Domini Impact Equity Fund

Portfolio of Investments

October 31, 2022 (Unaudited)

Security	Shares		Value
Long Term Investments – 94.5%
Common Stocks – 94.5%
Communication Services – 8.5%
Alphabet, Inc., Class A (a)		367,100	$	34,694,621
AT&T, Inc.		229,985		4,192,627
Charter Communications, Inc., Class A (a)		3,258		1,197,706
Comcast Corp., Class A		142,321		4,517,269
Electronic Arts, Inc.		9,018		1,135,907
Lumen Technologies, Inc.		33,100		243,616
Netflix, Inc. (a)		14,238		4,155,787
New York Times Co. (The), Class A		62,327		1,804,990
Omnicom Group, Inc.		6,700		487,425
Pinterest, Inc., Class A (a)		19,300		474,780
Roku, Inc. (a)		4,000		222,160
SoftBank Group Corp. ADR		68,208		1,466,472
Spotify Technology SA (a)		3,900		314,262
Take-Two Interactive Software, Inc. (a)		5,381		637,541
TELUS Corp.		44,694		933,658
T-Mobile US, Inc. (a)		20,300		3,076,668
Verizon Communications, Inc.		126,795		4,738,329
Walt Disney Co. (The) (a)		59,093		6,295,768
				70,589,586
Consumer Discretionary – 10.6%
Amazon.com, Inc. (a)		288,080		29,510,915
Aptiv PLC (a)		8,600		783,202
Best Buy Co., Inc.		6,349		434,335
BorgWarner, Inc.		7,200		270,216
Bright Horizons Family Solutions, Inc. (a)		2,000		130,640
Chipotle Mexican Grill, Inc. (a)		817		1,224,136
Cie Generale des Etablissements Michelin SCA ADR		43,600		553,720
Dollar General Corp.		7,400		1,887,370
eBay, Inc.		18,000		717,120
Etsy, Inc. (a)		4,000		375,640
Garmin, Ltd.		5,046		444,250
Gildan Activewear, Inc.		5,300		167,215
Home Depot, Inc. (The)		33,251		9,846,619
Lowe’s Cos., Inc.		20,641		4,023,963
MercadoLibre, Inc. (a)		1,550		1,397,511
NIKE, Inc., Class B		40,949		3,795,153
NIO, Inc. ADR (a)		48,700		470,929
NVR, Inc. (a)		100		423,775
Sony Group Corp. ADR		40,155		2,709,258
Starbucks Corp.		36,467		3,157,678
Tapestry, Inc.		8,000		253,440

0

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Security	Shares		Value
Consumer Discretionary (Continued)
Target Corp.		15,051	$	2,472,127
Tesla, Inc. (a)		84,999		19,340,672
TJX Cos., Inc.		35,400		2,552,340
Ulta Beauty, Inc. (a)		1,598		670,153
VF Corp.		11,800		333,350
Williams-Sonoma, Inc.		2,200		272,426
				88,218,153
Consumer Staples – 6.4%
Campbell Soup Co.		6,491		343,439
Church & Dwight Co., Inc.		7,712		571,691
Clorox Co. (The)		4,000		584,160
Colgate-Palmolive Co.		27,225		2,010,294
Costco Wholesale Corp.		14,303		7,172,954
Estee Lauder Cos., Inc. (The), Class A		6,977		1,398,819
General Mills, Inc.		19,399		1,582,570
Haleon PLC ADR (a)		82,125		502,605
JM Smucker Co. (The)		3,346		504,108
Keurig Dr Pepper, Inc.		27,600		1,071,984
Kimberly-Clark Corp.		10,918		1,358,854
Kraft Heinz Co. (The)		25,423		978,023
Kroger Co. (The)		21,311		1,007,797
Lamb Weston Holdings, Inc.		4,500		387,990
L’Oreal SA ADR		39,100		2,453,134
McCormick & Co., Inc.		8,800		692,032
Mondelez International, Inc., Class A		44,047		2,708,010
PepsiCo, Inc.		44,631		8,104,097
Procter & Gamble Co. (The)		77,425		10,426,825
SunOpta, Inc. (a)		260,887		2,929,761
Sysco Corp.		16,403		1,419,844
Unilever PLC ADR		80,585		3,667,423
Walgreens Boots Alliance, Inc.		23,048		841,252
				52,717,666
Financials – 10.3%
Aflac, Inc.		18,415		1,199,001
AGNC Investment Corp.		18,200		149,604
Allstate Corp.		8,500		1,073,125
American Express Co.		17,748		2,634,691
Annaly Capital Management, Inc.		11,975		222,136
Aon PLC, Class A		6,500		1,829,685
Banco do Brasil SA ADR		44,600		318,444
Bank of America Corp.		226,654		8,168,610
Bank of Montreal		21,231		1,954,950
Bank of New York Mellon Corp. (The)		23,600		993,796

1

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Security	Shares		Value
Financials (Continued)
Bank of Nova Scotia (The)		37,066	$	1,791,029
BlackRock, Inc.		4,534		2,928,556
Canadian Imperial Bank of Commerce		28,300		1,285,103
Capital One Financial Corp.		12,118		1,284,750
Cboe Global Markets, Inc.		3,300		410,850
Charles Schwab Corp. (The)		49,578		3,949,879
Chubb, Ltd.		12,587		2,704,820
Cincinnati Financial Corp.		5,111		528,069
Citigroup, Inc.		60,608		2,779,483
CME Group, Inc.		11,598		2,009,933
Comerica, Inc.		4,154		292,857
Commerce Bancshares, Inc.		3,700		262,108
Discover Financial Services		8,600		898,356
DNB Bank ASA ADR		28,740		506,974
East West Bancorp, Inc.		49,344		3,531,550
Equitable Holdings, Inc.		11,600		355,192
Everest Re Group, Ltd.		1,300		419,458
FactSet Research Systems, Inc.		1,200		510,588
Fifth Third Bancorp		21,956		783,610
First Republic Bank		5,800		696,580
Hartford Financial Services Group, Inc. (The)		10,493		759,798
Huntington Bancshares, Inc.		46,000		698,280
Intercontinental Exchange, Inc.		17,995		1,719,782
Invesco, Ltd.		13,803		211,462
KeyCorp		30,900		552,183
London Stock Exchange Group PLC ADR		44,000		957,000
M&T Bank Corp.		5,500		926,035
MarketAxess Holdings, Inc.		1,100		268,444
Marsh & McLennan Cos., Inc.		16,030		2,588,685
MetLife, Inc.		19,200		1,405,632
Moody’s Corp.		5,114		1,354,545
Morgan Stanley		42,759		3,513,507
MSCI, Inc.		2,505		1,174,494
Nasdaq, Inc.		10,800		672,192
Northern Trust Corp.		6,600		556,710
PNC Financial Services Group, Inc. (The)		13,249		2,144,086
Principal Financial Group, Inc.		8,100		713,853
Progressive Corp. (The)		18,958		2,434,207
Prudential Financial, Inc.		12,161		1,279,216
Raymond James Financial, Inc.		5,950		702,933
Regions Financial Corp.		29,528		648,140
S&P Global, Inc.		10,758		3,456,007
Signature Bank		2,000		317,060
T Rowe Price Group, Inc.		7,011		744,288

2

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Security	Shares		Value
Financials (Continued)
Toronto-Dominion Bank (The)		56,817	$	3,635,720
Travelers Cos., Inc. (The)		7,716		1,423,293
Truist Financial Corp.		43,102		1,930,539
US Bancorp		43,416		1,843,009
W R Berkley Corp.		6,700		498,346
Zions Bancorp NA		5,000		259,700
				85,862,933
Health Care – 13.7%
AbbVie, Inc.		57,152		8,367,053
ABIOMED, Inc. (a)		1,400		352,912
Agilent Technologies, Inc.		9,600		1,328,160
Alcon, Inc.		15,762		956,438
Align Technology, Inc. (a)		2,300		446,890
Alnylam Pharmaceuticals, Inc. (a)		3,800		787,588
Amgen, Inc.		17,219		4,655,157
AstraZeneca PLC ADR		96,100		5,651,641
Becton Dickinson and Co.		9,251		2,182,958
Biogen, Inc. (a)		4,667		1,322,814
BioMarin Pharmaceutical, Inc. (a)		5,800		502,454
Bio-Rad Laboratories, Inc., Class A (a)		700		246,197
Bio-Techne Corp.		1,300		385,138
Bristol-Myers Squibb Co.		69,001		5,345,507
Catalent, Inc. (a)		5,500		361,515
Cooper Cos., Inc. (The)		1,600		437,424
CSL, Ltd. ADR		31,000		2,771,090
Danaher Corp.		21,415		5,389,513
DENTSPLY SIRONA, Inc.		7,516		231,643
DexCom, Inc. (a)		15,510		1,873,298
Edwards Lifesciences Corp. (a)		20,072		1,453,815
Genmab A/S ADR (a)		20,500		789,455
Gilead Sciences, Inc.		40,646		3,189,085
GSK PLC ADR		64,800		2,149,416
Guardant Health, Inc. (a)		3,300		163,350
Henry Schein, Inc. (a)		4,200		287,532
Hologic, Inc. (a)		53,882		3,653,200
IDEXX Laboratories, Inc. (a)		2,719		977,970
Illumina, Inc. (a)		5,049		1,155,312
Incyte Corp. (a)		5,800		431,172
Inspire Medical Systems, Inc. (a)		5,173		1,008,476
Insulet Corp. (a)		2,300		595,263
Intuitive Surgical, Inc. (a)		11,500		2,834,405
Koninklijke Philips NV		29,076		367,811
Lonza Group AG ADR		24,000		1,235,280

3

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Security	Shares		Value
Health Care (Continued)
Masimo Corp. (a)		1,400	$	184,240
Merck & Co., Inc.		81,935		8,291,822
Mettler-Toledo International, Inc. (a)		690		872,802
Moderna, Inc. (a)		11,100		1,668,663
Neurocrine Biosciences, Inc. (a)		3,100		356,872
Novo Nordisk A/S ADR		52,378		5,700,822
Organon & Co.		8,823		230,986
PerkinElmer, Inc.		4,000		534,320
Pfizer, Inc.		181,770		8,461,393
QIAGEN N.V. (a)		7,600		331,056
Quest Diagnostics, Inc.		3,715		533,660
Regeneron Pharmaceuticals, Inc. (a)		3,342		2,502,322
ResMed, Inc.		4,646		1,039,264
Sanofi ADR		68,816		2,974,916
Seagen, Inc. (a)		12,149		1,544,867
STERIS PLC		3,300		569,514
Stryker Corp.		10,828		2,482,211
Teleflex, Inc.		1,500		321,840
Thermo Fisher Scientific, Inc.		12,688		6,521,251
Veeva Systems, Inc., Class A (a)		4,506		756,738
Vertex Pharmaceuticals, Inc. (a)		8,243		2,571,816
Waters Corp. (a)		1,963		587,271
West Pharmaceutical Services, Inc.		2,300		529,230
				113,454,808
Industrials – 5.7%
ABB, Ltd. ADR		51,300		1,428,192
Accelleron Industries AG ADR (a)		2,565		43,349
Allegion PLC		2,700		282,879
Ameresco, Inc., Class A (a)		37,626		2,275,620
AO Smith Corp.		4,100		224,598
Assa Abloy AB ADR		62,342		625,914
Brambles, Ltd. ADR		23,000		341,090
Carrier Global Corp.		27,300		1,085,448
Central Japan Railway Co ADR		55,200		622,656
CH Robinson Worldwide, Inc.		3,800		371,336
Cintas Corp.		2,800		1,197,140
Copart, Inc. (a)		7,100		816,642
CoStar Group, Inc. (a)		12,910		1,067,915
Cummins, Inc.		4,541		1,110,320
Deere & Co.		9,145		3,619,774
Donaldson Co., Inc.		4,000		229,800
Emerson Electric Co.		19,026		1,647,652
Expeditors International of Washington, Inc.		5,300		518,605

4

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Security	Shares		Value
Industrials (Continued)
FANUC Corp. ADR		61,200	$	803,556
Fastenal Co.		18,458		892,075
Fortune Brands Home & Security, Inc.		4,000		241,280
Generac Holdings, Inc. (a)		2,100		243,411
Graco, Inc.		5,400		375,732
Hubbell, Inc.		1,800		427,464
IAA, Inc. (a)		4,400		166,892
IDEX Corp.		2,400		533,544
Illinois Tool Works, Inc.		8,852		1,890,168
Ingersoll Rand, Inc.		12,869		649,885
JB Hunt Transport Services, Inc.		2,700		461,889
JetBlue Airways Corp. (a)		10,288		82,716
Lennox International, Inc.		1,000		233,570
Masco Corp.		6,900		319,263
Nidec Corp. ADR		63,156		866,500
Nordson Corp.		1,600		360,000
Old Dominion Freight Line, Inc.		3,200		878,720
Otis Worldwide Corp.		13,800		974,832
Owens Corning		3,133		268,216
Pentair PLC		5,500		236,225
Plug Power, Inc. (a)		19,000		303,620
RELX PLC ADR		62,300		1,679,608
Robert Half International, Inc.		3,600		275,256
Rockwell Automation, Inc.		3,772		962,992
Schneider Electric SE ADR		90,800		2,296,332
Siemens AG ADR		51,736		2,831,511
Siemens Energy AG ADR		14,900		172,691
Snap-on, Inc.		1,700		377,485
Stanley Black & Decker, Inc.		4,754		373,141
Toro Co. (The)		3,200		337,376
Trane Technologies PLC		7,407		1,182,379
Trex Co., Inc. (a)		3,600		173,124
United Parcel Service, Inc., Class B		23,693		3,974,975
United Rentals, Inc. (a)		2,300		726,133
Vestas Wind Systems A/S ADR		98,600		640,900
Westinghouse Air Brake Technologies Corp.		5,691		530,856
Wolters Kluwer NV ADR		8,300		880,630
WW Grainger, Inc.		1,470		858,994
Xylem, Inc.		5,800		594,094
				47,586,965
Information Technology – 33.8%
Accenture PLC, Class A		21,500		6,103,850
Adobe, Inc. (a)		15,161		4,828,778

