Domini Social Investment Trust NCSRS Certified semi-annual shareholder report (management investment company)

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act File Number 811-5823

DOMINI INVESTMENT TRUST

(Exact Name of Registrant as Specified in Charter)

180 Maiden Lane, Suite 1302, New York, New York 10038

(Address of Principal Executive Offices)

Amy Domini Thornton

Domini Impact Investments LLC

180 Maiden Lane, Suite 1302

New York, New York 10038

(Name and Address of Agent for Service)

Registrant’s Telephone Number, including Area Code: 212-217-1100

Date of Fiscal Year End: July 31

Date of Reporting Period: January 31, 2022

Item 1.

Reports to Stockholders.

(a)

A copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Investment Company Act of 1940 follows.

(b)

Not applicable

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Semi-Annual Report 2022 January 31, 2022 (Unaudited) Domini Impact Equity FundSM Domini International Opportunities FundSM Domini Sustainable Solutions FundSM Domini Impact International Equity FundSM Domini Impact Bond FundSM

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Thousands of starfish washed ashore. A little girl began placing them back in the water so they wouldn’t die. “Don’t bother, dear,” her mother said, “it won’t make a difference.” The girl stopped for a moment and looked at the starfish in her hand. “It will make a difference to this one.” Sign up for Domini news and impact updates at domini.com/subscribe

TABLE OF CONTENTS


2		Letter to Shareholders

4		Rethinking the Premise: A Circular Economy

		Fund Performance and Holdings

12		Domini Impact Equity Fund

22		Domini International Opportunities Fund

35		Domini Sustainable Solutions Fund

40		Domini Impact International Equity Fund

51		Domini Impact Bond Fund

72		Expense Example

		Financial Statements

75		Domini Impact Equity Fund

76		Domini International Opportunities Fund

77		Domini Sustainable Solutions Fund

78		Domini Impact International Equity Fund

118		Domini Impact Bond Fund

140		Proxy Voting Information

140		Quarterly Portfolio Schedule Information

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LETTER TO SHAREHOLDERS

Dear Fellow Shareholder,

While suddenly sustainability appears to be everywhere — in the news, in our competitors’ language, in an increasing number of portfolios — it has been at the core of our work at Domini Impact Investments for 30 years. What others call trendy has emerged from the work you, our shareholders, did. It has been developed by the work that we, the impact mutual fund industry, did. And it has been elevated by our combined efforts, which have demonstrated to the world that social, environmental, and financial returns aren’t mutually exclusive.

As continuous innovators, we know there’s always potential for even more progress. This year, we’re primed for it. In 2021, the work of leaders, activists, and investors like you set the stage for an especially productive 2022. Central to our work is a fundamental belief that transparency leads to understanding and that understanding leads to societal action — action to protect our natural ecosystems and to strive for universal human dignity. With the “sudden” popularity of our field, global stock exchanges, the U.S. Securities and Exchange Commission, non-governmental organizations, and companies themselves are standardizing and reporting on an ever-growing number of topics of great use to responsible investors.

We are, and have been since our inception, part of the cast asking for greater transparency in critical matters of people and our planet. We continue to use our unique position to refine and focus the discussion. Our strong emphasis on the importance of forests and Mother Earth’s other solutions to climate change is urgent. The stakes are too high. One by one we find we are bringing in partners among the new converts. Their voices, added to our activism, keep our

forest work moving forward. Gradually these partners are looking at our other initiatives and are not only integrating their thoughts into the investment decision-making process, but are also joining us in direct activism to address working conditions, racial justice, and various other issues.

These past six months have been difficult for Americans and for investors. COVID-19 has not subsided to the point that we wish it had. The diminishment of faith in democracy and growth of authoritarian governments has those of us whose parents survived World War II feeling sick at heart. People like you who do what can be done, by taking the one small step that is matched by so many others, have never been so important. And over the last six months, we have begun to see our collective efforts working. Responsible investors have made a real impact. We have created a world in which global finance, that massive structure which supersedes government, the consumer, and faith in power, has begun to use its presence to do good. This is a day we could only dream of 30 years ago when we launched our first fund.

Thank you for your support as we continue to invest in change. Whether you’ve been with us for 30 years or 30 days, you inspire us to continue to help build a greater and greener future.

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Carole Laible

CEO

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Amy Domini

Founder and Chair

RETHINKING THE PREMISE: A CIRCULAR ECONOMY

The reshaping of an industry often starts with a question: What if?

What if we invested our money in a way that reflected our values?

Over thirty years ago, Amy Domini asked this question and began to rethink the premise of how we invest. She identified companies that cared about environmental sustainability and human dignity. She gave investors the tools to apply socially responsible values to their portfolios. And she told investors: just because you want a seat at the table doesn’t mean you have to take the hand you’re dealt.

Reimagining an industry can seem radical — until it isn’t. From our experience, thirty years is about the length of time needed for the extraordinary to feel ordinary. Suddenly at the forefront of finance, impact investing is everywhere.

Today, it’s no longer a challenge for the financial industry to understand the importance of impact investing as it relates to protecting people and our planet. Instead, the question everyone asks is: how do we address it? Which brings us to the circular economy.

The circular economy gives us an opportunity to deliver on climate commitments and other sustainability objectives. It’s crucial to helping us determine how to address our global challenges. That’s because just as Amy did with investing, the circular economy rethinks the premise. It asks: What if, instead of responding to environmental decay, we avoided creating waste and pollution in the first place? What if we dealt ourselves a different, more sustainable hand?

The EPA defines the circular economy as “a change to the model in which resources are mined, made into products, and then become waste. A circular economy reduces material use, redesigns materials to be less resource intensive, and recaptures ‘waste’ as a resource to manufacture new materials and products.”

At Domini, we factor circular approaches into the way we analyze and engage with companies. We’re excited to share what we’ve learned about this topic with our shareholders so that, together, we can help advance the transition towards a more circular and sustainable way of doing things.

The Throwaway Economy

Despite all the innovation of recent centuries, how we consume things — and get rid of them once we’re done — is only now beginning to evolve. Take the location of our office, which is also our nation’s largest and most densely populated city: New York. In the 1800s, New Yorkers dumped their trash onto

the streets and into surrounding rivers. Piles of waste made the streets smelly and unsanitary. Shoreline debris ruined beaches and obstructed shipping waterways.

The city started to adjust in the 1900s but relied primarily on a series of half-measures — ocean-dumping, incineration, and landfills — to remedy the situation. The waste issue had been moved out of sight, where it could continue to get worse.¹

This challenge, of course, isn’t unique to New York. The entire world takes part in what’s called the throwaway economy. It’s a linear path, and that path ends at the landfill.

LINEAR ECONOMY

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All this waste takes a serious toll. Unbridled resource extraction can result in scarcity and conflict. Inefficient practices — both in production and disposal — are a major driver of climate-warming greenhouse gas emissions. Trash and hazardous refuse are destabilizing ecosystems around the world and reducing biodiversity.²

The costs of the throwaway economy are daunting, but we’re beginning to mount a response. New York, for example, has recently jumped to the forefront of progress. Policymakers, businesses, and non-profits are teaming up to rethink how the city addresses issues like food waste, textile recycling, and climate change.³ New initiatives are giving us a glimpse into a sustainable future.

^1. https://www.newyorker.com/books/page-turner/the-history-of-new-york-told-through-its-trash

^2. https://ellenmacarthurfoundation.org/topics/circular-economy-introduction/overview

^3. https://edc.nyc/article/moving-toward-a-circular-economy-in-nyc

CIRCULAR ECONOMY

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The Building Blocks of The Circular Economy

So what’s the antidote to our linear, throwaway economy? It’s forging a path that’s circular.

When we produce goods, we need to design them so that we’re never really done with them. Everything should be reused and reusable — able to be passed on from consumer to consumer, or broken down and reincorporated into nature. There should be no beginning and end-point for a product. Instead, its cycle just restarts. That’s what a circular economy looks like — and there are a few building blocks that enable this kind of resilient, sustainable system.

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Renewable Energy A circular economy is underpinned by the energy we use to power it. It’s estimated that renewable electricity generation grew by more than 8% globally in 2021. The uptick is cause for optimism, but we have a long way to go. Renewables accounted for about 30% of global energy last year, and continued growth in clean energy is integral to a successful transition.⁴

^4. https://www.iea.org/reports/global-energy-review-2021/renewables

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Reimagined Design Creating a circular economy is, above all, a design challenge. Waste and pollution are not inherent to producing goods, even if it’s what we’ve become accustomed to. A more circular approach would mean companies learn to design goods that can be produced and used without adverse environmental side effects. It’s a big shift — but remember, it’s not unfathomable. Some companies have shown that they’re able to drastically reduce the release of greenhouse gases and hazardous substances from their production processes. Others have found ways to distribute their products in completely biodegradable packaging.⁵These kinds of innovations need to become the rule, not the exception.

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Non-Stop Circulation Some of the items we use on a daily basis are pretty heavy-duty. Chances are, there’s not going to be a biodegradable washing machine on the market any time soon. So how do we ensure that all items fit into a more sustainable approach? Through circulation. Our throwaway economy has made it so that we hold onto expensive, intricate products — phones, computers, appliances, etc. — for just a few years before sending them off to the dump. In a circular economy, longevity becomes the focal point for companies and consumers. Products should be built to last. And once they’re no longer functional, their components should be easy to dismantle and reuse in new products.

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Regenerating Nature Ultimately, the foundation of a circular economy is nature. We can’t simply aim to reduce the toll we take on the environment, although that work is crucially important. We need to actively improve the health of ecosystems — and we can do this by being more conscious of where our products come from and where they go after we’ve used them. Agricultural producers can replace harmful chemical fertilizers with more organic solutions. Companies can return organic matter to the land and environment. These efforts help to replenish the natural resources we need to produce energy and goods, thereby restarting the cycle.

^5. https://www.nytimes.com/wirecutter/blog/ethique-shampoo-bar-review/

Our Circular Approach

Companies’ high-waste, high-pollution practices won’t work long-term. So, at Domini, our in-house research team identifies companies that are implementing circular approaches and supply chains as leaders in their industry. These companies help create a better future — and are more likely to thrive, as businesses, in that future.

With this in mind, our investment standards are explicit about valuing companies that are better positioned to transition into a more sustainable economy. The environmental footprint of products can be lightened by starting with responsibly sourced materials, minimizing the environmental effects of product packaging and use, and encouraging product take-back and recycling. Those companies willing to invest in the research and development necessary to eliminate toxins are providing a long-term benefit to workers and the environment and often produce valuable innovations. Companies have been notably successful in finding nontoxic alternatives to volatile organic compounds used as solvents. The long-term benefits of such decisions can often outweigh short-term costs.

We seek out companies that make substantial use of recycled materials in their manufacturing processes, that have found nontoxic substitutes for toxic chemicals used in manufacturing processes, and that are investing in making their products and services compatible with the ecosystems they affect.

LEVEL OF PLASTIC WASTE IN U.S. MUNICIPAL SOLID WASTE DISPOSAL

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Source: https://www.statista.com/chart/18064/plastic-waste-in-the-us-municipal-solid-waste-disposal/

Company Highlights

We have identified several companies that are paving the way for meaningful waste and pollution reductions in various industries. Here are a few examples:

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Tomra Systems Plastic makes up a huge share of global waste, so it’s crucial that companies and consumers work to keep plastics in circulation for much longer. Tomra, which is based in Norway, is the global leader in recycling machines that enable circular waste management. Its sorting systems allow industrial recyclers to more efficiently separate materials and optimize resource recovery. Its reverse vending machines, where individuals can return glass, cans, and plastic bottles, receive 40 billion empty drink containers for recycling every year.

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Levi Strauss & Co On average, an item of clothing is thrown out after being worn only seven to 10 times. As textile waste approaches 100 million tons per year globally, Levi Strauss & Co has made strides to pursue a more circular future. A major aspect of Levi’s approach is simple but effective: longevity. It has sustained its focus on making clothes that last for many, many wears over several years. Further, the company has begun offering customers more options to keep their denim in use longer, through tailoring and re-sale programs. Its overarching plan is to develop sustainable materials, production methods, and customer programs so that the company is circular-ready by 2025.

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SSAB The discussion around the circular economy often underscores consumer goods, but a range of industrial processes will have to be improved as well. SSAB is a Swedish steel company that has adopted an industry-leading emphasis on sustainability. Its current aim is to deliver fossil-fuel-free steel to the market in 2026 — and, more broadly, to become a fossil-fuel-free company by 2045. Among other circular approaches, SSAB has increased its use of steel scrap and operates some of the most carbon-efficient blast furnaces in the world.

Ecosystems in Focus

We are all interconnected. So are our investments. That’s why Domini is diving deeper into relationships between key ecosystems, companies, and the circular economy.

At Domini, we take a holistic approach to investing and recognize that every ecosystem is affected by the flow of capital. Investments have impacts and implications for all of our social, financial, and environmental systems. Understanding these systems — and ensuring their resilience — is more important than ever. Some examples:

Forests Around the world, forests have been directly and deeply harmed by the throwaway economy. Various industries have hacked away at our world’s forests for land and lumber — with little to no intention of mitigating pollution or regenerating nature.⁶

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Domini launched its Forest Project with the goals of understanding the drivers of forest destruction and encouraging stakeholders to reverse this damage. Forest ecosystems would benefit immensely from a more circular economy. When we analyze and engage with companies, we go beyond asking them to be neutral with respect to the forest. We focus on identifying and promoting business strategies with solutions for forest value creation that we can help to accelerate.

Oceans More than three billion people depend on marine and coastal biodiversity for their livelihoods. Yet, today, our oceans are under severe threat from climate change, toxic pollution, and unsustainable fishing practices.⁷

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Domini has looked closely at the fishing industry — exploring what it means for seafood to be more sustainable and how various initiatives might protect marine ecosystems. Many of the industry’s most pressing issues, like overfishing and plastic contamination, are not likely to improve until stakeholders can implement more circular approaches. Fishing fleets must work to regenerate the nature they affect — and ensure that fish populations, as well as the ecosystems they rely on, are able to become healthier and more resilient.⁸

^6. https://www.weforum.org/agenda/2021/02/ice-age-forest-lost-demand-agriculture

^7. https://www.un.org/en/conf/ocean/background.shtml

^8. https://webgate.ec.europa.eu/fpfis/cms/farnet2/sites/default/files/publication/en_farnetguide17.pdf

360 Degrees of Impact

Impact is when care reaches; the adoption of and investment in circular practices represent 360-degrees of caring. By identifying companies at the forefront of sustainable innovation and transformation, understanding the relationships between ecosystems and organizations, and implementing standards, we work to ensure a more sustainable tomorrow today, help fuel prosperity for our future, and pave the way to make “investing for good” the way all investing is done.

An investment in the Domini Funds is not a bank deposit and not insured. Investing involves risk, including possible loss of principal. The market value of Fund investments will fluctuate. The Domini Impact Equity Fund is subject to certain risks including impact investing, portfolio management, information, market, recent events, and mid- to large-cap companies risks. The Domini International Opportunities Fund is subject to certain risks including foreign investing, geographic focus, country, currency, impact investing, and portfolio management risks. The Domini Sustainable Solutions Fund is subject to certain risks including sustainable investing, portfolio management, information, market, recent events, mid- to large-cap companies and small-cap companies risks. The Domini Impact International Equity Fund is subject to certain risks including foreign investing, emerging markets, geographic focus, country, currency, impact investing, and portfolio management risks. Investing internationally involves special risks, such as currency fluctuations, social and economic instability, differing securities regulations and accounting standards, limited public information, possible changes in taxation, and periods of illiquidity. These risks may be heightened in connection with investments in emerging market countries. The Domini Impact Bond Fund is subject to certain risks including impact investing, portfolio management, style, information, market, recent events, interest rate and credit risks.

The Adviser’s evaluation of environmental and social factors in its investment selections and the timing of the Subadviser’s implementation of the Adviser’s investment selections will affect the Funds’ exposure to certain issuers, industries, sectors, regions, and countries and may impact the relative financial performance of a Fund depending on whether such investments are in or out of favor. The value of your investment may decrease if the Adviser’s or Subadviser’s judgement about Fund investments does not produce the desired results. There is a risk that information used by the Adviser to evaluate environmental and social factors, may not be readily available or complete, which could negatively impact the Adviser’s ability to evaluate such factors and Fund performance.

As of 1/31/22, Tomra Systems ASA and SSAB represented 1.07% and 0.05% of the Domini Sustainable Solutions Fund’s portfolio and Domini International Opportunities Fund’s portfolio, respectively. As of 1/31/22, Levi Strauss & Co was not held by any of the Domini Funds. The composition of the Fund’s portfolio is subject to change. As of 1/31/22, the following company, Ethique was not publicly traded and therefore not held in any of the Domini Funds. The Domini Funds maintain portfolio holdings disclosure policies that govern the timing and circumstances of disclosure to shareholders and third parties of information regarding the portfolio investments held by the Funds.

This report is not authorized for distribution to prospective investors of the Domini Funds referenced herein unless preceded or accompanied by a current prospectus for the relevant Fund. Nothing herein is to be considered a recommendation concerning the merits of any noted company, or an offer of sale or solicitation of an offer to buy shares of any Fund or company referenced herein. Such offering is only made by prospectus, which includes details as to the offering price and other material information. Carefully consider the Funds’ investment objectives, risk factors and charges and expenses before investing. This and other important information can be found in the Funds’ prospectus, which may be obtained by calling 1-800-582-6757 or at domini.com.

The Domini Funds are only offered for sale in the United States. DSIL Investment Services LLC, Distributor, Member FINRA. Domini Impact Investments LLC is the Funds’ Adviser. The Funds are subadvised by unafilliated entities. 3/22

DOMINI IMPACT EQUITY FUND

Fund Performance and Holdings

The table and bar charts below provide information as of January 31, 2022, about the ten largest holdings of the Domini Impact Equity Fund and its portfolio holdings by industry sector:

TEN LARGEST HOLDING (Unaudited)



SECURITY DESCRIPTION	% NET ASSETS		SECURITY DESCRIPTION	% NET ASSETS

Apple, Inc.		8.8%	NVIDIA Corp.		1.9%

Microsoft Corp.		7.6%	Home Depot, Inc. (The)		1.3%

Alphabet, Inc. Class A		5.0%	Procter & Gamble Co. (The)		1.3%

Amazon.com, Inc.		4.3%	Visa, Inc. Class A		1.2%

Tesla, Inc.		2.5%	Mastercard, Inc. Class A		1.1%

PORTFOLIO HOLDINGS BY INDUSTRY SECTOR (% OF NET ASSETS) (Unaudited)

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The holdings mentioned above are described in the Fund’s Portfolio of Investments as of 01/31/2022, included herein. The composition of the Fund’s portfolio is subject to change.

The Global Industry Classification Standard (“GICS”) was developed by and is the exclusive property and a service mark of MSCI Inc. (“MSCI”) and Standard & Poor’s, a division of The McGraw-Hill Companies, Inc. (“S&P”) and is licensed for use by Domini Impact Investments. Neither MSCI, S&P nor any third party involved in making or compiling the GICS or any GICS classifications makes any express or implied warranties or representations with respect to such standard or classification nor shall any such party have any liability therefrom.



DOMINI IMPACT EQUITY FUND

AVERAGE ANNUAL TOTAL RETURNS As of 1/31/2022 (Unaudited)	Investor shares	Class A shares (with 4.75% maximum Sales Charge)	Class A shares (without Sales Charge)	Institutional shares	Class Y shares	S&P 500

1 Year	11.61%	6.33%	11.63%	11.99%	11.97%	23.29%

5 Year	14.60%	13.50%	14.61%	15.00%	14.91%	16.78%

10 Year	12.68%	12.13%	12.68%	13.09%	13.02%	15.43%

NOTE: The Fund’s current investment strategy commenced on December 1, 2018 with SSGA Funds Management, Inc as its subadviser. Performance information for periods prior to December 1, 2018 reflects the investment strategies employed during those periods.

Past performance is no guarantee of future results. The Fund’s returns quoted above represent past performance after all expenses. The returns reflect any applicable expense waivers in effect during the periods shown. Without such waivers, Fund performance would be lower. Investment return, principal value, and yield will fluctuate. Your shares, when redeemed, may be worth more or less than their original cost. Call 1-800-582-6757 or visit www.domini.com for performance information current to the most recent month-end, which may be lower or higher than the performance data quoted. A 2.00% redemption fee applied on sales or exchanges of shares made less than 30 days after the settlement of purchase or acquisition through exchange, with certain exceptions. The redemption fee was waived by the Fund’s Board of Trustees and was no longer imposed by the Fund effective August 16, 2021. Quoted performance data does not reflect the deduction of this fee, which would reduce the performance quoted. See the prospectus for further information.

