,197
Bank of Montreal		23,631		2,229,349
Bank of New York Mellon Corp. (The)		28,800		1,436,544
Bank of Nova Scotia (The)		44,166		2,812,933
BlackRock, Inc.		5,034		4,124,356
Capital One Financial Corp.		16,218		2,417,779
Cboe Global Markets, Inc.		3,700		386,169
Charles Schwab Corp. (The)		54,078		3,807,091
Chubb, Ltd.		14,287		2,451,506
Cincinnati Financial Corp.		5,411		609,711
Citigroup, Inc.		74,408		5,300,826
CME Group, Inc.		12,898		2,605,267
Comerica, Inc.		4,654		349,795
Discover Financial Services		10,800		1,231,200
DNB ASA ADR		30,840		667,223
East West Bancorp, Inc.		4,800		365,520
Equitable Holdings, Inc.		15,300		523,719
Everest Re Group, Ltd.		1,500		415,425
FactSet Research Systems, Inc.		1,500		504,330
Fifth Third Bancorp		24,956		1,011,716
First Republic Bank		6,100		1,117,764
Hartford Financial Services Group, Inc. (The)		12,493		824,038
Huntington Bancshares, Inc.		34,900		534,668
Intercontinental Exchange, Inc.		20,295		2,388,924
Invesco, Ltd.		16,303		440,181
KeyCorp		34,000		739,840
London Stock Exchange Group PLC ADR		66,600		1,723,608
Markel Corp. (a)		490		576,446
MarketAxess Holdings, Inc.		1,300		634,998
Marsh & McLennan Cos., Inc.		18,430		2,500,951
MetLife, Inc.		25,200		1,603,476
Moody’s Corp.		5,914		1,932,163
Morgan Stanley		50,959		4,206,665
MSCI, Inc.		2,905		1,411,162
Nasdaq, Inc.		4,200		678,468
Northern Trust Corp.		7,000		796,600
PNC Financial Services Group, Inc. (The)		14,949		2,794,716
Principal Financial Group, Inc.		9,400		600,378
Progressive Corp. (The)		21,258		2,141,531
Prudential Financial, Inc.		13,961		1,401,126
Raymond James Financial, Inc.		4,300		562,354

3

Domini Impact Equity Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Security	Shares		Value
Financials (Continued)
Regions Financial Corp.		33,528	$	730,910
S&P Global, Inc.		8,598		3,356,573
T Rowe Price Group, Inc.		8,111		1,453,491
Toronto-Dominion Bank (The)		64,817		4,456,169
Travelers Cos., Inc. (The)		8,916		1,378,949
Truist Financial Corp.		47,802		2,835,137
US Bancorp		49,516		2,938,775
				99,926,065
Health Care – 12.3%
AbbVie, Inc.		62,452		6,963,398
ABIOMED, Inc. (a)		1,600		513,168
Agilent Technologies, Inc.		10,800		1,443,312
Alcon, Inc. (a)		17,362		1,309,616
Align Technology, Inc. (a)		2,600		1,548,378
Alnylam Pharmaceuticals, Inc. (a)		4,100		576,624
Amgen, Inc.		20,819		4,989,065
Becton Dickinson and Co.		10,551		2,625,194
Biogen, Inc. (a)		5,367		1,434,760
BioMarin Pharmaceutical, Inc. (a)		6,300		490,896
Bio-Rad Laboratories, Inc., Class A (a)		800		504,104
Bio-Techne Corp.		1,400		598,486
Bristol-Myers Squibb Co.		79,101		4,937,484
Cerner Corp.		10,723		804,761
Cooper Cos., Inc. (The)		1,700		698,513
CSL, Ltd. ADR		32,300		3,370,828
Danaher Corp.		22,615		5,742,853
DENTSPLY SIRONA, Inc.		7,516		507,405
DexCom, Inc. (a)		13,583		5,244,396
Edwards Lifesciences Corp. (a)		22,072		2,108,317
Exact Sciences Corp. (a)		26,800		3,532,776
Gilead Sciences, Inc.		44,646		2,833,682
GlaxoSmithKline PLC ADR		90,325		3,372,736
Guardant Health, Inc. (a)		3,300		524,634
Henry Schein, Inc. (a)		5,700		413,250
Hologic, Inc. (a)		82,231		5,390,242
IDEXX Laboratories, Inc. (a)		3,019		1,657,401
Illumina, Inc. (a)		5,249		2,062,017
Incyte Corp. (a)		6,500		554,970
Inspire Medical Systems, Inc. (a)		12,344		2,923,306
Insulet Corp. (a)		2,300		679,006
Koninklijke Philips NV (a)		32,176		1,822,449
Masimo Corp. (a)		1,800		418,806
Merck & Co., Inc.		89,835		6,692,707

4

Domini Impact Equity Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Security	Shares		Value
Health Care (Continued)
Mettler-Toledo International, Inc. (a)		890	$	1,168,855
Moderna, Inc. (a)		11,800		2,110,076
Novo Nordisk A/S ADR		58,878		4,354,028
PerkinElmer, Inc.		3,900		505,557
Pfizer, Inc.		198,970		7,690,190
Quest Diagnostics, Inc.		4,615		608,626
Regeneron Pharmaceuticals, Inc. (a)		3,642		1,752,895
ResMed, Inc.		5,246		986,091
Sanofi ADR (a)		77,316		4,049,039
Seagen, Inc. (a)		37,643		5,411,558
STERIS PLC		3,000		633,060
Stryker Corp.		12,128		3,185,177
Teladoc Health, Inc. (a)		27,215		4,690,505
Teleflex, Inc.		1,700		718,216
Thermo Fisher Scientific, Inc.		14,188		6,671,623
Veeva Systems, Inc., Class A (a)		4,806		1,357,455
Vertex Pharmaceuticals, Inc. (a)		9,243		2,016,823
Waters Corp. (a)		2,163		648,619
				127,847,933
Industrials – 6.9%
Allegion PLC		3,100		416,578
Ameresco, Inc., Class A (a)		122,608		6,472,476
AO Smith Corp.		4,500		304,875
Assa Abloy AB ADR		66,242		947,923
Brambles, Ltd. ADR		25,600		411,648
Carrier Global Corp.		31,700		1,381,486
CH Robinson Worldwide, Inc.		4,700		456,276
Cintas Corp.		3,200		1,104,448
Copart, Inc. (a)		7,500		933,825
CoStar Group, Inc. (a)		1,371		1,171,424
Cummins, Inc.		5,141		1,295,738
Deere & Co.		10,245		3,799,358
Deutsche Post AG ADR		34,937		2,057,615
Donaldson Co., Inc.		5,200		326,976
Emerson Electric Co.		21,726		1,965,986
Expeditors International of Washington, Inc.		5,900		648,174
Fastenal Co.		20,158		1,053,860
Fortune Brands Home & Security, Inc.		5,400		566,892
Generac Holdings, Inc. (a)		2,300		745,085
Graco, Inc.		5,700		437,760
Hubbell, Inc.		2,200		422,422
IAA, Inc. (a)		5,500		345,455
IDEX Corp.		2,800		627,760

5

Domini Impact Equity Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Security	Shares		Value
Industrials (Continued)
IHS Markit, Ltd.		12,994	$	1,397,894
Illinois Tool Works, Inc.		10,452		2,408,768
Ingersoll Rand, Inc. (a)		12,969		640,798
JB Hunt Transport Services, Inc.		3,100		529,201
JetBlue Airways Corp. (a)		10,288		209,464
Johnson Controls International PLC		25,536		1,591,914
Lennox International, Inc.		1,200		402,408
Masco Corp.		8,900		568,532
Nidec Corp. ADR		73,256		2,128,819
Nordson Corp.		2,100		443,961
Old Dominion Freight Line, Inc.		3,700		953,897
Otis Worldwide Corp.		15,800		1,230,346
Owens Corning		3,633		351,711
PACCAR, Inc.		12,000		1,078,560
Pentair PLC		6,600		425,766
Rockwell Automation, Inc.		4,272		1,128,919
Roper Technologies, Inc.		3,757		1,677,275
Schneider Electric SE ADR		97,900		3,118,604
Siemens AG ADR		57,736		4,812,873
Snap-on, Inc.		2,000		475,200
Stanley Black & Decker, Inc.		5,654		1,169,078
Sunrun, Inc. (a)		85,242		4,176,858
Thomson Reuters Corp.		5,800		537,718
Toro Co. (The)		3,700		424,020
Trane Technologies PLC		8,407		1,461,389
Trex Co., Inc. (a)		4,600		496,754
United Parcel Service, Inc., Class B		25,693		5,237,775
United Rentals, Inc. (a)		2,600		831,870
Vestas Wind Systems A/S ADR		21,200		1,450,080
Westinghouse Air Brake Technologies Corp.		6,191		508,095
WW Grainger, Inc.		1,570		680,658
Xylem, Inc.		6,300		697,095
				71,140,340
Information Technology – 34.9%
Accenture PLC, Class A		23,700		6,872,289
Adobe, Inc. (a)		17,161		8,723,623
Advanced Micro Devices, Inc. (a)		43,150		3,521,903
Apple, Inc.		531,196		69,831,026
Applied Materials, Inc.		32,602		4,326,611
ASML Holding NV, Class G		14,900		9,656,690
Autodesk, Inc. (a)		21,767		6,354,005
Automatic Data Processing, Inc.		14,468		2,705,371
Broadcom, Inc.		14,213		6,483,971

6

Domini Impact Equity Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Security	Shares		Value
Information Technology (Continued)
Cadence Design Systems, Inc. (a)		9,784	$	1,289,238
Cisco Systems, Inc.		139,391		7,096,396
Cree, Inc. (a)		46,177		4,590,917
Dell Technologies, Inc., Class C (a)		8,900		875,137
DocuSign, Inc. (a)		28,779		6,415,990
Enphase Energy, Inc. (a)		56,021		7,800,924
Fiserv, Inc. (a)		21,200		2,546,544
Infineon Technologies AG ADR		43,500		1,740,870
Intel Corp.		145,679		8,380,913
International Business Machines Corp.		31,866		4,521,148
Intuit, Inc.		9,122		3,759,724
KLA Corp.		5,610		1,769,114
Lam Research Corp.		5,100		3,164,295
Mastercard, Inc., Class A		31,252		11,940,139
Maxim Integrated Products, Inc.		9,700		911,800
Micron Technology, Inc. (a)		39,900		3,434,193
Microsoft Corp.		267,261		67,397,879
NetApp, Inc.		7,708		575,711
NortonLifeLock, Inc.		20,300		438,683
NVIDIA Corp.		21,377		12,834,323
Palo Alto Networks, Inc. (a)		14,765		5,217,803
Paychex, Inc.		11,331		1,104,659
Paycom Software, Inc. (a)		1,700		653,497
PayPal Holdings, Inc. (a)		42,000		11,016,180
QUALCOMM, Inc.		40,700		5,649,160
salesforce.com, Inc. (a)		31,734		7,308,975
ServiceNow, Inc. (a)		7,100		3,595,227
Shopify, Inc., Class A (a)		4,000		4,730,040
Snowflake, Inc., Class A (a)		1,300		301,067
Splunk, Inc. (a)		5,900		745,878
Square, Inc., Class A (a)		36,034		8,821,844
STMicroelectronics NV, Class Y		123,629		4,610,125
Synopsys, Inc. (a)		5,443		1,344,748
Texas Instruments, Inc.		32,952		5,948,166
Twilio, Inc., Class A (a)		5,000		1,839,000
Universal Display Corp.		22,950		5,133,685
Visa, Inc., Class A		60,500		14,130,380
VMware, Inc., Class A (a)		2,775		446,303
WEX, Inc. (a)		1,516		311,098
Workday, Inc., Class A (a)		6,500		1,605,500
Zoom Video Communications, Inc., Class A (a)		22,503		7,191,284
				361,664,046

7

Domini Impact Equity Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Security	Shares		Value
Materials – 1.8%
Air Products and Chemicals, Inc.		8,059	$	2,324,860
AptarGroup, Inc.		2,500		377,025
Avery Dennison Corp.		2,900		621,093
Ecolab, Inc.		9,248		2,072,662
International Paper Co.		13,700		794,600
Linde PLC		18,830		5,382,367
Novozymes A/S ADR		6,937		493,845
Nucor Corp.		10,492		863,072
PPG Industries, Inc.		8,342		1,428,484
Sherwin-Williams Co. (The)		8,892		2,435,252
Steel Dynamics, Inc.		7,800		422,916
Vulcan Materials Co.		4,644		827,747
Westrock Co.		8,885		495,339
				18,539,262
Real Estate – 2.6%
Alexandria Real Estate Equities, Inc.		4,786		866,745
American Tower Corp.		16,009		4,078,613
Boston Properties, Inc.		4,946		540,845
CBRE Group, Inc., Class A (a)		11,322		964,634
Crown Castle International Corp.		15,322		2,896,777
Digital Realty Trust, Inc.		9,892		1,526,435
Duke Realty Corp.		12,900		600,108
Equinix, Inc.		3,231		2,328,776
Equity LifeStyle Properties, Inc.		5,700		395,580
Essex Property Trust, Inc.		2,300		668,196
Extra Space Storage, Inc.		4,500		669,105
Host Hotels & Resorts, Inc. (a)		23,922		434,424
Kilroy Realty Corp.		4,600		315,284
Mid-America Apartment Communities, Inc.		4,000		629,320
Prologis, Inc.		26,795		3,122,421
Public Storage		5,277		1,483,681
Realty Income Corp.		13,121		907,317
SBA Communications Corp.		3,907		1,171,006
Simon Property Group, Inc.		12,500		1,521,750
UDR, Inc.		10,169		472,350
Ventas, Inc.		13,063		724,474
WP Carey, Inc.		6,300		471,807
				26,789,648
Utilities – 0.5%
Alliant Energy Corp.		8,600		483,062
Consolidated Edison, Inc.		12,061		933,642
Eversource Energy		12,058		1,039,641
Fortis, Inc.		16,900		753,740

8

Domini Impact Equity Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Security	Shares		Value
Utilities (Continued)
National Grid PLC ADR		25,119	$	1,581,994
SSE PLC ADR		36,700		742,808
				5,534,887
Total Investments – 99.9% (Cost $614,151,615)				1,035,114,680
Other Assets, less liabilities – 0.1%				759,478
Net Assets – 100.0%			$	1,035,874,158

(a) Non-income producing security.