5

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Security	Shares		Value
Information Technology (Continued)
Advanced Micro Devices, Inc. (a)		52,350	$	3,144,141
Analog Devices, Inc.		16,911		2,411,847
Apple, Inc.		491,696		75,396,665
Applied Materials, Inc.		28,102		2,481,125
ASML Holding NV ADR		13,200		6,235,944
Atlassian Corp., Class A (a)		4,600		932,558
Autodesk, Inc. (a)		16,747		3,588,882
Automatic Data Processing, Inc.		13,468		3,255,216
Broadcom, Inc.		12,613		5,929,623
Cadence Design Systems, Inc. (a)		8,784		1,329,810
Cisco Systems, Inc.		122,791		5,578,395
Crowdstrike Holdings, Inc., Class A (a)		6,900		1,112,280
Dropbox, Inc., Class A (a)		8,400		182,700
Enphase Energy, Inc. (a)		32,803		10,070,521
First Solar, Inc. (a)		2,900		422,153
Fiserv, Inc. (a)		19,300		1,982,882
Five9, Inc. (a)		2,300		138,598
Infineon Technologies AG ADR		38,300		931,456
Intel Corp.		133,779		3,803,337
International Business Machines Corp.		29,366		4,061,024
Intuit, Inc.		8,922		3,814,155
KLA Corp.		4,510		1,427,189
Lam Research Corp.		4,400		1,781,032
Mastercard, Inc., Class A		27,552		9,042,015
Micron Technology, Inc.		35,500		1,920,550
Microsoft Corp.		241,761		56,119,981
NetApp, Inc.		7,008		485,444
NortonLifeLock, Inc.		17,400		392,022
NVIDIA Corp.		77,808		10,501,746
Okta, Inc. (a)		5,000		280,600
Palo Alto Networks, Inc. (a)		36,054		6,186,506
Paychex, Inc.		10,431		1,234,092
Paycom Software, Inc. (a)		1,700		588,200
PayPal Holdings, Inc. (a)		37,400		3,125,892
QUALCOMM, Inc.		36,300		4,271,058
Roper Technologies, Inc.		3,457		1,433,065
Salesforce, Inc. (a)		31,134		5,062,077
ServiceNow, Inc. (a)		6,500		2,734,810
Shopify, Inc., Class A (a)		36,600		1,252,818
Snowflake, Inc., Class A (a)		8,500		1,362,550
Splunk, Inc. (a)		5,200		432,172
STMicroelectronics NV, Class Y		81,036		2,521,840
Synopsys, Inc. (a)		4,943		1,446,075
Texas Instruments, Inc.		29,552		4,746,938

6

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Security	Shares		Value
Information Technology (Continued)
Twilio, Inc., Class A (a)		5,600	$	416,472
Visa, Inc., Class A		52,700		10,917,332
VMware, Inc., Class A		6,696		753,501
WEX, Inc. (a)		1,516		248,836
Workday, Inc., Class A (a)		6,400		997,248
Zoom Video Communications, Inc., Class A (a)		13,431		1,120,683
				280,538,684
Materials – 2.3%
Air Liquide SA ADR		84,810		2,216,933
Air Products and Chemicals, Inc.		7,159		1,792,614
AptarGroup, Inc.		2,100		208,215
Avery Dennison Corp.		2,600		440,830
CRH PLC ADR		24,400		883,524
Ecolab, Inc.		8,248		1,295,513
International Paper Co.		11,700		393,237
Linde PLC		16,030		4,766,520
Mondi PLC ADR		8,000		268,960
Nitto Denko Corp. ADR		9,817		256,813
Novozymes A/S ADR		6,559		343,692
Nucor Corp.		8,392		1,102,541
PPG Industries, Inc.		7,642		872,563
RPM International, Inc.		4,300		406,651
Sherwin-Williams Co. (The)		7,692		1,730,931
Smurfit Kappa Group PLC ADR		8,400		278,292
Steel Dynamics, Inc.		5,700		536,085
Vulcan Materials Co.		4,244		694,743
Westrock Co.		7,885		268,563
				18,757,220
Real Estate – 2.6%
Alexandria Real Estate Equities, Inc.		5,286		768,056
American Tower Corp.		14,909		3,088,996
Boston Properties, Inc.		4,446		323,224
CBRE Group, Inc., Class A (a)		10,122		718,055
Crown Castle International Corp.		14,022		1,868,572
Digital Realty Trust, Inc.		9,192		921,498
Equinix, Inc.		2,931		1,660,236
Equity LifeStyle Properties, Inc.		5,700		364,572
Essex Property Trust, Inc.		2,000		444,480
Extra Space Storage, Inc.		4,200		745,248
Federal Realty OP LP		2,500		247,450
Kilroy Realty Corp.		3,700		158,138
Mid-America Apartment Communities, Inc.		3,800		598,310
Prologis, Inc.		29,722		3,291,711

7

Domini Impact Equity Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Security	Shares		Value
Real Estate (Continued)
Public Storage		4,977	$	1,541,626
SBA Communications Corp.		3,407		919,549
Simon Property Group, Inc.		10,600		1,155,188
UDR, Inc.		10,169		404,319
Ventas, Inc.		13,063		511,155
Welltower, Inc.		15,100		921,704
WP Carey, Inc.		6,300		480,690
Zillow Group, Inc., Class A (a)		7,100		219,603
				21,352,380
Utilities – 0.6%
Alliant Energy Corp.		7,900		412,143
Consolidated Edison, Inc.		11,461		1,008,110
Eversource Energy		10,958		835,876
Fortis, Inc.		15,700		612,300
National Grid PLC ADR		23,519		1,284,608
Orsted AS ADR		17,900		492,071
SSE PLC ADR		34,800		620,832
				5,265,940
Total Investments – 94.5% (Cost $534,999,588)				784,344,335
Other Assets, less liabilities – 5.5%				45,408,700
Net Assets – 100.0%			$	829,753,035

(a) Non-income producing security.

Abbreviations

ADR — American Depositary Receipt

See Notes to Portfolio of Investments

8

Domini International Opportunities Fund

Portfolio of Investments

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
Long Term Investments – 94.3%
Common Stocks – 94.3%
Australia – 2.3%
Allkem, Ltd. (a)	Materials		1,587	$	14,659
APA Group	Utilities		3,204		21,564
ASX, Ltd.	Diversified Financials		536		23,217
Bank of Queensland, Ltd.	Banks		1,735		8,168
Bendigo & Adelaide Bank, Ltd.	Banks		1,532		8,841
Brambles, Ltd.	Commercial & Professional Services		3,824		28,620
Cochlear, Ltd.	Health Care Equipment & Services		510		65,129
Dexus	Real Estate		3,012		15,004
Fortescue Metals Group, Ltd.	Materials		4,904		46,186
GPT Group (The)	Real Estate		5,260		14,532
IDP Education, Ltd.	Consumer Services		557		10,505
Mirvac Group	Real Estate		10,820		14,332
Pilbara Minerals, Ltd. (a)	Materials		6,090		19,788
Reece, Ltd.	Capital Goods		859		8,527
Stockland	Real Estate		5,863		13,505
Suncorp Group, Ltd.	Insurance		3,481		25,455
Transurban Group	Transportation		8,434		71,523
Vicinity, Ltd.	Real Estate		12,059		15,029
					424,584
Austria – 0.3%
Erste Group Bank AG	Banks		911		22,454
Mondi PLC	Materials		1,319		22,219
Verbund AG	Utilities		91		7,129
					51,802
Belgium – 0.5%
Elia Group SA	Utilities		87		11,001
Etablissements Franz Colruyt NV	Food & Staples Retailing		147		3,543
KBC Group NV	Banks		768		38,493
Solvay SA	Materials		191		17,238
Umicore SA	Materials		559		18,430
					88,705
Brazil – 0.6%
MercadoLibre, Inc. (a)	Retailing		134		120,817
					120,817
Canada – 2.2%
Fortis, Inc.	Utilities		1,301		50,693
Saputo, Inc.	Food, Beverage & Tobacco		800		19,448

9

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
Canada (Continued)
SunOpta, Inc. (a)	Food, Beverage & Tobacco		2,517	$	28,266
Toronto-Dominion Bank (The)	Banks		4,788		306,049
					404,456
China – 0.9%
BYD Co., Ltd., Class H	Automobiles & Components		5,273		118,129
NIO, Inc. ADR (a)	Automobiles & Components		4,220		40,807
					158,936
Denmark – 4.5%
Ambu A/S, Class B	Health Care Equipment & Services		498		5,571
Chr Hansen Holding A/S	Materials		289		16,055
Coloplast A/S, Class B	Health Care Equipment & Services		334		37,240
Demant A/S (a)	Health Care Equipment & Services		250		6,828
DSV A/S	Transportation		502		67,850
Genmab A/S (a)	Pharmaceuticals, Biotechnology & Life Sciences		177		68,198
GN Store Nord A/S	Health Care Equipment & Services		366		7,780
Jyske Bank A/S (a)	Banks		124		6,694
Novo Nordisk A/S, Class B	Pharmaceuticals, Biotechnology & Life Sciences		4,432		482,009
Novozymes A/S, Class B	Materials		564		29,611
Orsted A/S	Utilities		488		40,272
Rockwool A/S, Class B	Capital Goods		35		6,972
Vestas Wind Systems A/S	Capital Goods		2,684		52,924
					828,004
Finland – 1.2%
Kesko OYJ, Class B	Food & Staples Retailing		856		16,660
Kojamo Oyj	Real Estate		329		4,282
Kone OYJ, Class B	Capital Goods		968		39,639
Nokia Oyj	Technology Hardware & Equipment		14,323		63,657
Nordea Bank Abp	Banks		9,509		90,759
					214,997
France – 8.6%
Adevinta ASA (a)	Media & Entertainment		1,047		7,167

10

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
France (Continued)
Aeroports de Paris (a)	Transportation		88	$	11,902
Air Liquide SA	Materials		1,428		186,821
Amundi SA	Diversified Financials		166		7,833
Arkema SA	Materials		166		13,138
BioMerieux	Health Care Equipment & Services		119		10,530
BNP Paribas SA	Banks		3,090		144,917
Capgemini SE	Software & Services		445		72,939
Carrefour SA	Food & Staples Retailing		1,279		20,588
Cie Generale des Etablissements Michelin SCA	Automobiles & Components		1,975		50,336
Credit Agricole SA	Banks		3,852		34,955
Edenred	Software & Services		681		34,916
Eiffage SA	Capital Goods		215		19,443
Eurazeo SE	Diversified Financials		111		6,335
Gecina SA	Real Estate		146		13,018
Getlink SE	Transportation		1,073		16,981
Hermes International	Consumer Durables & Apparel		93		120,390
Kering SA	Consumer Durables & Apparel		197		90,227
Klepierre SA (a)	Real Estate		592		11,899
Legrand SA	Capital Goods		717		54,644
L’Oreal SA	Household & Personal Products		663		208,206
Nexans SA	Capital Goods		569		53,138
Orange SA	Telecommunication Services		5,480		52,218
Rexel SA (a)	Capital Goods		857		15,295
Sanofi	Pharmaceuticals, Biotechnology & Life Sciences		2,964		255,101
Sartorius Stedim Biotech	Pharmaceuticals, Biotechnology & Life Sciences		66		20,947
SEB SA	Consumer Durables & Apparel		85		5,534
Unibail-Rodamco-Westfield (a)	Real Estate		280		13,234
Valeo	Automobiles & Components		568		9,358
Worldline SA (a)	Software & Services		595		25,972
					1,587,982

11

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
Germany – 7.3%
adidas AG	Consumer Durables & Apparel		447	$	43,638
Aroundtown SA	Real Estate		2,372		4,702
Beiersdorf AG	Household & Personal Products		267		25,633
Carl Zeiss Meditec AG	Health Care Equipment & Services		104		12,590
Deutsche Boerse AG	Diversified Financials		504		81,969
Deutsche Post AG	Transportation		2,664		94,181
Encavis AG	Utilities		4,082		76,005
HelloFresh SE (a)	Food & Staples Retailing		413		8,256
Henkel AG & Co. KGaA	Household & Personal Products		766		44,973
Infineon Technologies AG	Semiconductors & Semiconductor Equipment		3,317		80,497
Knorr-Bremse AG	Capital Goods		189		8,510
LEG Immobilien SE	Real Estate		206		13,450
Merck KGaA	Pharmaceuticals, Biotechnology & Life Sciences		354		57,695
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen	Insurance		361		95,305
Puma SE	Consumer Durables & Apparel		270		11,938
SAP SE	Software & Services		2,845		273,867
Sartorius AG, Preference Shares	Health Care Equipment & Services		79		27,857
Siemens AG	Capital Goods		2,198		240,066
Siemens Energy AG	Capital Goods		1,207		14,072
Siemens Healthineers AG	Health Care Equipment & Services		763		34,959
Symrise AG	Materials		357		36,444
Vonovia SE	Real Estate		2,114		46,747
Zalando SE (a)	Retailing		647		14,914
					1,348,268
Hong Kong – 2.0%
AIA Group, Ltd.	Insurance		32,752		248,083
Hong Kong Exchanges & Clearing, Ltd.	Diversified Financials		3,431		91,069
Techtronic Industries Co., Ltd.	Capital Goods		3,732		35,337
					374,489

12

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
Hungary – 0.1%
OTP Bank Nyrt	Banks		589	$	12,830
					12,830
Ireland – 0.9%
Bank of Ireland Group PLC	Banks		2,734		19,688
CRH PLC	Materials		2,073		74,763
Kerry Group PLC, Class A	Food, Beverage & Tobacco		427		37,091
Kingspan Group plc	Capital Goods		414		20,875
Smurfit Kappa Group PLC	Materials		718		23,770
					176,187
Italy – 1.0%
A2A S.p.A.	Utilities		4,467		4,954
Amplifon S.p.A.	Health Care Equipment & Services		329		8,174
DiaSorin SpA	Health Care Equipment & Services		37		4,838
Hera SpA	Utilities		2,430		5,791
Intesa Sanpaolo SpA	Banks		48,035		91,589
Moncler SpA	Consumer Durables & Apparel		542		23,387
Prysmian SpA	Capital Goods		704		22,916
Terna - Rete Elettrica Nazionale	Utilities		3,823		25,355
					187,004
Japan – 20.9%
Aeon Co., Ltd.	Food & Staples Retailing		1,977		36,887
Asahi Intecc Co., Ltd.	Health Care Equipment & Services		563		9,595
Asahi Kasei Corp.	Materials		3,572		22,913
Canon, Inc.	Technology Hardware & Equipment		2,800		59,377
Central Japan Railway Co.	Transportation		472		54,669
Chiba Bank, Ltd. (The)	Banks		1,900		10,414
Concordia Financial Group, Ltd.	Banks		3,000		9,157
Dai Nippon Printing Co., Ltd.	Commercial & Professional Services		644		12,905
Daifuku Co., Ltd.	Capital Goods		317		14,516
Dai-ichi Life Holdings, Inc.	Insurance		2,605		41,391
Daiichi Sankyo Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		5,240		167,804
Daiwa House Industry Co., Ltd.	Real Estate		1,653		33,317