Per the prospectus dated November 30, 2021, the Fund’s annual operating expenses totaled 1.09% and 0.74% (gross and net) for Investor and Institutional shares, respectively, and 1.31%/1.09% and 1.05%/0.80% (gross/net) for Class A and Class Y shares, respectively. The Fund’s adviser has contractually agreed to waive certain fees and/or reimburse certain ordinary operating expenses in order to limit Investor, Class A, Institutional, and Class Y share expenses to 1.09%, 1.09%, 0.74% and 0.80%, respectively. These expense limitations are in effect through November 30, 2022, absent an earlier modification approved by the Funds’ Board of Trustees.

The table does not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Total return for the Fund is based on the Fund’s net asset values and assumes all dividend and capital gains were reinvested.

An investment in the Fund is not a bank deposit and is not insured. The Fund is subject to certain risks, including impact investing, portfolio management, information, market, recent events, and mid- to large-cap companies risks. You may lose money.

The Standard & Poor’s 500 Index (S&P 500) is an unmanaged index of common stocks. Investors cannot invest directly in the S&P 500.

DOMINI IMPACT EQUITY FUND

PORTFOLIOOF INVESTMENTS

January 31, 2022 (Unaudited)


SECURITY	SHARES		VALUE
*Long Term Investments – 99.3%*
*Common Stocks – 99.3%*
*Communication Services – 10.1%*
Alphabet, Inc., Class A (a)		19,450	$	52,633,061
Altice USA, Inc., Class A (a)		8,300		119,686
AT&T, Inc.		243,285		6,203,767
Charter Communications, Inc., Class A (a)		3,958		2,348,440
Comcast Corp., Class A		154,121		7,704,509
Electronic Arts, Inc.		9,718		1,289,190
Lumen Technologies, Inc.		33,100		409,116
Match Group, Inc. (a)		9,100		1,025,570
Netflix, Inc. (a)		14,938		6,380,617
New York Times Co. (The), Class A		93,026		3,723,831
Omnicom Group, Inc.		7,400		557,664
Pinterest, Inc., Class A (a)		19,300		570,508
Roku, Inc. (a)		4,000		656,200
SoftBank Group Corp. ADR		78,173		1,729,968
Spotify Technology SA (a)		3,900		765,414
Take-Two Interactive Software, Inc. (a)		3,981		650,257
TELUS Corp.		45,694		1,075,180
T-Mobile US, Inc. (a)		20,200		2,185,034
Verizon Communications, Inc.		125,495		6,680,099
Walt Disney Co. (The) (a)		61,793		8,834,545

				105,542,656


*Consumer Discretionary – 12.4%*
Advance Auto Parts, Inc.		2,057		476,216
Amazon.com, Inc. (a)		14,884		44,525,040
Aptiv PLC (a)		9,100		1,242,878
Best Buy Co., Inc.		7,649		759,393
BorgWarner, Inc.		8,400		368,340
Bright Horizons Family Solutions, Inc. (a)		2,000		256,820
Chegg, Inc. (a)		69,618		1,842,788
Chipotle Mexican Grill, Inc. (a)		917		1,362,277
Cie Generale des Etablissements Michelin SCA ADR		27,250		909,333
Dollar General Corp.		7,900		1,646,992
eBay, Inc.		20,400		1,225,428
Etsy, Inc. (a)		4,300		675,444
Garmin, Ltd.		5,246		652,707
Gildan Activewear, Inc.		6,800		270,844
Home Depot, Inc. (The)		35,951		13,193,298
Lowe’s Cos., Inc.		23,541		5,587,456
MercadoLibre, Inc. (a)		1,650		1,867,899
NIKE, Inc., Class B		43,149		6,389,072
NIO, Inc. ADR (a)		47,200		1,156,872
NVR, Inc. (a)		110		585,994
O’Reilly Automotive, Inc. (a)		2,300		1,499,025
Peloton Interactive, Inc., Class A (a)		8,900		243,237
Sony Group Corp. ADR		42,155		4,707,027
Starbucks Corp.		40,267		3,959,051
Tapestry, Inc.		9,300		352,935

DOMINI IMPACT EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


SECURITY	SHARES		VALUE

*Consumer Discretionary* (Continued)
Target Corp.		16,551	$	3,648,337
Tesla, Inc. (a)		27,933		26,165,400
TJX Cos., Inc.		38,000		2,734,860
Ulta Beauty, Inc. (a)		1,798		654,005
VF Corp.		11,800		769,478
Williams-Sonoma, Inc.		2,600		417,404

				130,145,850


*Consumer Staples – 5.6%*
AppHarvest, Inc. (a)		262,185		783,933
Campbell Soup Co.		6,491		286,383
Church & Dwight Co., Inc.		8,212		842,962
Clorox Co. (The)		4,100		688,226
Colgate-Palmolive Co.		28,725		2,368,376
Costco Wholesale Corp.		15,003		7,578,465
Estee Lauder Cos., Inc. (The), Class A		7,377		2,300,075
General Mills, Inc.		20,699		1,421,607
JM Smucker Co. (The)		3,746		526,613
Keurig Dr Pepper, Inc.		25,200		956,340
Kimberly-Clark Corp.		11,318		1,557,923
Kraft Heinz Co. (The)		22,123		792,003
Kroger Co. (The)		23,311		1,016,127
Lamb Weston Holdings, Inc.		4,900		314,629
L’Oreal SA ADR		35,500		3,022,470
McCormick & Co., Inc.		8,800		882,728
Mondelez International, Inc., Class A		47,147		3,160,263
PepsiCo, Inc.		46,931		8,143,467
Procter & Gamble Co. (The)		81,825		13,128,821
SunOpta, Inc. (a)		314,322		1,647,047
Sysco Corp.		16,503		1,289,710
Unilever PLC ADR		85,685		4,403,352
Walgreens Boots Alliance, Inc.		24,248		1,206,581

				58,318,101


*Financials – 9.8%*
Aflac, Inc.		20,315		1,276,188
AGNC Investment Corp.		18,200		270,998
Allstate Corp.		9,500		1,146,365
American Express Co.		19,648		3,533,103
Annaly Capital Management, Inc.		47,900		378,410
Aon PLC, Class A		7,000		1,935,080
Banco do Brasil SA ADR		49,300		302,455
Bank of America Corp.		243,054		11,214,512
Bank of Montreal		21,231		2,402,925
Bank of New York Mellon Corp. (The)		25,300		1,499,278
Bank of Nova Scotia (The)		39,266		2,825,581
BlackRock, Inc.		4,734		3,895,798
Canadian Imperial Bank of Commerce		14,600		1,832,592
Capital One Financial Corp.		14,318		2,100,880

DOMINI IMPACT EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


SECURITY	SHARES		VALUE

*Financials* (Continued)
Cboe Global Markets, Inc.		3,700	$	438,561
Charles Schwab Corp. (The)		51,578		4,523,391
Chubb, Ltd.		12,587		2,483,163
Cincinnati Financial Corp.		5,411		637,578
Citigroup, Inc.		67,308		4,383,097
CME Group, Inc.		11,998		2,753,541
Comerica, Inc.		4,654		431,798
Discover Financial Services		9,700		1,122,775
DNB Bank ASA ADR		30,840		737,076
East West Bancorp, Inc.		4,800		414,432
Equitable Holdings, Inc.		13,200		444,048
Everest Re Group, Ltd.		1,300		368,420
FactSet Research Systems, Inc.		1,300		548,457
Fifth Third Bancorp		23,456		1,046,841
First Republic Bank		6,100		1,058,899
Hartford Financial Services Group, Inc. (The)		11,293		811,628
Huntington Bancshares, Inc.		47,600		716,856
Intercontinental Exchange, Inc.		18,995		2,405,907
Invesco, Ltd.		13,803		312,776
KeyCorp		30,900		774,354
London Stock Exchange Group PLC ADR		47,500		1,178,000
M&T Bank Corp.		4,300		728,334
Markel Corp. (a)		450		554,733
MarketAxess Holdings, Inc.		1,300		447,824
Marsh & McLennan Cos., Inc.		17,030		2,616,489
MetLife, Inc.		21,800		1,461,908
Moody’s Corp.		5,514		1,891,302
Morgan Stanley		47,659		4,886,954
MSCI, Inc.		2,705		1,450,205
Nasdaq, Inc.		3,900		698,919
Northern Trust Corp.		6,600		769,824
PNC Financial Services Group, Inc. (The)		14,349		2,955,751
Principal Financial Group, Inc.		8,700		635,622
Progressive Corp. (The)		19,858		2,157,770
Prudential Financial, Inc.		12,761		1,423,745
Raymond James Financial, Inc.		6,450		682,861
Regions Financial Corp.		31,528		723,252
S&P Global, Inc.		8,198		3,403,974
T Rowe Price Group, Inc.		7,411		1,144,481
Toronto-Dominion Bank (The)		60,717		4,859,181
Travelers Cos., Inc. (The)		8,216		1,365,335
Truist Financial Corp.		45,102		2,833,308
US Bancorp		44,916		2,613,662

				102,511,197


*Health Care – 12.5%*
AbbVie, Inc.		59,552		8,152,073
ABIOMED, Inc. (a)		1,600		473,392
Agilent Technologies, Inc.		10,400		1,448,928

DOMINI IMPACT EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


SECURITY	SHARES		VALUE

*Health Care* (Continued)
Alcon, Inc.		17,362	$	1,333,054
Align Technology, Inc. (a)		2,500		1,237,400
Alnylam Pharmaceuticals, Inc. (a)		4,100		564,160
Amgen, Inc.		19,119		4,342,690
Becton Dickinson and Co.		9,651		2,452,705
Biogen, Inc. (a)		4,967		1,122,542
BioMarin Pharmaceutical, Inc. (a)		6,300		558,369
Bio-Rad Laboratories, Inc., Class A (a)		700		419,811
Bio-Techne Corp.		1,400		526,974
Bristol-Myers Squibb Co.		75,101		4,873,304
Catalent, Inc. (a)		5,900		613,187
Cerner Corp.		9,823		895,858
Cooper Cos., Inc. (The)		1,700		677,110
CSL, Ltd. ADR		30,900		2,857,323
Danaher Corp.		21,915		6,263,088
DENTSPLY SIRONA, Inc.		7,516		401,505
DexCom, Inc. (a)		11,750		5,058,140
Edwards Lifesciences Corp. (a)		21,072		2,301,062
Exact Sciences Corp. (a)		32,211		2,459,632
Genmab A/S ADR (a)		21,800		742,944
Gilead Sciences, Inc.		42,846		2,942,663
GlaxoSmithKline PLC ADR		84,025		3,766,001
Guardant Health, Inc. (a)		3,300		229,515
Henry Schein, Inc. (a)		4,800		361,440
Hologic, Inc. (a)		80,421		5,648,771
IDEXX Laboratories, Inc. (a)		2,819		1,430,079
Illumina, Inc. (a)		5,349		1,865,838
Incyte Corp. (a)		6,500		483,145
Inspire Medical Systems, Inc. (a)		15,677		3,469,163
Insulet Corp. (a)		2,300		570,400
Koninklijke Philips NV		30,776		1,024,225
Masimo Corp. (a)		1,800		395,766
Merck & Co., Inc.		85,835		6,993,836
Mettler-Toledo International, Inc. (a)		790		1,163,417
Moderna, Inc. (a)		11,800		1,998,094
Neurocrine Biosciences, Inc. (a)		3,100		244,962
Novo Nordisk A/S ADR		55,578		5,550,575
Organon & Co.		8,823		281,542
PerkinElmer, Inc.		3,900		671,463
Pfizer, Inc.		190,970		10,062,209
QIAGEN N.V. (a)		7,600		376,124
Quest Diagnostics, Inc.		4,115		555,607
Regeneron Pharmaceuticals, Inc. (a)		3,542		2,155,626
ResMed, Inc.		4,946		1,130,656
Sanofi ADR		74,216		3,859,232
Seagen, Inc. (a)		36,816		4,952,120
STERIS PLC		3,500		785,400
Stryker Corp.		11,228		2,785,105
Teladoc Health, Inc. (a)		26,633		2,043,018

DOMINI IMPACT EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


SECURITY	SHARES		VALUE

*Health Care* (Continued)
Teleflex, Inc.		1,500	$	465,285
Thermo Fisher Scientific, Inc.		13,388		7,782,444
Veeva Systems, Inc., Class A (a)		4,806		1,136,811
Vertex Pharmaceuticals, Inc. (a)		8,643		2,100,681
Waters Corp. (a)		1,963		628,396
West Pharmaceutical Services, Inc.		2,500		983,050

				130,667,910


*Industrials – 6.4%*
ABB, Ltd. ADR		57,600		2,002,752
Allegion PLC		3,100		380,463
Ameresco, Inc., Class A (a)		114,019		5,770,502
AO Smith Corp.		4,500		343,890
Assa Abloy AB ADR		66,242		904,203
Brambles, Ltd. ADR		25,600		349,440
Carrier Global Corp.		29,200		1,392,256
CH Robinson Worldwide, Inc.		4,200		439,530
Cintas Corp.		3,000		1,174,590
Copart, Inc. (a)		7,100		917,675
CoStar Group, Inc. (a)		13,710		961,894
Cummins, Inc.		4,941		1,091,368
Deere & Co.		9,445		3,555,098
Deutsche Post AG ADR		34,037		2,040,859
Donaldson Co., Inc.		4,000		222,640
Emerson Electric Co.		20,126		1,850,586
Expeditors International of Washington, Inc.		5,900		675,432
Fastenal Co.		19,358		1,097,211
Fortune Brands Home & Security, Inc.		4,800		452,016
Generac Holdings, Inc. (a)		2,100		592,998
Graco, Inc.		5,700		413,592
Hubbell, Inc.		1,800		337,122
IAA, Inc. (a)		4,400		202,092
IDEX Corp.		2,600		560,144
IHS Markit, Ltd.		12,194		1,424,137
Illinois Tool Works, Inc.		9,452		2,211,012
Ingersoll Rand, Inc.		12,969		728,987
JB Hunt Transport Services, Inc.		2,800		539,112
JetBlue Airways Corp. (a)		10,288		150,513
Johnson Controls International PLC		23,936		1,739,429
Lennox International, Inc.		1,200		340,344
Masco Corp.		8,100		512,973
Nidec Corp. ADR		68,956		1,521,169
Nordson Corp.		1,800		418,572
Old Dominion Freight Line, Inc.		3,500		1,056,755
Otis Worldwide Corp.		14,300		1,221,649
Owens Corning		3,633		322,247
PACCAR, Inc.		10,600		985,694
Pentair PLC		5,500		350,350
Plug Power, Inc. (a)		19,000		415,530

DOMINI IMPACT EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


SECURITY	SHARES		VALUE

*Industrials* (Continued)
RELX PLC ADR		64,900	$	1,987,887
Rockwell Automation, Inc.		3,972		1,148,782
Roper Technologies, Inc.		3,557		1,554,978
Schneider Electric SE ADR		95,800		3,226,544
Siemens AG ADR		55,236		4,360,330
Snap-on, Inc.		1,700		354,025
Stanley Black & Decker, Inc.		5,654		987,471
Toro Co. (The)		3,700		357,346
Trane Technologies PLC		8,007		1,386,012
Trex Co., Inc. (a)		4,000		365,880
United Parcel Service, Inc., Class B		24,893		5,033,614
United Rentals, Inc. (a)		2,500		800,300
Vestas Wind Systems A/S ADR		98,600		881,188
Westinghouse Air Brake Technologies Corp.		6,191		550,380
Wolters Kluwer NV ADR		8,700		886,269
WW Grainger, Inc.		1,470		727,812
Xylem, Inc.		6,300		661,626

				66,937,270


*Information Technology – 37.1%*
Accenture PLC, Class A		22,400		7,920,192
Adobe, Inc. (a)		16,161		8,634,822
Advanced Micro Devices, Inc. (a)		40,950		4,678,537
Analog Devices, Inc.		18,211		2,986,058
Apple, Inc.		527,996		92,283,141
Applied Materials, Inc.		30,602		4,228,584
ASML Holding NV		13,800		9,345,360
Atlassian Corp. PLC, Class A (a)		4,600		1,491,964
Autodesk, Inc. (a)		20,177		5,040,013
Automatic Data Processing, Inc.		14,368		2,962,251
Broadcom, Inc.		13,513		7,916,996
Cadence Design Systems, Inc. (a)		9,384		1,427,682
Cerence, Inc. (a)		32,222		2,045,775
Cisco Systems, Inc.		132,591		7,381,341
Crowdstrike Holdings, Inc., Class A (a)		6,600		1,192,224
DocuSign, Inc. (a)		19,689		2,476,286
Dropbox, Inc., Class A (a)		10,500		259,875
Enphase Energy, Inc. (a)		48,960		6,877,411
First Solar, Inc. (a)		2,900		227,302
Fiserv, Inc. (a)		20,600		2,177,420
Five9, Inc. (a)		2,300		289,110
Infineon Technologies AG ADR		41,500		1,710,630
Intel Corp.		138,079		6,741,017
International Business Machines Corp.		30,566		4,082,701
Intuit, Inc.		9,422		5,231,377
KLA Corp.		5,110		1,989,170
Lam Research Corp.		4,800		2,831,616
Mastercard, Inc., Class A		29,352		11,341,026
Micron Technology, Inc.		38,100		3,134,487

DOMINI IMPACT EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


SECURITY	SHARES		VALUE

*Information Technology* (Continued)
Microsoft Corp.		255,561	$	79,474,360
NetApp, Inc.		7,708		666,819
NortonLifeLock, Inc.		18,400		478,584
NVIDIA Corp.		81,708		20,007,021
Okta, Inc. (a)		5,000		989,450
Palo Alto Networks, Inc. (a)		14,480		7,491,952
Paychex, Inc.		10,931		1,287,235
Paycom Software, Inc. (a)		1,700		570,010
PayPal Holdings, Inc. (a)		40,000		6,877,600
QUALCOMM, Inc.		38,000		6,678,880
salesforce.com, Inc. (a)		32,234		7,498,595
ServiceNow, Inc. (a)		6,800		3,983,304
Shopify, Inc., Class A (a)		3,800		3,664,112
Snowflake, Inc., Class A (a)		9,100		2,510,690
Splunk, Inc. (a)		5,600		693,952
STMicroelectronics NV		120,949		5,677,346
Synopsys, Inc. (a)		5,243		1,627,951
Texas Instruments, Inc.		31,452		5,645,319
Twilio, Inc., Class A (a)		5,600		1,154,272
Ultra Clean Holdings, Inc. (a)		75,874		3,825,567
Visa, Inc., Class A		56,800		12,846,456
VMware, Inc., Class A		6,696		860,302
WEX, Inc. (a)		1,516		244,046
Workday, Inc., Class A (a)		6,500		1,644,565
Zoom Video Communications, Inc., Class A (a)		20,047		3,092,851

				388,395,607


*Materials – 2.1%*
Air Liquide SA ADR		79,500		2,711,268
Air Products and Chemicals, Inc.		7,559		2,132,545
AptarGroup, Inc.		2,100		246,330
Avery Dennison Corp.		2,900		595,718
CRH PLC ADR		25,800		1,300,578
Ecolab, Inc.		8,648		1,638,364
International Paper Co.		13,700		661,025
Linde PLC		17,430		5,554,592
Novozymes A/S ADR		6,937		475,184
Nucor Corp.		9,492		962,489
PPG Industries, Inc.		8,042		1,256,160
Sherwin-Williams Co. (The)		8,192		2,347,090
Smurfit Kappa Group PLC ADR		8,400		445,788
Steel Dynamics, Inc.		6,400		355,328
Vulcan Materials Co.		4,344		826,707
Westrock Co.		8,885		410,132

				21,919,298


*Real Estate – 2.8%*
Alexandria Real Estate Equities, Inc.		5,286		1,029,924
American Tower Corp.		15,509		3,900,514

DOMINI IMPACT EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


SECURITY	SHARES		VALUE

*Real Estate* (Continued)
Boston Properties, Inc.		4,946	$	554,348
CBRE Group, Inc., Class A (a)		10,822		1,096,701
Crown Castle International Corp.		14,622		2,668,661
Digital Realty Trust, Inc.		9,592		1,431,414
Duke Realty Corp.		12,900		745,362
Equinix, Inc.		3,031		2,197,172
Equity LifeStyle Properties, Inc.		5,700		446,253
Essex Property Trust, Inc.		2,200		731,500
Extra Space Storage, Inc.		4,500		891,855
Federal Realty Investment Trust		2,500		318,725
Host Hotels & Resorts, Inc. (a)		23,922		414,807
Kilroy Realty Corp.		3,700		236,800
Mid-America Apartment Communities, Inc.		4,000		826,720
Prologis, Inc.		25,195		3,951,080
Public Storage		5,177		1,856,110
Realty Income Corp.		18,921		1,313,307
SBA Communications Corp.		3,707		1,206,406
Simon Property Group, Inc.		11,100		1,633,920
UDR, Inc.		10,169		578,006
Ventas, Inc.		13,063		692,600
WP Carey, Inc.		6,300		488,880
Zillow Group, Inc., Class A (a)		7,100		354,006

				29,565,071


*Utilities – 0.5%*
Alliant Energy Corp.		8,600		514,796
Consolidated Edison, Inc.		12,061		1,042,674
Eversource Energy		11,458		1,025,376
Fortis, Inc.		15,700		746,221
National Grid PLC ADR		24,419		1,787,227
SSE PLC ADR		36,700		798,225

				5,914,519


*Total Investments – 99.3%* (Cost $596,810,547)			1,039,917,479

*Other Assets, less liabilities – 0.7%*			7,635,147


*Net Assets – 100.0%*			$1,047,552,626

(a) Non-income producing security.