Abbreviations

ADR — American Depositary Receipt

See Notes to Portfolio of Investments

9

Domini International Opportunities Fund

Portfolio of Investments

April 30, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
Common Stocks – 99.5%
Argentina – 1.0%
MercadoLibre, Inc. (a)		Retailing		154	$	241,931
						241,931
Australia – 3.4%
APA Group		Utilities		3,866		29,951
ASX, Ltd.		Diversified Financials		627		35,326
Brambles, Ltd.		Commercial & Professional Services		4,809		38,630
Cochlear, Ltd.		Health Care Equipment & Services		588		100,928
CSL, Ltd.		Pharmaceuticals, Biotechnology & Life Sciences		1,477		309,378
Dexus		Real Estate		3,559		28,014
Fortescue Metals Group, Ltd.		Materials		5,755		99,841
GPT Group (The)		Real Estate		6,484		23,141
Insurance Australia Group, Ltd.		Insurance		8,072		30,497
Magellan Financial Group, Ltd.		Diversified Financials		480		17,931
Mirvac Group		Real Estate		13,084		27,184
Stockland		Real Estate		7,804		28,200
Transurban Group		Transportation		8,981		98,198
						867,219
Austria – 0.2%
Erste Group Bank AG (a)		Banks		970		34,520
Verbund AG		Utilities		223		18,337
						52,857
Belgium – 0.5%
Elia Group SA		Utilities		93		10,080
KBC Group NV (a)		Banks		925		71,862
Umicore SA		Materials		639		38,877
						120,819
Canada – 2.3%
Fortis, Inc.		Utilities		1,499		66,810
SunOpta, Inc. (a)		Food, Beverage & Tobacco		9,364		116,020
Toronto-Dominion Bank (The)		Banks		5,896		404,985
						587,815
China – 0.4%
BYD Co., Ltd., Class H		Automobiles & Components		4,933		102,591
						102,591

10

Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
Denmark – 4.0%
Ambu A/S, Class B		Health Care Equipment & Services		711	$	39,845
Chr Hansen Holding A/S (a)		Materials		338		31,070
DSV A/S		Transportation		730		162,841
Genmab A/S (a)		Pharmaceuticals, Biotechnology & Life Sciences		211		77,526
GN Store Nord A/S		Health Care Equipment & Services		422		38,107
Novo Nordisk A/S, Class B		Pharmaceuticals, Biotechnology & Life Sciences		5,400		398,844
Novozymes A/S, Class B		Materials		659		46,797
Orsted A/S		Utilities		584		84,999
Vestas Wind Systems A/S		Capital Goods		3,115		130,194
						1,010,223
Finland – 1.3%
Elisa Oyj		Telecommunication Services		469		26,621
Kesko OYJ, Class B		Food & Staples Retailing		1,245		37,958
Kone OYJ, Class B		Capital Goods		1,252		98,462
Nordea Bank Abp		Banks		9,810		101,794
Sampo OYJ, Class A		Insurance		1,501		71,291
						336,126
France – 10.0%
Air Liquide SA		Materials		1,553		261,866
BioMerieux		Health Care Equipment & Services		562		66,937
BNP Paribas SA (a)		Banks		3,733		239,660
Capgemini SE		Software & Services		522		95,778
Carrefour SA		Food & Staples Retailing		2,047		39,695
Cie Generale des Etablissements Michelin SCA		Automobiles & Components		533		77,225
Credit Agricole SA (a)		Banks		4,262		66,011
Edenred		Software & Services		804		45,639
Eiffage SA (a)		Capital Goods		263		28,846
Gecina SA		Real Estate		170		24,916
Hermes International		Consumer Durables & Apparel		109		136,983
Kering SA		Consumer Durables & Apparel		241		193,365
Legrand SA		Capital Goods		867		84,502

11

Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
France (Continued)
L’Oreal SA		Household & Personal Products		689	$	282,489
Orange SA		Telecommunication Services		6,578		82,023
Sanofi		Pharmaceuticals, Biotechnology & Life Sciences		3,561		373,825
Sartorius Stedim Biotech		Pharmaceuticals, Biotechnology & Life Sciences		79		36,330
Schneider Electric SE		Capital Goods		1,759		281,020
Unibail-Rodamco-Westfield (a)		Real Estate		421		34,715
Valeo SA		Automobiles & Components		692		22,454
Worldline SA (a)		Software & Services		739		72,647
						2,546,926
Germany – 7.8%
adidas AG (a)		Consumer Durables & Apparel		569		175,968
Beiersdorf AG		Household & Personal Products		322		36,391
Deutsche Boerse AG		Diversified Financials		595		102,666
Deutsche Post AG		Transportation		3,220		189,893
Encavis AG		Utilities		4,355		83,745
Henkel AG & Co. KGaA		Household & Personal Products		970		96,496
Just Eat Takeaway.com NV (a)		Retailing		437		45,211
KION Group AG		Capital Goods		253		25,243
Knorr-Bremse AG		Capital Goods		217		26,633
LEG Immobilien SE		Real Estate		233		32,460
Merck KGaA		Pharmaceuticals, Biotechnology & Life Sciences		425		74,762
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		Insurance		458		132,502
Nordex SE (a)		Capital Goods		3,462		100,082
Puma SE (a)		Consumer Durables & Apparel		299		31,562
Sartorius AG, Pfd Shs		Health Care Equipment & Services		118		66,664
Siemens AG		Capital Goods		2,633		439,843
Siemens Energy AG (a)		Capital Goods		1,307		43,772
Siemens Healthineers AG		Health Care Equipment & Services		726		41,542
Symrise AG		Materials		405		52,367
Vonovia SE		Real Estate		1,847		121,513

12

Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
Germany (Continued)
Zalando SE (a)		Retailing		531	$	55,295
						1,974,610
Hong Kong – 3.3%
AIA Group, Ltd.		Insurance		39,612		502,836
Hong Kong Exchanges & Clearing, Ltd.		Diversified Financials		4,213		254,120
Techtronic Industries Co., Ltd.		Capital Goods		4,427		80,336
						837,292
Hungary – 0.1%
OTP Bank Nyrt (a)		Banks		723		32,528
						32,528
India – 1.3%
HDFC Bank, Ltd. ADR (a)		Banks		4,652		326,943
						326,943
Ireland – 1.1%
CRH PLC		Materials		2,589		122,835
Kerry Group PLC, Class A		Food, Beverage & Tobacco		504		65,413
Kingspan Group plc		Capital Goods		501		44,619
Smurfit Kappa Group PLC		Materials		841		43,048
						275,915
Italy – 1.2%
Assicurazioni Generali SpA		Insurance		4,405		88,286
DiaSorin SpA		Health Care Equipment & Services		76		12,924
Intesa Sanpaolo SpA (a)		Banks		56,398		157,435
Terna Rete Elettrica Nazionale SpA		Utilities		4,637		34,226
						292,871
Japan – 23.2%
Aeon Co., Ltd.		Food & Staples Retailing		2,271		61,965
Asahi Intecc Co., Ltd.		Health Care Equipment & Services		663		17,843
Asahi Kasei Corp.		Materials		4,372		46,050
Canon, Inc.		Technology Hardware & Equipment		3,400		80,841
Central Japan Railway Co.		Transportation		551		80,717
Daifuku Co., Ltd.		Capital Goods		364		35,974
Daiichi Sankyo Co., Ltd.		Pharmaceuticals, Biotechnology & Life Sciences		6,232		159,146
Daiwa House Industry Co., Ltd.		Real Estate		1,934		57,340

13

Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
Japan (Continued)
Eisai Co., Ltd.		Pharmaceuticals, Biotechnology & Life Sciences		875	$	57,061
FANUC Corp.		Capital Goods		618		142,295
Fast Retailing Co., Ltd.		Retailing		177		145,196
FUJIFILM Holdings Corp.		Technology Hardware & Equipment		1,217		78,821
Hankyu Hanshin Holdings, Inc.		Transportation		742		23,399
Hoya Corp.		Health Care Equipment & Services		1,187		134,902
Japan Real Estate Investment Corp.		Real Estate		4		24,789
Kao Corp.		Household & Personal Products		1,529		98,291
Keio Corp.		Transportation		352		22,911
Keyence Corp.		Technology Hardware & Equipment		607		291,352
Kurita Water Industries, Ltd.		Capital Goods		2,539		117,246
Kyocera Corp.		Technology Hardware & Equipment		1,055		64,044
Lasertec Corp.		Semiconductors & Semiconductor Equipment		248		43,664
LIXIL Corp.		Capital Goods		878		23,779
Makita Corp.		Capital Goods		780		35,123
Mitsubishi Estate Co., Ltd.		Real Estate		3,946		64,938
Mitsui Fudosan Co., Ltd.		Real Estate		2,973		64,622
MS&AD Insurance Group Holdings, Inc.		Insurance		1,519		43,089
Murata Manufacturing Co., Ltd.		Technology Hardware & Equipment		2,020		160,583
Nidec Corp.		Capital Goods		1,628		187,957
Nintendo Co., Ltd.		Media & Entertainment		379		217,385
Nippon Paint Holdings Co., Ltd.		Materials		3,205		45,773
Nippon Prologis REIT, Inc.		Real Estate		7		22,428
Nippon Telegraph & Telephone Corp.		Telecommunication Services		7,561		190,608
Nissin Foods Holdings Co., Ltd.		Food, Beverage & Tobacco		222		15,729
Nitto Denko Corp.		Materials		471		38,972
Nomura Holdings, Inc.		Diversified Financials		9,805		52,696
NTT Data Corp.		Software & Services		2,128		33,130
Obic Co., Ltd.		Software & Services		206		39,696
Oisix ra daichi, Inc. (a)		Retailing		2,539		68,837

14

Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
Japan (Continued)
Omron Corp.		Technology Hardware & Equipment		616	$	46,641
Ono Pharmaceutical Co., Ltd.		Pharmaceuticals, Biotechnology & Life Sciences		1,285		32,363
Oriental Land Co., Ltd.		Consumer Services		645		91,423
ORIX Corp.		Diversified Financials		4,029		65,035
Rakuten Group, Inc.		Retailing		2,707		34,407
Recruit Holdings Co., Ltd.		Commercial & Professional Services		4,366		196,825
Resona Holdings, Inc.		Banks		7,378		30,368
Rohm Co., Ltd.		Semiconductors & Semiconductor Equipment		274		27,044
Santen Pharmaceutical Co., Ltd.		Pharmaceuticals, Biotechnology & Life Sciences		1,309		16,763
Sekisui House, Ltd.		Consumer Durables & Apparel		2,013		40,763
Shimano, Inc.		Consumer Durables & Apparel		247		56,470
Shionogi & Co., Ltd.		Pharmaceuticals, Biotechnology & Life Sciences		968		51,025
Shiseido Co., Ltd.		Household & Personal Products		1,283		93,353
SMC Corp.		Capital Goods		203		117,942
SoftBank Group Corp.		Telecommunication Services		3,904		351,744
Sony Group Corp.		Consumer Durables & Apparel		4,004		400,261
Sumitomo Realty & Development Co., Ltd.		Real Estate		1,068		35,646
Sysmex Corp.		Health Care Equipment & Services		479		47,838
TDK Corp.		Technology Hardware & Equipment		407		55,187
Terumo Corp.		Health Care Equipment & Services		2,288		86,502
Tobu Railway Co., Ltd.		Transportation		628		16,169
Tokio Marine Holdings, Inc.		Insurance		2,073		99,401
Tokyu Corp.		Transportation		2,015		25,911
Toray Industries, Inc.		Materials		4,916		30,565
TOTO, Ltd.		Capital Goods		499		25,939
Toyota Motor Corp.		Automobiles & Components		7,401		553,698

15

Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
Japan (Continued)
Unicharm Corp.		Household & Personal Products		1,299	$	50,486
Yaskawa Electric Corp.		Capital Goods		805		37,101
Z Holdings Corp.		Media & Entertainment		15,700		72,403
						5,878,465
Netherlands – 9.2%
ABN AMRO Group NV (a)		Banks		3,089		39,937
Adyen N.V. (a)(b)		Software & Services		84		206,998
Akzo Nobel NV		Materials		565		67,926
Alfen Beheer BV (a)		Capital Goods		1,378		109,624
Arcadis N.V. (a)		Capital Goods		3,591		151,241
ASML Holding NV		Semiconductors & Semiconductor Equipment		1,354		880,071
Basic-Fit N.V. (a)		Consumer Services		2,899		130,669
Euronext N.V.		Diversified Financials		225		22,660
ING Groep NV		Banks		12,824		164,038
Koninklijke Ahold Delhaize NV		Food & Staples Retailing		3,444		92,804
Koninklijke DSM NV		Materials		560		100,537
Koninklijke KPN NV		Telecommunication Services		10,778		37,228
Koninklijke Philips NV (a)		Health Care Equipment & Services		2,943		166,621
NXP Semiconductors NV		Semiconductors & Semiconductor Equipment		899		173,067
						2,343,421
New Zealand – 0.4%
Contact Energy, Ltd.		Utilities		2,457		13,297
Meridian Energy, Ltd.		Utilities		3,873		14,803
Spark New Zealand, Ltd.		Telecommunication Services		6,147		19,401
Xero (a)		Software & Services		412		45,004
						92,505
Norway – 0.6%
DNB ASA		Banks		2,869		61,646
NEL ASA (a)		Capital Goods		25,281		73,338
Orkla ASA		Food, Beverage & Tobacco		2,493		25,460
						160,444