13

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
Japan (Continued)
Eisai Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		740	$	44,642
FANUC Corp.	Capital Goods		527		68,987
Fast Retailing Co., Ltd.	Retailing		152		84,720
FUJIFILM Holdings Corp.	Technology Hardware & Equipment		1,039		47,553
Fukuoka Financial Group, Inc.	Banks		500		8,511
Hankyu Hanshin Holdings, Inc.	Transportation		642		19,076
Hoya Corp.	Health Care Equipment & Services		988		91,883
Kao Corp.	Household & Personal Products		1,282		47,904
Keihan Holdings Co., Ltd.	Capital Goods		300		7,721
Keikyu Corp.	Transportation		600		6,162
Keio Corp.	Transportation		252		8,839
Keisei Electric Railway Co., Ltd.	Transportation		400		10,621
Keyence Corp.	Technology Hardware & Equipment		520		196,153
Kose Corp.	Household & Personal Products		96		9,587
Kuraray Co., Ltd.	Materials		900		6,191
Kurita Water Industries, Ltd.	Capital Goods		1,796		65,769
Lasertec Corp.	Semiconductors & Semiconductor Equipment		212		29,800
Lixil Corp.	Capital Goods		778		11,757
Makita Corp.	Capital Goods		643		11,755
MatsukiyoCocokara & Co.	Food & Staples Retailing		300		10,927
Mebuki Financial Group, Inc.	Banks		2,718		5,288
Mitsubishi Estate Co., Ltd.	Real Estate		3,216		40,458
Mitsui Fudosan Co., Ltd.	Real Estate		2,451		46,952
MS&AD Insurance Group Holdings, Inc.	Insurance		1,235		32,717
Murata Manufacturing Co., Ltd.	Technology Hardware & Equipment		1,715		81,220
Nagoya Railroad Co., Ltd.	Transportation		500		7,663
Nidec Corp.	Capital Goods		1,364		75,028
Nintendo Co., Ltd.	Media & Entertainment		3,080		125,096
Nippon Express Holdings, Inc.	Transportation		200		10,054
Nippon Paint Holdings Co., Ltd.	Materials		2,516		16,041
Nippon Prologis REIT, Inc.	Real Estate		6		12,595
Nippon Telegraph & Telephone Corp.	Telecommunication Services		5,930		163,620
Nisshin Seifun Group, Inc.	Food, Beverage & Tobacco		600		6,486

14

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
Japan (Continued)
Nissin Foods Holdings Co., Ltd.	Food, Beverage & Tobacco		181	$	11,721
Nitto Denko Corp.	Materials		402		21,188
Nomura Holdings, Inc.	Diversified Financials		8,005		25,914
NTT Data Corp.	Software & Services		1,728		25,038
Odakyu Electric Railway Co., Ltd.	Transportation		900		10,703
Omron Corp.	Technology Hardware & Equipment		532		24,822
Ono Pharmaceutical Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		1,085		25,544
Oriental Land Co., Ltd.	Consumer Services		552		73,958
ORIX Corp.	Diversified Financials		3,229		47,446
Otsuka Corp.	Software & Services		300		9,451
Panasonic Holdings Corp.	Consumer Durables & Apparel		6,301		44,898
Recruit Holdings Co., Ltd.	Commercial & Professional Services		3,850		118,517
Renesas Electronics Corp. (a)	Semiconductors & Semiconductor Equipment		3,143		26,304
Resona Holdings, Inc.	Banks		15,320		57,764
Rohm Co., Ltd.	Semiconductors & Semiconductor Equipment		235		16,519
Sekisui House, Ltd.	Consumer Durables & Apparel		1,613		26,791
Shimano, Inc.	Consumer Durables & Apparel		220		34,057
Shionogi & Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		814		37,815
Shiseido Co., Ltd.	Household & Personal Products		1,098		37,937
Shizuoka Financial Group, Inc.	Banks		1,400		8,844
SMC Corp.	Capital Goods		170		68,266
SoftBank Group Corp.	Telecommunication Services		2,959		127,070
Sony Group Corp.	Consumer Durables & Apparel		3,433		231,597
Sumitomo Realty & Development Co., Ltd.	Real Estate		874		20,052
Sysmex Corp.	Health Care Equipment & Services		421		22,669

15

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
Japan (Continued)
Terumo Corp.	Health Care Equipment & Services		1,982	$	60,176
Tobu Railway Co., Ltd.	Transportation		528		12,219
Tokio Marine Holdings, Inc.	Insurance		5,045		91,377
Tokyo Electron, Ltd.	Semiconductors & Semiconductor Equipment		414		108,966
Tokyo Tatemono Co., Ltd.	Real Estate		500		6,879
Tokyu Corp.	Transportation		1,498		17,280
Toray Industries, Inc.	Materials		4,116		20,001
TOTO, Ltd.	Capital Goods		399		11,385
Toyota Motor Corp.	Automobiles & Components		29,697		412,200
Unicharm Corp.	Household & Personal Products		1,102		33,505
Welcia Holdings Co., Ltd.	Food & Staples Retailing		272		5,687
Yaskawa Electric Corp.	Capital Goods		705		19,529
Yokogawa Electric Corp.	Technology Hardware & Equipment		664		11,107
Z Holdings Corp.	Media & Entertainment		7,473		19,294
					3,869,211
Luxembourg – 0.1%
Eurofins Scientific SE	Pharmaceuticals, Biotechnology & Life Sciences		349		22,343
					22,343
Netherlands – 7.0%
Aalberts NV	Capital Goods		268		9,298
ABN AMRO Bank NV GDR	Banks		2,436		23,950
Adyen N.V. (a)(b)	Software & Services		72		102,798
Akzo Nobel NV	Materials		446		27,537
Alfen Beheer BV (a)	Capital Goods		652		69,170
Arcadis N.V.	Capital Goods		2,543		86,311
ASML Holding NV	Semiconductors & Semiconductor Equipment		1,113		522,147
Basic-Fit N.V. (a)	Consumer Services		1,890		47,606
Euronext N.V.	Diversified Financials		236		14,980
ING Groep NV (a)	Banks		10,008		98,485
JDE Peet’s NV	Food, Beverage & Tobacco		271		7,758
Koninklijke Ahold Delhaize NV	Food & Staples Retailing		2,779		77,509
Koninklijke DSM NV	Materials		470		55,292

16

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
Netherlands (Continued)
Koninklijke KPN NV	Telecommunication Services		8,988	$	25,143
Koninklijke Philips NV	Health Care Equipment & Services		2,433		30,865
NN Group NV	Insurance		754		31,929
Wolters Kluwer NV	Commercial & Professional Services		698		74,176
					1,304,954
New Zealand – 0.3%
Contact Energy, Ltd.	Utilities		2,240		9,818
Meridian Energy, Ltd.	Utilities		3,308		9,369
Spark New Zealand, Ltd.	Telecommunication Services		5,100		15,170
Xero Ltd. (a)	Software & Services		372		18,467
					52,824
Norway – 0.5%
DNB Bank ASA	Banks		2,804		49,591
Gjensidige Forsikring ASA	Insurance		524		9,577
Orkla ASA	Food, Beverage & Tobacco		2,053		13,847
Schibsted ASA, Class A	Media & Entertainment		433		6,682
Storebrand ASA	Insurance		895		6,962
					86,659
Singapore – 1.1%
DBS Group Holdings, Ltd.	Banks		4,957		119,884
STMicroelectronics NV	Semiconductors & Semiconductor Equipment		2,531		78,713
					198,597
South Africa – 0.4%
Clicks Group, Ltd.	Food & Staples Retailing		540		9,146
FirstRand, Ltd.	Diversified Financials		10,327		36,086
Nedbank Group, Ltd.	Banks		1,156		13,685
Sanlam, Ltd.	Insurance		4,499		13,108
					72,025
Spain – 2.4%
Acciona SA	Utilities		64		11,525
Aena SME SA (a)	Transportation		192		22,568
Amadeus IT Group SA (a)	Software & Services		1,233		64,314
Banco Bilbao Vizcaya Argentaria SA	Banks		16,411		84,670
Banco Santander SA	Banks		45,729		118,609

17

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
Spain (Continued)
Bankinter SA	Banks		1,818	$	10,998
CaixaBank SA	Banks		11,069		36,709
EDP Renovaveis SA	Utilities		664		13,974
Grifols SA (a)	Pharmaceuticals, Biotechnology & Life Sciences		1,320		11,231
Red Electrica Corp. SA	Utilities		1,139		18,426
Siemens Gamesa Renewable Energy SA (a)	Capital Goods		601		10,656
Telefonica SA	Telecommunication Services		13,923		48,000
					451,680
Sweden – 2.5%
Alfa Laval AB	Capital Goods		793		19,504
Alleima AB (a)	Materials		586		1,995
Assa Abloy AB, Class B	Capital Goods		2,658		53,626
Autoliv, Inc.	Automobiles & Components		223		17,918
Axfood AB	Food & Staples Retailing		1,797		44,454
Castellum AB	Real Estate		595		6,798
Essity AB, Class B	Household & Personal Products		1,718		36,268
Fabege AB	Real Estate		753		5,462
H & M Hennes & Mauritz AB, Class B	Retailing		1,945		19,574
Industrivarden AB, Class A	Diversified Financials		758		17,153
Investment AB Latour, Class B	Capital Goods		392		6,616
Kinnevik AB, Class B (a)	Diversified Financials		659		8,134
Nibe Industrier AB, Class B	Capital Goods		4,374		34,861
Sagax AB, Class B	Real Estate		488		8,985
Sandvik AB	Capital Goods		2,831		44,202
Skandinaviska Enskilda Banken AB, Class A	Banks		4,103		43,223
Skanska AB, Class B	Capital Goods		916		14,233
SKF AB, Class B	Capital Goods		1,069		15,461
SSAB AB, Class A	Materials		2,181		10,482
Svenska Cellulosa AB SCA, Class B	Materials		1,709		20,146
Svenska Handelsbanken AB, Class A	Banks		4,054		37,634
					466,729
Switzerland – 7.2%
ABB, Ltd.	Capital Goods		4,387		121,901
Accelleron Industries AG (a)	Capital Goods		221		3,750
Adecco Group AG	Commercial & Professional Services		466		14,593
Banque Cantonale Vaudoise	Banks		77		6,857
Chocoladefabriken Lindt & Spruengli AG	Food, Beverage & Tobacco		6		57,617

18

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
Switzerland (Continued)
EMS-Chemie Holding AG	Materials		19	$	11,954
Geberit AG	Capital Goods		96		42,701
Helvetia Holding AG	Insurance		95		9,439
Kuehne + Nagel International AG	Transportation		139		29,606
Lonza Group AG	Pharmaceuticals, Biotechnology & Life Sciences		204		105,079
Novartis AG	Pharmaceuticals, Biotechnology & Life Sciences		6,193		501,257
Schindler Holding AG	Capital Goods		170		26,777
Sika AG	Materials		421		94,982
Sonova Holding AG	Health Care Equipment & Services		138		32,638
Straumann Holding AG	Health Care Equipment & Services		282		26,854
Swatch Group AG	Consumer Durables & Apparel		105		23,609
Swisscom AG	Telecommunication Services		70		34,586
Temenos AG	Software & Services		172		10,250
Zurich Insurance Group AG	Insurance		412		175,689
					1,330,139
United Kingdom – 11.4%
3i Group PLC	Diversified Financials		2,660		35,567
Abrdn PLC	Diversified Financials		5,735		10,492
AstraZeneca PLC	Pharmaceuticals, Biotechnology & Life Sciences		4,109		484,030
Barratt Developments PLC	Consumer Durables & Apparel		2,730		11,821
Berkeley Group Holdings PLC	Consumer Durables & Apparel		298		11,904
Bunzl PLC	Capital Goods		937		30,654
Burberry Group PLC	Consumer Durables & Apparel		1,067		22,321
Compass Group PLC	Consumer Services		4,856		102,682
Derwent London PLC	Real Estate		305		7,578
Dr. Martens PLC	Consumer Durables & Apparel		1,555		4,440
Haleon PLC (a)	Household & Personal Products		3,300		10,159

19

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
United Kingdom (Continued)
Halma PLC	Technology Hardware & Equipment		846	$	20,596
Hiscox, Ltd.	Insurance		910		9,412
Informa PLC	Media & Entertainment		3,919		25,071
Intermediate Capital Group PLC	Diversified Financials		834		10,196
Intertek Group PLC	Commercial & Professional Services		442		18,590
J Sainsbury PLC	Food & Staples Retailing		5,503		12,315
Johnson Matthey PLC	Materials		503		11,210
Just Eat Takeaway.com NV (a)	Retailing		560		9,611
Kingfisher PLC	Retailing		5,294		13,354
Land Securities Group PLC	Real Estate		2,085		13,688
Legal & General Group PLC	Insurance		16,391		44,024
Linde PLC	Materials		1,373		408,262
London Stock Exchange Group PLC	Diversified Financials		1,004		87,374
M&G PLC	Diversified Financials		6,626		13,369
Marks & Spencer Group PLC (a)	Food & Staples Retailing		5,503		6,691
National Grid PLC	Utilities		10,065		110,094
Ocado Group PLC (a)	Food & Staples Retailing		1,464		7,968
Pennon Group PLC	Utilities		671		6,474
Phoenix Group Holdings PLC	Insurance		1,957		12,229
Schroders PLC	Diversified Financials		2,435		10,976
Segro PLC	Real Estate		3,354		30,306
Spirax-Sarco Engineering PLC	Capital Goods		200		24,744
SSE PLC	Utilities		2,925		52,480
Taylor Wimpey PLC	Consumer Durables & Apparel		9,834		10,615
Unilever PLC	Household & Personal Products		6,857		312,917
Vodafone Group PLC	Telecommunication Services		76,438		89,588
Wise PLC, Class A (a)	Software & Services		1,277		9,765
					2,113,567
United States – 8.1%
Alliant Energy Corp.	Utilities		700		36,519
Autodesk, Inc. (a)	Software & Services		116		24,859
Campbell Soup Co.	Food, Beverage & Tobacco		553		29,259

20

Domini International Opportunities Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
United States (Continued)
Clorox Co. (The)	Household & Personal Products		339	$	49,508
Consolidated Edison, Inc.	Utilities		983		86,465
Copart, Inc. (a)	Commercial & Professional Services		594		68,322
CSL, Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		1,317		235,690
Enphase Energy, Inc. (a)	Semiconductors & Semiconductor Equipment		189		58,023
Eversource Energy	Utilities		952		72,619
Ferguson PLC	Capital Goods		588		64,381
General Mills, Inc.	Food, Beverage & Tobacco		1,650		134,607
GSK PLC	Pharmaceuticals, Biotechnology & Life Sciences		2,639		43,401
Kroger Co. (The)	Food & Staples Retailing		1,800		85,122
McCormick & Co., Inc.	Food, Beverage & Tobacco		734		57,722
Nucor Corp.	Materials		722		94,856
Oatly Group AB ADR (a)	Food, Beverage & Tobacco		1,500		3,300
Pentair PLC	Capital Goods		450		19,327
QIAGEN N.V. (a)	Pharmaceuticals, Biotechnology & Life Sciences		600		26,136
Schneider Electric SE	Capital Goods		1,523		192,613
Signify NV	Capital Goods		331		9,171
Sinch AB (a)	Software & Services		2,011		4,718
Spotify Technology SA (a)	Media & Entertainment		314		25,302
Swiss Re AG	Insurance		791		58,794
Tesla, Inc. (a)	Automobiles & Components		97		22,071
					1,502,785
Total Investments – 94.3% (Cost $21,607,269)					17,450,574
Other Assets, less liabilities – 5.7%					1,060,272
Net Assets – 100.0%				$	18,510,846

(a) Non-income producing security.

(b) Security that may be sold to qualified institutional buyers under Rule 144A of the Securities Act of 1933, as amended. At October 31, 2022, the aggregate value of these securities was $102,798, representing 0.6% of net assets.

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.