Abbreviations

ADR — American Depositary Receipt

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI INTERNATIONAL OPPORTUNITIES FUND

Fund Performance and Holdings

The table and bar charts below provide information as of January 31, 2022, about the ten largest holdings of the Domini International Opportunities Fund and its portfolio holdings by industry sector and country:

TEN LARGEST HOLDINGS (Unaudited)



SECURITY DESCRIPTION	% NET ASSETS		SECURITY DESCRIPTION	% NET ASSETS

ASML Holding NV		3.2%	Toronto-Dominion Bank (The)		1.6%

Toyota Motor Corp.		2.5%	Sony Group Corp.		1.6%

Novartis AG		2.3%	Unilever PLC		1.5%

Novo Nordisk A/S Class B		1.9%	Siemens AG		1.5%

Linde PLC		1.9%	AIA Group, Ltd.		1.5%

PORTFOLIO HOLDINGS BY INDUSTRY SECTOR (% OF NET ASSETS) (Unaudited)

LOGO

PORTFOLIO HOLDINGS BY COUNTRY (% OF NET ASSETS) (Unaudited)

LOGO

The holdings mentioned above are described in the Fund’s Portfolio of Investments as of 01/31/2022, included herein. The composition of the Fund’s portfolio is subject to change.

* Other countries include Italy 0.9%, Norway 0.8%, Argentina 0.7%, Belgium 0.4%, Austria 0.4%, South Africa 0.3%, New Zealand 0.3%, South Korea 0.2%, Luxembourg 0.1% and Hungary 0.1%



DOMINI INTERNATIONAL OPPORTUNITIES FUND

AVERAGE ANNUAL TOTAL RETURNS As of 1/31/2022 (Unaudited)	Investor shares	Institutional shares	MSCI EAFE (net)

1 Year	3.24%	3.54%	7.03%

5 Year	N/A	N/A	N/A

10 Year	N/A	N/A	N/A

Since Inception (11/30/2020)	4.78%	5.04%	7.93%

Per the prospectus dated November 30, 2021, the Fund’s (gross/net) annual operating expenses totaled 4.88%/1.40% and 2.00%/1.15% for the Investor and Institutional Class shares, respectively. The Fund’s adviser has contractually agreed to waive certain fees and/or reimburse certain ordinary operating expenses in order to limit Investor and Institutional share expenses to 1.40% and 1.15%, respectively. These expense limitations are in effect through November 30, 2022, absent an earlier modification approved by the Funds’ Board of Trustees.

The table does not reflect the deduction of fees and taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Total return is based on the Fund’s net asset values and assumes all dividends and capital gains were reinvested.

An investment in the Fund is not a bank deposit and is not insured. The Fund is subject to certain risks, including, foreign investing, geographic focus, country, currency, impact investing, portfolio management and information risks. Investing internationally involves special risks, such as currency fluctuations, social and economic instability, differing securities regulations and accounting standards, limited public information, possible changes in taxation, and periods of illiquidity. You may lose money.

The Morgan Stanley Capital International Europe Australasia Far East (MSCI EAFE) index (net) is an unmanaged index of common stocks. MSCI EAFE (net) includes the reinvestment of dividends net of withholding tax, but does not reflect other fees, expenses or taxes. It is not available for direct investment.

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS

January 31, 2022 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Long Term Investments – 99.8%*
*Common Stocks – 99.8%*
*Argentina – 0.7%*
MercadoLibre, Inc. (a)	Retailing		148	$	167,545

					167,545


*Australia – 2.7%*
APA Group	Utilities		3,442		23,261
ASX, Ltd.	Diversified Financials		562		33,214
Brambles, Ltd.	Commercial & Professional Services		4,200		28,752
Cochlear, Ltd.	Health Care Equipment & Services		733		100,163
CSL, Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		1,349		249,009
Dexus	Real Estate		3,114		22,589
Fortescue Metals Group, Ltd.	Materials		5,170		72,341
GPT Group (The)	Real Estate		5,564		19,647
Magellan Financial Group, Ltd.	Diversified Financials		418		5,542
Mirvac Group	Real Estate		11,458		21,158
Reece, Ltd.	Capital Goods		859		13,215
Stockland	Real Estate		6,413		18,420
Transurban Group	Transportation		9,043		79,605

					686,916


*Austria – 0.4%*
Erste Group Bank AG	Banks		950		44,307
Mondi PLC	Materials		1,427		35,616
Verbund AG	Utilities		192		20,290

					100,213


*Belgium – 0.4%*
Elia Group SA	Utilities		83		11,176
Etablissements Franz Colruyt NV	Food & Staples Retailing		147		5,958
KBC Group NV	Banks		827		71,767
Umicore SA	Materials		565		21,342

					110,243


*Canada – 2.2%*
Fortis, Inc.	Utilities		1,466		69,600
Saputo, Inc.	Food, Beverage & Tobacco		800		17,921
SunOpta, Inc. (a)	Food, Beverage & Tobacco		9,412		49,319
Toronto-Dominion Bank (The)	Banks		5,239		419,392

					556,232


*China – 1.0%*
BYD Co., Ltd., Class H	Automobiles & Components		4,860		143,735
NIO, Inc. ADR (a)	Automobiles & Components		4,120		100,981

					244,716

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Denmark – 3.9%*
Ambu A/S, Class B	Health Care Equipment & Services		635	$	13,426
Chr Hansen Holding A/S	Materials		300		24,007
Coloplast A/S, Class B	Health Care Equipment & Services		365		52,965
Demant A/S (a)	Health Care Equipment & Services		284		12,538
DSV A/S	Transportation		573		116,172
Genmab A/S (a)	Pharmaceuticals, Biotechnology & Life Sciences		191		64,901
GN Store Nord A/S	Health Care Equipment & Services		372		22,463
Novo Nordisk A/S, Class B	Pharmaceuticals, Biotechnology & Life Sciences		4,833		479,694
Novozymes A/S, Class B	Materials		600		41,100
Orsted A/S	Utilities		528		56,134
Rockwool International A/S, Class B	Capital Goods		37		14,141
Vestas Wind Systems A/S	Capital Goods		3,139		84,759

					982,300


*Finland – 1.5%*
Kesko OYJ, Class B	Food & Staples Retailing		997		31,420
Kone OYJ, Class B	Capital Goods		1,071		69,211
Nokia Oyj (a)	Technology Hardware & Equipment		15,581		92,717
Nordea Bank Abp	Banks		10,145		120,378
Sampo OYJ, Class A	Insurance		1,239		61,361

					375,087


*France – 8.6%*
Adevinta ASA (a)	Media & Entertainment		793		8,299
Aeroports de Paris (a)	Transportation		95		12,863
Air Liquide SA	Materials		1,406		239,985
Amundi SA	Diversified Financials		179		13,884
BioMerieux	Health Care Equipment & Services		119		13,924
BNP Paribas SA	Banks		3,397		241,981
Capgemini SE	Software & Services		469		105,209
Carrefour SA	Food & Staples Retailing		1,745		33,138
Cie Generale des Etablissements Michelin SCA	Automobiles & Components		480		80,140
Credit Agricole SA	Banks		4,363		65,496
Edenred	Software & Services		733		31,415
Eiffage SA	Capital Goods		232		24,324
Gecina SA	Real Estate		160		21,663
Getlink SE	Transportation		1,236		19,455
Hermes International	Consumer Durables & Apparel		101		151,313
Kering SA	Consumer Durables & Apparel		217		161,695
Legrand SA	Capital Goods		776		78,804
L’Oreal SA	Household & Personal Products		619		263,827
Nexans SA	Capital Goods		811		73,126
Orange SA	Telecommunication Services		5,912		69,299
Rexel SA	Capital Goods		857		19,061

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*France* (Continued)
Sanofi	Pharmaceuticals, Biotechnology & Life Sciences		3,226	$	336,581
Sartorius Stedim Biotech	Pharmaceuticals, Biotechnology & Life Sciences		71		31,066
SEB SA	Consumer Durables & Apparel		85		12,872
Unibail-Rodamco-Westfield (a)	Real Estate		300		22,809
Valeo	Automobiles & Components		568		15,863
Worldline SA (a)	Software & Services		668		32,307

					2,180,399


*Germany – 10.5%*
adidas AG	Consumer Durables & Apparel		514		140,743
Allianz SE	Insurance		1,228		314,604
Aroundtown SA	Real Estate		2,930		18,058
Beiersdorf AG	Household & Personal Products		288		28,583
Carl Zeiss Meditec AG	Health Care Equipment & Services		107		17,170
Deutsche Boerse AG	Diversified Financials		542		96,132
Deutsche Post AG	Transportation		2,935		176,245
Encavis AG	Utilities		5,857		92,067
Henkel AG & Co. KGaA	Household & Personal Products		851		67,092
Infineon Technologies AG	Semiconductors & Semiconductor Equipment		3,573		148,055
Knorr-Bremse AG	Capital Goods		192		19,424
LEG Immobilien SE	Real Estate		211		27,930
Merck KGaA	Pharmaceuticals, Biotechnology & Life Sciences		382		83,589
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen	Insurance		637		201,225
Nordex SE (a)	Capital Goods		6,855		109,764
Puma SE	Consumer Durables & Apparel		295		31,482
SAP SE	Software & Services		2,994		374,811
Sartorius AG, Pfd Shares	Health Care Equipment & Services		107		57,641
Siemens AG	Capital Goods		2,405		381,011
Siemens Energy AG (a)	Capital Goods		1,277		28,661
Siemens Healthineers AG	Health Care Equipment & Services		820		52,580
Symrise AG	Materials		379		45,191
Vonovia SE	Real Estate		1,695		96,329
Zalando SE (a)	Retailing		660		52,269

					2,660,656


*Hong Kong – 2.6%*
AIA Group, Ltd.	Insurance		36,094		376,790
Hong Kong Exchanges & Clearing, Ltd.	Diversified Financials		3,731		212,936
Techtronic Industries Co., Ltd.	Capital Goods		4,232		69,824

					659,550

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Hungary – 0.1%*
OTP Bank Nyrt (a)	Banks		646	$	37,358

					37,358


*Ireland – 1.1%*
Bank of Ireland Group PLC (a)	Banks		2,802		18,844
CRH PLC	Materials		2,291		115,373
Kerry Group PLC, Class A	Food, Beverage & Tobacco		460		57,833
Kingspan Group plc	Capital Goods		448		43,029
Smurfit Kappa Group PLC	Materials		757		39,811

					274,890


*Italy – 0.9%*
A2A S.p.A.	Utilities		4,467		8,467
Amplifon S.p.A.	Health Care Equipment & Services		361		15,311
DiaSorin SpA	Health Care Equipment & Services		68		10,460
Hera SpA	Utilities		2,430		10,081
Intesa Sanpaolo SpA	Banks		51,120		151,589
Terna SPA	Utilities		4,137		32,435

					228,343


*Japan – 21.8%*
Aeon Co., Ltd.	Food & Staples Retailing		2,077		47,269
Asahi Intecc Co., Ltd.	Health Care Equipment & Services		663		11,297
Asahi Kasei Corp.	Materials		3,872		38,199
Canon, Inc.	Technology Hardware & Equipment		3,100		73,225
Central Japan Railway Co.	Transportation		521		68,275
Chiba Bank, Ltd. (The)	Banks		2,000		12,913
Daifuku Co., Ltd.	Capital Goods		364		25,239
Dai-ichi Life Holdings, Inc.	Insurance		3,005		67,556
Daiichi Sankyo Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		5,640		126,571
Daiwa House Industry Co., Ltd.	Real Estate		1,853		54,008
Eisai Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		840		42,019
FANUC Corp.	Capital Goods		590		116,525
Fast Retailing Co., Ltd.	Retailing		169		99,325
FUJIFILM Holdings Corp.	Technology Hardware & Equipment		1,175		78,668
Fukuoka Financial Group, Inc.	Banks		500		9,807
Hankyu Hanshin Holdings, Inc.	Transportation		642		18,672
Hoya Corp.	Health Care Equipment & Services		1,129		146,211
Japan Real Estate Investment Corp.	Real Estate		4		21,968
Kao Corp.	Household & Personal Products		1,446		72,168
Keio Corp.	Transportation		352		15,813
Keyence Corp.	Technology Hardware & Equipment		582		298,145

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Japan* (Continued)
Kose Corp.	Household & Personal Products		96	$	8,766
Kuraray Co., Ltd.	Materials		900		8,075
Kurita Water Industries, Ltd.	Capital Goods		2,546		103,399
Lasertec Corp.	Semiconductors & Semiconductor Equipment		236		52,877
Lixil Corp.	Capital Goods		878		20,072
Makita Corp.	Capital Goods		743		27,771
Mitsubishi Estate Co., Ltd.	Real Estate		3,516		50,575
Mitsui Fudosan Co., Ltd.	Real Estate		2,651		56,759
MS&AD Insurance Group Holdings, Inc.	Insurance		1,435		49,158
Murata Manufacturing Co., Ltd.	Technology Hardware & Equipment		1,833		137,638
Nidec Corp.	Capital Goods		1,464		129,591
Nintendo Co., Ltd.	Media & Entertainment		363		177,661
Nippon Paint Holdings Co., Ltd.	Materials		2,616		20,895
Nippon Prologis REIT, Inc.	Real Estate		6		18,698
Nippon Telegraph & Telephone Corp.	Telecommunication Services		6,666		190,526
Nissin Foods Holdings Co., Ltd.	Food, Beverage & Tobacco		222		15,727
Nitto Denko Corp.	Materials		471		36,626
Nomura Holdings, Inc.	Diversified Financials		9,005		39,730
NTT Data Corp.	Software & Services		1,928		36,915
Obic Co., Ltd.	Software & Services		195		32,178
Omron Corp.	Technology Hardware & Equipment		591		43,153
Ono Pharmaceutical Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		1,185		28,702
Oriental Land Co., Ltd.	Consumer Services		617		107,274
ORIX Corp.	Diversified Financials		3,629		74,762
Otsuka Corp.	Software & Services		300		12,158
Rakuten Group, Inc. (a)	Retailing		2,607		22,588
Recruit Holdings Co., Ltd.	Commercial & Professional Services		4,082		201,514
Renesas Electronics Corp. (a)	Semiconductors & Semiconductor Equipment		3,343		38,319
Resona Holdings, Inc.	Banks		22,040		94,596
Rohm Co., Ltd.	Semiconductors & Semiconductor Equipment		274		23,052
Santen Pharmaceutical Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		1,109		12,576
Sekisui House, Ltd.	Consumer Durables & Apparel		1,813		36,685
Shimano, Inc.	Consumer Durables & Apparel		247		55,318
Shionogi & Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		914		52,026
Shiseido Co., Ltd.	Household & Personal Products		1,225		61,716
Shizuoka Bank, Ltd. (The)	Banks		1,500		11,771
SMC Corp.	Capital Goods		193		107,513
SoftBank Group Corp.	Telecommunication Services		3,404		150,606

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Japan* (Continued)
Sony Group Corp.	Consumer Durables & Apparel		3,665	$	409,482
Sumitomo Realty & Development Co., Ltd.	Real Estate		974		30,098
Sysmex Corp.	Health Care Equipment & Services		479		45,539
Terumo Corp.	Health Care Equipment & Services		2,111		76,963
Tobu Railway Co., Ltd.	Transportation		628		14,691
Tokio Marine Holdings, Inc.	Insurance		1,866		111,211
Tokyo Electron, Ltd.	Semiconductors & Semiconductor Equipment		461		225,207
Tokyu Corp.	Transportation		1,598		21,207
Toray Industries, Inc.	Materials		4,416		27,873
TOTO, Ltd.	Capital Goods		499		21,450
Toyota Motor Corp.	Automobiles & Components		32,770		646,824
Unicharm Corp.	Household & Personal Products		1,229		47,433
Welcia Holdings Co., Ltd.	Food & Staples Retailing		272		7,337
Yaskawa Electric Corp.	Capital Goods		705		29,481
Yokogawa Electric Corp.	Technology Hardware & Equipment		764		12,503
Z Holdings Corp.	Media & Entertainment		7,773		39,427

					5,558,565


*Luxembourg – 0.1%*
Eurofins Scientific SE	Pharmaceuticals, Biotechnology & Life Sciences		378		37,869

					37,869


*Netherlands – 8.4%*
ABN AMRO Bank NV	Banks		2,765		44,279
Adyen N.V. (a) (b)	Software & Services		78		158,376
Akzo Nobel NV	Materials		484		49,988
Alfen Beheer BV (a)	Capital Goods		1,389		103,354
Arcadis N.V.	Capital Goods		3,649		159,387
ASML Holding NV	Semiconductors & Semiconductor Equipment		1,212		819,090
Basic-Fit N.V. (a)	Consumer Services		3,488		166,040
ING Groep NV	Banks		11,636		171,711
JDE Peet’s NV	Food, Beverage & Tobacco		271		8,097
Koninklijke Ahold Delhaize NV	Food & Staples Retailing		3,094		100,103
Koninklijke DSM NV	Materials		510		95,396
Koninklijke KPN NV	Telecommunication Services		9,617		31,653
Koninklijke Philips NV	Health Care Equipment & Services		2,690		89,283
NN Group NV	Insurance		811		45,286
Signify NV	Capital Goods		362		19,133
Wolters Kluwer NV	Commercial & Professional Services		765		77,691

					2,138,867

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*New Zealand – 0.3%*
Contact Energy, Ltd.	Utilities		2,240	$	11,589
Meridian Energy, Ltd.	Utilities		3,308		9,517
Spark New Zealand, Ltd.	Telecommunication Services		5,364		15,302
Xero Ltd. (a)	Software & Services		382		30,835

					67,243


*Norway – 0.8%*
DNB Bank ASA	Banks		2,596		61,632
Kahoot! ASA (a)	Media & Entertainment		24,355		97,543
Orkla ASA	Food, Beverage & Tobacco		2,162		20,610
Schibsted ASA, Class A	Media & Entertainment		433		12,796
Storebrand ASA	Insurance		1,312		13,953

					206,534


*Singapore – 1.1%*
DBS Group Holdings, Ltd.	Banks		4,057		106,470
STMicroelectronics NV	Semiconductors & Semiconductor Equipment		3,632		170,534

					277,004


*South Africa – 0.3%*
Clicks Group, Ltd.	Food & Staples Retailing		540		10,301
FirstRand, Ltd.	Diversified Financials		10,937		43,803
Nedbank Group, Ltd.	Banks		1,156		14,237
Sanlam, Ltd.	Insurance		4,843		19,769

					88,110


*South Korea – 0.2%*
Coupang Inc. (a)	Retailing		1,888		39,308

					39,308


*Spain – 2.5%*
Acciona SA	Utilities		68		11,819
Aena SME SA (a)	Transportation		203		32,730
Amadeus IT Group SA (a)	Software & Services		1,330		91,252
Banco Bilbao Vizcaya Argentaria SA	Banks		19,546		124,522
Banco Santander SA	Banks		51,091		178,765
Bankinter SA	Banks		1,818		10,638
CaixaBank SA (a)	Banks		12,742		40,906
EDP Renovaveis SA	Utilities		700		14,683
Grifols SA	Pharmaceuticals, Biotechnology & Life Sciences		1,310		23,050
Red Electrica Corp. SA	Utilities		1,181		23,755
Siemens Gamesa Renewable Energy SA (a)	Capital Goods		652		14,077
Telefonica SA	Telecommunication Services		15,304		71,185