16

Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
Poland – 0.0%
CD Projekt SA (a)		Media & Entertainment		221	$	10,126
						10,126
Singapore – 0.4%
DBS Group Holdings, Ltd.		Banks		4,409		98,836
						98,836
South Africa – 0.2%
FirstRand, Ltd.		Diversified Financials		12,058		42,401
						42,401
Spain – 1.9%
Acciona SA		Utilities		76		13,229
Aena SME SA (a)		Transportation		223		38,807
Amadeus IT Group SA (a)		Software & Services		1,481		100,983
Banco Bilbao Vizcaya Argentaria SA (a)		Banks		21,872		122,632
CaixaBank SA (a)		Banks		11,652		37,323
Grifols SA		Pharmaceuticals, Biotechnology & Life Sciences		1,688		45,780
Red Electrica Corp. SA		Utilities		1,413		25,973
Siemens Gamesa Renewable Energy SA (a)		Capital Goods		745		26,944
Telefonica SA		Telecommunication Services		16,105		74,732
						486,403
Sweden – 3.1%
Assa Abloy AB, Class B		Capital Goods		3,085		88,054
Autoliv, Inc. (a)		Automobiles & Components		282		28,386
Essity AB, Class B		Household & Personal Products		2,072		67,704
Hennes & Mauritz AB, Class B (a)		Retailing		2,422		59,668
Kinnevik AB, Class B (a)		Diversified Financials		841		46,470
MIPS AB		Consumer Durables & Apparel		1,677		135,814
Nibe Industrier AB, Class B		Capital Goods		1,382		50,531
Samhallsbyggnadsbolaget i Norden AB		Real Estate		24,320		92,612
SKF AB, Class B		Capital Goods		1,433		37,066
Svenska Cellulosa AB SCA, Class B		Materials		1,960		34,362
Svenska Handelsbanken AB, Class A		Banks		4,889		56,682
Veoneer, Inc. (a)		Automobiles & Components		4,067		93,134
						790,483
Switzerland – 4.0%
Chocoladefabriken Lindt & Spruengli AG (a)		Food, Beverage & Tobacco		7		65,007

17

Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
Switzerland (Continued)
EMS-Chemie Holding AG		Materials		23	$	21,504
Geberit AG		Capital Goods		117		77,088
Kuehne + Nagel International AG		Transportation		181		54,189
Lonza Group AG (a)		Pharmaceuticals, Biotechnology & Life Sciences		244		155,318
Sika AG		Materials		440		131,584
STMicroelectronics NV		Semiconductors & Semiconductor Equipment		3,633		135,827
Swiss Re AG		Insurance		941		87,479
Swisscom AG		Telecommunication Services		83		45,124
Temenos AG		Software & Services		213		31,357
Zurich Insurance Group AG		Insurance		492		202,113
						1,006,590
United Kingdom – 11.5%
3i Group PLC		Diversified Financials		3,173		56,342
Admiral Group PLC		Insurance		850		36,821
Barratt Developments PLC		Consumer Durables & Apparel		3,329		35,585
Berkeley Group Holdings PLC		Consumer Durables & Apparel		392		25,116
Bunzl PLC		Capital Goods		1,103		35,554
Burberry Group PLC (a)		Consumer Durables & Apparel		1,324		37,781
CNH Industrial NV		Capital Goods		3,216		47,802
Compass Group PLC (a)		Consumer Services		5,844		127,454
GlaxoSmithKline PLC		Pharmaceuticals, Biotechnology & Life Sciences		16,445		304,670
Halma PLC		Technology Hardware & Equipment		1,236		44,277
Informa PLC (a)		Media & Entertainment		4,907		38,239
Intertek Group PLC		Commercial & Professional Services		526		44,702
J Sainsbury PLC		Food & Staples Retailing		7,432		24,472
Johnson Matthey PLC		Materials		644		28,972
Land Securities Group PLC		Real Estate		2,474		24,716
Legal & General Group PLC		Insurance		19,614		73,829
Linde PLC		Materials		1,699		485,642
London Stock Exchange Group PLC		Diversified Financials		1,518		155,485

18

Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
United Kingdom (Continued)
Mondi PLC		Materials		1,587	$	43,186
National Grid PLC		Utilities		11,624		146,898
Next PLC (a)		Retailing		400		43,216
Ocado Group PLC (a)		Retailing		1,695		49,193
Pennon Group PLC		Utilities		1,417		20,292
Prudential PLC		Insurance		8,548		181,457
Schroders PLC		Diversified Financials		499		24,925
Segro PLC		Real Estate		3,880		54,040
Spirax-Sarco Engineering PLC		Capital Goods		241		39,437
SSE PLC		Utilities		3,448		70,080
Standard Chartered PLC		Banks		10,376		74,625
Standard Life Aberdeen PLC		Diversified Financials		7,142		27,439
Taylor Wimpey PLC		Consumer Durables & Apparel		11,639		28,946
Unilever PLC		Household & Personal Products		8,435		495,350
						2,926,543
United States – 7.1%
Autodesk, Inc. (a)		Software & Services		505		147,415
Campbell Soup Co.		Food, Beverage & Tobacco		653		31,181
Church & Dwight Co., Inc.		Household & Personal Products		800		68,592
Clorox Co. (The)		Household & Personal Products		410		74,825
Copart, Inc. (a)		Commercial & Professional Services		697		86,783
Cree, Inc. (a)		Semiconductors & Semiconductor Equipment		1,008		100,215
Enphase Energy, Inc. (a)		Semiconductors & Semiconductor Equipment		1,102		153,453
Ferguson PLC		Capital Goods		738		93,317
General Mills, Inc.		Food, Beverage & Tobacco		1,981		120,564
IHS Markit, Ltd.		Commercial & Professional Services		1,191		128,128
Kroger Co. (The)		Food & Staples Retailing		2,356		86,088
McCormick & Co., Inc.		Food, Beverage & Tobacco		860		77,710
Nucor Corp.		Materials		969		79,710
Pentair PLC		Capital Goods		534		34,448

19

Domini International Opportunities Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Country/Security	Industry		Shares		Value
United States (Continued)
QIAGEN N.V. (a)		Pharmaceuticals, Biotechnology & Life Sciences		738	$	35,520
Spotify Technology SA (a)		Media & Entertainment		374		94,293
Square, Inc., Class A (a)		Software & Services		548		134,161
Tesla, Inc. (a)		Automobiles & Components		224		158,915
Zoom Video Communications, Inc., Class A (a)		Software & Services		317		101,304
						1,806,622
Rights – 0.0%
Netherlands – 0.0%
Euronext N.V. (expiring 5/10/21) (a)		Diversified Financials		216		2,535
						2,535
Total Investments – 99.5% (Cost $23,721,190)						25,252,040
Other Assets, less liabilities – 0.5%						126,386
Net Assets – 100.0%					$	25,378,426

(a) Non-income producing security.

(b) Security that may be sold to qualified institutional buyers under Rule 144A of the Securities Act of 1933, as amended. At April 30, 2021, the aggregate value of these securities was $206,998, representing 0.8% 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

20

Domini Sustainable Solutions Fund

Portfolio of Investments

April 30, 2021 (Unaudited)

Security	Shares		Value
Long Term Investments – 99.5%
Common Stocks – 99.5%
Communication Services – 3.2%
New York Times Co. (The), Class A		25,321	$	1,149,827
				1,149,827
Consumer Discretionary – 12.5%
Basic-Fit N.V. (a)		14,863		669,934
Chegg, Inc. (a)		14,365		1,297,591
MIPS AB		10,785		873,436
Tesla, Inc. (a)		2,232		1,583,470
				4,424,431
Consumer Staples – 5.4%
AppHarvest, Inc. (a)		58,688		1,004,152
Beyond Meat, Inc. (a)		4,052		533,567
SunOpta, Inc. (a)		29,560		366,248
				1,903,967
Financials – 6.5%
Amalgamated Financial Corp.		24,289		392,267
Federal Agricultural Mortgage Corp., Class C		9,896		1,017,903
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		3,170		917,102
				2,327,272
Health Care – 19.3%
BioMerieux		5,432		646,978
Cochlear, Ltd.		4,026		691,048
DexCom, Inc. (a)		3,870		1,494,207
Hologic, Inc. (a)		18,336		1,201,925
Inspire Medical Systems, Inc. (a)		2,133		505,137
Seagen, Inc. (a)		7,325		1,053,042
Teladoc Health, Inc. (a)		7,368		1,269,875
				6,862,212
Industrials – 16.0%
Alfen Beheer BV (a)		6,924		550,827
Ameresco, Inc., Class A (a)		26,337		1,390,330
Kurita Water Industries, Ltd.		22,937		1,059,185
NEL ASA (a)		171,238		496,747
Sunrun, Inc. (a)		12,787		626,563
Vestas Wind Systems A/S		37,480		1,566,508
				5,690,160
Information Technology – 33.8%
Autodesk, Inc. (a)		4,730		1,380,734
Cree, Inc. (a)		15,538		1,544,788
DocuSign, Inc. (a)		5,102		1,137,440
Enphase Energy, Inc. (a)		11,165		1,554,726

21

Domini Sustainable Solutions Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Security	Shares		Value
Information Technology (Continued)
Palo Alto Networks, Inc. (a)		3,390	$	1,197,992
Square, Inc., Class A (a)		5,996		1,467,941
STMicroelectronics NV		32,141		1,201,656
Universal Display Corp.		4,729		1,057,830
Zoom Video Communications, Inc., Class A (a)		4,494		1,436,148
				11,979,255
Real Estate – 2.8%
Samhallsbyggnadsbolaget i Norden AB		258,046		982,658
				982,658
Total Investments – 99.5% (Cost $28,197,882)				35,319,782
Other Assets, less liabilities – 0.5%				160,153
Net Assets – 100.0%			$	35,479,935

(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	71.3	%
Sweden	5.2	%
Denmark	4.4	%
Netherlands	3.4	%
Switzerland	3.4	%
Japan	3.0	%
Germany	2.6	%
Australia	2.0	%
France	1.8	%
Norway	1.4	%
Canada	1.0	%
Total	99.5	%

See Notes to Portfolio of Investments

22

Domini Impact International Equity Fund

Portfolio of Investments

April 30, 2021 (Unaudited)

Country/Security	Industry	Shares	Value
Common Stocks – 97.8%
Australia – 3.4%
Bendigo & Adelaide Bank, Ltd.	Banks	582,081	$ 4,631,077
BlueScope Steel, Ltd.	Materials	1,028,868	17,055,258
Fortescue Metals Group, Ltd.	Materials	974,513	16,906,314
Harvey Norman Holdings, Ltd.	Retailing	1,714,494	6,974,105
JB Hi-Fi, Ltd.	Retailing	121,329	4,328,042
Mirvac Group	Real Estate	6,693	13,906
			49,908,702
Austria – 0.8%
Verbund AG	Utilities	70,433	5,791,633
voestalpine AG	Materials	137,031	5,952,657
			11,744,290
Belgium – 1.3%
Ageas SA	Insurance	252,142	15,269,169
Etablissements Franz Colruyt NV	Food & Staples Retailing	25,481	1,513,149
UCB SA	Pharmaceuticals, Biotechnology & Life Sciences	21,731	2,014,842
			18,797,160
Brazil – 0.5%
Itausa SA, Pfd Shs	Banks	3,981,700	7,383,236
Raia Drogasil SA	Food & Staples Retailing	2,380	11,538
			7,394,774
Chile – 0.2%
Antofagasta PLC	Materials	88,909	2,296,113
			2,296,113
China – 1.8%
Airtac International Group	Capital Goods	76,000	3,171,949
Jiumaojiu International Holdings, Ltd. (a)	Consumer Services	1,345,000	5,604,814
Li Ning Co., Ltd.	Consumer Durables & Apparel	920,142	7,468,444
SITC International Holdings Co. Ltd.	Transportation	709,000	2,701,900
Tingyi Cayman Islands Holding Corp.	Food, Beverage & Tobacco	1,326,000	2,382,822
Zhongsheng Group Holdings, Ltd.	Retailing	645,500	4,883,088
			26,213,017
Denmark – 2.3%
Demant A/S (a)	Health Care Equipment & Services	126,937	6,362,665
GN Store Nord A/S	Health Care Equipment & Services	146,217	13,203,443
Novo Nordisk A/S, Class B	Pharmaceuticals, Biotechnology & Life Sciences	179	13,221
Pandora A/S (a)	Consumer Durables & Apparel	122,426	13,881,995
Vestas Wind Systems A/S	Capital Goods	290	12,121
			33,473,445
Finland – 2.5%
Kesko OYJ, Class B	Food & Staples Retailing	435,008	13,262,787