Abbreviations

ADR — American Depositary Receipt

See Notes to Portfolio of Investments

21

Domini Sustainable Solutions Fund

Portfolio of Investments

October 31, 2022 (Unaudited)

Security	Shares		Value
Long Term Investments – 89.1%
Common Stocks – 89.1%
Communication Services – 2.4%
New York Times Co. (The), Class A		22,439	$	649,833
				649,833
Consumer Discretionary – 7.7%
Basic-Fit N.V. (a)		11,124		280,197
Levi Strauss & Co., Class A		34,608		517,736
MIPS AB		6,170		199,384
Tesla, Inc. (a)		4,776		1,086,731
				2,084,048
Consumer Staples – 3.4%
Haleon PLC (a)		53,840		165,753
SunOpta, Inc. (a)		67,223		754,914
				920,667
Financials – 16.8%
Amalgamated Financial Corp.		12,876		296,019
Amundi SA		6,332		298,774
East West Bancorp, Inc.		10,270		735,024
Federal Agricultural Mortgage Corp., Class C		8,788		1,012,378
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		4,548		1,200,684
Resona Holdings, Inc.		127,579		481,033
Storebrand ASA		66,277		515,557
				4,539,469
Health Care – 16.8%
Cochlear, Ltd.		4,781		610,551
DexCom, Inc. (a)		6,480		782,655
GSK PLC		43,072		708,365
Halozyme Therapeutics, Inc. (a)		8,474		405,142
Hologic, Inc. (a)		10,506		712,307
Inspire Medical Systems, Inc. (a)		2,992		583,290
Organon & Co.		10,016		262,219
Seagen, Inc. (a)		3,681		468,076
				4,532,605
Industrials – 13.0%
Acuity Brands, Inc.		2,212		406,057
Alfen Beheer BV (a)		6,802		721,620
Arcadis N.V.		7,687		260,901
Kurita Water Industries, Ltd.		20,297		743,271
Nexans SA		4,457		416,230
Watts Water Technologies, Inc., Class A		1,800		263,448
Wolters Kluwer NV		6,749		717,212
				3,528,739

22

Domini Sustainable Solutions Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Security	Shares		Value
Information Technology – 24.1%
ASML Holding NV ADR		1,869	$	882,953
Autodesk, Inc. (a)		4,793		1,027,140
Crowdstrike Holdings, Inc., Class A (a)		2,187		352,544
Enphase Energy, Inc. (a)		4,959		1,522,413
Halma PLC		8,311		202,335
Palo Alto Networks, Inc. (a)		7,659		1,314,208
STMicroelectronics NV		20,152		626,718
Zoom Video Communications, Inc., Class A (a)		7,000		584,080
				6,512,391
Real Estate – 3.8%
Alexandria Real Estate Equities, Inc.		3,271		475,276
American Tower Corp.		2,707		560,864
				1,036,140
Utilities – 1.1%
Encavis AG		16,380		304,989
				304,989
Total Investments – 89.1% (Cost $23,170,742)				24,108,881
Other Assets, less liabilities – 10.9%				2,944,850
Net Assets – 100.0%			$	27,053,731

(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.

Abbreviations

ADR — American Depositary Receipt

Portfolio Holdings by Country (% Of Net Assets) (Unaudited)
United States	54.4	%
Netherlands	10.6	%
Germany	5.6	%
Japan	4.5	%
Canada	2.8	%
France	2.6	%
Singapore	2.3	%
Australia	2.3	%
Norway	1.9	%
United Kingdom	1.4	%
Sweden	0.7	%
Total	89.1	%

See Notes to Portfolio of Investments

23

Domini Impact International Equity Fund

Portfolio of Investments

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
Long Term Investments – 98.7%
Common Stocks – 98.7%
Australia – 4.9%
Allkem, Ltd. (a)	Materials		207,600	$	1,917,553
Bank of Queensland, Ltd.	Banks		469,353		2,209,625
Bendigo & Adelaide Bank, Ltd.	Banks		305,470		1,762,808
BlueScope Steel, Ltd.	Materials		752,826		7,578,568
Fortescue Metals Group, Ltd.	Materials		1,081,839		10,188,821
IGO, Ltd.	Materials		93,977		918,803
JB Hi-Fi, Ltd.	Retailing		228,942		6,273,783
Mirvac Group	Real Estate		6,693		8,865
Pro Medicus, Ltd.	Health Care Equipment & Services		74,702		2,660,605
QBE Insurance Group, Ltd.	Insurance		504,800		3,953,852
Vicinity, Ltd.	Real Estate		960,300		1,196,796
WiseTech Global, Ltd.	Software & Services		252,894		9,349,854
					48,019,933
Belgium – 1.2%
Ageas SA	Insurance		134,044		4,640,832
D’ieteren Group	Retailing		5,748		956,726
Elia Group SA	Utilities		34,881		4,410,533
Proximus SADP	Telecommunication Services		115,700		1,213,090
					11,221,181
Brazil – 1.5%
Banco do Brasil SA	Banks		529,100		3,732,866
BB Seguridade Participacoes SA	Insurance		880,300		4,980,915
CCR SA	Transportation		470,300		1,161,578
Cia Paranaense de Energia	Utilities		1,443,800		2,036,137
Hypera SA	Pharmaceuticals, Biotechnology & Life Sciences		261,800		2,535,053
Raia Drogasil SA	Food & Staples Retailing		2,380		11,934
					14,458,483
China – 1.2%
Alibaba Group Holding, Ltd. (a)	Retailing		198,500		1,543,280
BYD Co., Ltd., Class H	Automobiles & Components		66,100		1,480,809
Lenovo Group, Ltd.	Technology Hardware & Equipment		4,648,200		3,714,782
SITC International Holdings Co. Ltd.	Transportation		3,246,000		5,316,152
					12,055,023
Denmark – 2.1%
ISS A/S (a)	Commercial & Professional Services		135,978		2,497,820
Novo Nordisk A/S, Class B	Pharmaceuticals, Biotechnology & Life Sciences		93,603		10,179,936
Pandora A/S	Consumer Durables & Apparel		141,727		7,457,066
Vestas Wind Systems A/S	Capital Goods		290		5,718
					20,140,540

1

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
Finland – 0.5%
Kesko OYJ, Class B	Food & Staples Retailing		128,143	$	2,494,001
Nokia Oyj	Technology Hardware & Equipment		573,376		2,548,292
					5,042,293
France – 7.2%
BNP Paribas SA	Banks		452,965		21,243,448
Capgemini SE	Software & Services		68,362		11,205,037
Carrefour SA	Food & Staples Retailing		1,012,114		16,292,087
Eiffage SA	Capital Goods		45,645		4,127,722
Kering SA	Consumer Durables & Apparel		18		8,244
Klepierre SA (a)	Real Estate		96,800		1,945,709
L’Oreal SA	Household & Personal Products		7,398		2,323,239
Rexel SA (a)	Capital Goods		142,479		2,542,838
Sanofi	Pharmaceuticals, Biotechnology & Life Sciences		120,602		10,379,799
					70,068,123
Germany – 7.4%
adidas AG	Consumer Durables & Apparel		95,433		9,316,646
Deutsche Boerse AG	Diversified Financials		21,717		3,531,970
Deutsche Telekom AG	Telecommunication Services		232,551		4,389,960
Evonik Industries AG	Materials		50,936		938,424
GEA Group AG	Capital Goods		114,337		3,996,993
HUGO BOSS AG	Consumer Durables & Apparel		240,749		11,089,390
Knorr-Bremse AG	Capital Goods		102,935		4,634,682
Merck KGaA	Pharmaceuticals, Biotechnology & Life Sciences		123,630		20,149,413
Nemetschek SE	Software & Services		28,159		1,342,672
Scout24 SE	Media & Entertainment		47,240		2,421,058
Siemens Energy AG	Capital Goods		82,100		957,188
Telefonica Deutschland Holding AG	Telecommunication Services		2,168,044		4,724,430
Wacker Chemie AG	Materials		36,739		4,277,788
					71,770,614
Hong Kong – 1.2%
Cathay Pacific Airways, Ltd. (a)	Transportation		2,238,000		2,029,430
Swire Pacific, Ltd., Class A	Real Estate		990,600		6,570,987
Swire Properties, Ltd.	Real Estate		1,363,700		2,620,847
					11,221,264
Hungary – 0.2%
Richter Gedeon Nyrt	Pharmaceuticals, Biotechnology & Life Sciences		100,312		1,981,180
					1,981,180
India – 0.0%
Dr Reddy’s Laboratories, Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		250		13,438
					13,438
Ireland – 1.6%
Bank of Ireland Group PLC	Banks		626,638		4,512,642
CRH PLC	Materials		318,402		11,469,314
					15,981,956

2

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
Israel – 0.5%
Check Point Software Technologies, Ltd. (a)	Software & Services		27,034	$	3,493,604
Wix.com, Ltd. (a)	Software & Services		12,556		1,055,959
					4,549,563
Italy – 1.5%
Banco BPM SpA	Banks		3,929,668		11,890,482
Unipol Gruppo SpA	Insurance		521,545		2,244,874
					14,135,356
Japan – 23.6%
Alfresa Holdings Corp.	Health Care Equipment & Services		69,000		794,709
Bandai Namco Holdings, Inc.	Consumer Durables & Apparel		58,000		3,835,514
Brother Industries, Ltd.	Technology Hardware & Equipment		500		8,521
Central Japan Railway Co.	Transportation		80		9,266
Dai Nippon Printing Co., Ltd.	Commercial & Professional Services		400		8,015
Dai-ichi Life Holdings, Inc.	Insurance		370,200		5,882,165
Eisai Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		150		9,049
Fast Retailing Co., Ltd.	Retailing		18,700		10,422,745
Hachijuni Bank, Ltd. (The)	Banks		285,422		910,622
Hoya Corp.	Health Care Equipment & Services		77,469		7,204,529
Kao Corp.	Household & Personal Products		272,600		10,186,246
Kobayashi Pharmaceutical Co., Ltd.	Household & Personal Products		54,200		2,877,381
Kose Corp.	Household & Personal Products		137,187		13,699,597
Medipal Holdings Corp.	Health Care Equipment & Services		463,457		5,748,281
MISUMI Group, Inc.	Capital Goods		43,400		924,769
Mitsubishi Estate Co., Ltd.	Real Estate		1,373,925		17,284,485
Mitsui Fudosan Co., Ltd.	Real Estate		433,100		8,296,504
MS&AD Insurance Group Holdings, Inc.	Insurance		310		8,212
Nikon Corp.	Consumer Durables & Apparel		329,900		3,191,794
Nintendo Co., Ltd.	Media & Entertainment		493,470		20,042,522
Nomura Real Estate Holdings, Inc.	Real Estate		430		9,724
NTN Corp.	Capital Goods		5,300		9,438
Ono Pharmaceutical Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		509,900		12,004,601
Oracle Corp. Japan	Software & Services		76,900		4,098,232
ORIX Corp.	Diversified Financials		290,130		4,263,060
Otsuka Corp.	Software & Services		76,000		2,394,368
Panasonic Holdings Corp.	Consumer Durables & Apparel		354,100		2,523,135
Persol Holdings Co., Ltd.	Commercial & Professional Services		116,400		2,331,541
Pola Orbis Holdings, Inc.	Household & Personal Products		466,000		5,149,121
Recruit Holdings Co., Ltd.	Commercial & Professional Services		574,900		17,697,485
Ricoh Co., Ltd.	Technology Hardware & Equipment		1,237,200		9,069,599
Seino Holdings Co., Ltd.	Transportation		171,320		1,316,921

3

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
Japan (Continued)
Shimamura Co., Ltd.	Retailing		29,819	$	2,412,358
Shimano, Inc.	Consumer Durables & Apparel		11,300		1,749,304
Sony Group Corp.	Consumer Durables & Apparel		142,670		9,624,783
Sumitomo Realty & Development Co., Ltd.	Real Estate		296,800		6,809,532
Sundrug Co., Ltd.	Food & Staples Retailing		265		6,165
Taisho Pharmaceutical Holdings Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		37,700		1,360,314
Toho Gas Co., Ltd.	Utilities		51,249		955,246
Tokio Marine Holdings, Inc.	Insurance		326,100		5,906,475
TOPPAN, Inc.	Commercial & Professional Services		540		8,057
Toyo Seikan Group Holdings, Ltd.	Materials		144,627		1,654,831
Trend Micro, Inc.	Software & Services		236,200		11,914,837
USS Co., Ltd.	Retailing		405,700		6,123,974
Yamato Holdings Co., Ltd.	Transportation		50,600		749,652
Yamazaki Baking Co., Ltd.	Food, Beverage & Tobacco		234,900		2,394,438
ZOZO, Inc.	Retailing		246,900		5,240,887
					229,123,004
Mexico – 0.7%
Arca Continental SAB de CV	Food, Beverage & Tobacco		228,000		1,859,241
Grupo Aeroportuario del Sureste SAB de CV ADR	Transportation		22,435		5,236,778
					7,096,019
Netherlands – 7.5%
ABN AMRO Bank NV GDR	Banks		220,978		2,172,574
Aegon NV	Insurance		2,629,099		12,171,752
Argenx SE (a)	Pharmaceuticals, Biotechnology & Life Sciences		12,693		4,928,563
Argenx SE (a)	Pharmaceuticals, Biotechnology & Life Sciences		12,087		4,716,356
ASML Holding NV	Semiconductors & Semiconductor Equipment		67,224		31,537,088
Koninklijke Ahold Delhaize NV	Food & Staples Retailing		622,490		17,361,934
					72,888,267
Norway – 0.9%
Norsk Hydro ASA	Materials		1,344,023		8,529,026
Orkla ASA	Food, Beverage & Tobacco		1,040		7,014
					8,536,040
Singapore – 3.1%
CapitaLand Integrated Commercial Trust	Real Estate		985,400		1,308,239
DBS Group Holdings, Ltd.	Banks		862,556		20,860,783
Mapletree Pan Asia Commercial Trust	Real Estate		1,692,600		1,900,122
Oversea-Chinese Banking Corp., Ltd.	Banks		265,900		2,283,314
STMicroelectronics NV, Class Y	Semiconductors & Semiconductor Equipment		73,810		2,296,967
United Overseas Bank, Ltd.	Banks		73,200		1,436,603
					30,086,028
South Africa – 0.6%
Nedbank Group, Ltd.	Banks		428,519		5,072,975
Sappi, Ltd. (a)	Materials		302,100		930,268
					6,003,243