					637,382

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Sweden – 3.8%*
Assa Abloy AB, Class B	Capital Goods		2,874	$	78,617
Autoliv, Inc.	Automobiles & Components		282		27,929
Axfood AB	Food & Staples Retailing		2,475		62,984
Essity AB, Class B	Household & Personal Products		1,864		52,494
Fabege AB	Real Estate		753		11,223
H & M Hennes & Mauritz AB, Class B	Retailing		2,072		41,214
Industrivarden AB, Class A	Diversified Financials		814		25,706
Investment AB Latour, Class B	Capital Goods		392		12,185
Kinnevik AB, Class B (a)	Diversified Financials		727		21,707
MIPS AB	Consumer Durables & Apparel		1,677		166,567
Nibe Industrier AB, Class B	Capital Goods		4,735		44,959
Samhallsbyggnadsbolaget i Norden AB	Real Estate		24,504		147,639
Sandvik AB	Capital Goods		3,153		82,950
Sinch AB (a)	Software & Services		2,011		20,654
Skandinaviska Enskilda Banken AB, Class A	Banks		4,361		56,318
SKF AB, Class B	Capital Goods		1,153		25,251
SSAB AB, Class A (a)	Materials		2,181		12,899
Svenska Cellulosa AB SCA, Class B	Materials		1,848		32,148
Svenska Handelsbanken AB, Class A	Banks		4,414		46,995

					970,439


*Switzerland – 6.6%*
ABB, Ltd.	Capital Goods		5,141		177,405
Adecco Group AG	Commercial & Professional Services		491		23,277
Chocoladefabriken Lindt & Spruengli AG	Food, Beverage & Tobacco		6		69,303
EMS-Chemie Holding AG	Materials		20		20,134
Geberit AG	Capital Goods		102		68,974
Kuehne + Nagel International AG	Transportation		166		46,655
Lonza Group AG	Pharmaceuticals, Biotechnology & Life Sciences		221		151,647
Novartis AG	Pharmaceuticals, Biotechnology & Life Sciences		6,966		602,412
Sika AG	Materials		422		146,949
Sonova Holding AG	Health Care Equipment & Services		155		54,956
Straumann Holding AG	Health Care Equipment & Services		30		49,478
Swisscom AG	Telecommunication Services		75		42,666
Temenos AG	Software & Services		185		22,070
Zurich Insurance Group AG	Insurance		448		213,269

					1,689,195

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*United Kingdom – 9.9%*
3i Group PLC	Diversified Financials		2,822	$	52,429
Abrdn PLC	Diversified Financials		6,365		20,766
Barratt Developments PLC	Consumer Durables & Apparel		2,993		24,833
Berkeley Group Holdings PLC	Consumer Durables & Apparel		312		17,763
Bunzl PLC	Capital Goods		993		37,105
Burberry Group PLC	Consumer Durables & Apparel		1,187		30,040
Compass Group PLC	Consumer Services		5,279		119,689
Dr. Martens PLC	Consumer Durables & Apparel		1,555		6,445
Farfetch Ltd., Class A (a)	Retailing		900		19,539
GlaxoSmithKline PLC	Pharmaceuticals, Biotechnology & Life Sciences		15,009		334,131
Halma PLC	Technology Hardware & Equipment		1,212		40,980
Informa PLC (a)	Media & Entertainment		4,401		33,210
Intertek Group PLC	Commercial & Professional Services		474		34,315
J Sainsbury PLC	Food & Staples Retailing		5,841		22,897
Johnson Matthey PLC	Materials		562		14,806
Just Eat Takeaway.com NV (a)	Retailing		571		28,135
Kingfisher PLC	Retailing		6,137		27,454
Land Securities Group PLC	Real Estate		2,165		23,197
Legal & General Group PLC	Insurance		17,643		68,817
Linde PLC	Materials		1,505		479,613
London Stock Exchange Group PLC	Diversified Financials		1,060		103,537
National Grid PLC	Utilities		10,899		159,099
Next PLC	Retailing		360		36,590
Ocado Group PLC (a)	Food & Staples Retailing		1,497		30,429
Pennon Group PLC	Utilities		792		11,577
Schroders PLC	Diversified Financials		426		19,485
Segro PLC	Real Estate		3,546		62,364
Spirax-Sarco Engineering PLC	Capital Goods		217		39,021
SSE PLC	Utilities		3,148		67,569
Taylor Wimpey PLC	Consumer Durables & Apparel		10,366		21,215
Unilever PLC	Household & Personal Products		7,524		384,912
Vodafone Group PLC	Telecommunication Services		80,938		141,773

					2,513,735


*United States – 7.4%*
Alliant Energy Corp.	Utilities		700		41,902
Autodesk, Inc. (a)	Software & Services		504		125,894
Campbell Soup Co.	Food, Beverage & Tobacco		653		28,810
Clorox Co. (The)	Household & Personal Products		377		63,283
Consolidated Edison, Inc.	Utilities		1,100		95,095
Copart, Inc. (a)	Commercial & Professional Services		652		84,271
Enphase Energy, Inc. (a)	Semiconductors & Semiconductor Equipment		921		129,373
Eversource Energy	Utilities		1,052	��	94,143

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*United States* (Continued)
Ferguson PLC	Capital Goods		655	$	102,776
General Mills, Inc.	Food, Beverage & Tobacco		1,781		122,319
Kroger Co. (The)	Food & Staples Retailing		2,000		87,180
McCormick & Co., Inc.	Food, Beverage & Tobacco		813		81,552
Nucor Corp.	Materials		802		81,323
Oatly Group AB (a)	Food, Beverage & Tobacco		1,700		12,087
Pentair PLC	Capital Goods		506		32,232
QIAGEN N.V. (a)	Pharmaceuticals, Biotechnology & Life Sciences		700		34,643
Schneider Electric SE	Capital Goods		1,656		279,907
Spotify Technology SA (a)	Media & Entertainment		357		70,065
Swiss Re AG	Insurance		851		92,285
Tesla, Inc. (a)	Automobiles & Components		198		185,471
Zoom Video Communications, Inc., Class A (a)	Software & Services		332		51,221

					1,895,832


*Total Investments – 99.8%* (Cost $24,463,385)					25,384,531

*Other Assets, less liabilities – 0.2%*				52,697


*Net Assets – 100.0%*				$25,437,228

(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 January 31, 2022, the aggregate value of these securities was $158,376, 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 FINANCIAL STATEMENTS

DOMINI SUSTAINABLE SOLUTIONS FUND

Fund Performance and Holdings

The table and bar charts below provide information as of January 31, 2022, about the ten largest holdings of the Domini Sustainable Solutions Fund and its portfolio holdings by industry sector and country:

TEN LARGEST HOLDINGS (Unaudited)



SECURITY DESCRIPTION	% NET ASSETS		SECURITY DESCRIPTION	% NET ASSETS

Palo Alto Networks, Inc.		5.1%	Enphase Energy, Inc.		3.7%

Tesla, Inc.		4.9%	Samhallsbyggnadsbolaget i Norden AB		3.6%

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		4.7%	Federal Agricultural Mortgage Corp. Class C		3.5%

ASML Holding NV		4.1%	Hologic, Inc.		3.4%

STMicroelectronics NV		3.8%	New York Times Co. (The) Class A		3.0%

PORTFOLIO HOLDINGS BY INDUSTRY SECTOR (% OF NET ASSETS) (Unaudited)

LOGO

PORTFOLIO HOLDINGS BY COUNTRY (% OF NET ASSETS) (Unaudited)

LOGO

The holdings mentioned above are described in the Fund’s Portfolio of Investments as of 1/31/2022, included herein. The composition of the Fund’s portfolio is subject to change.



DOMINI SUSTAINABLE SOLUTIONS FUND

AVERAGE ANNUAL TOTAL RETURNS As of 1/31/2022 (Unaudited)	Investor Shares	Institutional Shares	MSCI World Investable Market Index (net)

1 Year	-20.12%	-19.95%	15.01%

5 Year	N/A	N/A	N/A

10 Year	N/A	N/A	N/A

Since Inception (4/1/2020)	31.57%	31.86%	33.55%

Per the prospectus dated November 30, 2021, the Fund’s (gross/net) annual operating expenses totaled 2.12%/1.40% and 1.43%/1.15% for the Investor and Institutional Class shares, respectively. The Fund’s adviser has contractually agreed to waive certain fees and/or reimburse certain ordinary operating expenses in order to limit Investor share and Institutional share expenses to 1.40% and 1.15%, respectively. These expenses are limitations are in effect through November 30, 2022, absent an earlier modification approved by the Funds’ Board of Trustees.

An investment in the Fund is not a bank deposit and is not insured. The Fund is subject to certain risks, including sustainable investing, portfolio management, information, market, recent events, and mid- to large-cap companies and small-cap companies risks. Investing internationally involves special risks, such as currency fluctuations, social and economic instability, differing securities regulations and accounting standards, limited public information, possible changes in taxation, and periods of illiquidity. You may lose money.

The MSCI World Investable Market Index (net) (MSCI IMI) is a market capitalization weighted index representing the performance of large-mid- and small-capitalization companies in developed markets. The MSCI IMI includes the reinvestment of dividends net of withholding tax, but does not reflect other fees, expenses or taxes. You cannot invest directly in an index.

DOMINI SUSTAINABLE SOLUTIONS FUND

PORTFOLIOOF INVESTMENTS

January 31, 2022 (Unaudited)


SECURITY	SHARES		VALUE

*Long Term Investments – 95.2%*
*Common Stocks – 95.2%*
*Communication Services – 3.0%*
New York Times Co. (The), Class A		22,739	$	910,242

				910,242


*Consumer Discretionary – 13.3%*
Basic-Fit N.V. (a)		13,342		635,123
Chegg, Inc. (a)		12,341		326,666
Levi Strauss & Co., Class A		28,695		629,281
MIPS AB		4,263		423,419
Puma SE		2,889		308,312
Tesla, Inc. (a)		1,592		1,491,258
YETI Holdings, Inc. (a)		4,199		275,370

				4,089,429


*Consumer Staples – 1.5%*
AppHarvest, Inc. (a)		65,589		196,111
SunOpta, Inc. (a)		53,793		281,876

				477,987


*Financials – 14.7%*
Amalgamated Financial Corp.		21,963		373,591
Amundi SA		6,413		497,436
East West Bancorp, Inc.		6,445		556,461
Federal Agricultural Mortgage Corp., Class C		8,888		1,082,558
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		4,599		1,452,798
Resona Holdings, Inc.		129,179		554,440

				4,517,284


*Health Care – 19.9%*
Align Technology, Inc. (a)		826		408,837
Cochlear, Ltd.		4,836		660,830
DexCom, Inc. (a)		1,833		789,070
Exact Sciences Corp. (a)		5,231		399,439
GlaxoSmithKline PLC		31,615		703,815
Hologic, Inc. (a)		14,762		1,036,883
Inspire Medical Systems, Inc. (a)		2,992		662,099
Seagen, Inc. (a)		6,577		884,672
Teladoc Health, Inc. (a)		7,339		562,975

				6,108,620


*Industrials – 11.6%*
Alfen Beheer BV (a)		6,214		462,378
Ameresco, Inc., Class A (a)		14,218		719,573
Arcadis N.V.		7,790		340,264
Kurita Water Industries, Ltd.		20,597		836,492
Nexans SA		3,569		321,807
TOMRA Systems ASA		6,258		312,095

DOMINI SUSTAINABLE SOLUTIONS FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


SECURITY	SHARES		VALUE


*Industrials* (Continued)
Vestas Wind Systems A/S		11,311	$	305,421
Watts Water Technologies, Inc., Class A		1,800		275,778

				3,573,808


*Information Technology – 27.6%*
ASML Holding NV		1,856		1,256,883
Autodesk, Inc. (a)		2,788		696,414
Cerence, Inc. (a)		5,698		361,766
DocuSign, Inc. (a)		4,575		575,398
Enphase Energy, Inc. (a)		8,121		1,140,757
Halma PLC		8,428		284,966
Palo Alto Networks, Inc. (a)		3,045		1,575,483
STMicroelectronics NV		24,571		1,153,689
Ultra Clean Holdings, Inc. (a)		11,164		562,889
Wolfspeed, Inc. (a)		2,955		278,479
Zoom Video Communications, Inc., Class A (a)		3,852		594,287

				8,481,011


*Real Estate – 3.6%*
Samhallsbyggnadsbolaget i Norden AB		185,515		1,117,743

				1,117,743


*Total Investments – 95.2%* (Cost $27,299,344)			29,276,124

*Other Assets, less liabilities – 4.8%*			1,466,052


*Net Assets – 100.0%*			$30,742,176

(a) Non-income producing security.



SECURITY DESCRIPTION	% NET ASSETS		SECURITY DESCRIPTION	% NET ASSETS

United States		56.5%	United Kingdom		3.2%

Netherlands		8.8%	France		2.7%

Germany		5.7%	Australia		2.1%

Sweden		5.0%	Norway		1.0%

Japan		4.5%	Denmark		1.0%

Singapore		3.8%	Canada		0.9%


			Total		95.2%

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT INTERNATIONAL EQUITY FUND

Fund Performance and Holdings

The table and bar charts below provide information as of January 31, 2022, about the ten largest holdings of the Domini Impact International Equity Fund and its portfolio holdings by industry sector and country:

TEN LARGEST HOLDINGS (Unaudited)



SECURITY DESCRIPTION	% NET ASSETS		SECURITY DESCRIPTION	% NET ASSETS

BNP Paribas SA		2.4%	ABB, Ltd.		2.1%

Sanofi		2.4%	Merck KGaA		2.0%

ASML Holding NV		2.2%	Koninklijke Ahold Delhaize NV		1.9%

Vodafone Group PLC		2.2%	Nintendo Co., Ltd.		1.9%

Sika AG		2.1%	Check Point Software Technologies, Ltd.		1.7%

PORTFOLIO HOLDINGS BY INDUSTRY SECTOR (% OF NET ASSETS) (Unaudited)

LOGO

PORTFOLIO HOLDINGS BY COUNTRY (% OF NET ASSETS) (Unaudited)

LOGO

The holdings mentioned above are described in the Fund’s Portfolio of Investments as of 01/31/2022, included herein. The composition of the Fund’s portfolio is subject to change.

* Other countries include Ireland 0.7%, Brazil 0.6%, South Korea 0.6%, Thailand 0.6%, Austria 0.5%, Norway 0.5%, India 0.3%, Singapore 0.3%, Luxembourg 0.2%, Mexico 0.2%, Russian Federation 0.1%, Hungary 0.1%, Belgium 0.1% and Colombia 0.1%.



DOMINI IMPACT INTERNATIONAL EQUITY FUND

AVERAGE ANNUAL TOTAL RETURNS As of 1/31/2022 (Unaudited)	Investor shares	Class A shares (with 4.75% maximum Sales Charge)	Class A shares (without Sales Charge)	Institutional Shares	Class Y shares	MSCI EAFE (net)

1 Year	6.60%	1.57%	6.63%	7.15%	6.97%	7.03%

5 Year	5.39%	4.34%	5.36%	5.81%	5.39%¹	7.85%

10 Year	7.20%	6.68%	7.20%	7.20%²	7.20%¹	6.94%

Per the prospectus dated November 30, 2021, the Fund’s (gross and net) share annual operating expenses totaled 1.37%, 1.38%, 0.91%, and 0.98% for the Investor, Class A, Institutional, and Class Y shares, respectively. The Fund’s adviser has contractually agreed to waive certain fees and/or reimburse certain ordinary operating expenses in order to limit Class A and Class Y share expenses to 1.40% and 1.12%, respectively. These expenses are limitations are in effect through November 30, 2022, absent an earlier modification approved by the Funds’ Board of Trustees.

An investment in the Fund is not a bank deposit and is not insured. The Fund is subject to certain risks, including foreign investing, emerging markets, geographic focus, country, currency, impact investing, portfolio management and style risks. Investing internationally involves special risks, such as currency fluctuations, social and economic instability, differing securities regulations and accounting standards, limited public information, possible changes in taxation, and periods of illiquidity. You may lose money.

¹Class Y Shares were not offered prior to July 23, 2018. All performance information for time periods beginning prior to July 23, 2018 is the performance of the Investor Shares. This performance has not been adjusted to reflect the lower expenses of the Class Y Shares

²Institutional shares were not offered prior to November 30, 2012. All performance information for time periods beginning prior to November 30, 2012 is the performance of the Investor shares. Unless otherwise noted, this performance has not been adjusted to reflect the lower expenses of the Institutional shares.

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIOOF INVESTMENTS

January 31, 2022 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Long Term Investments – 98.6%*
*Common Stocks – 98.6%*
*Australia – 5.2%*
Bendigo & Adelaide Bank, Ltd.	Banks		665,819	$	4,052,343
BlueScope Steel, Ltd.	Materials		1,028,868		13,437,527
Charter Hall Group	Real Estate		638,021		7,615,100
Fortescue Metals Group, Ltd.	Materials		1,691,907		23,673,920
Goodman Group	Real Estate		264,982		4,359,838
Harvey Norman Holdings, Ltd.	Retailing		1,551,621		5,388,813
IDP Education, Ltd. (a)	Consumer Services		316,678		6,595,912
IGO, Ltd.	Materials		318,280		2,683,447
JB Hi-Fi, Ltd.	Retailing		279,182		9,102,355
Mirvac Group	Real Estate		6,693		12,359
SEEK, Ltd.	Media & Entertainment		79,250		1,636,506
WiseTech Global, Ltd.	Software & Services		151,298		4,910,253

					83,468,373


*Austria – 0.5%*
Raiffeisen Bank International AG	Banks		124,707		3,497,524
voestalpine AG	Materials		155,877		5,170,846

					8,668,370


*Belgium – 0.1%*
Ageas SA	Insurance		33,656		1,616,482

					1,616,482


*Brazil – 0.6%*
Banco do Brasil SA	Banks		323,400		1,989,123
Itausa SA, Pfd Shs	Banks		4,279,870		8,213,159
Raia Drogasil SA	Food & Staples Retailing		2,380		10,381

					10,212,663


*China – 2.1%*
China Life Insurance Co., Ltd., Class H	Insurance		2,351,000		4,132,553
Chow Tai Fook Jewellery Group Ltd. (a)	Retailing		1,276,000		2,241,755
Daqo New Energy Corp. ADR (a)	Semiconductors & Semiconductor Equipment		53,177		2,133,461
Lenovo Group, Ltd.	Technology Hardware & Equipment		7,458,000		8,081,775
Li Ning Co., Ltd.	Consumer Durables & Apparel		707,142		6,899,848
SITC International Holdings Co. Ltd.	Transportation		2,834,000		10,801,320

					34,290,712

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Colombia – 0.1%*
Millicom International Cellular SA (a)	Telecommunication Services		58,381	$	1,556,852

					1,556,852


*Denmark – 2.9%*
Demant A/S (a)	Health Care Equipment & Services		172,897		7,633,059
DSV A/S	Transportation		98,569		19,984,165
GN Store Nord A/S	Health Care Equipment & Services		26,072		1,574,321
Novo Nordisk A/S, Class B	Pharmaceuticals, Biotechnology & Life Sciences		179		17,766
Pandora A/S	Consumer Durables & Apparel		160,727		17,439,756
Vestas Wind Systems A/S	Capital Goods		290		7,831

					46,656,898


*Finland – 1.1%*
Kesko OYJ, Class B	Food & Staples Retailing		382,330		12,048,855
Nordea Bank Abp	Banks		418,103		4,961,120

					17,009,975


*France – 9.6%*
BNP Paribas SA	Banks		536,135		38,190,853
Carrefour SA	Food & Staples Retailing		513,887		9,758,752
Credit Agricole SA	Banks		1,621,965		24,348,332
Edenred	Software & Services		96,846		4,150,689
EssilorLuxottica SA	Consumer Durables & Apparel		94,236		17,789,186
Kering SA	Consumer Durables & Apparel		18		13,412
Publicis Groupe SA	Media & Entertainment		227,406		15,375,614
Rexel SA (a)	Capital Goods		323,879		7,203,388
Sanofi	Pharmaceuticals, Biotechnology & Life Sciences		364,181		37,996,428

					154,826,654


*Germany – 5.4%*
adidas AG	Consumer Durables & Apparel		33		9,036
Deutsche Telekom AG	Telecommunication Services		304,221		5,730,852
Evonik Industries AG	Materials		245,927		8,005,543
GEA Group AG	Capital Goods		47,003		2,215,819
Henkel AG & Co. KGaA, Pfd Shs	Household & Personal Products		83,853		6,843,247
HUGO BOSS AG	Consumer Durables & Apparel		166,770		10,541,586
LEG Immobilien SE	Real Estate		86,696		11,475,890
Merck KGaA	Pharmaceuticals, Biotechnology & Life Sciences		151,052		33,053,181
Scout24 SE	Media & Entertainment		45,022		2,683,946
Telefonica Deutschland Holding AG	Telecommunication Services		1,883,016		5,393,915
Wacker Chemie AG	Materials		8,668		1,262,249