23

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Country/Security	Industry	Shares	Value
Finland (Continued)
Nordea Bank Abp	Banks	2,216,175	$    22,996,341
			36,259,128
France – 8.5%
BNP Paribas SA (a)	Banks	246,203	15,806,321
Carrefour SA	Food & Staples Retailing	403,362	7,821,981
CNP Assurances	Insurance	89,361	1,565,004
Credit Agricole SA (a)	Banks	419,060	6,490,464
Edenred	Software & Services	30,191	1,713,778
Ipsen SA	Pharmaceuticals, Biotechnology & Life Sciences	35,660	3,451,876
Kering SA	Consumer Durables & Apparel	18	14,442
Orange SA	Telecommunication Services	124,022	1,546,464
Publicis Groupe SA	Media & Entertainment	101,619	6,585,249
Renault SA (a)	Automobiles & Components	169,232	6,830,246
Rexel SA	Capital Goods	264,792	5,211,793
Sanofi	Pharmaceuticals, Biotechnology & Life Sciences	343,614	36,071,717
Schneider Electric SE	Capital Goods	191,565	30,604,703
			123,714,038
Germany – 6.9%
adidas AG (a)	Consumer Durables & Apparel	33	10,206
Deutsche Post AG	Transportation	283,405	16,713,268
Evonik Industries AG	Materials	132,314	4,638,160
GEA Group AG	Capital Goods	99,359	4,368,918
Henkel AG & Co. KGaA, Pfd Shs	Household & Personal Products	36,858	4,239,323
LEG Immobilien SE	Real Estate	48,932	6,816,941
Merck KGaA	Pharmaceuticals, Biotechnology & Life Sciences	120,828	21,254,958
ProSiebenSat.1 Media SE (a)	Media & Entertainment	230,621	5,015,225
Siemens AG	Capital Goods	125,258	20,924,346
Telefonica Deutschland Holding AG	Telecommunication Services	2,046,898	5,956,304
United Internet AG	Telecommunication Services	50,918	2,144,264
Wacker Chemie AG	Materials	56,110	8,473,396
			100,555,309
Hong Kong – 3.7%
AIA Group, Ltd.	Insurance	115,800	1,469,970
Hong Kong Exchanges & Clearing, Ltd.	Diversified Financials	365,635	22,054,377
JS Global Lifestyle Co., Ltd. (a)	Consumer Durables & Apparel	1,306,000	3,943,422
Man Wah Holdings, Ltd.	Consumer Durables & Apparel	2,280,800	4,775,493
Swire Pacific, Ltd., Class A	Real Estate	189,500	1,526,831
Swire Properties, Ltd.	Real Estate	388,400	1,159,179
Techtronic Industries Co., Ltd.	Capital Goods	740,000	13,428,679
Xinyi Glass Holdings, Ltd.	Capital Goods	1,652,000	5,853,718
			54,211,669

24

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Country/Security	Industry	Shares	Value
Hungary – 0.3%
Richter Gedeon Nyrt	Pharmaceuticals, Biotechnology & Life Sciences	163,699	$    4,685,644
			4,685,644
India – 0.2%
Dr Reddy’s Laboratories, Ltd.	Pharmaceuticals, Biotechnology & Life Sciences	250	17,419
Kotak Mahindra Bank, Ltd. (a)	Banks	151,832	3,564,556
			3,581,975
Ireland – 0.1%
Bank of Ireland Group PLC (a)	Banks	310,058	1,819,229
			1,819,229
Israel – 1.1%
Check Point Software Technologies, Ltd. (a)	Software & Services	130,918	15,292,532
			15,292,532
Italy – 3.2%
Amplifon S.p.A. (a)	Health Care Equipment & Services	170,061	7,186,714
Assicurazioni Generali SpA	Insurance	448,706	8,993,070
Banco BPM SpA	Banks	3,579,110	10,192,818
Intesa Sanpaolo SpA (a)	Banks	7,127,456	19,896,341
			46,268,943
Japan – 23.2%
Aisin Seiki Co., Ltd.	Automobiles & Components	64,000	2,463,013
Alps Alpine Co., Ltd.	Technology Hardware & Equipment	409,200	4,957,484
Benesse Holdings, Inc.	Consumer Services	107,900	2,382,303
Brother Industries, Ltd.	Technology Hardware & Equipment	500	10,600
Central Japan Railway Co.	Transportation	80	11,719
Coca-Cola Bottlers Japan Holdings, Inc.	Food, Beverage & Tobacco	101,000	1,615,825
Cosmos Pharmaceutical Corp.	Food & Staples Retailing	9,700	1,392,020
Dai Nippon Printing Co., Ltd.	Commercial & Professional Services	203,941	4,040,573
Dai-ichi Life Holdings, Inc.	Insurance	1,026,000	18,524,004
Denso Corp.	Automobiles & Components	189,900	12,275,917
Eisai Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences	150	9,782
Fancl Corp.	Household & Personal Products	258,986	8,458,869
Fast Retailing Co., Ltd.	Retailing	14,000	11,484,466
GungHo Online Entertainment, Inc.	Media & Entertainment	170,314	3,239,347
Hachijuni Bank, Ltd. (The)	Banks	488,522	1,669,946
Hino Motors, Ltd.	Capital Goods	237,300	1,991,410
Hoya Corp.	Health Care Equipment & Services	164,769	18,725,944
K’s Holdings Corp.	Retailing	245,372	3,346,975
LIXIL Corp.	Capital Goods	121,500	3,290,607
M3, Inc.	Health Care Equipment & Services	82,200	5,677,585
Medipal Holdings Corp.	Health Care Equipment & Services	299,857	5,516,760
Mitsubishi Estate Co., Ltd.	Real Estate	1,174,825	19,333,652
Mitsubishi Gas Chemical Co., Inc.	Materials	193,452	4,469,036

25

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Country/Security	Industry	Shares	Value
Japan (Continued)
Mitsui Fudosan Co., Ltd.	Real Estate	125,600	$    2,730,080
MS&AD Insurance Group Holdings, Inc.	Insurance	86,510	2,454,004
Murata Manufacturing Co., Ltd.	Technology Hardware & Equipment	90,500	7,194,431
Nintendo Co., Ltd.	Media & Entertainment	42,577	24,421,063
Nippon Electric Glass Co., Ltd.	Technology Hardware & Equipment	350,075	8,856,865
Nissan Motor Co., Ltd. (a)	Automobiles & Components	4,346,099	21,814,192
Nitori Holdings Co., Ltd.	Retailing	32,300	5,784,310
Nomura Real Estate Holdings, Inc.	Real Estate	430	10,599
Nomura Research Institute, Ltd.	Software & Services	39,744	1,219,538
NTN Corp. (a)	Capital Goods	5,300	15,056
NTT Data Corp.	Software & Services	986,400	15,357,078
Ono Pharmaceutical Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences	171,200	4,311,740
ORIX Corp.	Diversified Financials	630	10,169
Otsuka Holdings Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences	141,986	5,440,802
Panasonic Corp.	Consumer Durables & Apparel	683,100	8,019,860
Renesas Electronics Corp. (a)	Semiconductors & Semiconductor Equipment	392,900	4,575,925
Rohm Co., Ltd.	Semiconductors & Semiconductor Equipment	57,900	5,714,678
Ryohin Keikaku Co., Ltd.	Retailing	68,100	1,434,068
Seiko Epson Corp.	Technology Hardware & Equipment	369,800	6,308,516
Seino Holdings Co., Ltd.	Transportation	365,220	5,021,241
Shimamura Co., Ltd.	Retailing	59,491	5,884,618
Sony Group Corp.	Consumer Durables & Apparel	170	16,994
Sugi Holdings Co., Ltd.	Food & Staples Retailing	36,900	2,833,687
Sumitomo Realty & Development Co., Ltd.	Real Estate	91,300	3,047,259
Sundrug Co., Ltd.	Food & Staples Retailing	187,194	6,378,368
Taiyo Yuden Co., Ltd.	Technology Hardware & Equipment	96,800	4,442,354
TDK Corp.	Technology Hardware & Equipment	36,900	5,003,429
TIS, Inc.	Software & Services	250,962	6,225,579
Toho Gas Co., Ltd.	Utilities	70,200	3,911,879
Toppan Printing Co., Ltd.	Commercial & Professional Services	540	9,221
Toyo Seikan Group Holdings, Ltd.	Materials	137,427	1,610,467
Trend Micro, Inc.	Software & Services	176,100	8,381,010
Unicharm Corp.	Household & Personal Products	66,200	2,572,862
Yamada Holding Co., Ltd.	Retailing	245,200	1,220,496
Yamato Holdings Co., Ltd.	Transportation	719,700	20,295,509
Yamazaki Baking Co., Ltd.	Food, Beverage & Tobacco	80,400	1,274,244
			338,690,028
Jordan – 0.3%
Hikma Pharmaceuticals PLC	Pharmaceuticals, Biotechnology & Life Sciences	113,560	3,836,574
			3,836,574
Mexico – 0.3%
Gruma SAB de C.V., Class B	Food, Beverage & Tobacco	437,345	4,782,841
			4,782,841

26

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Country/Security	Industry	Shares	Value
Netherlands – 3.5%
Akzo Nobel NV	Materials	38,243	$    4,597,717
ASM International NV	Semiconductors & Semiconductor Equipment	50,687	15,397,095
ASML Holding NV	Semiconductors & Semiconductor Equipment	3,171	2,061,081
Koninklijke Ahold Delhaize NV	Food & Staples Retailing	816,398	21,999,155
NXP Semiconductors NV	Semiconductors & Semiconductor Equipment	33,729	6,493,170
			50,548,218
Norway – 0.8%
Orkla ASA	Food, Beverage & Tobacco	521,409	5,324,891
Storebrand ASA	Insurance	694,679	6,643,403
			11,968,294
Singapore – 1.3%
DBS Group Holdings, Ltd.	Banks	501,600	11,244,338
Mapletree Logistics Trust	Real Estate	3,218,500	4,805,319
United Overseas Bank, Ltd.	Banks	107,000	2,133,367
			18,183,024
South Africa – 1.3%
Clicks Group, Ltd.	Food & Staples Retailing	312,260	5,213,122
Mr Price Group, Ltd.	Retailing	524,674	6,561,350
Shoprite Holdings, Ltd.	Food & Staples Retailing	701,248	6,989,037
			18,763,509
South Korea – 0.5%
LG Display Co., Ltd. (a)	Technology Hardware & Equipment	70,045	1,521,139
LG Electronics, Inc.	Consumer Durables & Apparel	44,989	6,320,599
			7,841,738
Spain – 1.3%
Acerinox SA	Materials	161,339	2,240,075
Banco Bilbao Vizcaya Argentaria SA	Banks	1,837,581	10,302,950
Banco Santander SA	Banks	1,676,119	6,474,051
			19,017,076
Sweden – 3.4%
Electrolux AB, Class B	Consumer Durables & Apparel	402,233	11,302,435
Essity AB, Class B	Household & Personal Products	318	10,391
Hennes & Mauritz AB, Class B (a)	Retailing	484	11,924
Husqvarna AB, Class B	Consumer Durables & Apparel	427,167	5,955,425
Industrivarden AB, Class C	Diversified Financials	98,795	3,567,684
Kinnevik AB, Class B (a)	Diversified Financials	98,299	5,431,568
Sandvik AB	Capital Goods	840,224	20,802,354
Trelleborg AB, Class B	Capital Goods	75,316	1,961,678
			49,043,459
Switzerland – 10.7%
ABB, Ltd.	Capital Goods	672,360	21,868,431
Adecco Group AG	Commercial & Professional Services	346,833	23,539,115

27

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Country/Security	Industry	Shares	Value
Switzerland (Continued)
Alcon, Inc. (a)	Health Care Equipment & Services	19,521	$    1,468,166
Kuehne + Nagel International AG	Transportation	27,976	8,375,686
Logitech International SA	Technology Hardware & Equipment	168,891	18,823,035
Lonza Group AG (a)	Pharmaceuticals, Biotechnology & Life Sciences	7,649	4,868,975
Novartis AG	Pharmaceuticals, Biotechnology & Life Sciences	482,780	41,252,885
Sika AG	Materials	64,888	19,405,114
Sonova Holding AG (a)	Health Care Equipment & Services	4,892	1,450,427
Swatch Group AG	Consumer Durables & Apparel	16,150	4,956,593
Swiss Life Holding AG	Insurance	20,035	9,774,524
			155,782,951
Taiwan – 1.6%
Acer, Inc.	Technology Hardware & Equipment	1,850,000	2,261,059
Novatek Microelectronics Corp.	Semiconductors & Semiconductor Equipment	339,277	7,485,382
Realtek Semiconductor Corp.	Semiconductors & Semiconductor Equipment	83,000	1,565,787
Taiwan Semiconductor Manufacturing Co., Ltd.	Semiconductors & Semiconductor Equipment	198,000	4,169,802
United Microelectronics Corp.	Semiconductors & Semiconductor Equipment	3,533,259	7,047,118
Wistron Corp.	Technology Hardware & Equipment	1,199,000	1,396,142
			23,925,290
Thailand – 0.2%
Delta Electronics Thailand PCL	Technology Hardware & Equipment	178,600	2,030,491
Kasikornbank PCL	Banks	291,900	1,244,963
			3,275,454
United Kingdom – 9.0%
3i Group PLC	Diversified Financials	573,934	10,191,164
Aviva PLC	Insurance	275,447	1,526,682
Barratt Developments PLC	Consumer Durables & Apparel	271,885	2,906,251
CNH Industrial NV	Capital Goods	1,548,700	23,019,421
ConvaTec Group PLC	Health Care Equipment & Services	1,575,228	4,758,905
Inchcape PLC (a)	Retailing	320,528	3,468,460
J Sainsbury PLC	Food & Staples Retailing	1,795,735	5,913,032
Kingfisher PLC (a)	Retailing	315,400	1,560,970
Next PLC (a)	Retailing	79,265	8,563,742
Persimmon PLC	Consumer Durables & Apparel	361,967	15,698,580
Phoenix Group Holdings PLC	Insurance	524,909	5,162,297
Schroders PLC	Diversified Financials	37,755	1,885,852
Segro PLC	Real Estate	973,205	13,554,600
Standard Life Aberdeen PLC	Diversified Financials	2,721,474	10,455,780
Travis Perkins PLC (a)	Capital Goods	116,312	2,476,180
Unilever PLC	Household & Personal Products	237	13,918
Vodafone Group PLC	Telecommunication Services	10,697,115	20,238,759
Wickes Group PLC (a)	Retailing	130,329	451,028
			131,845,621

28

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

April 30, 2021 (Unaudited)

Country/Security	Industry	Shares	Value
United States – 3.6%
Avast PLC	Software & Services	893,282	$        5,908,200
Ferguson PLC	Capital Goods	187,739	23,738,801
Jazz Pharmaceuticals PLC (a)	Pharmaceuticals, Biotechnology & Life Sciences	45,301	7,447,484
QIAGEN N.V. (a)	Pharmaceuticals, Biotechnology & Life Sciences	322,380	15,516,150
			52,610,635
Total Investments – 97.8% (Cost $1,195,915,329)			1,426,330,680
Other Assets, less liabilities – 2.2%			31,785,755
Net Assets – 100.0%			$1,458,116,435

(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

29

Domini Impact Equity Fund

Domini International Opportunities Fund

Domini Sustainable Solutions Fund

Domini Impact International Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS

April 30, 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.