4

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
South Korea – 0.6%
F&F Co., Ltd.	Consumer Durables & Apparel		15,500	$	1,579,264
LG Innotek Co., Ltd.	Technology Hardware & Equipment		13,223		2,743,300
LG Uplus Corp.	Telecommunication Services		154,300		1,239,072
					5,561,636
Spain – 2.7%
Acciona SA	Utilities		13,494		2,429,998
Banco Bilbao Vizcaya Argentaria SA	Banks		483,900		2,496,592
Banco de Sabadell SA	Banks		7,598,264		5,978,952
Banco Santander SA	Banks		412,967		1,071,129
Bankinter SA	Banks		252,985		1,530,451
CaixaBank SA	Banks		1,854,927		6,151,644
Merlin Properties Socimi SA	Real Estate		96,483		817,929
Red Electrica Corp. SA	Utilities		256,546		4,150,235
Telefonica SA	Telecommunication Services		529,900		1,826,854
					26,453,784
Sweden – 2.6%
Axfood AB	Food & Staples Retailing		64,600		1,598,067
Boliden AB	Materials		83,500		2,426,223
Essity AB, Class B	Household & Personal Products		318		6,713
Getinge AB, Class B	Health Care Equipment & Services		393,710		7,982,862
H & M Hennes & Mauritz AB, Class B	Retailing		431,383		4,341,319
Swedish Orphan Biovitrum AB (a)	Pharmaceuticals, Biotechnology & Life Sciences		156,425		2,878,844
Telefonaktiebolaget LM Ericsson, Class B	Technology Hardware & Equipment		283,300		1,573,644
Trelleborg AB, Class B	Capital Goods		223,935		4,926,710
					25,734,382
Switzerland – 8.7%
ABB, Ltd.	Capital Goods		357,825		9,942,865
Baloise Holding AG	Insurance		34,568		4,725,585
Novartis AG	Pharmaceuticals, Biotechnology & Life Sciences		516,736		41,824,202
Sonova Holding AG	Health Care Equipment & Services		27,632		6,535,116
Swatch Group AG	Consumer Durables & Apparel		35,804		8,050,319
Swiss Life Holding AG	Insurance		25,656		12,430,649
Temenos AG	Software & Services		25,000		1,489,862
					84,998,598
Taiwan – 0.5%
AUO Corp.	Technology Hardware & Equipment		4,921,400		2,568,409
E Ink Holdings, Inc.	Technology Hardware & Equipment		388,300		2,467,324
					5,035,733

5

Domini Impact International Equity Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

Country/Security	Industry	Shares		Value
Thailand – 1.4%
Bumrungrad Hospital PCL	Health Care Equipment & Services		800,100	$	4,772,010
Kasikornbank PCL	Banks		1,271,100		4,907,945
TMBThanachart Bank PCL	Banks		109,691,500		3,919,612
					13,599,567
Turkey – 0.7%
BIM Birlesik Magazalar AS	Food & Staples Retailing		537,431		3,871,796
Turkiye Is Bankasi AS, Class C	Banks		6,228,736		3,122,176
					6,993,972
United Kingdom – 10.0%
3i Group PLC	Diversified Financials		193,197		2,583,277
Auto Trader Group PLC	Media & Entertainment		845,646		5,081,928
CNH Industrial NV	Capital Goods		1,006,500		13,022,494
Compass Group PLC	Consumer Services		124,600		2,634,714
Inchcape PLC	Retailing		114,285		978,822
InterContinental Hotels Group PLC	Consumer Services		271,692		14,656,121
J Sainsbury PLC	Food & Staples Retailing		1,870,012		4,184,969
RELX PLC	Commercial & Professional Services		186,202		5,021,319
Rentokil Initial PLC	Commercial & Professional Services		1,547,101		9,692,375
Rightmove PLC	Media & Entertainment		1,534,802		8,677,051
Sage Group PLC (The)	Software & Services		128,331		1,073,848
Segro PLC	Real Estate		158,037		1,427,976
Smiths Group PLC	Capital Goods		173,182		3,114,437
Travis Perkins PLC	Capital Goods		301,962		2,857,279
Unilever PLC	Household & Personal Products		237		10,815
Vodafone Group PLC	Telecommunication Services		18,466,151		21,642,947
					96,660,372
United States – 4.1%
Ferguson PLC	Capital Goods		193,058		21,138,184
GSK PLC	Pharmaceuticals, Biotechnology & Life Sciences		843,844		13,877,919
Samsonite International SA (a)	Consumer Durables & Apparel		1,813,100		3,895,249
Signify NV	Capital Goods		33,900		939,301
					39,850,653
Total Investments – 98.7% (Cost $1,055,026,563)					959,280,245
Other Assets, less liabilities – 1.3%					12,262,204
Net Assets – 100.0%				$	971,542,449

(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.

Abbreviations

ADR — American Depositary Receipt

See Notes to Portfolio of Investments

6

Domini Impact Equity Fund

Domini International Opportunities Fund

Domini Sustainable Solutions Fund

Domini Impact International Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS

October 31, 2022 (Unaudited)

1.ORGANIZATION

The Domini Investment Trust is a Massachusetts business trust registered under the Investment Company Act of 1940 as an open-end management investment company. The Domini Investment Trust comprises five separate series: Domini Impact Equity Fund, Domini International Opportunities Fund, Domini Sustainable Solutions Fund, Domini Impact International Equity Fund and Domini Impact Bond Fund (each the “Fund,” collectively the “Funds”). The financial statements of the Domini Impact Bond Fund are included on page 138 of this report. Each Fund is an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (the “FASB”) Accounting Standard Codification Topic 946 “Financial Services — Investment Companies”.

The Domini Impact Equity Fund offers four classes of shares: Investor shares, Class A shares, Institutional shares, and Class Y shares. The Domini International Opportunities Fund offers two classes of shares: Investor shares and Institutional shares. The Domini Sustainable Solutions Fund offers two classes of shares: Investor shares and Institutional shares. The Domini Impact International Equity Fund offers four classes of shares: Investor shares, Class A shares, Institutional shares, and Class Y shares. The Investor shares, Institutional shares and Class Y shares are sold at their offering price, which is net asset value. The Class A shares are sold with a front-end sales charge (load) of up to 4.75%.

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

2.SIGNIFICANT ACCOUNTING POLICIES

The preparation of financial statements in conformity with U.S. generally accepted accounting principles requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates. The following is a summary of the Funds’ significant accounting policies.

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

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

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

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

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

Level 1 — quoted prices in active markets for identical securities

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

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

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

7

Domini Impact Equity Fund

Domini International Opportunities Fund

Domini Sustainable Solutions Fund

Domini Impact International Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS (continued)

October 31, 2022 (Unaudited)

The following is a summary of the inputs used by the Domini Impact Equity Fund, as of October 31, 2022, in valuing the Fund’s assets carried at fair value:

			Level 2 -
			Other		Level 3 -
			Significant		Significant
	Level 1 -		Observable		Unobservable
	Quoted Prices		Inputs		Inputs		Total
Common Stocks
Communication Services	$	70,589,586	$	—	$	—	$	70,589,586
Consumer Discretionary		88,218,153		—		—		88,218,153
Consumer Staples		52,717,666		—		—		52,717,666
Financials		85,862,933		—		—		85,862,933
Health Care		113,454,808		—		—		113,454,808
Industrials		47,586,965		—		—		47,586,965
Information Technology		280,538,684		—		—		280,538,684
Materials		18,757,220		—		—		18,757,220
Real Estate		21,352,380		—		—		21,352,380
Utilities		5,265,940		—		—		5,265,940
Total	$	784,344,335	$	—	$	—	$	784,344,335

The following is a summary of the inputs used by the Domini International Opportunities Fund, as of October 31, 2022, in valuing the Fund’s assets carried at fair value:

			Level 2 -
			Other		Level 3 -
			Significant		Significant
	Level 1 -		Observable		Unobservable
	Quoted Prices		Inputs		Inputs		Total
Common Stocks
Australia	$	—	$	424,584	$	—	$	424,584
Austria		—		51,802		—		51,802
Belgium		—		88,705		—		88,705
Brazil		120,817		—		—		120,817
Canada		404,456		—		—		404,456
China		40,807		118,129		—		158,936
Denmark		—		828,004		—		828,004
Finland		—		214,997		—		214,997
France		—		1,587,982		—		1,587,982
Germany		—		1,348,268		—		1,348,268
Hong Kong		—		374,489		—		374,489
Hungary		—		12,830		—		12,830
Ireland		—		176,187		—		176,187
Italy		—		187,004		—		187,004
Japan		—		3,869,211		—		3,869,211
Luxembourg		—		22,343		—		22,343
Netherlands		—		1,304,954		—		1,304,954
New Zealand		—		52,824		—		52,824

8

Domini Impact Equity Fund

Domini International Opportunities Fund

Domini Sustainable Solutions Fund

Domini Impact International Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS (continued)

October 31, 2022 (Unaudited)

			Level 2 -
			Other		Level 3 -
			Significant		Significant
	Level 1 -		Observable		Unobservable
	Quoted Prices		Inputs		Inputs		Total
Norway		—		86,659		—		86,659
Singapore		—		198,597		—		198,597
South Africa		22,831		49,194		—		72,025
Spain		—		451,680		—		451,680
Sweden		19,913		446,816		—		466,729
Switzerland		3,750		1,326,389		—		1,330,139
United Kingdom		408,262		1,705,305		—		2,113,567
United States		894,017		608,768		—		1,502,785
Total	$	1,914,853	$	15,535,721	$	—	$	17,450,574

The following is a summary of the inputs used by the Domini Sustainable Solutions Fund, as of October 31, 2022, in valuing the Fund’s assets carried at fair value:

			Level 2 -
			Other		Level 3 -
			Significant		Significant
	Level 1 -		Observable		Unobservable
	Quoted Prices		Inputs		Inputs		Total
Common Stocks
Communication Services	$	649,833	$	—	$	—	$	649,833
Consumer Discretionary		1,604,467		479,581		—		2,084,048
Consumer Staples		754,914		165,753		—		920,667
Financials		2,043,421		2,496,048		—		4,539,469
Health Care		3,213,689		1,318,916		—		4,532,605
Industrials		669,505		2,859,234		—		3,528,739
Information Technology		5,683,338		829,053		—		6,512,391
Real Estate		1,036,140		—		—		1,036,140
Utilities		—		304,989		—		304,989
Total	$	15,655,307	$	8,453,574	$	—	$	24,108,881

The following is a summary of the inputs used by the Domini Impact International Equity Fund, as of October 31, 2022, in valuing the Fund’s assets carried at fair value:

			Level 2 -
			Other		Level 3 -
			Significant		Significant
	Level 1 -		Observable		Unobservable
	Quoted Prices		Inputs		Inputs		Total
Common Stocks
Australia	$	—	$	48,019,933	$	—	$	48,019,933
Belgium		—		11,221,181		—		11,221,181
Brazil		14,458,483		—		—		14,458,483

9

Domini Impact Equity Fund

Domini International Opportunities Fund

Domini Sustainable Solutions Fund

Domini Impact International Equity Fund

NOTES TO PORTFOLIO OF INVESTMENTS (continued)

October 31, 2022 (Unaudited)

			Level 2 -
			Other		Level 3 -
			Significant		Significant
	Level 1 -		Observable		Unobservable
	Quoted Prices		Inputs		Inputs		Total
China		—		12,055,023		—		12,055,023
Denmark		—		20,140,540		—		20,140,540
Finland		—		5,042,293		—		5,042,293
France		—		70,068,123		—		70,068,123
Germany		—		71,770,614		—		71,770,614
Hong Kong		—		11,221,264		—		11,221,264
Hungary		—		1,981,180		—		1,981,180
India		—		13,438		—		13,438
Ireland		—		15,981,956		—		15,981,956
Israel		4,549,563		—		—		4,549,563
Italy		—		14,135,356		—		14,135,356
Japan		—		229,123,004		—		229,123,004
Mexico		7,096,019		—		—		7,096,019
Netherlands		4,716,356		68,171,911		—		72,888,267
Norway		—		8,536,040		—		8,536,040
Singapore		2,296,967		27,789,061		—		30,086,028
South Africa		5,072,975		930,268		—		6,003,243
South Korea		—		5,561,636		—		5,561,636
Spain		—		26,453,784		—		26,453,784
Sweden		—		25,734,382		—		25,734,382
Switzerland		—		84,998,598		—		84,998,598
Taiwan		—		5,035,733		—		5,035,733
Thailand		8,691,622		4,907,945		—		13,599,567
Turkey		—		6,993,972		—		6,993,972
United Kingdom		—		96,660,372		—		96,660,372
United States		—		39,850,653		—		39,850,653
Total	$	46,881,985	$	912,398,260	$	—	$	959,280,245

10

Domini Impact Bond Fund

Portfolio of Investments

October 31, 2022 (Unaudited)

	Principal
Security	Amount*		Value
Long Term Investments – 107.2%
Mortgage Backed Securities – 49.0%
Agency Collateralized Mortgage Obligations – 6.9%
CHNGE Mortgage Trust
Series 2, Class A1, 3.757%, 3/25/67 (a)(b)		641,845	$	585,549
Series 4, Class A1, 6.000%, 10/25/57 (a)(b)		586,710		567,560
Federal Home Loan Mortgage Corp.
Series 3768, Class CB, 3.500%, 12/15/25		71,741		70,255
Series 3800, Class CB, 3.500%, 2/15/26		123,833		121,382
Series 3806, Class L, 3.500%, 2/15/26		430,403		421,203
Series 3877, Class LM, 3.500%, 6/15/26		266,452		260,992
Series 4961, Class JB, 2.500%, 12/15/42		195,608		174,043
Federal National Mortgage Association
Series 2012-17, Class BC, 3.500%, 3/25/27		355,619		344,676
Series 2017-105, Class ZE, 3.000%, 1/25/48		929,451		678,047
Series 2020-1, Class AC, 3.500%, 8/25/58		252,283		234,567
Series 2020-1, Class L, 2.500%, 2/25/50 (b)		1,246,009		790,013
Federal National Mortgage Association Connecticut Avenue Securities
Series 2016-C07, Class 2M2, 7.936%, (1 Month USD-LIBOR + 4.35%), 5/25/29 (b)		94,895		97,603
Series 2017-C01, Class 1M2, 7.136%, (1 Month USD-LIBOR + 3.55%), 7/25/29 (b)		56,574		57,616
Freddie Mac Multiclass Certificates
Series 2021-ML12, Class XUS, 1.221%, 7/25/41		1,195,705		110,878
Series 2021-P011, Class X1, 1.795%, 9/25/45 (b)		2,239,515		279,809
Freddie Mac Multifamily Structured Pass Through Certificates
Series K103, Class X1, 0.639%, 11/25/29 (b)		8,909,928		319,078
Series K111, Class X1, 1.572%, 5/25/30 (b)		1,448,179		129,448
Series K112, Class X1, 1.432%, 5/25/30 (b)		1,500,695		123,666
Series K113, Class X1, 1.380%, 6/25/30 (b)		2,537,467		202,672
Series K114, Class X1, 1.117%, 6/25/30 (b)		2,345,928		153,336
Series K119, Class X1, 0.931%, 9/25/30 (b)		4,962,062		272,934
Series K121, Class X1, 1.024%, 10/25/30 (b)		658,814		39,178
Series K122, Class X1, 0.882%, 11/25/30 (b)		363,999		19,207
Series K124, Class X1, 0.720%, 12/25/30 (b)		1,465,828		65,292
Series K740, Class X1, 0.756%, 9/25/27 (b)		1,292,890		38,293
Series KG03, Class X1, 1.380%, 6/25/30 (b)		3,204,154		250,056
Series KG04, Class X1, 0.852%, 11/25/30 (b)		2,416,290		122,924
Series KG05, Class X1, 0.312%, 1/25/31 (b)		2,465,000		50,691
Series KG06, Class X1, 0.532%, 10/25/31 (b)		2,297,855		82,864
Series KSG1, Class X1, 1.154%, 9/25/30 (b)		4,059,338		271,340
Series Q014, Class X, 2.794%, 10/25/55 (b)		2,119,085		395,826
FREMF Mortgage Trust
Series 2017-K64, Class B, 3.995%, 5/25/50 (a)(b)		70,000		64,874
Series 2017-K65, Class B, 4.077%, 7/25/50 (a)(b)		155,000		143,169