					87,215,264

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Hong Kong – 1.6%*
Swire Properties, Ltd.	Real Estate		691,800	$	1,844,028
Techtronic Industries Co., Ltd.	Capital Goods		1,474,500		24,327,824

					26,171,852


*Hungary – 0.1%*
Richter Gedeon Nyrt	Pharmaceuticals, Biotechnology & Life Sciences		65,725		1,726,385

					1,726,385


*India – 0.3%*
Cipla, Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		407,142		5,168,599
Dr Reddy’s Laboratories, Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		250		14,432

					5,183,031


*Ireland – 0.7%*
AerCap Holdings NV (a)	Capital Goods		24,202		1,524,726
Bank of Ireland Group PLC (a)	Banks		626,638		4,214,247
CRH PLC	Materials		112,201		5,619,127

					11,358,100


*Israel – 1.7%*
Check Point Software Technologies, Ltd. (a)	Software & Services		230,706		27,917,733

					27,917,733


*Italy – 3.3%*
Amplifon S.p.A.	Health Care Equipment & Services		245,344		10,405,864
Assicurazioni Generali SpA	Insurance		379,568		7,970,487
Banco BPM SpA	Banks		3,929,668		12,224,246
Intesa Sanpaolo SpA	Banks		5,322,345		15,782,645
Moncler SpA	Consumer Durables & Apparel		55,118		3,529,732
Unipol Gruppo SpA	Insurance		521,545		2,927,674

					52,840,648


*Japan – 21.9%*
Aisin Corp.	Automobiles & Components		64,000		2,321,105
Alps Alpine Co., Ltd.	Technology Hardware & Equipment		150,000		1,633,911
Benefit One, Inc.	Commercial & Professional Services		135,800		4,124,932
Benesse Holdings, Inc.	Consumer Services		136,482		2,658,351
Brother Industries, Ltd.	Technology Hardware & Equipment		174,675		3,212,778
Canon, Inc.	Technology Hardware & Equipment		554,900		13,107,273

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Japan* (Continued)
Central Japan Railway Co.	Transportation		80	$	10,484
Dai Nippon Printing Co., Ltd.	Commercial & Professional Services		159,541		3,824,982
Dai-ichi Life Holdings, Inc.	Insurance		1,185,500		26,651,374
Eisai Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		150		7,503
Fast Retailing Co., Ltd.	Retailing		13,800		8,110,595
GungHo Online Entertainment, Inc.	Media & Entertainment		170,314		3,571,981
Hachijuni Bank, Ltd. (The)	Banks		488,522		1,801,637
Hino Motors, Ltd.	Capital Goods		708,300		6,149,085
Hoya Corp.	Health Care Equipment & Services		140,569		18,204,412
Kao Corp.	Household & Personal Products		217,900		10,875,099
Kose Corp.	Household & Personal Products		41,087		3,751,838
Lasertec Corp.	Semiconductors & Semiconductor Equipment		5,900		1,321,925
M3, Inc.	Health Care Equipment & Services		44,100		1,693,361
MatsukiyoCocokara & Co.	Food & Staples Retailing		97,500		3,333,032
Medipal Holdings Corp.	Health Care Equipment & Services		260,757		4,686,430
MINEBEA MITSUMI, Inc.	Capital Goods		62,000		1,515,267
MISUMI Group, Inc.	Capital Goods		283,400		9,182,458
Mitsubishi Estate Co., Ltd.	Real Estate		1,765,025		25,388,647
Mitsui Fudosan Co., Ltd.	Real Estate		405,000		8,671,194
MS&AD Insurance Group Holdings, Inc.	Insurance		310		10,619
Nihon M&A Center Holdings, Inc.	Commercial & Professional Services		353,100		5,551,932
Nikon Corp.	Consumer Durables & Apparel		585,900		6,107,322
Nintendo Co., Ltd.	Media & Entertainment		60,877		29,794,708
Nippon Electric Glass Co., Ltd.	Technology Hardware & Equipment		221,775		5,533,038
Nissan Motor Co., Ltd. (a)	Automobiles & Components		754,800		3,989,818
Nomura Real Estate Holdings, Inc.	Real Estate		430		10,057
NTN Corp. (a)	Capital Goods		5,300		10,676
NTT Data Corp.	Software & Services		679,318		13,006,636
ORIX Corp.	Diversified Financials		630		12,979
Panasonic Corp.	Consumer Durables & Apparel		1,396,600		15,356,526
Pigeon Corp.	Household & Personal Products		141,447		2,753,569
Pola Orbis Holdings, Inc.	Household & Personal Products		150,400		2,238,796
Recruit Holdings Co., Ltd.	Commercial & Professional Services		341,300		16,848,744
Ricoh Co., Ltd.	Technology Hardware & Equipment		1,041,900		8,787,162
Seiko Epson Corp.	Technology Hardware & Equipment		335,700		5,222,451
Seino Holdings Co., Ltd.	Transportation		276,620		2,741,020
Shimamura Co., Ltd.	Retailing		73,819		6,745,651
Sony Group Corp.	Consumer Durables & Apparel		170		18,994

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


COUNTRY/SECURITY		INDUSTRY	SHARES		VALUE
*Japan* (Continued)
Sumitomo Realty & Development Co., Ltd.		Real Estate		219,200	$	6,773,552
Sundrug Co., Ltd.		Food & Staples Retailing		144,096		3,624,042
Sysmex Corp.		Health Care Equipment & Services		43,000		4,088,057
T&D Holdings, Inc.		Insurance		177,300		2,616,896
Toho Gas Co., Ltd.		Utilities		119,049		3,249,604
TOPPAN, Inc.		Commercial & Professional Services		540		10,259
Toyo Seikan Group Holdings, Ltd.		Materials		137,427		1,671,867
Toyota Motor Corp.		Automobiles & Components		81,900		1,616,567
Trend Micro, Inc.		Software & Services		147,600		7,820,709
USS Co., Ltd.		Retailing		188,000		3,064,428
Yamato Holdings Co., Ltd.		Transportation		565,300		12,022,482
Yamazaki Baking Co., Ltd.		Food, Beverage & Tobacco		240,500		3,434,305
ZOZO, Inc.		Retailing		427,700		11,382,756

						351,925,876


*Luxembourg – 0.2%*
Eurofins Scientific SE		Pharmaceuticals, Biotechnology & Life Sciences		26,053		2,610,089

						2,610,089


*Mexico – 0.2%*
Gruma SAB de C.V., Class B		Food, Beverage & Tobacco		184,025		2,404,205

						2,404,205


*Netherlands – 4.9%*
Aegon NV		Insurance		901,450		5,074,430
ASM International NV		Semiconductors & Semiconductor Equipment		14,786		5,069,097
ASML Holding NV		Semiconductors & Semiconductor Equipment		51,669		34,918,788
Koninklijke Ahold Delhaize NV		Food & Staples Retailing		963,567		31,175,119
Randstad NV		Commercial & Professional Services		49,221		3,195,021

						79,432,455


*Norway – 0.5%*
Orkla ASA		Food, Beverage & Tobacco		165,021		1,573,106
Storebrand ASA		Insurance		619,820		6,591,791

	��					8,164,897


*Russian Federation – 0.1%*
Coca-Cola HBC AG (a)		Food, Beverage & Tobacco		65,335		2,158,707

						2,158,707

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Singapore – 0.3%*
DBS Group Holdings, Ltd.	Banks		182,856	$	4,798,792

					4,798,792


*South Africa – 1.3%*
Aspen Pharmacare Holdings, Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		213,778		2,859,402
Capitec Bank Holdings, Ltd.	Banks		34,250		4,468,042
Clicks Group, Ltd.	Food & Staples Retailing		242,320		4,622,720
Nedbank Group, Ltd.	Banks		428,519		5,277,404
Shoprite Holdings, Ltd.	Food & Staples Retailing		241,095		3,272,938

					20,500,506


*South Korea – 0.6%*
E-MART, Inc.	Food & Staples Retailing		10,911		1,214,410
LG Innotek Co., Ltd.	Technology Hardware & Equipment		24,577		7,389,063
Pearl Abyss Corp. (a)	Media & Entertainment		16,131		1,260,506

					9,863,979


*Spain – 3.0%*
Banco Bilbao Vizcaya Argentaria SA	Banks		3,452,377		21,994,066
Banco de Sabadell SA (a)	Banks		15,332,367		11,898,787
Banco Santander SA	Banks		2,854,588		9,988,068
Fluidra SA	Capital Goods		115,491		3,669,456

					47,550,377


*Sweden – 3.2%*
Alfa Laval AB	Capital Goods		319,372		10,777,963
Electrolux AB, Class B	Consumer Durables & Apparel		271,500		5,643,492
Elekta AB, Class B	Health Care Equipment & Services		268,439		2,744,508
Essity AB, Class B	Household & Personal Products		318		8,956
Getinge AB, Class B	Health Care Equipment & Services		351,380		13,723,641
H & M Hennes & Mauritz AB, Class B	Retailing		484		9,627
Husqvarna AB, Class B	Capital Goods		112,942		1,568,769
Kinnevik AB, Class B (a)	Diversified Financials		96,388		2,878,018
Sandvik AB	Capital Goods		325,498		8,563,247
Trelleborg AB, Class B	Capital Goods		223,935		5,632,785

					51,551,006


*Switzerland – 11.1%*
ABB, Ltd.	Capital Goods		961,532		33,180,473
Kuehne + Nagel International AG	Transportation		64,752		18,198,707
Novartis AG	Pharmaceuticals, Biotechnology & Life Sciences		314,918		27,233,751

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Switzerland* (Continued)
PSP Swiss Property AG	Real Estate		15,075	$	1,819,266
Sika AG	Materials		98,471		34,289,633
Straumann Holding AG	Health Care Equipment & Services		12,381		20,419,394
Swatch Group AG	Consumer Durables & Apparel		27,311		7,929,572
Swiss Life Holding AG	Insurance		37,208		23,834,258
Swiss Prime Site AG	Real Estate		16,238		1,597,968
VAT Group AG	Capital Goods		22,780		9,245,948

					177,748,970


*Taiwan – 1.5%*
Acer, Inc.	Technology Hardware & Equipment		1,850,000		1,918,597
Chailease Holding Co., Ltd.	Diversified Financials		349,000		3,201,145
China Development Financial Holding Corp.	Insurance		9,694,000		6,466,575
momo.com, Inc.	Retailing		46,000		1,879,693
Novatek Microelectronics Corp.	Semiconductors & Semiconductor Equipment		194,277		3,416,603
Realtek Semiconductor Corp.	Semiconductors & Semiconductor Equipment		83,000		1,610,212
Unimicron Technology Corp.	Technology Hardware & Equipment		766,000		5,742,505

					24,235,330


*Thailand – 0.6%*
Kasikornbank PCL	Banks		1,939,700		8,857,927

					8,857,927


*United Kingdom – 11.3%*
3i Group PLC	Diversified Financials		573,934		10,663,005
Ashtead Group PLC	Capital Goods		309,326		22,072,002
Aviva PLC	Insurance		885,968		5,218,115
B&M European Value Retail SA	Retailing		200,609		1,532,475
CNH Industrial NV	Capital Goods		1,548,700		23,553,934
GlaxoSmithKline PLC	Pharmaceuticals, Biotechnology & Life Sciences		163,906		3,648,886
Halma PLC	Technology Hardware & Equipment		74,337		2,513,466
Inchcape PLC	Retailing		380,831		4,332,200
J Sainsbury PLC	Food & Staples Retailing		3,388,967		13,284,924
JD Sports Fashion PLC (a)	Retailing		1,234,620		3,158,122
Kingfisher PLC	Retailing		315,400		1,410,948
Man Group PLC/Jersey	Diversified Financials		1,187,166		3,093,769
Marks & Spencer Group PLC (a)	Retailing		2,009,401		5,932,269
Next PLC	Retailing		152,229		15,472,477
Pennon Group PLC	Utilities		456,608		6,674,325

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*United Kingdom* (Continued)
Schroders PLC	Diversified Financials		37,755	$	1,726,914
Segro PLC	Real Estate		983,113		17,290,157
St James’s Place PLC	Diversified Financials		159,824		3,291,184
Travis Perkins PLC	Capital Goods		116,312		2,354,279
Unilever PLC	Household & Personal Products		237		12,124
Vodafone Group PLC	Telecommunication Services		19,916,588		34,886,328

					182,121,903


*United States – 2.6%*
Ferguson PLC	Capital Goods		138,675		21,759,543
Parade Technologies, Ltd.	Semiconductors & Semiconductor Equipment		38,000		2,805,511
QIAGEN N.V. (a)	Pharmaceuticals, Biotechnology & Life Sciences		332,282		16,444,636
Schneider Electric SE	Capital Goods		6,405		1,082,610

					42,092,300



*Total Investments – 98.6%* (Cost $1,480,246,771)				1,586,737,311

*Other Assets, less liabilities – 1.4%*				22,916,593


*Net Assets – 100.0%*				$1,609,653,904

(a) Non-income producing security.

Abbreviations

ADR — American Depositary Receipt

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT BOND FUND

Fund Performance and Holdings

The table and bar charts below provide information as of January 31, 2022, about the percentage of the Domini Impact Bond Fund’s portfolio holdings invested in various types of debt obligations:

PORTFOLIO COMPOSITION (% OF NET ASSETS) (Unaudited)

LOGO



DOMINI IMPACT BOND FUND

AVERAGE ANNUAL TOTAL RETURNS As of 1/31/2022 (Unaudited)	Investor shares	Institutional shares	Class Y shares¹	Bloomberg U.S. Aggregate Index²

1 Year	-2.91%	-2.57%	-2.91%	-2.97%

5 Year	3.64%	3.95%	3.64%	3.08%

10 Year	2.47%	2.75%	2.47%	2.59%

Per the prospectus dated November 30, 2021, the Fund’s (gross/net) annual operating expenses totaled 1.10%/ 0.87%, 0.73%/0.57%, and 1.03%/0.65% for the Investor, Institutional, and Class Y Shares, respectively. The Fund’s adviser has contractually agreed to waive certain fees and/or reimburse certain ordinary operating expenses in order to limit Investor, Institutional, and Class Y share expenses to 0.87%, 0.57%, and 0.65%, respectively. These expense limitations are in effect through November 30, 2022, absent an earlier modification approved by the Fund’s Board of Trustees.

An investment in the Fund is not a bank deposit and is not insured. The Fund is subject to certain risks, including impact investing, portfolio management, style risk, information, market, recent events, interest rate and credit risks. You may lose money.

During periods of rising interest rates, the Fund can lose value. Some of the Fund’s community development investments may be unrated and may carry greater credit risks than the Fund’s other holdings. The Fund currently holds a large percentage of its portfolio in mortgage-backed securities. During periods of falling interest rates, mortgage-backed securities may prepay the principal due, which may lower the Fund’s return by causing it to reinvest at lower interest rates.

Investments in derivatives can be volatile. Potential risks include currency risk, leverage risk (the risk that small market movements may result in large changes in the value of an investment), liquidity risk, index risk, pricing risk, and counterparty risk (the risk that the counterparty may be unwilling or unable to honor its obligations).

TBA (To Be Announced) securities involve the risk that the security the Fund buys will lose value prior to its delivery. There also is the risk that the security will not be issued or that the other party to the transaction will not meet its obligation, which can adversely affect the Fund’s returns.

The reduction or withdrawal of historical financial market support activities by the U.S. Government and Federal Reserve, or other governments/central banks could negatively impact financial markets generally, and increase market, liquidity and interest rate risks which could adversely affect the Fund’s returns.

The Bloomberg U.S. Aggregate Index is an index representing securities that are U.S. domestic, taxable, and dollar denominated and covering the U.S. investment grade fixed rate bond market, with index components for government and corporate securities and asset-backed securities. You cannot invest directly in an index.

¹Class Y shares were not offered prior to June 1, 2021. All performance information for time periods beginning prior to June 1, 2021 is the performance of the Investor shares. This performance has not been adjusted to reflect the lower expenses of the Class Y shares

²Effective August 24, 2021, the benchmark changed its name from the Bloomberg Barclays U.S. Aggregate Index to the Bloomberg U.S. Aggregate Index.

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS

January 31, 2022 (Unaudited)


Security	Principal Amount*		Value
*Long Term Investments – 106.5%*
*Mortgage Backed Securities – 47.9%*
*Agency Collateralized Mortgage Obligations – 4.8%*
Federal Home Loan Mortgage Corp.
Series 3768, Class CB, 3.500%, 12/15/25		104,892	$	108,431
Series 3800, Class CB, 3.500%, 2/15/26		191,865		198,318
Series 3806, Class L, 3.500%, 2/15/26		619,475		639,559
Series 3877, Class LM, 3.500%, 6/15/26		387,849		401,308
Series 4961, Class JB, 2.500%, 12/15/42		226,402		229,865
Federal National Mortgage Association
Series 2012-17, Class BC, 3.500%, 3/25/27		368,000		381,688
Series 2019-6, Class GJ, 3.000%, 2/25/49		99,787		102,783
Series 2020-1, Class AC, 3.500%, 8/25/58		319,037		332,608
Federal National Mortgage Association Connecticut Avenue Securities
Series 2016-C07, Class 2M2, 4.458%, (1 Month USD-LIBOR + 4.35%), 5/25/29 (a)		125,272		129,944
Series 2017-C01, Class 1M2, 3.658%, (1 Month USD-LIBOR + 3.55%), 7/25/29 (a)		80,112		82,281
Freddie Mac Multiclass Certificates
1.219%, 7/25/41		1,203,355		152,092
Series 2021-P011, Class X1, 1.845%, 9/25/45 (a)		2,322,935		359,406
Freddie Mac Multifamily Structured Pass Through Certificates
Series K103, Class X1, 0.638%, 11/25/29 (a)		8,916,320		399,182
Series K111, Class X1, 1.572%, 5/25/30 (a)		1,450,590		162,003
Series K112, Class X1, 1.432%, 5/25/30 (a)		1,502,772		154,471
Series K113, Class X1, 1.387%, 6/25/30 (a)		2,549,800		253,228
Series K114, Class X1, 1.118%, 6/25/30 (a)		2,349,476		191,479
Series K119, Class X1, 0.932%, 9/25/30 (a)		4,971,471		340,117
Series K121, Class X1, 1.028%, 10/25/30 (a)		659,975		49,195
Series K122, Class X1, 0.883%, 11/25/30 (a)		364,417		24,097
Series K124, Class X1, 0.721%, 12/25/30 (a)		1,467,275		82,278
Series K740, Class X1, 0.758%, 9/25/27 (a)		1,296,416		48,485
Series KG03, Class X1, 1.381%, 6/25/30 (a)		3,210,000		311,842
Series KG04, Class X1, 0.853%, 11/25/30 (a)		2,417,851		151,912
Series KG05, Class X1, 0.312%, 1/25/31 (a)		2,465,000		62,719
Series KG06, Class X1, 0.532%, 10/25/31 (a)		2,298,795		102,724
Series KSG1, Class X1, 1.156%, 9/25/30 (a)		4,065,258		338,289
Series Q014, Class X, 2.799%, 10/25/55 (a)		2,155,977		486,904
FREMF Mortgage Trust
Series 2017-K64, Class B, 3.994%, 5/25/50 (a) (b)		70,000		74,619
Series 2017-K65, Class B, 4.073%, 7/25/50 (a) (b)		155,000		166,811
Series 2017-K66, Class B, 4.036%, 7/25/27 (a) (b)		136,000		145,532
Series 2017-K67, Class B, 3.945%, 9/25/49 (a) (b)		85,000		90,365
Series 2017-K67, Class C, 3.945%, 9/25/49 (a) (b)		100,000		102,610
Series 2017-K68, Class B, 3.843%, 10/25/49 (a) (b)		90,000		95,547
Series 2017-K69, Class C, 3.726%, 10/25/49 (a) (b)		40,000		41,627
Series 2017-K71, Class B, 3.753%, 11/25/50 (a) (b)		220,000		231,173
Series 2017-K71, Class C, 3.753%, 11/25/50 (a) (b)		65,000		66,590
Series 2017-K725, Class B, 3.883%, 2/25/50 (a) (b)		100,000		103,691