30

Domini Impact Equity Fund

Domini International Opportunities Fund

Domini Sustainable Solutions Fund

Domini Impact International Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS (continued)

April 30, 2021 (Unaudited)

The following is a summary of the inputs used by the Domini Impact Equity Fund, as of April 30, 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	$	119,856,851	$	—	$	—	$	119,856,851
Consumer Discretionary		144,368,930		—		—		144,368,930
Consumer Staples		59,446,718		—		—		59,446,718
Financials		99,926,065		—		—		99,926,065
Health Care		127,847,933		—		—		127,847,933
Industrials		71,140,340		—		—		71,140,340
Information Technology		361,664,046		—		—		361,664,046
Materials		18,539,262		—		—		18,539,262
Real Estate		26,789,648		—		—		26,789,648
Utilities		5,534,887		—		—		5,534,887
Total	$	1,035,114,680	$	—	$	—	$	1,035,114,680

The following is a summary of the inputs used by the Domini International Opportunities Fund, as of April 30, 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	$	241,931	$	—	$	—	$	241,931
Australia		—		867,219		—		867,219
Austria		—		52,857		—		52,857
Belgium		—		120,819		—		120,819
Canada		587,815		—		—		587,815
China		—		102,591		—		102,591
Denmark		130,194		880,029		—		1,010,223
Finland		—		336,126		—		336,126
France		—		2,546,926		—		2,546,926
Germany		—		1,974,610		—		1,974,610
Hong Kong		—		837,292		—		837,292
Hungary		—		32,528		—		32,528
India		326,943		—		—		326,943
Ireland		—		275,915		—		275,915
Italy		—		292,871		—		292,871
Japan		—		5,878,465		—		5,878,465
Netherlands		173,067		2,170,354		—		2,343,421
New Zealand		—		92,505		—		92,505

31

Domini Impact Equity Fund

Domini International Opportunities Fund

Domini Sustainable Solutions Fund

Domini Impact International Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS (continued)

April 30, 2021 (Unaudited)

	Level 1 - Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
Norway		—		160,444		—		160,444
Poland		—		10,126		—		10,126
Singapore		—		98,836		—		98,836
South Africa		—		42,401		—		42,401
Spain		—		486,403		—		486,403
Sweden		121,520		668,963		—		790,483
Switzerland		65,007		941,583		—		1,006,590
United Kingdom		485,642		2,440,901		—		2,926,543
United States		1,713,305		93,317		—		1,806,622
Total	$	3,845,424	$	21,404,081	$	—	$	25,249,505
Rights
Netherlands		2,535		—		—		2,535
Total	$	3,847,959	$	21,404,081	$	—	$	25,252,040

The following is a summary of the inputs used by the Domini Sustainable Solutions Fund, as of April 30, 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	$	1,149,827	$	—	$	—	$	1,149,827
Consumer Discretionary		2,881,061		1,543,370		—		4,424,431
Consumer Staples		1,903,967		—		—		1,903,967
Financials		1,410,170		917,102		—		2,327,272
Health Care		5,524,186		1,338,026		—		6,862,212
Industrials		3,583,401		2,106,759		—		5,690,160
Information Technology		10,777,599		1,201,656		—		11,979,255
Real Estate		—		982,658		—		982,658
Total	$	27,230,211	$	8,089,571	$	—	$	35,319,782

32

Domini Impact Equity Fund

Domini International Opportunities Fund

Domini Sustainable Solutions Fund

Domini Impact International Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS (continued)

April 30, 2021 (Unaudited)

The following is a summary of the inputs used by the Domini Impact International Equity Fund, as of April 30, 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	$	—	$	49,908,702	$	—	$	49,908,702
Austria		—		11,744,290		—		11,744,290
Belgium		1,513,149		17,284,011		—		18,797,160
Brazil		7,394,774		—		—		7,394,774
Chile		—		2,296,113		—		2,296,113
China		—		26,213,017		—		26,213,017
Denmark		12,121		33,461,324		—		33,473,445
Finland		—		36,259,128		—		36,259,128
France		—		123,714,038		—		123,714,038
Germany		—		100,555,309		—		100,555,309
Hong Kong		—		54,211,669		—		54,211,669
Hungary		—		4,685,644		—		4,685,644
India		—		3,581,975		—		3,581,975
Ireland		—		1,819,229		—		1,819,229
Israel		15,292,532		—		—		15,292,532
Italy		—		46,268,943		—		46,268,943
Japan		—		338,690,028		—		338,690,028
Jordan		—		3,836,574		—		3,836,574
Mexico		4,782,841		—		—		4,782,841
Netherlands		6,493,170		44,055,048		—		50,548,218
Norway		—		11,968,294		—		11,968,294
Singapore		—		18,183,024		—		18,183,024
South Africa		12,202,159		6,561,350		—		18,763,509
South Korea		—		7,841,738		—		7,841,738
Spain		—		19,017,076		—		19,017,076
Sweden		11,302,435		37,741,024		—		49,043,459
Switzerland		—		155,782,951		—		155,782,951
Taiwan		—		23,925,290		—		23,925,290
Thailand		2,030,491		1,244,963		—		3,275,454
United Kingdom		5,209,933		126,635,688		—		131,845,621
United States		22,963,634		29,647,001		—		52,610,635
Total	$	89,197,239	$	1,337,133,441	$	—	$	1,426,330,680

33

Domini Impact Bond Fund

Portfolio of Investments

April 30, 2021 (Unaudited)

Security	Principal Amount*		Value
Long Term Investments – 105.8%
Mortgage Backed Securities – 50.5%
Agency Collateralized Mortgage Obligations – 5.7%
Federal Home Loan Mortgage Corp.
Series 3768, Class CB, 3.500%, 12/15/25		147,066	$	154,925
Series 3800, Class CB, 3.500%, 2/15/26		285,410		300,479
Series 3806, Class L, 3.500%, 2/15/26		748,917		793,329
Series 3877, Class LM, 3.500%, 6/15/26		567,495		598,634
Series 4961, Class JB, 2.500%, 12/15/42		278,065		289,391
Federal National Mortgage Association
Series 2012-17, Class BC, 3.500%, 3/25/27		368,000		397,709
Series 2017-72, Class B, 3.000%, 9/25/47		95,239		101,722
Series 2017-72, Class CD, 3.000%, 9/25/47		99,042		105,908
Series 2018-72, Class BA, 3.500%, 7/25/54		159,476		167,317
Series 2019-6, Class GJ, 3.000%, 2/25/49		131,566		139,349
Series 2020-1, Class AC, 3.500%, 8/25/58		414,652		446,065
Federal National Mortgage Association Connecticut Avenue Securities
Series 2016-C07, Class 2M2, 4.456%, (1 Month USD-LIBOR + 4.35%), 5/25/29 (a)		129,167		134,767
Series 2017-C01, Class 1M2, 3.656%, (1 Month USD-LIBOR + 3.55%), 7/25/29 (a)		82,810		85,707
Freddie Mac Multifamily Structured Pass Through Certificates
Series K103, Class X1, 0.756%, 11/25/29 (a)		8,921,611		441,634
Series K111, Class X1, 1.681%, 5/25/30 (a)		1,452,817		177,914
Series K112, Class X1, 1.536%, 5/25/30 (a)		1,504,229		169,812
Series K113, Class X1, 1.490%, 6/25/30 (a)		2,549,907		278,233
Series K114, Class X1, 1.213%, 6/25/30 (a)		2,352,722		209,887
Series K119, Class X1, 1.027%, 9/25/30 (a)		4,980,208		374,430
Series K121, Class X1, 1.124%, 10/25/30 (a)		664,585		54,708
Series K122, Class X1, 0.974%, 11/25/30 (a)		364,821		26,222
Series K124, Class X1, 0.812%, 12/25/30 (a)		1,468,679		89,230
Series K740, Class X1, 0.846%, 9/25/27 (a)		1,298,721		56,654
Series KG03, Class X1, 1.483%, 6/25/30 (a)		3,210,000		341,946
Series KG04, Class X1, 0.942%, 11/25/30 (a)		2,419,338		165,752
Series KG05, Class X1, 0.402%, 1/25/31 (a)		2,465,000		67,867
Series KSG1, Class X1, 1.257%, 9/25/30 (a)		4,068,572		370,983
FREMF Mortgage Trust
Series 2017-K64, Class B, 4.117%, 5/25/50 (a)(b)		70,000		76,793
Series 2017-K65, Class B, 4.214%, 7/25/50 (a)(b)		155,000		170,553
Series 2017-K66, Class B, 4.173%, 7/25/27 (a)(b)		136,000		149,728
Series 2017-K67, Class B, 4.079%, 9/25/49 (a)(b)		85,000		92,980
Series 2017-K67, Class C, 4.079%, 9/25/49 (a)(b)		100,000		106,896
Series 2017-K68, Class B, 3.975%, 10/25/49 (a)(b)		90,000		97,926
Series 2017-K69, Class C, 3.854%, 10/25/49 (a)(b)		40,000		42,280
Series 2017-K71, Class B, 3.881%, 11/25/50 (a)(b)		220,000		238,896
Series 2017-K71, Class C, 3.881%, 11/25/50 (a)(b)		65,000		68,793
Series 2017-K725, Class B, 4.012%, 2/25/50 (a)(b)		100,000		107,322

34

Domini Impact Bond Fund

Portfolio of Investments (continued)

April 30, 2021 (Unaudited)

Security	Principal Amount*		Value
Agency Collateralized Mortgage Obligations (Continued)
Series 2017-K726, Class B, 4.121%, 7/25/49 (a)(b)		175,000	$	188,426
Series 2017-K729, Class B, 3.800%, 11/25/49 (a)(b)		250,000		269,833
Series 2017-K729, Class C, 3.800%, 11/25/49 (a)(b)		90,000		94,922
Series 2018-K154, Class B, 4.158%, 11/25/32 (a)(b)		67,000		59,789
Series 2018-K77, Class B, 4.302%, 5/25/51 (a)(b)		355,000		394,244
Series 2018-K85, Class C, 4.463%, 12/25/50 (a)(b)		550,000		606,012
Series 2018-KW07, Class B, 4.221%, 10/25/31 (a)(b)		461,000		462,327
Series 2019-100, Class C, 3.610%, 11/25/52 (a)(b)		380,000		390,898
Series 2019-K103, Class B, 3.572%, 12/25/51 (a)(b)		525,000		560,123
Series 2019-K736, Class C, 3.884%, 7/25/26 (a)(b)		400,000		424,711
Series 2019-K95, Class C, 4.053%, 8/25/52 (a)(b)		307,000		325,437
Series 2019-K97 Class C, 3.893%, 9/25/51 (a)(b)		204,000		215,560
Series 2020-K104, Class B, 3.660%, 2/25/52 (a)(b)		520,000		554,021
STACR Trust, Series 2018-HRP1, Class M2, 1.756%, (1 Month USD-LIBOR + 1.65%), 4/25/43 (a)(b)		52,657		52,759
				12,291,803
Commercial Mortgage-Backed Securities – 6.7%
245 Park Avenue Trust, Series 2017-245P, Class A, 3.508%, 6/5/37 (b)		800,000		874,417
BANK
Series 2017-BNK8, Class ASB, 3.314%, 11/15/50		147,000		159,344
Series BN18, Class XA, 1.046%, 5/15/62 (a)		2,143,533		132,117
Series BN24, Class XA, 0.764%, 11/15/62 (a)		5,548,839		269,679
Series BN28, Class XA, 1.902%, 3/15/63 (a)		1,936,229		267,660
Benchmark Mortgage Trust
Series 2019-B10, Class XA, 1.391%, 3/15/62 (a)		2,337,901		179,775
Series 2020-B18, Class XA, 1.919%, 7/15/53 (a)		504,647		57,589
Series 2020-B22, Class XA, 1.637%, 1/15/54 (a)		886,464		106,141
BWAY Mortgage Trust
Series 2013-1515, Class A1, 2.809%, 3/10/33 (b)		94,877		98,478
Series 2013-1515, Class A2, 3.454%, 3/10/33 (b)		1,000,000		1,073,540
CityLine Commercial Mortgage Trust, Series 2016-CLNE, Class A, 2.871%, 11/10/31 (a)(b)		800,000		832,177
COMM Mortgage Trust
Series 2013-WWP, Class A2, 3.424%, 3/10/31 (b)		640,000		671,513
Series 2013-WWP, Class B, 3.726%, 3/10/31 (b)		644,000		677,938
Series 2015-LC19, Class A4, 3.183%, 2/10/48		291,000		312,522
Series 2016-LC6, Class A4, 2.941%, 1/10/46		304,902		314,715
Series 2020-CX, Class A, 2.173%, 11/10/46 (b)		200,000		198,714
Series 2020-CX, Class B, 2.446%, 11/10/46 (b)		524,000		521,867
Series 2020-CX, Class D, 2.773%, 11/10/46 (a)(b)		100,000		97,771
Series 2020-SBX, Class A, 1.670%, 1/10/38 (b)		595,000		601,480
CPT Mortgage Trust, Series 2019-CPT, Class A, 2.865%, 11/13/39 (b)		240,000		252,230
DBJPM Mortgage Trust, Series 2020-C9, Class XA, 1.831%, 9/15/53 (a)		643,403		66,722
DC Office Trust, Series 2019-MTC, Class A, 2.965%, 9/15/45 (b)		370,000		391,140
Grace Trust, Series 2020-GRCE, Class A, 2.347%, 12/10/40 (b)		750,000		750,952