11

Domini Impact Bond Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

	Principal
Security	Amount*		Value
Agency Collateralized Mortgage Obligations (Continued)
Series 2017-K66, Class B, 4.037%, 7/25/27 (a)(b)		136,000	$	125,477
Series 2017-K67, Class B, 3.945%, 9/25/49 (a)(b)		85,000		77,857
Series 2017-K67, Class C, 3.945%, 9/25/49 (a)(b)		100,000		90,054
Series 2017-K68, Class B, 3.843%, 10/25/49 (a)(b)		90,000		82,033
Series 2017-K69, Class C, 3.727%, 10/25/49 (a)(b)		40,000		35,621
Series 2017-K71, Class B, 3.752%, 11/25/50 (a)(b)		220,000		198,174
Series 2017-K71, Class C, 3.752%, 11/25/50 (a)(b)		65,000		57,792
Series 2017-K725, Class B, 3.905%, 2/25/50 (a)(b)		100,000		97,102
Series 2017-K726, Class B, 4.006%, 7/25/49 (a)(b)		175,000		170,274
Series 2017-K729, Class B, 3.673%, 11/25/49 (a)(b)		250,000		238,170
Series 2017-K729, Class C, 3.673%, 11/25/49 (a)(b)		90,000		84,855
Series 2018-K154, Class B, 4.023%, 11/25/32 (a)(b)		67,000		56,471
Series 2018-K77, Class B, 4.161%, 5/25/51 (a)(b)		700,000		637,559
Series 2018-K85, Class C, 4.320%, 12/25/50 (a)(b)		550,000		496,305
Series 2018-KW07, Class B, 4.083%, 10/25/31 (a)(b)		461,000		412,111
Series 2019-100, Class C, 3.493%, 11/25/52 (a)(b)		700,000		582,809
Series 2019-K103, Class B, 3.455%, 12/25/51 (a)(b)		525,000		447,504
Series 2019-K736, Class C, 3.761%, 7/25/26 (a)(b)		400,000		363,321
Series 2019-K95, Class B, 3.921%, 8/25/52 (a)(b)		500,000		439,523
Series 2019-K95, Class C, 3.921%, 8/25/52 (a)(b)		307,000		265,456
Series 2019-K97 , Class C, 3.767%, 9/25/51 (a)(b)		204,000		175,381
Series 2019-K99, Class B, 3.645%, 10/25/52 (a)(b)		565,000		488,939
Series 2020-K104, Class B, 3.540%, 2/25/52 (a)(b)		520,000		444,508
GCAT Trust, Series CM2, Class A1, 2.352%, 8/25/66 (a)(b)		366,183		341,881
Government National Mortgage Association
Series 2019-132, Class NZ, 3.500%, 10/20/49 (b)		358,183		237,482
Series 2021-66, Class PY, 2.000%, 3/20/50 (b)		1,885,902		1,063,739
Series 2022-136, Class KZ, 4.000%, 8/20/52 (b)		582,461		427,070
STACR Trust, Series 2018-HRP1, Class M2, 5.236%, (1 Month USD-LIBOR + 1.65%), 4/25/43 (a)(b)		9,222		9,210
				15,685,719
Commercial Mortgage-Backed Securities – 8.4%
245 Park Avenue Trust, Series 2017-245P, Class A, 3.508%, 6/5/37 (a)		800,000		696,483
Bank
Series 2017-BNK8, Class ASB, 3.314%, 11/15/50		146,830		137,936
Series 2019-BN18, Class XA, 0.894%, 5/15/62 (b)		2,126,133		92,815
Series 2019-BN24, Class XA, 0.640%, 11/15/62 (b)		5,500,606		195,159
Series 2020-BN28, Class XA, 1.779%, 3/15/63 (b)		1,922,631		190,805
Benchmark Mortgage Trust
Series 2019-B10, Class XA, 1.222%, 3/15/62 (b)		2,322,499		122,766
Series 2020-B18, Class XA, 1.790%, 7/15/53 (b)		503,119		40,295
Series 2020-B22, Class XA, 1.517%, 1/15/54 (b)		883,660		78,071

12

Domini Impact Bond Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

	Principal
Security	Amount*		Value
Commercial Mortgage-Backed Securities (Continued)
BWAY Mortgage Trust
Series 2013-1515, Class A1, 2.809%, 3/10/33 (a)		60,285	$	57,756
Series 2013-1515, Class A2, 3.454%, 3/10/33 (a)		1,000,000		935,487
BX Commercial Mortgage Trust, Series AHP, Class A, 4.366%, (1 Month USD SOFR CME + 0.990%), 1/17/39 (a)(b)		1,465,000		1,409,114
BX Trust
Series 2022-CLS, Class A, 5.760%, 10/13/27 (a)(b)		892,000		883,444
Series 2022-CLS, Class B, 6.300%, 10/13/27 (a)(b)		375,000		371,933
CityLine Commercial Mortgage Trust, Series 2016-CLNE, Class A, 2.778%, 11/10/31 (a)(b)		800,000		764,441
COMM Mortgage Trust
Series 2013-WWP, Class A2, 3.424%, 3/10/31 (a)		640,000		638,625
Series 2013-WWP, Class B, 3.726%, 3/10/31 (a)		644,000		642,777
Series 2015-LC19, Class A4, 3.183%, 2/10/48		291,000		274,940
Series 2016-LC6, Class A4, 2.941%, 1/10/46		9,195		9,171
Series 2020-CX, Class A, 2.173%, 11/10/46 (a)		825,000		623,490
Series 2020-CX, Class B, 2.446%, 11/10/46 (a)		524,000		381,135
Series 2020-CX, Class C, 2.683%, 11/10/46 (a)(b)		100,000		71,051
Series 2020-CX, Class D, 2.683%, 11/10/46 (a)(b)		100,000		68,073
Series 2020-SBX, Class A, 1.670%, 1/10/38 (a)		595,000		516,653
DBJPM Mortgage Trust, Series 2020-C9, Class XA, 1.709%, 9/15/53 (b)		641,505		45,799
DC Office Trust, Series 2019-MTC, Class A, 2.965%, 9/15/45 (a)		1,030,000		823,295
Grace Trust, Series 2020-GRCE, Class A, 2.347%, 12/10/40 (a)		925,000		693,191
Hudson Yards Mortgage Trust
Series 2016-10HY, Class A, 2.835%, 8/10/38 (a)		915,000		811,445
Series 2019-30HY, Class A, 3.228%, 7/10/39 (a)		700,000		589,269
JP Morgan Chase Commercial Mortgage Securities Corp.
Series 2021-NYAH, Class G, 6.052%, (1 Month USD-LIBOR + 2.64%), 6/15/38 (a)(b)		655,000		608,845
Series 2022-OPO, Class A, 3.024%, 1/5/39 (a)		2,150,000		1,839,238
Life Mortgage Trust, Series 2021-BMR, Class D, 4.812%, (1 Month USD-LIBOR + 1.4%), 3/15/38 (a)(b)		117,956		110,853
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2013-C12, Class A4, 4.259%, 10/15/46 (b)		300,000		295,838
Series 2014-C15, Class A4, 4.051%, 4/15/47		300,000		292,790
Series 2014-C19, Class A4, 3.526%, 12/15/47		180,167		171,960
SLG Office Trust
Series OVA, Class B, 2.707%, 7/15/41 (a)		445,000		337,032
Series OVA, Class C, 2.851%, 7/15/41 (a)		835,000		615,782
STWD 2021-LIH Mortgage Trust, Series LIH, Class E, 6.315%, (1 Month USD-LIBOR + 2.903%), 11/15/36 (a)(b)		955,000		883,502
SUMIT Mortgage Trust, Series 2022-BVUE, Class A, 2.789%, 2/12/41 (a)		1,615,000		1,328,241
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class A4, 3.617%, 9/15/57		340,000		319,726
				18,969,226

13

Domini Impact Bond Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

	Principal
Security	Amount*		Value
Federal Home Loan Mortgage Corporation – 0.8%
Federal Home Loan Mortgage Corp.
2.500%, 8/1/27		19,428	$	18,569
2.500%, 11/1/27		51,803		49,503
3.000%, 1/1/27		67,921		65,778
3.000%, 7/1/42		22,084		19,408
3.000%, 5/1/45		211,177		184,365
3.014%, (12 Month USD-LIBOR + 1.627%), 10/1/43 (b)		34,614		34,384
3.500%, 12/1/32		105,934		100,259
3.500%, 6/1/48		391,129		351,711
4.000%, 2/1/37		40,955		38,571
4.000%, 8/1/39		22,079		20,792
4.000%, 10/1/39		44,057		41,488
4.000%, 10/1/39		42,335		39,627
4.000%, 11/1/39		19,161		18,044
4.000%, 10/1/40		67,034		63,124
4.000%, 11/1/40		57,682		53,990
4.000%, 11/1/40		9,752		9,156
4.000%, 11/1/40		7,725		7,280
4.000%, 12/1/40		27,178		25,438
4.000%, 6/1/41		5,886		5,559
4.500%, 4/1/35		57,421		55,435
4.500%, 9/1/35		79,867		77,238
4.500%, 7/1/36		55,070		53,325
4.500%, 6/1/39		102,038		98,935
4.500%, 9/1/40		14,438		14,006
4.500%, 2/1/41		30,501		29,501
5.000%, 8/1/33		10,136		10,158
5.000%, 10/1/33		4,557		4,439
5.000%, 4/1/35		11,931		11,958
5.000%, 7/1/35		80,567		80,749
5.000%, 7/1/35		13,384		13,414
5.000%, 1/1/37		50,089		50,202
5.000%, 7/1/40		31,861		31,819
5.000%, 4/1/41		29,854		29,921
5.500%, 12/1/36		49,763		51,084
5.500%, 8/1/40		69,716		71,562
6.000%, 8/1/36		7,972		8,271
6.000%, 7/1/39		40,865		42,117
				1,881,180

14

Domini Impact Bond Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

	Principal
Security	Amount*		Value
Federal National Mortgage Association – 28.4%
Federal National Mortgage Association
2.000%, 10/1/27		73,300	$	69,328
2.000%, 1/1/28		65,444		61,536
2.000%, 2/1/52		4,840,357		3,857,441
2.000%, 3/1/52		4,678,222		3,744,401
2.500%, 6/1/24		43,757		42,967
2.500%, 11/1/31		46,221		43,008
2.500%, 12/1/31		13,921		12,953
2.500%, 12/1/43		107,938		90,296
2.500%, 4/1/45		120,709		100,969
2.500%, 12/1/51		5,339,715		4,395,172
2.500%, 12/1/51		3,041,363		2,504,299
2.782%, (12 Month USD-LIBOR + 1.58%), 5/1/44 (b)		12,371		12,330
3.000%, 8/1/46		28,893		24,967
3.000%, 10/1/46		542,053		469,969
3.000%, 11/1/46		651,331		561,584
3.000%, 12/1/46		239,876		206,509
3.000%, 1/1/52		2,831,640		2,416,772
3.000%, 2/1/52		5,077,833		4,334,868
3.000%, 6/1/52		4,875,733		4,183,590
3.500%, 12/1/31		5,236		4,950
3.500%, 1/1/32		83,925		79,335
3.500%, 1/1/32		51,252		48,446
3.500%, 10/1/32		65,519		61,930
3.500%, 6/1/46		368,239		331,992
3.500%, 1/1/48		212,450		190,744
4.000%, 11/1/30		9,317		8,915
4.000%, 10/1/33		58,159		55,211
4.000%, 12/1/36		17,161		16,142
4.000%, 8/1/39		22,354		21,026
4.000%, 10/1/39		15,341		14,429
4.000%, 12/1/39		20,520		19,301
4.000%, 1/1/40		189,603		178,335
4.000%, 3/1/40		21,987		20,556
4.000%, 8/1/40		44,891		42,223
4.000%, 8/1/40		8,134		7,650
4.000%, 10/1/40		103,154		97,017
4.000%, 10/1/40		14,549		13,685
4.000%, 11/1/40		15,004		14,122
4.000%, 11/1/40		12,437		11,697
4.000%, 12/1/40		37,585		35,349
4.000%, 2/1/41		35,009		32,926
4.000%, 10/1/49		2,270,646		2,093,129
4.500%, 8/1/35		17,028		16,413

15

Domini Impact Bond Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

	Principal
Security	Amount*		Value
Federal National Mortgage Association (Continued)
4.500%, 8/1/36		9,994	$	9,632
4.500%, 8/1/38		38,820		37,554
4.500%, 3/1/39		55,407		53,633
4.500%, 9/1/39		18,245		17,678
4.500%, 2/1/40		26,388		25,567
4.500%, 8/1/40		56,335		54,582
4.500%, 1/1/41		16,943		16,416
4.500%, 9/1/41		35,144		34,051
5.000%, 10/1/39		2,110		2,104
5.500%, 8/1/37		33,489		34,283
6.000%, 12/1/35		17,987		18,236
6.000%, 3/1/36		115,333		121,506
6.000%, 6/1/36		38,092		39,318
6.000%, 8/1/37		10,755		11,039
6.000%, 3/1/38		19,584		20,296
TBA 30 Yr, 2.000%, 11/14/52 (c)		4,800,000		3,789,000
TBA 30 Yr, 2.500%, 11/10/51 (c)		6,675,000		5,470,371
TBA 30 Yr, 2.500%, 12/13/52 (c)		6,675,000		5,470,632
TBA 30 Yr, 3.500%, 11/14/52 (c)		1,700,000		1,496,066
TBA 30 Yr, 4.000%, 11/14/52 (c)		5,800,000		5,279,813
TBA 30 Yr, 4.500%, 11/14/52 (c)		6,250,000		5,865,478
TBA 30 Yr, 4.500%, 12/13/52 (c)		6,250,000		5,861,084
				64,276,821
Government National Mortgage Association – 4.5%
Government National Mortgage Association
TBA 30 Yr, 2.500%, 11/21/52 (c)		3,500,000		2,965,703
TBA 30 Yr, 3.500%, 11/21/52 (c)		5,300,000		4,743,707
TBA 30 Yr, 4.000%, 11/21/52 (c)		1,600,000		1,475,000
TBA 30 Yr, 4.500%, 11/21/52 (c)		900,000		853,207
				10,037,617
Total Mortgage Backed Securities (Cost $121,144,209)				110,850,563
Corporate Bonds and Notes – 27.1%
Communications – 2.8%
Alibaba Group Holding, Ltd., 2.800%, 6/6/23		200,000		196,588
AT&T, Inc.
2.750%, 6/1/31		1,285,000		1,028,544
3.550%, 9/15/55		572,000		363,599
Axian Telecom, 7.375%, 2/16/27 (a)		445,000		385,593
Charter Communications Operating LLC/Charter Communications Operating Capital, 6.484%, 10/23/45		1,325,000		1,172,479