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


Security	Principal Amount*		Value
*Agency Collateralized Mortgage Obligations* (Continued)
Series 2017-K726, Class B, 3.999%, 7/25/49 (a) (b)		175,000	$	181,422
Series 2017-K729, Class B, 3.673%, 11/25/49 (a) (b)		250,000		258,730
Series 2017-K729, Class C, 3.673%, 11/25/49 (a) (b)		90,000		92,250
Series 2018-K154, Class B, 4.021%, 11/25/32 (a) (b)		67,000		69,501
Series 2018-K77, Class B, 4.160%, 5/25/51 (a) (b)		700,000		756,154
Series 2018-K85, Class C, 4.320%, 12/25/50 (a) (b)		550,000		586,205
Series 2018-KW07, Class B, 4.081%, 10/25/31 (a) (b)		461,000		478,685
Series 2019-100, Class C, 3.491%, 11/25/52 (a) (b)		380,000		384,433
Series 2019-K103, Class B, 3.453%, 12/25/51 (a) (b)		525,000		538,658
Series 2019-K736, Class C, 3.759%, 7/25/26 (a) (b)		400,000		413,199
Series 2019-K95, Class C, 3.919%, 8/25/52 (a) (b)		307,000		321,665
Series 2019-K97 , Class C, 3.765%, 9/25/51 (a) (b)		204,000		211,707
Series 2020-K104, Class B, 3.539%, 2/25/52 (a) (b)		520,000		536,725
Series K95, Class B, 3.919%, 8/25/52 (a) (b)		500,000		534,469
Series K99, Class B, 3.646%, 10/25/52 (a) (b)		565,000		598,354
GCAT 2021-CM2 Trust, Series CM2, Class A1, 2.352%, 8/25/66 (a) (b)		568,158		564,875
STACR Trust, Series 2018-HRP1, Class M2, 1.758%, (1 Month USD-LIBOR + 1.65%), 4/25/43 (a) (b)		39,903		39,942

				13,962,747


*Commercial Mortgage-Backed Securities – 8.6%*
245 Park Avenue Trust, Series 2017-245P, Class A, 3.508%, 6/5/37 (b)		800,000		829,721
BANK
Series 2017-BNK8, Class ASB, 3.314%, 11/15/50		147,000		153,477
Series BN18, Class XA, 0.898%, 5/15/62 (a)		2,135,398		117,899
Series BN24, Class XA, 0.645%, 11/15/62 (a)		5,533,620		249,763
Series BN28, Class XA, 1.783%, 3/15/63 (a)		1,930,120		243,942
Benchmark Mortgage Trust
Series 2019-B10, Class XA, 1.226%, 3/15/62 (a)		2,331,479		157,210
Series 2020-B18, Class XA, 1.792%, 7/15/53 (a)		503,994		51,957
Series 2020-B22, Class XA, 1.520%, 1/15/54 (a)		885,125		99,397
BWAY Mortgage Trust
Series 2013-1515, Class A1, 2.809%, 3/10/33 (b)		77,945		79,301
Series 2013-1515, Class A2, 3.454%, 3/10/33 (b)		1,000,000		1,035,513
CityLine Commercial Mortgage Trust, Series 2016-CLNE, Class A, 2.778%, 11/10/31 (a) (b)		800,000		809,170
COMM Mortgage Trust
Series 2013-WWP, Class A2, 3.424%, 3/10/31 (b)		640,000		653,145
Series 2013-WWP, Class B, 3.726%, 3/10/31 (b)		644,000		658,835
Series 2015-LC19, Class A4, 3.183%, 2/10/48		291,000		300,845
Series 2016-LC6, Class A4, 2.941%, 1/10/46		286,278		288,598
Series 2020-CX, Class A, 2.173%, 11/10/46 (b)		825,000		791,657
Series 2020-CX, Class B, 2.446%, 11/10/46 (b)		524,000		502,711
Series 2020-CX, Class C, 2.683%, 11/10/46 (a) (b)		100,000		96,243
Series 2020-CX, Class D, 2.683%, 11/10/46 (a) (b)		100,000		93,746
Series 2020-SBX, Class A, 1.670%, 1/10/38 (b)		595,000		584,283
Series 2022-HC, Class A, 2.819%, 1/10/39 (b)		886,000		908,600

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


Security	Principal Amount*		Value
*Commercial Mortgage-Backed Securities* (Continued)
CPT Mortgage Trust, Series 2019-CPT, Class A, 2.865%, 11/13/39 (b)		240,000	$	244,202
DBJPM Mortgage Trust, Series 2020-C9, Class XA, 1.712%, 9/15/53 (a)		642,629		58,794
DC Office Trust, Series 2019-MTC, Class A, 2.965%, 9/15/45 (b)		1,030,000		1,050,076
Grace Trust, Series 2020-GRCE, Class A, 2.347%, 12/10/40 (b)		925,000		904,702
Hudson Yards Mortgage Trust
Series 2016-10HY, Class A, 2.835%, 8/10/38 (b)		800,000		817,536
Series 2019-30HY, Class A, 3.228%, 7/10/39 (b)		700,000		730,437
JP Morgan Chase Commercial Mortgage Securities Corp.
Series 2018-AON, Class A, 4.128%, 7/5/31 (b)		555,000		571,261
Series 2021-NYAH, Class G, 2.746%, (1 Month USD-LIBOR + 2.64%), 6/15/38 (a) (b)		655,000		647,108
Series 2022-OPO, Class A, 3.024%, 1/5/39 (b)		2,150,000		2,192,039
Life Mortgage Trust, Series 2021-BMR, Class D, 1.506%, (1 Month USD-LIBOR + 1.4%), 3/15/38 (a) (b)		120,000		118,890
MAD Mortgage Trust, Series 2017-330M, Class A, 3.294%, 8/15/34 (a) (b)		829,000		837,390
MKT Mortgage Trust, Series 2020-525M, Class A, 2.694%, 2/12/40 (b)		600,000		598,126
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2013-C12, Class A4, 4.259%, 10/15/46 (a)		300,000		310,487
Series 2014-C15, Class A4, 4.051%, 4/15/47		300,000		312,564
Series 2014-C19, Class A4, 3.526%, 12/15/47		180,167		187,105
Morgan Stanley Capital I Trust
Series 2017-CLS, Class A, 0.806%, (1 Month USD-LIBOR + 0.7%), 11/15/34 (a) (b)		531,000		530,599
Series 2017-CLS, Class F, 2.706%, (1 Month USD-LIBOR + 2.6%), 11/15/34 (a) (b)		650,000		645,927
One Market Plaza Trust, Series 2017-1MKT, Class A, 3.614%, 2/10/32 (b)		710,000		714,410
SLG Office Trust 2021-OVA
Series OVA, Class A, 2.585%, 7/15/41 (b)		1,013,000		1,008,343
Series OVA, Class C, 2.851%, 7/15/41 (b)		835,000		808,839
STWD 2021-LIH Mortgage Trust, Series LIH, Class E, 3.009%, (1 Month USD-LIBOR + 2.903%), 11/15/36 (a) (b)		955,000		949,669
SUMIT Mortgage Trust, Series 2022-BVUE, Class A, 2.789%, 2/12/41 (b)		1,615,000		1,655,393
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class A4, 3.617%, 9/15/57		340,000		356,953

				24,956,863


*Federal Home Loan Mortgage Corporation – 0.9%*
Federal Home Loan Mortgage Corp.
2.500%, 8/1/27		24,702		25,391
2.500%, 11/1/27		69,356		71,306
3.000%, 1/1/27		88,233		91,716

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


Security	Principal Amount*		Value
*Federal Home Loan Mortgage Corporation* (Continued)
3.000%, 7/1/42		24,617	$	25,685
3.000%, 5/1/45		243,366		252,316
3.024%, (12 Month USD-LIBOR + 1.627%), 10/1/43 (a)		37,409		38,507
3.500%, 12/1/32		123,330		130,178
3.500%, 6/1/48		465,265		486,860
4.000%, 2/1/37		43,543		47,243
4.000%, 8/1/39		27,226		29,547
4.000%, 10/1/39		51,970		56,411
4.000%, 10/1/39		52,069		56,358
4.000%, 11/1/39		24,372		26,455
4.000%, 10/1/40		77,129		83,709
4.000%, 11/1/40		69,622		75,454
4.000%, 11/1/40		11,542		12,448
4.000%, 11/1/40		9,154		9,921
4.000%, 12/1/40		31,234		33,734
4.000%, 6/1/41		6,375		6,747
4.500%, 4/1/35		66,110		72,537
4.500%, 9/1/35		93,376		102,503
4.500%, 7/1/36		61,087		66,875
4.500%, 6/1/39		118,914		130,584
4.500%, 9/1/40		17,553		19,219
4.500%, 2/1/41		35,911		39,317
5.000%, 8/1/33		12,285		13,802
5.000%, 10/1/33		6,086		6,684
5.000%, 4/1/35		14,210		15,972
5.000%, 7/1/35		94,051		105,706
5.000%, 7/1/35		15,993		17,975
5.000%, 1/1/37		58,554		65,782
5.000%, 7/1/40		38,889		43,477
5.000%, 4/1/41		33,683		37,550
5.500%, 12/1/36		58,790		66,618
5.500%, 8/1/40		84,189		95,747
6.000%, 8/1/36		9,675		11,144
6.000%, 7/1/39		55,838		64,358

				2,535,836


*Federal National Mortgage Association – 29.4%*
Federal National Mortgage Association 1.891%, (12 Month USD-LIBOR + 1.58%), 5/1/44 (a)		13,871		14,263
2.000%, 10/1/27		95,266		96,169
2.000%, 1/1/28		78,697		79,443
2.000%, 2/1/52		4,980,416		4,862,537
2.500%, 6/1/24		82,327		84,205
2.500%, 11/1/31		59,565		61,216
2.500%, 12/1/31		16,338		16,793
2.500%, 12/1/43		111,123		111,601
2.500%, 4/1/45		127,394		128,082
2.500%, 12/1/51		3,094,187		3,095,497
3.000%, 8/1/46		32,817		33,986
3.000%, 10/1/46		599,436		619,919

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


Security	Principal Amount*		Value
*Federal National Mortgage Association* (Continued)
3.000%, 11/1/46		700,292	$	725,214
3.000%, 12/1/46		289,209		299,128
3.000%, 1/1/52		2,900,000		2,991,050
3.000%, 2/1/52		5,256,138		5,401,858
3.500%, 12/1/31		6,275		6,614
3.500%, 1/1/32		105,739		111,182
3.500%, 1/1/32		61,591		64,924
3.500%, 10/1/32		84,711		89,642
3.500%, 6/1/46		439,621		463,526
3.500%, 1/1/48		290,429		302,994
4.000%, 11/1/30		10,976		11,686
4.000%, 10/1/33		68,562		73,862
4.000%, 12/1/36		19,993		21,648
4.000%, 8/1/39		25,877		28,055
4.000%, 10/1/39		17,508		18,984
4.000%, 12/1/39		23,925		25,926
4.000%, 1/1/40		217,519		235,867
4.000%, 3/1/40		26,713		28,893
4.000%, 8/1/40		52,690		57,045
4.000%, 8/1/40		9,496		10,298
4.000%, 10/1/40		125,188		135,790
4.000%, 10/1/40		17,242		18,674
4.000%, 11/1/40		18,262		19,732
4.000%, 11/1/40		13,761		14,924
4.000%, 12/1/40		43,155		47,404
4.000%, 2/1/41		42,012		45,454
4.500%, 8/1/35		19,741		21,636
4.500%, 8/1/36		15,351		16,723
4.500%, 8/1/38		49,065		53,729
4.500%, 3/1/39		63,216		69,597
4.500%, 9/1/39		21,845		23,803
4.500%, 2/1/40		29,500		32,372
4.500%, 8/1/40		67,466		74,291
4.500%, 1/1/41		20,276		22,221
4.500%, 9/1/41		39,547		43,381
5.000%, 10/1/39		2,378		2,657
5.500%, 8/1/37		39,973		45,152
6.000%, 12/1/35		21,825		24,331
6.000%, 3/1/36		135,146		152,176
6.000%, 6/1/36		45,895		52,861
6.000%, 8/1/37		12,452		14,209
6.000%, 3/1/38		23,577		27,163
TBA 30 Yr, 1.500%, 2/14/52 (c)		900,000		851,555
TBA 30 Yr, 2.000%, 2/14/52 (c)		23,580,000		22,992,342
TBA 30 Yr, 2.000%, 3/14/52 (c)		15,500,000		15,080,303
TBA 30 Yr, 2.500%, 2/11/51 (c)		17,600,000		17,579,375
TBA 30 Yr, 3.500%, 2/14/52 (c)		1,700,000		1,772,117
TBA 30 Yr, 4.000%, 2/11/51 (c)		5,800,000		6,129,195

				85,535,274

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


Security	Principal Amount*		Value
*Government National Mortgage Association – 4.2%*
Government National Mortgage Association
TBA 30 Yr, 2.500%, 2/22/52 (c)		1,750,000	$	1,761,895
TBA 30 Yr, 2.500%, 3/21/52 (c)		1,750,000		1,758,271
TBA 30 Yr, 3.000%, 2/22/52 (c)		300,000		307,269
TBA 30 Yr, 3.000%, 3/21/52 (c)		300,000		306,566
TBA 30 Yr, 3.500%, 2/22/52 (c)		2,650,000		2,744,303
TBA 30 Yr, 3.500%, 3/21/52 (c)		2,650,000		2,737,471
TBA 30 Yr, 4.000%, 2/22/52 (c)		1,600,000		1,673,063
TBA 30 Yr, 4.500%, 2/22/52 (c)		900,000		947,113

				12,235,951

Total Mortgage Backed Securities (Cost $139,537,567)				139,226,671


*Corporate Bonds and Notes – 30.0%*
*Communications – 3.8%*
Alibaba Group Holding, Ltd., 2.800%, 6/6/23		200,000		203,303
AT&T, Inc.
2.750%, 6/1/31		1,285,000		1,264,798
3.550%, 9/15/55		572,000		541,030
CBS Corp., 2.900%, 1/15/27		400,000		407,356
Charter Communications Operating LLC/Charter Communications Operating Capital, 6.484%, 10/23/45		1,325,000		1,672,126
Comcast Corp., 3.200%, 7/15/36		650,000		656,664
Cox Communications, Inc.
3.150%, 8/15/24 (b)		57,000		58,695
3.850%, 2/1/25 (b)		10,000		10,476
eBay, Inc., 3.600%, 6/5/27		195,000		206,793
Go Daddy Operating Co. LLC/GD Finance Co., Inc., 3.500%, 3/1/29 (b)		410,000		382,239
Gray Television, Inc., 5.875%, 7/15/26 (b)		200,000		205,208
MercadoLibre, Inc., 2.375%, 1/14/26		1,025,000		962,203
Millicom International Cellular SA, 4.500%, 4/27/31 (b)		950,000		921,999
Verizon Communications, Inc.
2.355%, 3/15/32 (b)		1,000,000		949,869
3.400%, 3/22/41		1,250,000		1,240,787
ViacomCBS, Inc., 4.950%, 1/15/31		985,000		1,122,352
Vodafone Group PLC
4.375%, 2/19/43		70,000		76,403
6.150%, 2/27/37		185,000		239,808

				11,122,109


*Consumer, Cyclical – 1.6%*
Home Depot, Inc. (The), 5.950%, 4/1/41		420,000		574,796
O’Reilly Automotive, Inc., 3.800%, 9/1/22		155,000		156,517
Starbucks Corp.
2.550%, 11/15/30		990,000		977,148
3.750%, 12/1/47		275,000		283,361
4.450%, 8/15/49		750,000		865,398

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


Security	Principal Amount*		Value
*Consumer, Cyclical* (Continued)
Toll Brothers Finance Corp., 4.350%, 2/15/28		600,000	$	638,688
YMCA of Greater New York
2.303%, 8/1/26		765,000		747,739
Series 2020, 3.230%, 8/1/32		375,000		357,262

				4,600,909


*Consumer, Non-cyclical – 7.9%*
Advocate Health & Hospitals Corp.
Series 2020, 2.211%, 6/15/30		325,000		316,460
3.829%, 8/15/28		1,115,000		1,212,106
Allina Health System, 4.805%, 11/15/45		291,000		368,419
Amgen, Inc., 3.200%, 11/2/27		525,000		548,570
Beth Israel Lahey Health, Inc., 2.220%, 7/1/28		1,400,000		1,367,040
Biogen, Inc., 3.250%, 2/15/51 (b)		448,000		405,027
Bon Secours Mercy Health, Inc., 1.350%, 6/1/25		155,000		151,845
Boston Medical Center Corp., 4.519%, 7/1/26		705,000		752,249
Bristol-Myers Squibb Co., 3.875%, 8/15/25		154,000		164,034
CommonSpirit Health senior secured note
2.782%, 10/1/30		185,000		185,044
3.347%, 10/1/29		600,000		619,799
Conservation Fund A Nonprofit Corp. (The), 3.474%, 12/15/29		800,000		829,834
Dignity Health
4.500%, 11/1/42		408,000		465,821
5.267%, 11/1/64		250,000		329,781
ERAC USA Finance LLC, 3.850%, 11/15/24 (b)		500,000		524,310
Gartner, Inc., 3.750%, 10/1/30 (b)		160,000		155,662
Gilead Sciences, 1.650%, 10/1/30		1,500,000		1,389,998
Hologic, Inc., 3.250%, 2/15/29 (b)		695,000		659,652
Howard University
Series 2020, 1.991%, 10/1/25		120,000		117,429
Series 2020, 2.657%, 10/1/26		100,000		99,465
Series 2020, 3.476%, 10/1/41		1,850,000		1,803,663
John D and Catherine T MacArthur Foundation, 1.299%, 12/1/30		1,440,000		1,324,652
Kaiser Foundation Hospitals, 3.150%, 5/1/27		185,000		193,641
McCormick & Co, Inc., 2.500%, 4/15/30		700,000		689,643
Northeastern University, 5.285%, 3/1/32		100,000		114,706
Ochsner Clinic Foundation, 5.897%, 5/15/45		400,000		538,935
Ochsner LSU Health System of North Louisiana, 2.510%, 5/15/31		1,250,000		1,176,166
PeaceHealth Obligated Group, 1.375%, 11/15/25		1,000,000		979,712
Royalty Pharma PLC
2.150%, 9/2/31		350,000		320,333
3.300%, 9/2/40		1,250,000		1,173,230
Stanford Health Care, 3.310%, 8/15/30		595,000		631,860
StoneCo, Ltd., 3.950%, 6/16/28		1,200,000		1,023,150
Thermo Fisher Scientific, Inc., 2.375%, 4/15/32		305,000		381,856

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


Security	Principal Amount*		Value
*Consumer, Non-cyclical* (Continued)
Thomas Jefferson University , 3.847%, 11/1/57		2,100,000	$	2,109,629

				23,123,721


*Energy – 1.0%*
Azure Power Energy, Ltd., 3.575%, 8/19/26 (b)		445,000		437,724
Azure Power Solar Energy Pvt, Ltd., 5.650%, 12/24/24 (b)		500,000		518,750
Greenko Dutch BV, 3.850%, 3/29/26 (b)		896,350		884,680
Investment Energy Resources, Ltd., 6.250%, 4/26/29 (b)		925,000		980,500

				2,821,654


*Financial – 9.8%*
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.500%, 5/26/22		775,000		780,148
AIA Group, Ltd., 4.500%, 3/16/46 (b)		325,000		391,920
Air Lease Corp., 3.625%, 12/1/27		500,000		513,730
American International Group, Inc., 3.900%, 4/1/26		380,000		403,863
American Tower Corp.
3.375%, 5/15/24		235,000		242,826
5.000%, 2/15/24		362,000		385,178
AXA SA, 8.600%, 12/15/30		400,000		560,798
Bank of America Corp.
Series MTN, 2.456%, (3 Month USD-LIBOR + 0.87%), 10/22/25 (a)		545,000		550,476
4.083%, (3 Month USD-LIBOR + 3.15%), 3/20/51 (a)		500,000		564,571
7.750%, 5/14/38		700,000		1,049,516
BlueHub Loan Fund, Inc., 2.890%, 1/1/27		600,000		601,479
BNP Paribas SA, 3.800%, 1/10/24 (b)		245,000		254,686
Boston Properties L.P., 3.650%, 2/1/26		430,000		452,860
BPCE SA
3.000%, 5/22/22 (b)		250,000		251,963
4.875%, 4/1/26 (b)		500,000		539,266
Brandywine Operating Partnership L.P., 4.550%, 10/1/29		500,000		543,912
Brighthouse Financial, Inc., 5.625%, 5/15/30		1,500,000		1,740,906
Citigroup, Inc.
1.678%, (SOFR + 1.667), 5/15/24 (a)		1,000,000		1,003,770
2.561%, (SOFR + 1.167), 5/1/32 (a)		500,000		484,688
3.352%, (3 Month USD-LIBOR + 0.8966%), 4/24/25 (a)		475,000		490,176
4.412%, (SOFR + 3.914), 3/31/31 (a)		750,000		826,508
Cooperatieve Rabobank UA, 3.875%, 9/26/23 (b)		250,000		259,898
Credit Agricole SA, 4.125%, 1/10/27 (b)		1,000,000		1,076,156
Crown Castle International Corp., 3.700%, 6/15/26		300,000		314,895
Discover Financial Services, 3.750%, 3/4/25		325,000		340,696
Fifth Third Bancorp, 8.250%, 3/1/38		425,000		673,499
HAT Holdings I LLC/HAT Holdings II LLC, 6.000%, 4/15/25 (b)		450,000		466,405
ING Groep NV, 4.625%, 1/6/26 (b)		750,000		819,910
Kimco Realty Corp., 3.400%, 11/1/22		160,000		162,331
Kreditanstalt fuer Wiederaufbau, 0.000%, 6/29/37		6,000,000		4,403,397
KWG Group Holdings, Ltd., 6.000%, 8/14/26		475,000		259,113