35

Domini Impact Bond Fund

Portfolio of Investments (continued)

April 30, 2021 (Unaudited)

Security	Principal Amount*		Value
Commercial Mortgage-Backed Securities (Continued)
Hudson Yards Mortgage Trust, Series 2019-30HY, Class A, 3.228%, 7/10/39 (b)		700,000	$	755,415
JP Morgan Chase Commercial Mortgage Securities Corp., Series 2018-AON, Class A, 4.128%, 7/5/31 (b)		555,000		591,696
Life Mortgage Trust, Series 2021-BMR, Class D, 1.515%, (1 Month USD-LIBOR + 1.4%), 3/15/38 (a)(b)		120,000		120,455
MAD Mortgage Trust, Series 2017-330M, Class A, 3.294%, 8/15/34 (a)(b)		729,000		761,213
MKT Mortgage Trust, Series 2020-525M, Class A, 2.694%, 2/12/40 (b)		600,000		620,605
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2013-C12, Class A4, 4.259%, 10/15/46 (a)		300,000		320,788
Series 2014-C15, Class A4, 4.051%, 4/15/47		300,000		325,918
Series 2014-C19, Class A4, 3.526%, 12/15/47		180,167		195,033
Morgan Stanley Capital I Trust
Series 2017-CLS, Class A, 0.815%, (1 Month USD-LIBOR + 0.7%), 11/15/34 (a)(b)		531,000		531,432
Series 2017-CLS, Class F, 2.715%, (1 Month USD-LIBOR + 2.6%), 11/15/34 (a)(b)		261,000		261,044
One Market Plaza Trust, Series 2017-1MKT, Class A, 3.614%, 2/10/32 (b)		710,000		727,988
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class A4, 3.617%, 9/15/57		340,000		373,703
				14,493,771
Federal Home Loan Mortgage Corporation – 1.6%
Federal Home Loan Mortgage Corp. 2.500%, 8/1/27		33,168		34,775
2.500%, 11/1/27		91,489		96,097
3.000%, 1/1/27		133,028		140,950
3.000%, 7/1/42		33,533		35,512
3.000%, 5/1/45		311,266		331,430
3.010%, (12 Month USD-LIBOR + 1.629%), 10/1/43 (a)		50,201		52,413
3.500%, 12/1/32		153,216		165,377
3.500%, 6/1/48		772,754		823,884
4.000%, 2/1/37		49,163		54,407
4.000%, 8/1/39		32,867		36,305
4.000%, 10/1/39		68,054		75,173
4.000%, 10/1/39		61,450		68,196
4.000%, 11/1/39		30,907		34,141
4.000%, 10/1/40		93,328		103,579
4.000%, 11/1/40		95,074		104,844
4.000%, 11/1/40		17,003		18,870
4.000%, 11/1/40		11,767		12,997
4.000%, 12/1/40		45,105		49,744
4.000%, 6/1/41		7,709		8,301
4.500%, 4/1/35		80,370		89,548
4.500%, 9/1/35		108,514		121,175
4.500%, 7/1/36		87,545		98,034
4.500%, 6/1/39		155,099		174,359
4.500%, 9/1/40		23,954		26,736
4.500%, 2/1/41		48,899		54,955

36

Domini Impact Bond Fund

Portfolio of Investments (continued)

April 30, 2021 (Unaudited)

Security	Principal Amount*		Value
Federal Home Loan Mortgage Corporation (Continued)
5.000%, 8/1/33		14,486	$	16,679
5.000%, 10/1/33		7,229		8,121
5.000%, 4/1/35		17,948		20,773
5.000%, 7/1/35		115,167		133,278
5.000%, 7/1/35		19,614		22,698
5.000%, 1/1/37		72,527		83,878
5.000%, 7/1/40		53,371		61,539
5.000%, 4/1/41		45,196		51,935
5.500%, 12/1/36		73,150		85,212
5.500%, 8/1/40		103,905		121,383
6.000%, 8/1/36		11,852		14,119
6.000%, 7/1/39		70,624		84,171
				3,515,588
Federal National Mortgage Association – 24.3%
Federal National Mortgage Association
2.000%, 10/1/27		122,392		126,809
2.000%, 1/1/28		103,937		107,626
2.500%, 6/1/24		137,804		143,876
2.500%, 11/1/31		66,057		69,029
2.500%, 12/1/31		21,093		22,045
2.500%, 12/1/43		160,586		168,150
2.500%, 4/1/45		159,947		166,714
2.695%, (12 Month USD-LIBOR + 1.58%), 5/1/44 (a)		35,292		36,550
3.000%, 8/1/46		45,285		47,865
3.000%, 10/1/46		869,198		918,972
3.000%, 11/1/46		955,444		1,007,372
3.000%, 12/1/46		379,884		401,489
3.500%, 12/1/31		8,219		8,859
3.500%, 1/1/32		143,963		155,119
3.500%, 1/1/32		79,215		85,390
3.500%, 10/1/32		119,472		130,104
3.500%, 6/1/46		661,422		711,855
3.500%, 1/1/48		559,216		595,681
4.000%, 11/1/30		14,867		16,122
4.000%, 10/1/33		88,161		96,917
4.000%, 12/1/36		24,820		27,348
4.000%, 8/1/39		34,328		37,883
4.000%, 10/1/39		22,192		24,456
4.000%, 12/1/39		31,813		35,086
4.000%, 1/1/40		282,053		311,333
4.000%, 3/1/40		33,652		37,141
4.000%, 8/1/40		71,137		78,489
4.000%, 8/1/40		12,623		13,936
4.000%, 10/1/40		133,037		147,587

37

Domini Impact Bond Fund

Portfolio of Investments (continued)

April 30, 2021 (Unaudited)

Security	Principal Amount*		Value
Federal National Mortgage Association (Continued)
4.000%, 10/1/40		24,323	$	26,984
4.000%, 11/1/40		25,757		28,301
4.000%, 11/1/40		17,926		19,880
4.000%, 12/1/40		53,690		59,867
4.000%, 2/1/41		59,910		66,144
4.500%, 8/1/35		25,812		28,737
4.500%, 8/1/36		24,388		27,026
4.500%, 8/1/38		64,549		72,841
4.500%, 3/1/39		79,439		89,734
4.500%, 9/1/39		30,781		34,325
4.500%, 2/1/40		37,126		41,928
4.500%, 8/1/40		84,502		95,462
4.500%, 1/1/41		27,262		30,734
4.500%, 9/1/41		52,181		58,913
5.000%, 10/1/39		3,233		3,717
5.500%, 8/1/37		50,004		58,216
6.000%, 12/1/35		26,145		30,380
6.000%, 3/1/36		160,448		186,493
6.000%, 6/1/36		57,196		68,139
6.000%, 8/1/37		15,336		18,242
6.000%, 3/1/38		27,929		33,276
TBA 15 Yr, 2.000%, 5/18/36 (c)		4,300,000		4,440,758
TBA 15 Yr, 3.000%, 5/18/36 (c)		1,700,000		1,792,039
TBA 30 Yr, 2.000%, 5/13/51 (c)		14,130,000		14,261,917
TBA 30 Yr, 2.000%, 6/14/51 (c)		6,950,000		7,001,062
TBA 30 Yr, 3.000%, 5/13/51 (c)		7,780,000		8,147,852
TBA 30 Yr, 3.000%, 6/14/51 (c)		1,910,000		1,999,077
TBA 30 Yr, 3.500%, 5/13/51 (c)		1,700,000		1,809,437
TBA 30 Yr, 4.000%, 5/13/51 (c)		5,800,000		6,231,262
				52,492,546
Government National Mortgage Association – 12.2%
Government National Mortgage Association
TBA 30 Yr, 2.500%, 5/20/51 (c)		8,600,000		8,935,266
TBA 30 Yr, 3.000%, 5/20/51 (c)		5,700,000		5,964,162
TBA 30 Yr, 3.000%, 6/21/51 (c)		1,900,000		1,988,128
TBA 30 Yr, 3.500%, 5/20/51 (c)		3,840,000		4,072,500
TBA 30 Yr, 3.500%, 6/21/51 (c)		2,650,000		2,810,035
TBA 30 Yr, 4.000%, 5/20/51 (c)		1,600,000		1,711,219
TBA 30 Yr, 4.500%, 5/20/51 (c)		900,000		973,993
				26,455,303
Total Mortgage Backed Securities (Cost $107,900,426)				109,249,011

38

Domini Impact Bond Fund

Portfolio of Investments (continued)

April 30, 2021 (Unaudited)

Security	Principal Amount*		Value
Corporate Bonds and Notes – 30.5%
Communications – 2.3%
Alibaba Group Holding, Ltd., 2.800%, 6/6/23		200,000	$	208,935
AT&T, Inc.
2.750%, 6/1/31		1,000,000		1,001,023
3.550%, 9/15/55 (b)		572,000		527,192
CBS Corp., 2.900%, 1/15/27		400,000		421,851
Charter Communications Operating LLC/Charter Communications Operating Capital, 6.484%, 10/23/45		300,000		397,217
Cox Communications, Inc.
3.150%, 8/15/24 (b)		165,000		176,755
3.850%, 2/1/25 (b)		10,000		10,917
eBay, Inc., 3.600%, 6/5/27		195,000		215,598
Go Daddy Operating Co. LLC/GD Finance Co., Inc., 3.500%, 3/1/29 (b)		410,000		399,779
Gray Television, Inc., 5.875%, 7/15/26 (b)		200,000		207,875
Millicom International Cellular SA, 4.500%, 4/27/31 (b)		950,000		1,010,714
Verizon Communications, Inc., 3.376%, 2/15/25		57,000		62,216
Vodafone Group PLC
4.375%, 2/19/43		70,000		79,531
6.150%, 2/27/37		185,000		249,462
				4,969,065
Consumer, Cyclical – 2.7%
Aptiv Corp., 4.150%, 3/15/24		401,000		437,306
Core & Main L.P., 6.125%, 8/15/25 (b)		45,000		46,148
Home Depot, Inc. (The), 5.950%, 4/1/41		420,000		597,735
Lennar Corp., 4.125%, 1/15/22		245,000		248,485
O’Reilly Automotive, Inc., 3.800%, 9/1/22		155,000		160,386
Starbucks Corp.
2.550%, 11/15/30		990,000		1,001,528
3.750%, 12/1/47		275,000		292,271
4.450%, 8/15/49		750,000		885,187
Toll Brothers Finance Corp., 4.350%, 2/15/28		600,000		661,617
Toyota Motor Corp., 2.362%, 3/25/31		1,500,000		1,522,091
				5,852,754
Consumer, Non-cyclical – 8.4%
Advocate Health & Hospitals Corp.
Series 2020, 2.211%, 6/15/30		325,000		325,170
3.829%, 8/15/28		1,115,000		1,245,916
Allina Health System, 4.805%, 11/15/45		291,000		366,984
Amgen, Inc.
2.300%, 2/25/31		1,000,000		988,944
3.200%, 11/2/27		525,000		568,888
Biogen, Inc., 3.250%, 2/15/51 (b)		448,000		422,695
Bon Secours Mercy Health, Inc., 1.350%, 6/1/25		155,000		155,280
Boston Medical Center Corp., 4.519%, 7/1/26		705,000		791,249

39

Domini Impact Bond Fund

Portfolio of Investments (continued)

April 30, 2021 (Unaudited)