16

Domini Impact Bond Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

	Principal
Security	Amount*		Value
Communications (Continued)
Cox Communications, Inc.
3.150%, 8/15/24 (a)		57,000	$	54,537
3.850%, 2/1/25 (a)		10,000		9,612
eBay, Inc., 3.600%, 6/5/27		195,000		179,805
Millicom International Cellular SA, 4.500%, 4/27/31 (a)		950,000		714,510
Paramount Global
2.900%, 1/15/27		400,000		352,167
4.950%, 1/15/31		985,000		860,161
Verizon Communications, Inc., 2.355%, 3/15/32		1,000,000		757,408
Vodafone Group PLC
4.375%, 2/19/43		70,000		52,395
6.150%, 2/27/37		185,000		174,309
				6,301,707
Consumer, Cyclical – 1.1%
General Motors Co., 5.400%, 10/15/29		1,200,000		1,113,717
Toll Brothers Finance Corp., 4.350%, 2/15/28		600,000		520,341
YMCA of Greater New York
2.303%, 8/1/26		765,000		671,266
Series 2020, 3.230%, 8/1/32		375,000		309,004
				2,614,328
Consumer, Non-cyclical – 7.5%
Advocate Health & Hospitals Corp.
Series 2020, 2.211%, 6/15/30		325,000		258,729
3.829%, 8/15/28		1,115,000		1,022,500
Beth Israel Lahey Health, Inc., 2.220%, 7/1/28		1,400,000		1,160,122
Bon Secours Mercy Health, Inc., 1.350%, 6/1/25		155,000		139,533
Boston Medical Center Corp., 4.519%, 7/1/26		705,000		649,910
CommonSpirit Health senior secured note
2.782%, 10/1/30		185,000		144,091
3.347%, 10/1/29		600,000		503,754
Conservation Fund A Nonprofit Corp. (The), 3.474%, 12/15/29		800,000		678,092
Dignity Health, 5.267%, 11/1/64		250,000		200,021
ERAC USA Finance LLC, 3.850%, 11/15/24 (a)		500,000		482,108
Hologic, Inc., 3.250%, 2/15/29 (a)		570,000		488,473
Howard University
Series 2020, 1.991%, 10/1/25		120,000		108,676
Series 2020, 2.657%, 10/1/26		100,000		90,291
Series 2020, 3.476%, 10/1/41		1,850,000		1,292,791
Series 22A, 5.209%, 10/1/52		470,000		350,439
John D and Catherine T MacArthur Foundation, 1.299%, 12/1/30		1,440,000		1,063,333
Kaiser Foundation Hospitals, 3.150%, 5/1/27		185,000		169,959

17

Domini Impact Bond Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

	Principal
Security	Amount*		Value
Consumer, Non-cyclical (Continued)
Mount Sinai Hospitals Group, Inc., 3.831%, 7/1/35		1,400,000	$	1,168,002
Northeastern University, 5.285%, 3/1/32		100,000		99,033
Ochsner Clinic Foundation, 5.897%, 5/15/45		400,000		369,612
Ochsner LSU Health System of North Louisiana, 2.510%, 5/15/31		1,250,000		934,469
PeaceHealth Obligated Group, 1.375%, 11/15/25		1,000,000		882,978
President & Fellows of Harvard College, 3.300%, 7/15/56		1,125,000		778,587
Royalty Pharma PLC
2.150%, 9/2/31		350,000		255,478
3.300%, 9/2/40		1,250,000		830,426
Stanford Health Care, 3.310%, 8/15/30		595,000		512,819
StoneCo, Ltd., 3.950%, 6/16/28 (d)		1,200,000		895,697
Thomas Jefferson University , 3.847%, 11/1/57		2,100,000		1,404,994
				16,934,917
Energy – 0.9%
Greenko Dutch BV, 3.850%, 3/29/26 (a)		869,050		682,204
Vena Energy Capital Pte, Ltd., 3.133%, 2/26/25 (d)		1,380,000		1,265,529
				1,947,733
Financial – 9.5%
Air Lease Corp., 3.625%, 12/1/27		500,000		429,736
American International Group, Inc., 3.900%, 4/1/26		190,000		181,127
American Tower Corp.
3.375%, 5/15/24		235,000		227,758
5.000%, 2/15/24		362,000		359,901
Assicurazioni Generali SpA, 2.429%, 7/14/31 (d)		265,000		200,323
AXA SA, 8.600%, 12/15/30		400,000		461,610
Bank of America Corp.
Series MTN, 2.456%, (3 Month USD-LIBOR + 0.87%), 10/22/25 (b)		545,000		508,654
Series MTN, 4.083%, (3 Month USD-LIBOR + 3.15%), 3/20/51 (b)		500,000		370,756
7.750%, 5/14/38		700,000		775,139
Bank of Ireland Group PLC, 6.253%, (1-Yr. CMT + 2.65%), 9/16/26 (a)(b)		1,200,000		1,158,319
BlueHub Loan Fund, Inc., 2.890%, 1/1/27		600,000		510,090
BNP Paribas SA, 3.800%, 1/10/24 (a)		245,000		238,639
Boston Properties L.P., 3.650%, 2/1/26		430,000		399,195
BPCE SA, 4.875%, 4/1/26 (a)		500,000		465,605
Brandywine Operating Partnership L.P., 4.550%, 10/1/29		500,000		436,688
Brighthouse Financial, Inc., 5.625%, 5/15/30		1,500,000		1,396,053
Citigroup, Inc.
1.678%, (SOFR + 1.667), 5/15/24 (b)		1,000,000		978,247
2.561%, (SOFR + 1.167), 5/1/32 (b)		500,000		381,209
3.352%, (3 Month USD-LIBOR + 0.8966%), 4/24/25 (b)		475,000		456,182
4.412%, (SOFR + 3.914), 3/31/31 (b)		750,000		668,403

18

Domini Impact Bond Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

	Principal
Security	Amount*		Value
Financial (Continued)
Credit Agricole SA, 4.125%, 1/10/27 (a)		1,000,000	$	912,292
Crown Castle International Corp., 3.700%, 6/15/26		300,000		278,652
Discover Financial Services, 3.750%, 3/4/25		325,000		307,167
ING Groep NV, 4.625%, 1/6/26 (a)		750,000		713,932
Kreditanstalt fuer Wiederaufbau, 0.000%, 6/29/37		6,000,000		3,114,017
Marsh & McLennan Cos., Inc., 3.300%, 3/14/23		100,000		99,353
Morgan Stanley
Series MTN, 2.511%, (SOFR + 1.200), 10/20/32 (b)		1,000,000		752,874
Series GMTN, 2.699%, (SOFR + 1.143), 1/22/31 (b)		640,000		512,754
Nuveen Finance LLC, 4.125%, 11/1/24 (a)		160,000		155,203
Prologis L.P., 3.250%, 10/1/26		165,000		153,084
Regency Centers L.P., 3.750%, 6/15/24		300,000		290,121
Reinsurance Group of America, Inc., 4.700%, 9/15/23		164,000		163,256
Scentre Group Trust 1/Scentre Group Trust 2, 4.375%, 5/28/30 (a)		615,000		534,361
Sumitomo Mitsui Trust Bank, Ltd., 1.550%, 3/25/26 (a)		1,500,000		1,315,649
U.S. Bancorp, Series MTN, 3.600%, 9/11/24		493,000		479,743
USAA Capital Corp., 2.125%, 5/1/30 (a)		885,000		702,589
Ventas Realty L.P., 3.500%, 2/1/25		500,000		474,819
Yuzhou Group Holdings Co., Ltd., 6.350%, 1/13/27 (d)		255,000		9,958
				21,573,458
Government – 1.0%
European Investment Bank, 0.750%, 9/23/30		3,000,000		2,302,531
				2,302,531
Industrial – 0.9%
HTA Group, Ltd., 7.000%, 12/18/25 (d)		500,000		441,250
Klabin Austria GmbH, 5.750%, 4/3/29 (a)		905,000		848,972
Nature Conservancy (The), Series A, 1.154%, 7/1/27		430,000		365,235
WRKCo, Inc., 3.000%, 9/15/24		375,000		356,194
				2,011,651
Technology – 1.5%
Apple, Inc.
2.650%, 5/11/50		300,000		187,276
2.800%, 2/8/61		1,200,000		709,726
Black Knight InfoServ LLC, 3.625%, 9/1/28 (a)		200,000		173,750
Broadcom, Inc.
3.187%, 11/15/36 (a)		852,000		579,926
4.150%, 11/15/30		1,200,000		1,032,704
Microsoft Corp., 3.041%, 3/17/62		1,000,000		650,017
				3,333,399

19

Domini Impact Bond Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

	Principal
Security	Amount*		Value
Utilities – 1.9%
Aegea Finance Sarl, 6.750%, 5/20/29 (a)		1,200,000	$	1,106,400
Clearway Energy Operating LLC, 3.750%, 2/15/31 (a)		560,000		468,952
EDP Finance B.V., 1.710%, 1/24/28 (a)		1,300,000		1,025,993
Interchile SA, 4.500%, 6/30/56 (a)		1,315,000		953,294
Investment Energy Resources, Ltd., 6.250%, 4/26/29 (a)		925,000		780,626
				4,335,265
Total Corporate Bonds and Notes (Cost $74,891,165)				61,354,989
U.S. Government Agency Obligations – 14.3%
Federal Farm Credit Banks Funding Corp.
2.625%, 10/15/49		3,250,000		2,036,960
2.780%, 11/2/37		1,800,000		1,350,308
3.430%, 4/6/45		1,000,000		730,178
3.660%, 3/7/44		974,000		745,189
Federal Home Loan Banks
0.900%, 2/26/27		3,000,000		2,563,671
2.375%, 3/14/25		2,710,000		2,573,813
3.250%, 11/16/28		5,000,000		4,716,047
Federal Home Loan Mortgage Corp. , 1.500%, 2/12/25		5,600,000		5,237,813
Federal National Mortgage Association
0.750%, 10/8/27		5,000,000		4,208,344
0.875%, 8/5/30		8,000,000		6,141,545
5.625%, 7/15/37		2,000,000		2,168,165
Total U.S. Government Agency Obligations (Cost $39,267,569)				32,472,033
Municipal Bonds – 8.1%
Chicago Transit Authority Sales Tax Receipts Fund, 3.912%, 12/1/40		260,000		203,389
Colorado Health Facilities Authority, 4.480%, 12/1/40		940,000		784,828
Commonwealth of Massachusetts, 4.110%, 7/15/31		1,850,000		1,766,082
Cook County Community High School District No. 228, IL, 5.019%, 12/1/41 (Insurer AGM)		435,000		380,779
County of Riverside, CA
2.963%, 2/15/27		670,000		608,624
3.070%, 2/15/28		670,000		598,135
District of Columbia, (Ingleside at Rock Creek)
3.432%, 4/1/42		430,000		306,737
4.125%, 7/1/27		425,000		398,557
Florida Development Finance Corp., 4.009%, 4/1/40		925,000		720,899
Illinois Finance Authority, 3.510%, 5/15/41		1,000,000		665,100
Lancaster County Hospital Authority, PA, (Brethren Village)
5.000%, 7/1/24		165,000		163,744
5.000%, 7/1/25		135,000		133,240
Maryland Health and Higher Educational Facilities Authority, (Meritus Medical Center), 3.968%, 7/1/27		205,000		190,436

20

Domini Impact Bond Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

	Principal
Security	Amount*			Value
Municipal Bonds (Continued)
Massachusetts Development Finance Agency, (NewBridge on the Charles, Inc.), 4.000%, 10/1/27		100,000		$	99,644
Massachusetts Educational Financing Authority
1.921%, 7/1/27		615,000			520,267
2.305%, 7/1/29		1,000,000			807,199
2.306%, 7/1/25		200,000			183,925
3.911%, 7/1/25		125,000			119,852
Metropolitan Government of Nashville and Davidson County, TN, (Vanderbilt University), 3.235%, 7/1/52		800,000			458,530
Metropolitan Transportation Authority, 5.175%, 11/15/49		855,000			718,521
New Jersey Educational Facilities Authority, 3.958%, 7/1/48 (Insurer AGM)		1,000,000			716,153
New York Transportation Development Corp., 4.248%, 9/1/35		500,000			470,730
New York Transportation Development Corp., (LaGuardia Airport Terminal B Redevelopment), 3.473%, 7/1/28		500,000			439,037
Oklahoma Development Finance Authority, (OU Medicine)
4.650%, 8/15/30 (Insurer AGM)		130,000			112,701
5.450%, 8/15/28		770,000			663,082
Oklahoma State University, 3.427%, 9/1/36		100,000			78,120
Oregon State University, 3.424%, 3/1/60 (Insurer BAM)		1,000,000			659,100
Pennsylvania Industrial Development Authority, 3.556%, 7/1/24 (a)		271,000			266,805
Philadelphia, PA, Water and Wastewater Revenue, 4.189%, 10/1/37		665,000			570,484
Redevelopment Authority of the City of Philadelphia
2.239%, 9/1/29		145,000			120,942
2.339%, 9/1/30		1,000,000			816,919
Regents of the University of California Medical Center Pooled Revenue, 3.706%, 5/15/20		900,000			519,022
Sacramento, CA, 5.730%, 8/15/23 (Insurer NATL) (b)		99,189			99,637
San Bernardino County, CA, Pension Obligation Revenue, 6.020%, 8/1/23 (Insurer AGM)		80,000			80,498
Southern Ohio Port Authority, 6.500%, 12/1/30		470,000			409,842
State Board of Administration Finance Corp., 1.258%, 7/1/25		375,000			337,647
Sustainable Energy Utility, Inc., 2.344%, 9/15/29		900,000			756,341
University of Virginia, 4.179%, 9/1/17		1,000,000			712,331
Uptown Development Authority, 2.581%, 9/1/31 (Insurer AGM)		100,000			79,622
Washington Housing Finance Commission, (Presbyterian Retirement Communities), 4.000%, 1/1/24		100,000			98,761
Wisconsin Health & Educational Facilities Authority
3.940%, 8/15/41		335,000			261,555
4.190%, 8/15/55		190,000			129,101
Total Municipal Bonds (Cost $22,226,118)					18,226,918
Foreign Government & Agency Securities – 4.9%
City of Ottawa Ontario, 2.500%, 5/11/51		1,240,000	CAD		607,629
City of Toronto Canada, 2.600%, 9/24/39		1,060,000	CAD		591,551