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


Security	Principal Amount*		Value
*Financial* (Continued)
Marsh & McLennan Cos., Inc., 3.300%, 3/14/23		100,000	$	102,036
Morgan Stanley
2.511%, (SOFR + 1.200), 10/20/32 (a)		1,000,000		965,617
2.699%, (SOFR + 1.143), 1/22/31 (a)		640,000		635,209
3.950%, 4/23/27		210,000		223,877
Nuveen Finance LLC, 4.125%, 11/1/24 (b)		160,000		168,964
Prologis L.P., 3.250%, 10/1/26		165,000		173,216
Regency Centers L.P., 3.750%, 6/15/24		300,000		311,999
Reinsurance Group of America, Inc.
3.950%, 9/15/26		250,000		267,415
Series MTN, 4.700%, 9/15/23		164,000		172,121
Scentre Group Trust 1/Scentre Group Trust 2, 4.375%, 5/28/30 (b)		615,000		685,471
Sumitomo Mitsui Trust Bank, Ltd., 1.550%, 3/25/26 (b)		1,500,000		1,468,107
U.S. Bancorp, Series MTN, 3.600%, 9/11/24		493,000		516,972
USAA Capital Corp., 2.125%, 5/1/30 (b)		885,000		863,603
Ventas Realty L.P., 3.500%, 2/1/25		500,000		518,661
Yuzhou Group Holdings Co., Ltd., 6.350%, 1/13/27		255,000		58,013

				28,540,821


*Government – 0.9%*
European Investment Bank, 0.750%, 9/23/30		3,000,000		2,749,156

				2,749,156


*Industrial – 1.3%*
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 3.250%, 9/1/28 (b)		200,000		189,803
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc., 5.250%, 8/15/27 (b)		360,000		353,688
Johnson Controls International PLC/Tyco Fire & Security Finance SCA, 2.000%, 9/16/31		1,400,000		1,310,315
Klabin Austria GmbH, 5.750%, 4/3/29 (b)		905,000		977,368
Nature Conservancy (The), Series A, 1.154%, 7/1/27		430,000		413,719
WRKCo, Inc., 3.000%, 9/15/24		375,000		386,204

				3,631,097


*Technology – 1.1%*
Apple, Inc., 2.650%, 5/11/50		300,000		273,843
Black Knight InfoServ LLC, 3.625%, 9/1/28 (b)		330,000		317,127
Broadcom, Inc.
3.187%, 11/15/36 (b)		852,000		810,791
4.150%, 11/15/30		1,200,000		1,278,294
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.750%, 3/1/25 (b)		395,000		396,323

				3,076,378

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


Security	Principal Amount*		Value
*Utilities – 2.6%*
Aegea Finance S.a.r.l., 5.750%, 10/10/24 (b)		970,000	$	990,763
Clearway Energy Operating LLC
3.750%, 2/15/31 (b)		560,000		528,212
4.750%, 3/15/28 (b)		400,000		411,576
EDP Finance B.V., 1.710%, 1/24/28 (b)		1,300,000		1,221,049
Instituto Costarricense de Electricidad, 6.750%, 10/7/31 (b)		700,000		702,828
Interchile SA, 4.500%, 6/30/56 (b)		1,315,000		1,350,051
Pattern Energy Operations L.P./Pattern Energy Operations, Inc., 4.500%, 8/15/28 (b)		475,000		478,992
Public Service Co. of Colorado, 4.100%, 6/15/48		420,000		479,965
Vena Energy Capital Pte, Ltd., 3.133%, 2/26/25		1,380,000		1,393,337

				7,556,773

Total Corporate Bonds and Notes (Cost $87,239,652)				87,222,618


*U.S. Government Agency Obligations – 13.5%*
Federal Farm Credit Banks Funding Corp.
2.625%, 10/15/49		3,250,000		3,331,625
2.780%, 11/2/37		1,800,000		1,900,967
3.430%, 4/6/45		1,000,000		1,130,322
3.660%, 3/7/44		974,000		1,144,203
Federal Home Loan Banks
0.900%, 2/26/27		3,000,000		2,884,253
2.375%, 3/14/25		2,710,000		2,792,491
3.250%, 11/16/28		5,000,000		5,468,048
Federal Home Loan Mortgage Corp. , 1.500%, 2/12/25		5,600,000		5,619,459
Federal National Mortgage Association
0.750%, 10/8/27		5,000,000		4,730,864
0.875%, 8/5/30		8,000,000		7,352,873
5.625%, 7/15/37		2,000,000		2,889,452

Total U.S. Government Agency Obligations (Cost $39,348,540)				39,244,557


*Municipal Bonds – 8.1%*
American Municipal Power-Ohio, Inc., (Meldahl Hydroelectric Project), 6.270%, 2/15/50		485,000		673,240
California Health Facilities Financing Authority, 2.984%, 6/1/33		760,000		776,399
Chicago Transit Authority Sales Tax Receipts Fund, 3.912%, 12/1/40		260,000		282,021
Colorado Health Facilities Authority, 4.480%, 12/1/40		940,000		1,012,646
Cook County Community High School District No. 228, IL, 5.019%, 12/1/41 (Insurer AGM)		435,000		552,886
County of Riverside, CA
2.963%, 2/15/27		670,000		700,601
3.070%, 2/15/28		670,000		706,148
District of Columbia, (Ingleside at Rock Creek)
3.432%, 4/1/42		430,000		432,558
4.125%, 7/1/27		500,000		522,099

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


Security	Principal Amount*		Value
*Municipal Bonds* (Continued)
Florida Development Finance Corp., 4.009%, 4/1/40		925,000	$	948,830
Illinois Finance Authority, 3.510%, 5/15/41		1,000,000		986,614
Inland Valley Development Agency, 5.500%, 3/1/33 (Insurer AGM)		70,000		75,503
Lancaster County Hospital Authority, PA, (Brethren Village) 5.000%, 7/1/24		165,000		176,363
5.000%, 7/1/25		135,000		147,317
Maryland Health and Higher Educational Facilities Authority, (Meritus Medical Center)
3.968%, 7/1/27		205,000		225,533
4.168%, 7/1/29		40,000		45,214
Massachusetts Development Finance Agency, (NewBridge on the Charles, Inc.), 4.000%, 10/1/27		100,000		106,939
Massachusetts Educational Financing Authority
1.921%, 7/1/27		615,000		602,082
2.305%, 7/1/29		1,000,000		984,272
2.306%, 7/1/25		200,000		202,583
Metropolitan Government of Nashville and Davidson County, TN, (Vanderbilt University), 3.235%, 7/1/52		800,000		782,600
Metropolitan Transportation Authority
5.000%, 11/15/50		240,000		279,181
5.175%, 11/15/49		855,000		1,105,963
New Jersey Educational Facilities Authority, 3.958%, 7/1/48 (Insurer AGM)		1,000,000		1,033,917
New York Transportation Development Corp., 4.248%, 9/1/35		555,000		598,596
New York Transportation Development Corp., (LaGuardia Airport Terminal B Redevelopment), 3.473%, 7/1/28		500,000		490,071
Oklahoma Development Finance Authority, (OU Medicine) 4.650%, 8/15/30 (Insurer AGM)		130,000		147,973
5.450%, 8/15/28		770,000		848,122
Oklahoma State University, 3.427%, 9/1/36		100,000		105,915
Oregon Health and Science University, 5.000%, 7/1/45		350,000		449,438
Oregon State University, 3.424%, 3/1/60 (Insurer BAM)		1,000,000		1,025,825
Pennsylvania Industrial Development Authority, 3.556%, 7/1/24 (b)		505,000		513,320
Philadelphia, PA, Water and Wastewater Revenue, 4.189%, 10/1/37		665,000		733,846
Redevelopment Authority of the City of Philadelphia 2.239%, 9/1/29		145,000		140,899
2.339%, 9/1/30		1,000,000		971,996
Regents of the University of California Medical Center Pooled Revenue, 3.706%, 5/15/20		900,000		943,219
Sacramento, CA, 5.730%, 8/15/23 (Insurer NATL) (a)		340,000		351,893
San Bernardino County, CA, Pension Obligation Revenue, 6.020%, 8/1/23 (Insurer AGM)		145,000		152,144
Shelby County, Health, Educational and Housing Facilities Board, (Trezevant Manor Project), 4.000%, 9/1/22		250,000		248,979

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


Security	Principal Amount*			Value
*Municipal Bonds* (Continued)
Southern Ohio Port Authority, 6.500%, 12/1/30		470,000		$	530,291
State Board of Administration Finance Corp., 1.258%, 7/1/25		375,000			369,117
Sustainable Energy Utility, Inc., 2.344%, 9/15/29		900,000			907,519
Uptown Development Authority, 2.581%, 9/1/31 (Insurer AGM)		100,000			100,570
Washington Housing Finance Commission, (Presbyterian Retirement Communities), 4.000%, 1/1/24		100,000			101,272
Wisconsin Health & Educational Facilities Authority 3.940%, 8/15/41		335,000			337,395
4.190%, 8/15/55		190,000			193,280

Total Municipal Bonds (Cost $22,544,054)					23,623,189


*Senior Floating Rate Interests – 4.0%*
*Communication Services – 1.0%*
Adevinta ASA EUR Term Loan B, 3.000%, (3 mo. EUR Euribor + 3.000%), 6/26/28 (a)		185,000	EUR		207,033
Altice France S.A. USD Term Loan B12, 3.927%, (3 mo. USD LIBOR + 3.688%), 1/31/26 (a)		466,155			464,290
Charter Communications Operating, LLC 2019 Term Loan B2, 1.860%, (1 mo. USD LIBOR + 1.750%), 2/1/27 (a)		283,796			281,296
Go Daddy Operating Company, LLC 2017 Repriced Term Loan 1.855%, (1 mo. USD LIBOR + 1.750%), 2/15/24 (a)		181,990			181,028
2.105%, (1 mo. USD LIBOR + 2.000%), 8/10/27 (a)		305,350			303,060
Nexstar Broadcasting, Inc. 2018 Term Loan B3, 2.355%, (1 mo. USD LIBOR + 2.250%), 1/17/24 (a)		71,461			71,422
UPC Financing Partnership 2021 USD Term Loan AX, 3.106%, (3 mo. USD LIBOR + 3.000%), 1/31/29 (a)		995,000			990,460
Xplornet Communications, Inc. 2021 Term Loan, 4.500%, (1 mo. USD LIBOR + 4.000%), 10/2/28 (a)		269,325			269,363

					2,767,952


*Consumer Discretionary – 0.8%*
Adient US LLC 2021 Term Loan B, 3.605%, (1 mo. USD LIBOR + 3.500%), 4/10/28 (a)		208,950			209,190
American Builders & Contractors Supply Co., Inc. 2019 Term Loan, 2.105%, (1 mo. USD LIBOR + 2.000%), 1/15/27 (a)		488,750			486,968
Crocs, Inc. Term Loan B, 0.000%, 1/26/29 (a) (d)		1,210,000			1,203,950
Harbor Freight Tools USA, Inc. 2021 Term Loan B, 3.250%, (1 mo. USD LIBOR + 2.750%), 10/19/27 (a)		570,229			568,839

					2,468,947

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


Security	Principal Amount*			Value
*Consumer Staples – 1.0%*
Biogroup-LCD 2021 EUR Term Loan B, 3.000%, (6 mo. EUR Euribor + 3.000%), 1/28/28 (a)		465,000	EUR	$	514,025
Boels Topholding BV 2021 EUR Term Loan B, 3.250%, (3 mo. EUR Euribor + 3.250%), 2/6/27 (a)		400,000	EUR		446,691
CHG PPC Parent LLC 2021 Term Loan, 3.500%, (3 mo. USD LIBOR + 3.000%), 12/8/28 (a)		595,000			597,231
Insulet Corporation Term Loan B, 3.750%, (1 mo. USD LIBOR + 3.250%), 5/4/28 (a)		263,675			264,169
Verisure Holding AB 2021 EUR Term Loan, 3.250%, (6 mo. EUR EURIBOR + 3.250%), 3/27/28 (a)		900,000	EUR		1,002,342

					2,824,458


*Financials – 0.3%*
Blackhawk Network Holdings, Inc. 2018 1st Lien Term Loan, 3.105%, (1 mo. USD LIBOR + 3.000%), 6/15/25 (a)		173,700			173,117
Russell Investments US Inst’l Holdco, Inc. 2020 Term Loan, 4.500%, (6 mo. USD LIBOR + 3.500%), 5/30/25 (a)		487,551			488,117
USI, Inc. 2017 Repriced Term Loan, 3.224%, (3 mo. USD LIBOR + 3.000%), 5/16/24 (a)		167,563			166,767

					828,001


*Industrials – 0.0%*
Zephyr German BidCo GmbH EUR Term Loan B1, 3.650%, (3 mo. EUR Euribor + 3.750%), 3/10/28 (a)		100,000	EUR		112,161

					112,161


*Information Technology – 0.7%*
Athenahealth, Inc. 2022 Delayed Draw Term loan 0.000%, 1/26/29 (a) (d)		73,913			73,728
0.000%, 1/26/29 (a) (d)		436,087			434,997
DCert Buyer, Inc. 2019 Term Loan B, 4.105%, (1 mo. USD LIBOR + 4.000%), 10/16/26 (a)		638,501			639,299
Finastra USA, Inc. USD 1st Lien Term Loan, 4.500%, (3 mo. USD LIBOR + 3.500%), 6/13/24 (a)		249,850			249,311
Seattle Spinco, Inc. USD Term Loan B3, 2.855%, (1 mo. USD LIBOR + 2.750%), 6/21/24 (a)		132,076			131,030
SS&C European Holdings S.A.R.L. 2018 Term Loan B4, 1.855%, (1 mo. USD LIBOR + 1.750%), 4/16/25 (a)		37,323			36,927
SS&C Technologies Inc. 2018 Term Loan B3, 1.856%, (1 mo. USD LIBOR + 1.750%), 4/16/25 (a)		45,978			45,474
Zelis Healthcare Corporation 2021 Term Loan, 3.602%, (1 mo. USD LIBOR + 3.500%), 9/30/26 (a)		467,887			466,620

					2,077,386

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


Security	Principal Amount*			Value
*Materials – 0.2%*
Diamond (BC) B.V. 2021 Term Loan B, 3.500%, (3 mo. USD LIBOR + 3.000%), 9/29/28 (a)		500,000		$	499,219

					499,219

Total Senior Floating Rate Interests (Cost $11,764,104)					11,578,124


*Foreign Government & Agency Securities – 1.8%*
City of Ottawa Ontario, 2.500%, 5/11/51		1,240,000	CAD		864,280
City of Toronto Canada, 2.600%, 9/24/39		1,060,000	CAD		782,040
City of Vancouver, 2.300%, 11/5/31		1,750,000	CAD		1,355,661
Hong Kong Government International Bond, 2.500%, 5/28/24 (b)		750,000			768,615
Republic of Chile, 3.500%, 1/31/34		1,465,000			1,500,160

Total Foreign Government & Agency Securities (Cost $5,324,760)					5,270,756


*Asset Backed Securities – 0.5%*
Corevest American Finance Trust Series 2020-4 , 2.250%, 12/15/52 (b)		100,000			95,067
Lendbuzz Securitization Trust Series 2021-1A, 1.460%, 6/15/26 (b)		566,034			562,916
Mosaic Solar Loan Trust Series 2020-2A, 1.440%, 8/20/46 (b)		162,421			155,985
SBA Tower Trust Series 2014-2A, 3.869%, 10/15/49 (b) (e)		500,000			513,138
Tricolor Auto Securitization Trust Series 1A, 0.740%, 4/15/24 (b)		187,716			187,560

Total Asset Backed Securities (Cost $1,514,890)					1,514,666


*Convertible Bonds – 0.4%*
*Consumer Discretionary – 0.2%*
Etsy, Inc., 0.125%, 10/1/26		110,000			212,675
NIO, Inc., 0.500%, 2/1/27		325,000			267,811

					480,486


*Health Care – 0.2%*
Dexcom, Inc., 0.250%, 11/15/25		205,000			219,003
Insulet Corp., 0.375%, 9/1/26		195,000			248,722

					467,725


*Technology – 0.0%*
Square, Inc., 0.125%, 3/1/25		135,000			170,131

					170,131

Total Convertible Bonds (Cost $1,316,444)					1,118,342

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


Security	Principal Amount*		Value
*Certificates of Deposit – 0.1%*
Self-Help Federal Credit Union, 2.500%, 6/27/22		400,000	$	403,826

Total Certificates of Deposit (Cost $400,000)				403,826


*Preferred Stocks – 0.2%*
*Health Care – 0.2%*
Becton Dickinson and Co., Series B, 6.000%, 6/1/23		5,000		263,300
Danaher Corp., 5.000%, 4/15/23		170		262,514

				525,814

Total Preferred Stocks (Cost $548,610)				525,814

Total Long Term Investments (Cost $309,538,621)				309,728,563


*Short Term Investments – 20.6%*
*U.S. Government Agency Obligations – 20.6%*
Federal Farm Credit Discount Notes, 0.000%, 6/23/22		12,000,000		11,983,002
Federal Home Loan Bank Discount Notes
0.000%, 2/23/22		12,000,000		11,999,927
0.000%, 3/23/22		12,000,000		11,998,501
0.000%, 5/4/22		12,000,000		11,991,734
0.000%, 6/17/22		12,000,000		11,983,720

Total Short Term Investments (Cost $59,984,736)				59,956,884


*Total Investments – 127.1%* (Cost $369,523,357)			369,685,447

*Other Liabilities, less assets – (27.1)%*			(78,740,898)


*Net Assets – 100.0%*			$290,944,549

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

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

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

(e) Step coupon bond.

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)

Abbreviations

TBA — To Be Announced

AGM — Assured Guaranty Municipal Corporation

BAM — Build America Mutual

NATL — National Public Finance Guarantee Corporation

CAD — Canadian Dollar

EUR — Euro

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


Currency Bought	Currency Sold	Counterparty		Settlement Date		Quantity			Value		Unrealized Appreciation (Depreciation)

United States Dollar	Canadian Dollar		Morgan Stanley & Co. Inc.		3/16/22		2,789,000		$	2,192,824	$	4,650

United States Dollar	Euro Currency		Toronto Dominion Bank		2/28/22		2,230,000			2,501,127		24,899

United States Dollar	Euro Currency		Deutsche Bank AG		3/16/22		1,804,000			2,024,157		21,714

Euro Currency	United States Dollar		Westpac Banking Corporation		3/16/22		(1,339,000	)		1,502,409		7,741


											$	59,004

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


Description	Number of Contracts		Notional Amount			Value			Expiration Date		Unrealized Appreciation (Depreciation)

Euro-Bund (Short)		43	$	(4,300,000	)	$	(8,151,606	)		3/8/22	$	52,118

10-Year Canadian Government Bond (Short)		14	$	(1,400,000	)	$	(1,531,216	)		3/22/22	$	32,845


											$	84,963

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)

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


Description	Counterparty/ Exchange	Expiration Date		Notional Amount		Value			Upfront Premiums Paid (Received)			Unrealized Appreciation (Depreciation)

Pay Fixed rate annually 1.167% Receive Floating rate annually 12 month SOFR	Morgan Stanley/LCH		6/16/28	$	19,160,000	$	404,251		$	(125,852	)	$	530,103

Pay Fixed rate annually 1.470% Receive Floating rate annually 12 month SOFR	Morgan Stanley/LCH		6/16/31		15,105,000		152,589			(177,839	)		330,428

Receive Fixed rate annually 0.150% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH		6/16/23		10,435,000		(112,114	)		(30,676	)		(81,438	)

Receive Fixed rate annually 0.821% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH		6/16/26		9,835,000		(251,123	)		(60,510	)		(190,613	)

Receive Fixed rate annually 1.850% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH		6/16/51		5,235,000		231,818			525,288			(293,470	)

Receive Fixed rate annually 1.813% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH		6/16/41		7,135,000		127,257			425,544			(298,287	)

Pay Fixed rate annually 1.340% Receive Floating rate annually 12 month SOFR	Morgan Stanley/LCH		3/16/32		10,090,000		264,294			217,145			47,149

Receive Fixed rate annually 0.810% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH		3/16/24		8,465,000		(72,753	)		(2,104	)		(70,649	)

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)


Description	Counterparty/ Exchange	Expiration Date		Notional Amount		Value			Upfront Premiums Paid (Received)			Unrealized Appreciation (Depreciation)

Receive Fixed rate annually 1.220% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH		3/16/29	$	11,045,000	$	(251,937	)	$	10,974		$	(262,911	)

Receive Fixed rate annually 1.440% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH		3/16/52		1,705,000		(89,990	)		(24,163	)		(65,827	)

Receive Fixed rate annually 1.130% Pay Floating rate annually 12 month SOFR	Morgan Stanley/LCH		3/16/27		8,995,000		(159,184	)		(133,465	)		(25,719	)

Pay Fixed rate annually 0.840% Receive Floating rate annually 12 month SOFR	Morgan Stanley/LCH		3/16/24		66,570,000		532,167			266,695			265,472

Pay Fixed rate annually 1.220% Receive Floating rate annually 12 month SOFR	Morgan Stanley/LCH		3/16/29		3,080,000		70,255			70,481			(226	)

Receive Fixed rate annually 1.060% Pay Floating rate annually 12 month SOFR	Morgan Stanley/ LCH		3/16/25		3,000,000		(28,276	)		(2,292	)		(25,984	)


									$	959,226		$	(141,972	)

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2022 (Unaudited)

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


Description	Counterparty/ Exchange	Expiration Date		Notional Amount (a)		Value (b)		Upfront Premiums Paid (Received)		Unrealized Appreciation (Depreciation)

Sell Protection (c):

CDX-NAHY Series 37, Version 1, 5 Year Index, Fixed Rate 5.000% (d)	Morgan Stanley/ICE		12/20/26	$	2,740,000	$	184,973	$	193,779	$	(8,806	)


								$	193,779	$	(8,806	)

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

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

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

(d) Ratings of Moody’s/S&P — Ba3/BB-

Abbreviations

LCH — London Clearing House

ICE — Intercontinental Exchange

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI FUNDS EXPENSE EXAMPLE (Unaudited)

As a shareholder of the Domini Funds, you incur two types of costs:

(1) Transaction costs such as sales charges (loads) on Class A shares and

(2) Ongoing costs, including management fees, distribution (12b-1) fees, and other Fund expenses.