Security	Principal Amount*		Value
Consumer, Non-cyclical (Continued)
Bristol-Myers Squibb Co., 3.875%, 8/15/25		154,000	$	171,993
CommonSpirit Health senior secured note
2.782%, 10/1/30		185,000		189,246
3.347%, 10/1/29		600,000		640,597
Conservation Fund A Nonprofit Corp. (The), 3.474%, 12/15/29		800,000		837,555
Dignity Health
4.500%, 11/1/42		408,000		471,843
5.267%, 11/1/64		250,000		321,213
ERAC USA Finance LLC, 3.850%, 11/15/24 (b)		500,000		548,688
Gartner, Inc., 3.750%, 10/1/30 (b)		160,000		161,074
Gilead Sciences, 1.650%, 10/1/30		300,000		280,360
Hologic, Inc., 3.250%, 2/15/29 (b)		695,000		683,779
Howard University
Series 2020, 2.657%, 10/1/26		100,000		102,028
Series 2020, 3.476%, 10/1/41		1,850,000		1,814,485
John D and Catherine T MacArthur Foundation, 1.299%, 12/1/30		1,440,000		1,345,290
Kaiser Foundation Hospitals, 3.150%, 5/1/27		185,000		203,508
McCormick & Co, Inc., 2.500%, 4/15/30		155,000		156,662
Northeastern University, 5.285%, 3/1/32		100,000		120,046
Ochsner Clinic Foundation, 5.897%, 5/15/45		400,000		553,702
Orlando Health Obligated Group, 4.416%, 10/1/44		395,000		450,651
PeaceHealth Obligated Group, 1.375%, 11/15/25		1,000,000		1,006,658
Royalty Pharma, 3.300%, 9/2/40 (b)		1,250,000		1,210,262
Rush Obligated Group, 3.922%, 11/15/29		375,000		422,593
Stanford Health Care, 3.310%, 8/15/30		595,000		654,235
Thermo Fisher Scientific, Inc.
2.375%, 4/15/32		305,000		425,122
4.133%, 3/25/25		375,000		417,527
				18,054,243
Energy – 0.5%
Azure Power Solar Energy Pvt, Ltd., 5.650%, 12/24/24 (b)		500,000		530,950
Greenko Dutch BV, 3.850%, 3/29/26 (b)		385,000		392,219
Investment Energy Resources, Ltd., 6.250%, 4/26/29 (b)		200,000		213,700
				1,136,869
Financial – 10.9%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.500%, 5/26/22		775,000		794,602
AIA Group, Ltd., 4.500%, 3/16/46 (b)		325,000		402,025
Air Lease Corp., 3.625%, 12/1/27		500,000		530,025
American International Group, Inc., 3.900%, 4/1/26		380,000		421,858
American Tower Corp.
3.375%, 5/15/24		235,000		252,651
5.000%, 2/15/24		362,000		402,447
AXA SA, 8.600%, 12/15/30		400,000		606,847

40

Domini Impact Bond Fund

Portfolio of Investments (continued)

April 30, 2021 (Unaudited)

Security	Principal Amount*		Value
Financial (Continued)
Bank of America Corp.
Series MTN, 2.456%, (3 Month USD-LIBOR + 0.87%), 10/22/25 (a)		545,000	$	572,365
Series MTN, 3.124%, (3 Month USD-LIBOR + 1.16%), 1/20/23 (a)		725,000		739,487
BlackRock, Inc., 1.900%, 1/28/31		740,000		724,280
BlueHub Loan Fund, Inc., 2.890%, 1/1/27		600,000		586,246
BNP Paribas SA, 3.800%, 1/10/24 (b)		245,000		264,520
Boston Properties L.P., 3.650%, 2/1/26		430,000		474,425
BPCE SA
3.000%, 5/22/22 (b)		250,000		257,019
4.875%, 4/1/26 (b)		500,000		565,965
Brandywine Operating Partnership L.P., 4.550%, 10/1/29		500,000		545,866
Brighthouse Financial, Inc., 5.625%, 5/15/30		890,000		1,064,139
Citigroup, Inc.
1.678%, (SOFR + 1.667), 5/15/24 (a)		1,000,000		1,024,341
3.352%, (3 Month USD-LIBOR + 0.8966%), 4/24/25 (a)		475,000		509,703
Cooperatieve Rabobank UA
3.875%, 9/26/23 (b)		250,000		269,895
3.950%, 11/9/22		375,000		393,883
Credit Agricole SA, 4.125%, 1/10/27 (b)		510,000		572,400
Crown Castle International Corp., 3.700%, 6/15/26		300,000		329,837
Discover Financial Services, 3.750%, 3/4/25		325,000		354,364
Duke Realty L.P., 3.625%, 4/15/23		200,000		210,175
Fifth Third Bancorp, 8.250%, 3/1/38		425,000		702,562
HAT Holdings I LLC/HAT Holdings II LLC, 6.000%, 4/15/25 (b)		450,000		477,000
ING Groep NV, 4.625%, 1/6/26 (b)		750,000		857,460
Kimco Realty Corp., 3.400%, 11/1/22		160,000		166,369
Marsh & McLennan Cos., Inc., 3.300%, 3/14/23		100,000		105,026
Massachusetts Mutual Life Insurance Co., 3.375%, 4/15/50 (b)		550,000		552,533
Morgan Stanley, 3.950%, 4/23/27		210,000		234,133
Nationwide Mutual Insurance Co., 4.350%, 4/30/50 (b)		550,000		590,716
New York Life Insurance Co., 3.750%, 5/15/50 (b)		160,000		172,498
Nuveen Finance LLC, 4.125%, 11/1/24 (b)		160,000		177,492
Prologis L.P., 3.250%, 10/1/26		165,000		181,163
Prudential PLC, 3.125%, 4/14/30		155,000		165,029
Regency Centers L.P., 3.750%, 6/15/24		300,000		321,934
Reinsurance Group of America, Inc.
3.950%, 9/15/26		250,000		279,337
Series MTN, 4.700%, 9/15/23		164,000		179,221
SBA Tower Trust, 3.168%, 4/11/22 (b)		290,000		290,967
Scentre Group Trust 1/Scentre Group Trust 2, 4.375%, 5/28/30 (b)		615,000		697,027
Sumitomo Mitsui Trust Bank, Ltd., 1.550%, 3/25/26 (b)		1,500,000		1,519,425
Truist Financial Corp., Series MTN, 3.875%, 3/19/29		575,000		642,622
U.S. Bancorp, Series MTN, 3.600%, 9/11/24		493,000		541,042
Unum Group, 4.500%, 3/15/25		415,000		465,159

41

Domini Impact Bond Fund

Portfolio of Investments (continued)

April 30, 2021 (Unaudited)

Security	Principal Amount*		Value
Financial (Continued)
USAA Capital Corp., 2.125%, 5/1/30 (b)		885,000	$	876,310
Ventas Realty L.P., 3.500%, 2/1/25		500,000		543,333
				23,607,723
Industrial – 1.3%
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 3.250%, 9/1/28 (b)		200,000		197,500
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc., 5.250%, 8/15/27 (b)		360,000		368,401
Klabin Austria GmbH, 5.750%, 4/3/29 (b)		480,000		534,259
Nature Conservancy (The), Series A, 1.154%, 7/1/27		430,000		414,534
WRKCo, Inc., 3.000%, 9/15/24		375,000		398,771
Xylem, Inc., 2.250%, 1/30/31		900,000		881,056
				2,794,521
Technology – 2.4%
Apple, Inc., 2.650%, 5/11/50		300,000		278,679
Black Knight InfoServ LLC, 3.625%, 9/1/28 (b)		330,000		325,505
Broadcom, Inc., 4.150%, 11/15/30		1,010,000		1,104,518
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.750%, 3/1/25 (b)		395,000		401,912
Hewlett Packard Enterprise Co., 4.650%, 10/1/24		1,200,000		1,342,757
HP, Inc., 3.000%, 6/17/27		1,250,000		1,338,203
Micron Technology, Inc., 4.640%, 2/6/24		260,000		286,371
Microsoft Corp., 2.921%, 3/17/52		5,000		4,992
				5,082,937
Utilities – 2.0%
Aegea Finance S.a.r.l., 5.750%, 10/10/24 (b)		370,000		386,032
Clearway Energy Operating LLC
3.750%, 2/15/31 (b)		560,000		552,686
4.750%, 3/15/28 (b)		400,000		419,762
Consolidated Edison Co of New York, Inc., 4.125%, 5/15/49		155,000		175,162
EDP Finance B.V., 1.710%, 1/24/28 (b)		1,000,000		974,604
NSTAR Electric Co., 3.950%, 4/1/30		830,000		942,113
Pattern Energy Operations L.P./Pattern Energy Operations, Inc., 4.500%, 8/15/28 (b)		475,000		482,125
Public Service Co. of Colorado, 4.100%, 6/15/48		420,000		490,320
				4,422,804
Total Corporate Bonds and Notes (Cost $62,126,905)				65,920,916
Municipal Bonds – 10.7%
American Municipal Power-Ohio, Inc., (Meldahl Hydroelectric Project), 6.270%, 2/15/50		485,000		676,877
California Health Facilities Financing Authority, 2.984%, 6/1/33		760,000		784,752
Chicago Transit Authority Sales Tax Receipts Fund, 3.912%, 12/1/40		260,000		275,660
Colorado Health Facilities Authority, 4.480%, 12/1/40		940,000		959,567
Cook County Community High School District No. 228, IL, 5.019%, 12/1/41 (Insurer AGM)		435,000		524,751
County of Riverside, CA
2.963%, 2/15/27		670,000		716,897

42

Domini Impact Bond Fund

Portfolio of Investments (continued)

April 30, 2021 (Unaudited)

Security	Principal Amount*		Value
Municipal Bonds (Continued)
3.070%, 2/15/28		670,000	$	721,730
District of Columbia, (Ingleside at Rock Creek)
3.432%, 4/1/42		430,000		430,684
4.125%, 7/1/27		500,000		522,844
Florida Development Finance Corp., 4.009%, 4/1/40		925,000		952,084
Illinois Finance Authority, 3.510%, 5/15/41		1,000,000		981,520
Inland Valley Development Agency, 5.500%, 3/1/33 (Insurer AGM)		70,000		77,350
Lancaster County Hospital Authority, PA, (Brethren Village)
5.000%, 7/1/24		165,000		178,544
5.000%, 7/1/25		135,000		148,752
Maryland Health and Higher Educational Facilities Authority, (Meritus Medical Center)
3.968%, 7/1/27		205,000		235,920
4.168%, 7/1/29		40,000		46,805
Massachusetts Development Finance Agency, (NewBridge on the Charles, Inc.), 4.000%, 10/1/27		100,000		108,919
Massachusetts Educational Financing Authority, 2.306%, 7/1/25		200,000		207,469
Massachusetts Health and Educational Facilities Authority, (Northeastern University), 6.432%, 10/1/35		420,000		566,741
Metropolitan Transportation Authority
5.000%, 11/15/50		240,000		294,081
5.175%, 11/15/49		855,000		1,084,037
New Jersey Educational Facilities Authority, 3.958%, 7/1/48 (Insurer AGM)		1,000,000		1,030,693
New York Transportation Development Corp., 4.248%, 9/1/35		610,000		671,117
New York Transportation Development Corp., (LaGuardia Airport Terminal B Redevelopment), 3.473%, 7/1/28		500,000		494,066
Oklahoma Development Finance Authority, (OU Medicine)
4.650%, 8/15/30 (Insurer AGM)		130,000		146,750
5.450%, 8/15/28		770,000		858,409
Oklahoma State University
3.427%, 9/1/36		100,000		107,721
3.627%, 9/1/40		880,000		947,940
Oregon Health and Science University, 5.000%, 7/1/45		350,000		435,453
Oregon State University, 3.424%, 3/1/60 (Insurer BAM)		1,000,000		1,017,678
Pennsylvania Industrial Development Authority, 3.556%, 7/1/24 (b)		505,000		527,207
Philadelphia, PA, Water and Wastewater Revenue, 4.189%, 10/1/37		665,000		747,645
Regents of the University of California Medical Center Pooled Revenue, 3.706%, 5/15/20		900,000		915,318
Sacramento, CA, 5.730%, 8/15/23 (Insurer NATL)		340,000		366,965
San Bernardino County, CA, Pension Obligation Revenue, 6.020%, 8/1/23 (Insurer AGM)		200,000		215,175
Shelby County, Health, Educational and Housing Facilities Board, (Trezevant Manor Project)
4.000%, 9/1/21		250,000		249,519
4.000%, 9/1/22		250,000		247,959
Southern Ohio Port Authority, 6.500%, 12/1/30		470,000		534,085
State Board of Administration Finance Corp., 1.258%, 7/1/25		375,000		378,645
Sustainable Energy Utility, Inc., 2.344%, 9/15/29		900,000		882,811
Uptown Development Authority, 2.581%, 9/1/31 (Insurer AGM)		100,000		101,846

43

Domini Impact Bond Fund

Portfolio of Investments (continued)

April 30, 2021 (Unaudited)