21

Domini Impact Bond Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

	Principal
Security	Amount*			Value
Foreign Government & Agency Securities (Continued)
City of Vancouver, 2.300%, 11/5/31		1,750,000	CAD	$	1,114,351
Hong Kong Government International Bond, 2.500%, 5/28/24 (a)		750,000			725,644
Japan Treasury Discount Bill, 0.000%, 11/7/22		175,000,000	JPY		1,177,402
Japan Treasury Discount Bill, 0.000%, 11/21/22		481,000,000	JPY		3,236,370
Japan Treasury Discount Bill, 0.000%, 3/10/23		500,000,000	JPY		3,365,710
Republic of Chile, 0.830%, 7/2/31 (b)		324,000	EUR		234,467
Total Foreign Government & Agency Securities (Cost $12,195,608)					11,053,124
Senior Floating Rate Interests – 2.0%
Communication Services – 0.3%
Charter Communications Operating LLC 2019 Term Loan B2, 5.510%, (1 mo. USD LIBOR + 1.750%), 2/1/27 (b)		281,619			276,925
Go Daddy Operating Company LLC 2021 Term Loan B4, 5.754%, (1 mo. USD LIBOR + 2.000%), 8/10/27 (b)		303,025			298,777
Xplornet Communications, Inc. 2021 Term Loan, 7.754%, (1 mo. USD LIBOR + 4.000%), 10/2/28 (b)		167,552			144,811
					720,513
Consumer Discretionary – 0.2%
American Builders & Contractors Supply Co., Inc. 2019 Term Loan, 5.754%, (1 mo. USD LIBOR + 2.000%), 1/15/27 (b)		210,963			207,090
Crocs, Inc. Term Loan B, 7.203%, (3 mo. USD SOFR CME + 3.500%), 2/20/29 (b)		197,500			190,587
					397,677
Consumer Staples – 0.6%
Biogroup-LCD 2021 EUR Term Loan B, 3.027%, (3 mo. EUR Euribor + 2.750%), 2/9/28 (b)		465,000	EUR		415,540
Boels Topholding BV 2021 EUR Term Loan B, 3.571%, (3 mo. EUR Euribor + 3.250%), 2/6/27 (b)		400,000	EUR		375,277
Insulet Corp. Term Loan B, 7.004%, (1 mo. USD LIBOR + 3.250%), 5/4/28 (b)		261,687			256,617
Verisure Holding AB 2021 EUR Term Loan, 3.473%, (6 mo. EUR EURIBOR + 3.250%), 3/27/28 (b)		300,000	EUR		278,529
					1,325,963
Financials – 0.3%
Blackhawk Network Holdings, Inc. 2018 1st Lien Term Loan, 7.077%, (3 mo. USD SOFR CME + 3.000%), 6/15/25 (b)		172,350			165,294
Russell Investments US Inst’l Holdco, Inc. 2020 Term Loan, 7.254%, (1 mo. USD LIBOR + 3.500%), 5/30/25 (b)		383,461			354,821
USI, Inc. 2017 Repriced Term Loan, 6.424%, (3 mo. USD LIBOR + 2.750%), 5/16/24 (b)		166,250			164,397
					684,512
Industrials – 0.1%
Avient Corp. Term Loan B, 7.344%, (3 mo. USD SOFR CME + 3.250%), 8/29/29 (b)		100,000			99,675
Zephyr German BidCo GmbH EUR Term Loan B1, 4.216%, (3 mo. EUR Euribor + 3.400%), 3/10/28 (b)		100,000	EUR		91,340
					191,015

22

Domini Impact Bond Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

	Principal
Security	Amount*		Value
Information Technology – 0.5%
Athenahealth, Inc.
2022 Delayed Draw Term Loan 3.500%, 2/15/29 (b)(e)		57,971	$	52,917
2022 Term Loan B 6.967%, (1 mo. USD SOFR CME + 3.500%), 2/15/29 (b)		341,174		311,428
DCert Buyer, Inc. 2019 Term Loan B, 6.903%, (3 mo. USD LIBOR + 4.000%), 10/16/26 (b)		384,903		371,816
SS&C European Holdings S.A.R.L. 2018 Term Loan B4, 5.504%, (1 mo. USD LIBOR + 1.750%), 4/16/25 (b)		37,018		36,301
SS&C Technologies, Inc. 2018 Term Loan B3, 5.504%, (1 mo. USD LIBOR + 1.750%), 4/16/25 (b)		45,601		44,717
Zelis Healthcare Corporation 2021 Term Loan, 7.254%, (1 mo. USD LIBOR + 3.500%), 9/30/26 (b)		464,342		458,393
				1,275,572
Total Senior Floating Rate Interests (Cost $5,100,182)				4,595,252
Asset Backed Securities – 1.2%
CoreVest American Finance Ltd. Series 2020-4 , 2.250%, 12/15/52 (a)		100,000		77,617
FHF Trust Series 2022-1A, 4.430%, 1/18/28 (a)		511,293		497,405
Lendbuzz Securitization Trust
Series 2021-1A, 1.460%, 6/15/26 (a)		339,647		326,981
Series 2022-1A, 4.220%, 5/17/27 (a)		1,042,952		1,010,892
Mosaic Solar Loan Trust Series 2020-2A, 1.440%, 8/20/46 (a)		136,091		113,082
SBA Tower Trust Series 2014-2A, 3.869%, 10/15/49 (a)(f)		500,000		481,929
Tricolor Auto Securitization Trust
Series 2021-1A, 0.740%, 4/15/24 (a)		24,853		24,780
Series 2022-1A, 3.300%, 2/18/25 (a)		246,269		242,834
Total Asset Backed Securities (Cost $2,899,917)				2,775,520
Convertible Bonds – 0.4%
Consumer Discretionary – 0.1%
Etsy, Inc.
0.125%, 10/1/26		110,000		141,460
0.125%, 9/1/27		50,000		43,405
				184,865
Health Care – 0.2%
Dexcom, Inc., 0.250%, 11/15/25		205,000		226,423
Insulet Corp., 0.375%, 9/1/26		195,000		250,185
				476,608
Technology – 0.1%
Square, Inc., 0.125%, 3/1/25		215,000		200,353
				200,353
Total Convertible Bonds (Cost $1,197,376)				861,826

23

Domini Impact Bond Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

	Principal
Security	Amount*		Value
Preferred Stocks – 0.2%
Health Care – 0.2%
Becton Dickinson and Co., Series B, 6.000%, 6/1/23		5,000	$	243,700
Danaher Corp., 5.000%, 4/15/23		170		223,123
				466,823
Total Preferred Stocks (Cost $548,610)				466,823
Total Long Term Investments (Cost $279,470,754)				242,657,048
Short Term Investments – 6.6%
U.S. Government Agency Obligations – 6.6%
Federal Home Loan Bank Discount Notes
0.000%, 11/9/22		5,000,000		4,995,890
0.000%, 12/9/22		5,000,000		4,979,596
0.000%, 12/30/22		5,000,000		4,968,355
Total Short Term Investments (Cost $14,930,594)				14,943,841
Total Investments–113.8% (Cost $294,401,348)				257,600,889
Less Unfunded Loan Commitments — (0.0)% (g)				(52,917	)
Net Investments—113.8% (Cost $294,343,377)				257,547,972
Other Liabilities, less assets – (13.8)%				(31,193,324	)
Net Assets – 100.0%			$	226,354,648

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

(a) Security that may be sold to qualified institutional buyers under Rule 144A of the Securities Act of 1933, as amended. At October 31, 2022, the aggregate value of these securities was $43,200,202, representing 19.1% of net assets.

(b) Floating/Variable note with current rate and current maturity or next reset date shown. Certain variable rate securities are not based on a published reference rate and spread, but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.

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

(d) Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At October 31, 2022, the aggregate value of these securities is $2,812,757 or 1.2% of the Fund’s net assets.

(e) Unfunded or partially unfunded loan commitments. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. At October 31, 2022, the total value of unfunded loan commitments is $57,971.

(f) Step coupon bond.

(g) Amount is less than 0.05%.

Abbreviations

TBA — To Be Announced

AGM — Assured Guaranty Municipal Corporation

BAM — Build America Mutual

NATL — National Public Finance Guarantee Corporation

24

Domini Impact Bond Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

CAD – Canadian Dollar

EUR – Euro

JPY – Japanese Yen

25

Domini Impact Bond Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

At October 31, 2022, the Fund had the following forward currency contracts outstanding.

Unrealized

Settlement

Appreciation

Currency Bought

Currency Sold

Counterparty

Date

Quantity

Value

(Depreciation)

United States Dollar

Canadian Dollar

Toronto Dominion Bank

12/21/22

3,242,000

$

2,378,109

$

60,466

United States Dollar

Euro Currency

Morgan Stanley & Co. Inc.

11/30/22

1,448,000

1,433,965

11,848

United States Dollar

Euro Currency

Morgan Stanley & Co. Inc.

12/21/22

418,000

414,820

4,946

United States Dollar

Japanese Yen

Barclays Bank PLC

11/7/22

175,000,000

1,178,011

39,116

United States Dollar

Japanese Yen

Bank Of America, N.A.

11/21/22

481,000,000

3,242,877

142,316

United States Dollar

Japanese Yen

Toronto Dominion Bank

3/10/23

500,000,000

3,423,457

133,894

$

392,586

At October 31, 2022, the Fund had the following future contracts outstanding.

											Unrealized
			Notional								Appreciation
Description	Number of Contracts		Amount			Value			Expiration Date		(Depreciation)
10-Year Canadian Government Bond (Long)		12	$	1,200,000		$	1,082,336			12/19/22	$	1,001
Euro-Bund (Short)		4		(400,000	)		(547,309	)		12/8/22		27,038
Euro-Buxl (Short)		15		(1,500,000	)		(2,138,098	)		12/8/22		164,488
10-Year Australian Government Bond (Long)		56		5,600,000			4,242,732			12/15/22		(35,944	)
											$	156,583

At October 31, 2022, the Fund had the following centrally cleared interest rate swap contracts outstanding.

								Upfront
								Premiums			Unrealized
	Counterparty/		Notional					Paid			Appreciation
Description	Exchange	Expiration Date	Amount		Value			(Received)			(Depreciation)
Pay Fixed rate annually 1.167% Receive Floating rate annually 12 month SOFR	Morgan Stanley/LCH	6/16/28	$	7,085,000	$	996,104		$	804,900		$	191,204
Pay Fixed rate annually 1.470% Receive Floating rate annually 12 month SOFR	Morgan Stanley/LCH	6/16/31		3,015,000		522,047			(43,031	)		565,078
Receive Fixed rate annually 0.821% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH	6/16/26		9,835,000		(1,102,542	)		(50,159	)		(1,052,382	)
Receive Fixed rate annually 1.060% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH	3/16/25		3,000,000		(228,217	)		(1,743	)		(226,474	)
Pay Fixed rate annually 2.660% Receive Floating rate annually 12 month SOFR	Morgan Stanley/LCH	6/15/32		9,455,000		885,094			194,587			690,507
Receive Fixed rate annually 2.030% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH	6/15/52		1,065,000		(275,672	)		(16,067	)		(259,605	)

26

Domini Impact Bond Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

									Upfront
									Premiums			Unrealized
	Counterparty/			Notional					Paid			Appreciation
Description	Exchange	Expiration Date		Amount		Value			(Received)			(Depreciation)
Receive Fixed rate annually 2.630% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH		6/15/42		1,590,000		(242,070	)		(9,228	)		(232,842	)
Receive Fixed rate annually 2.470% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH		6/15/52		775,000		(139,165	)		(501	)		(138,664	)
Receive Fixed rate annually 2.630% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH		6/15/24		11,265,000		(359,990	)		(3,015	)		(356,975	)
Pay Fixed rate annually 3.000% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH		9/21/42		330,000		33,455			29,963			3,492
Receive Fixed rate annually 2.690% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH		9/15/52		2,215,000		(308,849	)		(240,139	)		(68,710	)
Pay Fixed rate annually 2.560% Receive Floating rate annually 12 month SOFR	Morgan Stanley/LCH		9/21/29		9,795,000		796,168			11,206			784,962
Pay Fixed rate annually 3.130% Receive Floating rate annually 12 month SOFR	Morgan Stanley/LCH		12/21/52		1,285,000		74,064			75,619			(1,555	)
Receive Fixed rate annually 4.090% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH		12/21/24		30,395,000		(270,203	)		(135,331	)		(134,872	)
Receive Fixed rate annually 3.560% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH		12/21/29		6,262,000		(131,136	)		(6,390	)		(124,746	)
									$	610,671		$	(361,582	)

At October 31, 2022, the Fund had the following centrally cleared credit default swap contracts outstanding.

									Upfront
									Premiums			Unrealized
	Counterparty/	Expiration		Notional					Paid			Appreciation
Description	Exchange	Date		Amount (a)		Value (b)			(Received)			(Depreciation)
Sell Protection (c):
iTraxx Europe Crossover, Series 38, Version1, 5 Year Index(EUR), Fixed Rate 5.000% (d)	Morgan Stanley/ICE		12/20/27	$	2,455,000	$	(52,563	)	$	(91,574	)	$	39,011
									$	(91,574	)	$	39,011

(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.

27

Domini Impact Bond Fund

Portfolio of Investments (Continued)

October 31, 2022 (Unaudited)

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

(d) Ratings of Moody’s/S&P - B1/BB-

Abbreviations

LCH — London Clearing House

ICE — Intercontinental Exchange

See Notes to Portfolio of Investments

28

Domini Impact Bond Fund

NOTES TO PORTFOLIO OF INVESTMENTS

October 31, 2022 (Unaudited)

1.ORGANIZATION

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

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

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

2.SIGNIFICANT ACCOUNTING POLICIES

The preparation of financial statements in conformity with U.S. generally accepted accounting principles requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates. The following is a summary of the Fund’s significant accounting policies.

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

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

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

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

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

Futures contracts are valued at the most recent settlement price.

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

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

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

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

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

Level 1 - quoted prices in active markets for identical securities

29

Domini Impact Bond Fund

NOTES TO PORTFOLIO OF INVESTMENTS

October 31, 2022 (Unaudited)

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

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

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

The following is a summary of the inputs used, as of October 31, 2022, in valuing the Fund’s assets carried at fair value:

			Level 2 -
			Other			Level 3 -
			Significant			Significant
	Level 1 -		Observable			Unobservable
	Quoted Prices		Inputs			Inputs		Total
Assets:
Long Term Investments in Securities:
Mortgage Backed Securities	$	—	$	110,850,563		$	—	$	110,850,563
Corporate Bonds and Notes		—		61,354,989			—		61,354,989
U.S. Government Agency Obligations		—		32,472,033			—		32,472,033
Municipal Bonds		—		18,226,918			—		18,226,918
Foreign Government & Agency Securities		—		11,053,124			—		11,053,124
Senior Floating Rate Interests		—		4,595,252			—		4,595,252
Asset Backed Securities		—		2,775,520			—		2,775,520
Convertible Bonds		—		861,826			—		861,826
Preferred Stocks		466,823		—			—		466,823
Total Long Term Investments	$	466,823	$	242,190,225		$	—	$	242,657,048
Short Term Investments in Securities:
U.S. Government Agency Obligations		—		14,943,841			—		14,943,841
Total Short Term Investments	$	—	$	14,943,841		$	—	$	14,943,841
Total Investment in Securities	$	466,823	$	257,134,066		$	—	$	257,600,889
Other Financial Instruments:
Forward Currency Contracts		—		392,586			—		392,586
Futures				192,527			—		192,527
Credit Default Swap - CCP-		—		39,011			—		39,011
Interest Rate Swap - CCP-		—		2,235,243			—		2,235,243
Total Other Financial Instruments	$	—	$	2,859,367		$	—	$	2,859,367
Liabilities:
Other Financial Instruments:
Futures		—		(35,944	)		—		(35,944	)
Interest Rate Swap - CCP		—		(2,596,825	)		—		(2,596,825	)
Unfunded Loans		—		(5,054	)		—		(5,054	)
Total Other Financial Instruments	$	—	$	(2,637,823	)	$	—	$	(2,637,823	)

30