Security	Principal Amount*		Value
Municipal Bonds (Continued)
Washington Housing Finance Commission, (Presbyterian Retirement Communities), 4.000%, 1/1/24		300,000	$	305,474
Washington Housing Finance Commission, (Transforming Age), 3.000%, 1/1/25		985,000		983,574
Wisconsin Health & Educational Facilities Authority
3.940%, 8/15/41		335,000		330,513
4.190%, 8/15/55		190,000		188,042
Total Municipal Bonds (Cost $21,912,569)				23,180,589
U.S. Government Agency Obligations – 6.8%
Federal Farm Credit Banks Funding Corp.
2.625%, 10/15/49		1,140,000		1,166,136
2.780%, 11/2/37		1,800,000		1,959,809
3.430%, 4/6/45		1,000,000		1,149,443
3.660%, 3/7/44		974,000		1,158,580
Federal Home Loan Banks , 2.375%, 3/14/25		2,710,000		2,893,947
Federal Home Loan Mortgage Corp. , 1.500%, 2/12/25		5,600,000		5,797,045
Federal National Mortgage Association , 5.625%, 7/15/37		391,000		585,373
Total U.S. Government Agency Obligations (Cost $14,038,277)				14,710,333
Senior Floating Rate Interests – 4.7%
Consumer Discretionary – 2.1%
Adient US LLC 2021 Term Loan B, 4.394%, (2 mo. USD LIBOR + 4.250%), 4/8/28 (a)		210,000		210,164
Altice France S.A. USD Term Loan B12, 3.871%, (3 mo. USD LIBOR + 3.688%), 1/31/26 (a)		469,806		467,105
American Builders & Contractors Supply Co., Inc. 2019 Term Loan, 2.113%, (1 mo. USD LIBOR + 2.000%), 1/15/27 (a)		492,500		489,310
Charter Communications Operating, LLC 2019 Term Loan B2, 1.870%, (1 mo. USD LIBOR + 1.750%), 2/1/27 (a)		285,974		284,961
Go Daddy Operating Company, LLC 2017 Repriced Term Loan
1.863%, (1 mo. USD LIBOR + 1.750%), 2/15/24 (a)		183,902		182,711
2.113%, (1 mo. USD LIBOR + 2.000%), 8/10/27 (a)		307,675		306,113
Harbor Freight Tools USA, Inc. 2020 Term Loan B, 3.750%, (1 mo. USD LIBOR + 3.000%), 10/19/27 (a)		574,560		575,017
Nexstar Broadcasting, Inc. 2018 Term Loan B3, 2.356%, (1 mo. USD LIBOR + 2.250%), 1/17/24 (a)		96,082		95,820
UPC Broadband Holding B.V. 2020 USD Term Loan B1
3.607%, (1 mo. USD LIBOR + 3.500%), 1/31/29 (a)		515,385		515,545
3.607%, (1 mo. USD LIBOR + 3.500%), 1/31/29 (a)		515,385		515,545
UPC Financing Partnership 2021 USD Term Loan AX, 0.000%, 1/31/29 (a)		995,000		987,641
				4,629,932
Consumer Staples – 0.2%
CHG PPC Parent LLC 2018 Term Loan B, 2.863%, (1 mo. USD LIBOR + 2.750%), 3/31/25 (a)		97,250		96,399
Coty, Inc. 2018 USD Term Loan B, 2.360%, (1 mo. USD LIBOR + 2.250%), 4/7/25 (a)		126,111		120,961

44

Domini Impact Bond Fund

Portfolio of Investments (continued)

April 30, 2021 (Unaudited)

Security	Principal Amount*			Value
Consumer Staples (Continued)
Diamond (BC) B.V. USD Term Loan, 3.147%, (2 mo. USD LIBOR + 3.000%), 9/6/24 (a)		145,125		$	144,711
					362,071
Financials – 0.4%
Iron Mountain, Inc. 2018 Term Loan B, 1.863%, (1 mo. USD LIBOR + 1.750%), 1/2/26 (a)		140,650			139,507
Russell Investments US Inst’l Holdco, Inc. 2020 Term Loan, 4.000%, (6 mo. USD LIBOR + 3.000%), 5/30/25 (a)		487,551			483,285
USI, Inc. 2017 Repriced Term Loan, 3.203%, (3 mo. USD LIBOR + 3.000%), 5/16/24 (a)		168,875			167,292
					790,084
Health Care – 1.1%
Adevinta ASA EUR Term Loan B, 0.000%, 4/20/28 (a)		185,000	EUR		223,200
Biogroup-LCD 2021 EUR Term Loan B, 4.750%, (3 mo. EURIBOR + 4.750%), 1/28/28 (a)		465,000	EUR		557,237
Insulet Corporation Term Loan B, 0.000%, 4/29/28 (a)		265,000			265,994
Nets Holding A/S EUR Term Loan B1E, 3.250%, (3 mo. EUR EURIBOR + 3.250%), 2/6/25 (a)		176,389	EUR		212,281
Verisure Holding AB 2021 EUR Term Loan, 0.000%, 1/15/28 (a)		900,000	EUR		1,081,953
Zephyr German BidCo GmbH EUR Term Loan B, 0.000%, 3/10/28 (a)		100,000	EUR		121,192
					2,461,857
Information Technology – 0.9%
Blackhawk Network Holdings, Inc. 2018 1st Lien Term Loan, 3.113%, (1 mo. USD LIBOR + 3.000%), 6/15/25 (a)		175,050			173,245
DCert Buyer, Inc. 2019 Term Loan B, 4.113%, (1 mo. USD LIBOR + 4.000%), 10/16/26 (a)		643,375			643,835
Finastra USA, Inc. USD 1st Lien Term Loan, 4.500%, (6 mo. USD LIBOR + 3.500%), 6/13/24 (a)		251,913			247,990
MA FinanceCo., LLC USD Term Loan B3, 2.863%, (1 mo. USD LIBOR + 2.750%), 6/21/24 (a)		28,300			28,034
Seattle Spinco, Inc. USD Term Loan B3, 2.863%, (1 mo. USD LIBOR + 2.750%), 6/21/24 (a)		191,114			189,322
SS&C Technologies Holdings Europe S.A.R.L. 2018 Term Loan B4, 1.863%, (1 mo. USD LIBOR + 1.750%), 4/16/25 (a)		42,003			41,552
SS&C Technologies Inc. 2018 Term Loan B3, 1.863%, (1 mo. USD LIBOR + 1.750%), 4/16/25 (a)		56,637			56,019
Zelis Healthcare Corporation 2021 Term Loan, 3.615%, (1 mo. USD LIBOR + 3.500%), 9/30/26 (a)		471,431			469,442
					1,849,439
Total Senior Floating Rate Interests (Cost $10,102,799)					10,093,383
Foreign Government & Agency Securities – 1.5%
City of Toronto Canada, 2.600%, 9/24/39		1,060,000	CAD		828,617
Hong Kong Government International Bond, 2.500%, 5/28/24 (b)		750,000			795,212
Republic of Chile, 0.830%, 7/2/31		1,370,000	EUR		1,681,943
Total Foreign Government & Agency Securities (Cost $3,107,310)					3,305,772
Asset Backed Securities – 0.5%
Carmax Auto Owner Trust Series 2017-4, Class C, 2.700%, 10/16/23		250,000			253,469
Corevest American Finance Trust Series 2020-4 Class C, 2.250%, 12/15/52 (b)		100,000			97,181

45

Domini Impact Bond Fund

Portfolio of Investments (continued)

April 30, 2021 (Unaudited)

Security	Principal Amount*		Value
Asset Backed Securities (Continued)
Mosaic Solar Loan Trust Series 2020-2A, Class A, 1.440%, 8/20/46 (b)		205,454	$	201,662
SBA Tower Trust Series 2014-2A, Class C, 3.869%, 10/15/49 (b)(d)		500,000		531,351
Total Asset Backed Securities (Cost $1,053,814)				1,083,663
Convertible Bonds – 0.3%
Consumer Discretionary – 0.1%
Etsy, Inc., 0.125%, 10/1/26		95,000		222,419
				222,419
Health Care – 0.1%
Dexcom, Inc., 0.250%, 11/15/25 (b)		205,000		206,025
				206,025
Technology – 0.1%
Square, Inc., 0.125%, 3/1/25 (b)		50,000		103,875
				103,875
Total Convertible Bonds (Cost $561,256)				532,319
Certificates of Deposit – 0.2%
Self-Help Credit Union, 2.200%, 6/25/21		100,000		100,341
Self-Help Federal Credit Union, 2.500%, 6/27/22		400,000		411,232
Total Certificates of Deposit (Cost $500,000)				511,573
Preferred Stock – 0.1%
Health Care – 0.1%
Becton Dickinson and Co., Series B, 6.000%, 6/1/23		4,000		220,920
				220,920
Total Preferred Stock (Cost $218,510)				220,920
Total Long Term Investments (Cost $221,521,866)				228,808,479
Short Term Investment – 3.7%
U.S. Government Agency Obligations – 3.7%
Federal Home Loan Bank Discount Notes, 0.000%, 6/17/21		8,000,000		8,000,100
Total Short Term Investment (Cost $7,999,739)				8,000,100
Total Investments–109.5% (Cost $229,521,605)				236,808,579
Other Liabilities, less assets – (9.5)%				(20,471,517	)
Net Assets – 100.0%			$	216,337,062

* 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.

46

(b) Security that may be sold to qualified institutional buyers under Rule 144A of the Securities Act of 1933, as amended. At April 30, 2021, the aggregate value of these securities was $39,354,592, representing 18.2% 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 April 30, 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 & Co. Inc.		6/16/21		1,052,000	$	855,220	$	(22,197	)
United States Dollar		Euro		Morgan Stanley & Co. Inc.		6/16/21		1,804,000		2,173,540		(21,943	)
United States Dollar		Euro		BNP Paribas N.A.		5/28/21		1,830,000		2,203,985		10,421
											$	(33,719	)

At April 30, 2021, the Fund had the following future contracts outstanding.

Description	Number of Contracts		Notional Amount			Value			Expiration Date		Unrealized Appreciation (Depreciation)
U.K. Gilt (Short)		18	$	(1,800,000	)	$	(3,181,780	)		6/28/21	$	14,212
Euro Bund (Short)		27	$	(2,700,000	)	$	(5,525,441	)		6/8/21	$	24,558
10-Year Australia Government Bond (Short)		12	$	(1,200,000	)	$	(1,292,064	)		6/15/21	$	(7,557	)
											$	31,213

At April 30, 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 0.821% Receive Floating rate annually 12 month SOFR		Morgan Stanley/LCH		6/16/26	$	16,667,000	$	(45,103	)	$	(45,319	)	$	216
Pay Fixed rate annually 1.167% Receive Floating rate annually 12 month SOFR		Morgan Stanley/LCH		6/16/28		9,000,000		(37,002	)		(31,149	)		(5,853	)
Pay Fixed rate annually 1.470% Receive Floating rate annually 12 month SOFR		Morgan Stanley/LCH		6/16/31		13,065,000		(80,545	)		(108,877	)		28,332
Receive Fixed rate annually 0.150% Pay Floating rate annually 12 month SOFR		Morgan Stanley/LCH		6/16/23		10,760,000		2,944			947			1,997

47

Description	Counterparty/ Exchange		Expiration Date		Notional Amount		Value		Upfront Premiums Paid (Received)		Unrealized Appreciation (Depreciation)
Receive Fixed rate annually 0.821% Pay Floating rate annually 12 month SOFR		Morgan Stanley/LCH		6/16/26		9,445,000		25,559		19,453		6,106
Receive Fixed rate annually 1.850% Pay Floating rate annually 12 month SOFR		Morgan Stanley/LCH		6/16/51		7,720,000		132,685		116,414		16,271
Receive Fixed rate annually 1.813% Pay Floating rate annually 12 month SOFR		Morgan Stanley/LCH		6/16/41		5,095,000		61,125		62,915		(1,790	)
									$	14,384	$	45,279

At April 30, 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

IBOXX USD Liquid High Yield, Series 1

3 month USD BBA LIBOR

Maturity

USD

5,030,000

12/20/21

Morgan Stanley & Co. Inc.

$(54,302)

$702

$

(55,004

)

At April 30, 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	$	2,350,000	$	231,261	$	197,351	$	33,910
									$	197,351	$	33,910

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

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

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

(d) Ratings of Moody’s/S&P - B1/B+

See Notes to Portfolio of Investments

48

Domini Impact Bond Fund

NOTES TO PORTFOLIO OF INVESTMENTS

April 30, 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. As of April 30, 2021, 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 amortized cost, which constitutes fair value as determined by the Board of Trustees of the Fund. Securities (other than short-term obligations with remaining maturities of 60 days or less) for which there are no such quotations or valuations are valued at fair value as determined in good faith by or at the direction of the Fund’s Board of Trustees.

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

Level 1 - quoted prices in active markets for identical securities

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

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

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

The following is a summary of the inputs used, as of April 30, 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	$	—	$	109,249,011	$	—	$	109,249,011
Corporate Bonds and Notes		—		65,920,916		—		65,920,916

49

Domini Impact Bond Fund

NOTES TO PORTFOLIO OF INVESTMENTS (continued)

April 30, 2021 (Unaudited)

	Level 1 - Quoted Prices		Level 2 - Other Significant Observable Inputs			Level 3 - Significant Unobservable Inputs		Total
Municipal Bonds		—		23,180,589			—		23,180,589
U.S. Government Agency Obligations		—		14,710,333			—		14,710,333
Senior Floating Rate Interests		—		10,093,383			—		10,093,383
Foreign Government & Agency Securities		—		3,305,772			—		3,305,772
Asset Backed Securities		—		1,083,663			—		1,083,663
Convertible Bonds		—		532,319			—		532,319
Certificates of Deposit		—		511,573			—		511,573
Preferred Stock		220,920		—			—		220,920
Total Long Term Investments	$	220,920	$	228,587,559		$	—	$	228,808,479
Short Term Investment in Securities:
U.S. Government Agency Obligations		—		8,000,100			—		8,000,100
Total Short Term Investment	$	—	$	8,000,100		$	—	$	8,000,100
Total Investment in Securities	$	220,920	$	236,587,659		$	—	$	236,808,579
Other Financial Instruments:
Forward Currency Contracts		—		10,421			—		10,421
Futures		—		38,770			—		38,770
Credit Default Swap—CCP		—		33,910			—		33,910
Interest Rate Swap—CCP		—		52,922			—		52,922
Total Other Financial Instruments	$	—	$	136,023		$	—	$	136,023
Liabilities:
Other Financial Instruments:
Forward Currency Contracts		—		(44,140	)		—		(44,140	)
Futures		—		(7,557	)		—		(7,557	)
Interest Rate Swap—CCP		—		(7,643	)		—		(7,643	)
Total Return Swap—OTC		—		(55,004	)		—		(55,004	)
Total Other Financial Instruments	$	—	$	(114,344)		$	—	$	(114,344)

50