This example is intended to help you understand your ongoing costs (in dollars) of investing in the Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested on August 1, 2021 and held through January 31, 2022.

Certain Account Fees

Some accounts are subject to recurring annual service fees and maintenance fees that are not included in the expenses shown in the table. If your account was subject to these fees, then the actual account values at the end of the period would be lower and the actual expense would be higher. You may avoid the annual service fee by choosing paperless electronic delivery of statements, prospectuses, shareholder reports and other materials.

Actual Expenses

The line of the table captioned ‘‘Actual Expenses’’ below provides information about actual account value and actual expenses. You may use the information in this line, together with the amount invested, to estimate the expenses that you paid over the period as follows:

(1) Divide your account value by $1,000.

(2) Multiply your result in step 1 by the number in the first line under the heading ‘‘Expenses Paid During Period’’ in the table.

The result equals the estimated expenses you paid on your account during the period.

Hypothetical Expenses

The second line of the table below provides information about hypothetical account values and hypothetical expenses based on the Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s return. The hypothetical account values and expenses may not be used to estimate actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other mutual funds. To do so, compare this 5% hypothetical example with the 5% hypothetical example that appears in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as redemption fees. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.



Fund Name	Expenses	Beginning Account Value as of 8/1/2021	Ending Account Value as of 1/31/2022		Expenses Paid During Period 8/1/2021 – 1/31/2022
Domini Impact Equity Fund Investor Shares	Actual Expenses	$1,000.00	$	980.70	$5.44¹
Domini Impact Equity Fund Investor Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$	1,019.70	$5.55¹
Domini Impact Equity Fund Class A Shares	Actual Expenses	$1,000.00	$	980.90	$5.44¹
Domini Impact Equity Fund Class A Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$	1,019.70	$5.55¹
Domini Impact Equity Fund Institutional Shares	Actual Expenses	$1,000.00	$	982.30	$3.70¹
Domini Impact Equity Fund Institutional Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$	1,021.50	$3.77¹
Domini Impact Equity Fund Class Y Shares (formerly Class R shares)	Actual Expenses	$1,000.00	$	982.30	$4.00¹
	Hypothetical Expenses (5% return before expenses)	$1,000.00	$	1,021.20	$4.08¹
Domini International Opportunities Fund Investor Class	Actual Expenses	$1,000.00	$	948.80	$6.88²
Domini International Opportunities Fund Investor Class	Hypothetical Expenses (5% return before expenses)	$1,000.00	$	1,018.10	$7.12²
Domini International Opportunities Fund Institutional Class	Actual Expenses	$1,000.00	$	950.50	$5.65²
Domini International Opportunities Fund Institutional Class	Hypothetical Expenses (5% return before expenses)	$1,000.00	$	1,019.40	$5.85²
Domini Sustainable Solutions Fund Investor Class	Actual Expenses	$1,000.00	$	839.90	$6.49³
Domini Sustainable Solutions Fund Investor Class	Hypothetical Expenses (5% return before expenses)	$1,000.00	$	1,018.10	$7.12³
Domini Sustainable Solutions Fund Institutional Class	Actual Expenses	$1,000.00	$	840.70	$5.34³
Domini Sustainable Solutions Fund Institutional Class	Hypothetical Expenses (5% return before expenses)	$1,000.00	$	1,019.40	$5.85³
Domini Impact International Equity Fund Investor Shares	Actual Expenses	$1,000.00	$	954.70	$6.70⁴
Domini Impact International Equity Fund Investor Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$	1,018.30	$6.92⁴
Domini Impact International Equity Fund Class A Shares	Actual Expenses	$1,000.00	$	955.30	$6.80⁴
Domini Impact International Equity Fund Class A Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$	1,018.20	$7.02⁴



Fund Name	Expenses	Beginning Account Value as of 8/1/2021	Ending Account Value as of 1/31/2022		Expenses Paid During Period 8/1/2021 – 1/31/2022
Domini Impact International Equity Fund Institutional Shares	Actual Expenses	$1,000.00	$	957.70	$4.44⁴
	Hypothetical Expenses (5% return before expenses)	$1,000.00	$	1,020.70	$4.58⁴
Domini Impact International Equity Fund Class Y Shares	Actual Expenses	$1,000.00	$	956.40	$4.78⁴
Domini Impact International Equity Fund Class Y Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$	1,020.30	$4.94⁴
Domini Impact Bond Fund Investor Shares	Actual Expenses	$1,000.00	$	969.10	$4.32⁵
Domini Impact Bond Fund Investor Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$	1,020.80	$4.43⁵
Domini Impact Bond Fund Institutional Shares	Actual Expenses	$1,000.00	$	970.30	$2.83⁵
Domini Impact Bond Fund Institutional Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$	1,022.30	$2.91⁵
Domini Impact Bond Fund Class Y Shares	Actual Expenses	$1,000.00	$	970.20	$3.23⁵
Domini Impact Bond Fund Class Y Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$	1,021.90	$3.31⁵

¹ Expenses are equal to the Fund’s annualized expense ratio of 1.09% for Investor shares, or 1.09% for Class A shares, or 0.74% for Institutional shares, or 0.80% for Class Y shares(formerly Class R shares), multiplied by average account value over the period, multiplied by 184, and divided by 365.

² Expenses are equal to the Fund’s annualized expense ratio of 1.40% for Investor shares, or 1.15% for Institutional shares, multiplied by average account value over the period, multiplied by 184, and divided by 365.

³ Expenses are equal to the Fund’s annualized expense ratio of 1.40% for Investor shares, or 1.15% for Institutional shares, multiplied by average account value over the period, multiplied by 184, and divided by 365.

⁴ Expenses are equal to the Fund’s annualized expense ratio of 1.36% for Investor shares, or 1.38% for Class A shares, or 0.90% for Institutional shares, or 0.96% for Class Y shares, multiplied by average account value over the period, multiplied by 184, and divided by 365.

⁵ Expenses are equal to the Fund’s annualized expense ratio of 0.87% for Investor shares, or 0.57% for Institutional shares, or 0.65% for Class Y shares, multiplied by average account value over the period, multiplied by 184, and divided by 365.

STATEMENT OF ASSETS AND LIABILITIES

January 31, 2022 (Unaudited)


	Domini Impact Equity Fund
ASSETS
Investments, at value (cost $596,810,547)	$	1,039,917,479
Cash		6,691,260
Foreign currency, at value (cost $49,692)		49,750
Receivable for securities sold		1,916,208
Receivable for capital shares		210,529
Dividend receivable		782,071
Tax reclaim receivable		317,857

Total assets		1,049,885,154

LIABILITIES
Payable for capital shares		439,013
Management fee payable		592,057
Distribution fee payable		192,504
Other accrued expenses		1,104,837
Foreign tax payable		4,117

Total liabilities		2,332,528

NET ASSETS	$	1,047,552,626

NET ASSETS CONSISTS OF
Paid-in Capital	$	593,816,882
Total distributable earnings (loss)		453,735,744

NET ASSETS	$	1,047,552,626

NET ASSET VALUE PER SHARE

Investor Shares
Net assets	$	885,788,108

Outstanding shares of beneficial interest		27,471,853

Net Asset Value And Offering Price Per Share*	$	32.24


Class A Shares
Net assets	$	7,601,648

Outstanding shares of beneficial interest		236,025

Net Asset Value And Offering Price Per Share*	$	32.21

Maximum offering price per share (net asset value per share / (1-4.75%))	$	33.82


Institutional Shares
Net assets	$	145,116,652

Outstanding shares of beneficial interest		4,524,609

Net Asset Value And Offering Price Per Share*	$	32.07


Class Y Shares (formerly Class R shares)
Net assets	$	9,046,218

Outstanding shares of beneficial interest		281,590

Net Asset Value And Offering Price Per Share*	$	32.13

* Redemption price is equal to net asset value less any applicable redemption fees retained by the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

STATEMENT OF ASSETS AND LIABILITIES

January 31, 2022 (Unaudited)


	Domini International Opportunities Fund
ASSETS
Investments, at value (cost $24,463,385)	$	25,384,531
Cash		5,749
Foreign currency, at value (cost $30,559)		30,191
Receivable for securities sold		14,989
Receivable for capital shares		16,060
Dividend receivable		12,380
Tax reclaim receivable		17,375

Total assets		25,481,275

LIABILITIES
Payable for capital shares		5,721
Management fee payable		18,925
Other accrued expenses		17,512
Foreign tax payable		1,889

Total liabilities		44,047

NET ASSETS	$	25,437,228

NET ASSETS CONSISTS OF
Paid-in Capital	$	24,511,822
Total distributable earnings (loss)		925,406

NET ASSETS	$	25,437,228

NET ASSET VALUE PER SHARE

Investor Class
Net assets	$	2,742,175

Outstanding shares of beneficial interest		262,885

Net Asset Value And Offering Price Per Share*	$	10.43


Institutional Class
Net assets	$	22,695,053

Outstanding shares of beneficial interest		2,175,924

Net Asset Value And Offering Price Per Share*	$	10.43

* Redemption price is equal to net asset value less any applicable redemption fees retained by the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

STATEMENT OF ASSETS AND LIABILITIES

January 31, 2022 (Unaudited)


	Domini Sustainable Solutions Fund
ASSETS
Investments, at value (cost $27,299,344)	$	29,276,124
Cash		1,508,767
Foreign currency, at value (cost $30,267)		29,946
Receivable for capital shares		6,126
Dividend receivable		424
Tax reclaim receivable		6,685

Total assets		30,828,072

LIABILITIES
Payable for capital shares		29,112
Management fee payable		22,945
Other accrued expenses		33,839

Total liabilities		85,896


NET ASSETS	$	30,742,176

NET ASSETS CONSISTS OF
Paid-in Capital	$	28,048,283
Total distributable earnings (loss)		2,693,893

NET ASSETS	$	30,742,176

NET ASSET VALUE PER SHARE

Investor Class
Net assets	$	17,119,769

Outstanding shares of beneficial interest		1,114,865

Net Asset Value And Offering Price Per Share*	$	15.36


Institutional Class
Net assets	$	13,622,407

Outstanding shares of beneficial interest		884,572

Net Asset Value And Offering Price Per Share*	$	15.40

* Redemption price is equal to net asset value less any applicable redemption fees retained by the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

STATEMENT OF ASSETS AND LIABILITIES

January 31, 2022 (Unaudited)


	Domini Impact International Equity Fund
ASSETS
Investments, at value (cost $1,480,246,771)	$	1,586,737,311
Cash		20,007,992
Foreign currency, at value (cost $44,490)		44,483
Receivable for securities sold		7,694,520
Receivable for capital shares		1,487,417
Dividend receivable		2,411,358
Tax reclaim receivable		3,661,185

Total assets		1,622,044,266

LIABILITIES
Payable for securities purchased		8,577,446
Payable for capital shares		1,287,794
Management fee payable		1,153,897
Distribution fee payable		68,222
Other accrued expenses		1,058,703
Foreign tax payable		244,300

Total liabilities		12,390,362

NET ASSETS	$	1,609,653,904

NET ASSETS CONSISTS OF
Paid-in Capital	$	1,501,373,368
Total distributable earnings (loss)		108,280,536

NET ASSETS	$	1,609,653,904

NET ASSET VALUE PER SHARE

Investor Shares
Net assets	$	273,601,753

Outstanding shares of beneficial interest		30,951,229

Net Asset Value And Offering Price Per Share*	$	8.84


Class A Shares
Net assets	$	19,500,498

Outstanding shares of beneficial interest		2,066,096

Net Asset Value And Offering Price Per Share*	$	9.44

Maximum offering price per share (net asset value per share / (1-4.75%))	$	9.91


Institutional Shares
Net assets	$	633,671,982

Outstanding shares of beneficial interest		72,596,130

Net Asset Value And Offering Price Per Share*	$	8.73


Class Y Shares
Net assets	$	682,879,671

Outstanding shares of beneficial interest		78,194,482

Net Asset Value And Offering Price Per Share*	$	8.73

* Redemption price is equal to net asset value less any applicable redemption fees retained by the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

STATEMENT OF OPERATIONS

For the Six Months Ended January 31, 2022 (Unaudited)


	Domini Impact Equity Fund
INCOME
Dividends (net of foreign taxes $61,371)	$	5,909,665
Interest income		16,322

Investment Income		5,925,987

EXPENSES
Management/Sponsorship fees		3,649,977
Distribution fees – Investor Shares		1,184,701
Distribution fees – Class A Shares		10,196
Transfer agent fees – Investor Shares		419,477
Transfer agent fees – Class A Shares		3,285
Transfer agent fees – Institutional Shares		13,902
Transfer agent fees – Class Y Shares (formerly Class R shares)		3,156
Custody and Accounting fees		134,619
Professional fees		41,312
Registration fees – Investor Shares		64,502
Registration fees – Class A Shares		14,868
Registration fees – Institutional Shares		25,075
Registration fees – Class Y Shares (formerly Class R shares)		15,783
Shareholder Communication fees		112,267
Miscellaneous		124,374
Trustees fees		21,294
Shareholder Service fees – Investor Shares		21,379
Shareholder Service fees – Class A Shares		149
Shareholder Service fees – Institutional Shares		74
Shareholder Service fees – Class Y Shares (formerly Class R shares)		53

Total expenses		5,860,443
Fees waived and expenses reimbursed		(38,046)

Net expenses		5,822,397

NET INVESTMENT INCOME (LOSS)		103,590

REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY
NET REALIZED GAIN (LOSS) FROM:
Investments		23,545,272
Foreign currency		(440)

Net realized gain (loss)		23,544,832

NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM:
Investments		(43,145,685)
Translation of assets and liabilities in foreign currencies		(152)

Net change in unrealized appreciation (depreciation)		(43,145,837)

NET REALIZED AND UNREALIZED GAIN (LOSS)		(19,601,005)

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	(19,497,415)

SEE NOTES TO FINANCIAL STATEMENTS

STATEMENT OF OPERATIONS

For the Period Ended January 31, 2022 (Unaudited)


	Domini International Opportunities Fund
INCOME
Dividends (net of foreign taxes $24,053)	$	175,339

Investment Income		175,339

EXPENSES
Management/Sponsorship fees		115,217
Distribution fees – Investor Class		3,336
Transfer agent fees – Investor Class		16,156
Transfer agent fees – Institutional Class		348
Custody and Accounting fees		61,631
Professional fees		32,767
Registration fees – Investor Class		15,593
Registration fees – Institutional Class		18,915
Shareholder Communication fees		1,332
Miscellaneous		1,892
Trustees fees		529
Shareholder Service fees – Investor Class		307
Shareholder Service fees – Institutional Class		4

Total expenses		268,027
Fees waived and expenses reimbursed		(108,765)

Net expenses		159,262

NET INVESTMENT INCOME (LOSS)		16,077

REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY
NET REALIZED GAIN (LOSS) FROM:
Investments		99,152
Foreign currency		(3,280)

Net realized gain (loss)		95,872

NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM:
Investments		(1,444,666)
Translation of assets and liabilities in foreign currencies		(1,348)

Net change in unrealized appreciation (depreciation)		(1,446,014)

NET REALIZED AND UNREALIZED GAIN (LOSS)		(1,350,142)

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	(1,334,065)

SEE NOTES TO FINANCIAL STATEMENTS

STATEMENT OF OPERATIONS

For the Six Months Ended January 31, 2022 (Unaudited)


	Domini Sustainable Solutions Fund
INCOME
Dividends (net of foreign taxes $3,508)	$	49,971

Investment Income		49,971

EXPENSES
Management/Sponsorship fees		157,263
Distribution fees – Investor Class		24,504
Transfer agent fees – Investor Class		26,699
Transfer agent fees – Institutional Class		249
Custody and Accounting fees		34,743
Professional fees		34,904
Registration fees – Investor Class		5,636
Registration fees – Institutional Class		5,547
Shareholder Communication fees		1,468
Miscellaneous		2,791
Trustees fees		741
Shareholder Service fees – Investor Class		1,187
Shareholder Service fees – Institutional Class		19

Total expenses		295,751
Fees waived and expenses reimbursed		(58,232)

Net expenses		237,519

NET INVESTMENT INCOME (LOSS)		(187,548)

REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY
NET REALIZED GAIN (LOSS) FROM:
Investments		1,818,262
Foreign currency		(3,190)

Net realized gain (loss)		1,815,072

NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM:
Investments		(7,475,473)
Translation of assets and liabilities in foreign currencies		427

Net change in unrealized appreciation (depreciation)		(7,475,046)

NET REALIZED AND UNREALIZED GAIN (LOSS)		(5,659,974)

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	(5,847,522)

SEE NOTES TO FINANCIAL STATEMENTS

STATEMENT OF OPERATIONS

For the Six Months Ended January 31, 2022 (Unaudited)


	Domini Impact International Equity Fund
INCOME
Dividends (net of foreign taxes $1,205,192)	$	14,750,826
Interest income		735

Investment Income		14,751,561

EXPENSES
Management/Sponsorship fees		6,770,819
Distribution fees – Investor Shares		360,424
Distribution fees – Class A Shares		25,730
Transfer agent fees – Investor Shares		224,297
Transfer agent fees – Class A Shares		8,677
Transfer agent fees – Institutional Shares		9,851
Transfer agent fees – Class Y Shares		191,771
Custody and Accounting fees		237,889
Professional fees		54,457
Registration fees – Investor Shares		44,177
Registration fees – Class A Shares		14,258
Registration fees – Institutional Shares		7,975
Registration fees – Class Y Shares		47,319
Shareholder Communication fees		100,483
Miscellaneous		141,489
Trustees fees		33,016
Shareholder Service fees – Investor Shares		9,138
Shareholder Service fees – Class A Shares		319
Shareholder Service fees – Institutional Shares		208
Shareholder Service fees – Class Y Shares		54

Net expenses		8,282,351

NET INVESTMENT INCOME (LOSS)		6,469,210

REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY
NET REALIZED GAIN (LOSS) FROM:
Investments		55,690,013
Foreign currency		(98,639)

Net realized gain (loss)		55,591,374

NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM:
Investments		(134,671,984)
Translation of assets and liabilities in foreign currencies		(178,303)

Net change in unrealized appreciation (depreciation)		(134,850,287)

NET REALIZED AND UNREALIZED GAIN (LOSS)		(79,258,913)

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	(72,789,703)

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT EQUITY FUND

STATEMENTS OF CHANGES IN NET ASSETS


	Six Months Ended January 31, 2022 (unaudited)		Year Ended July 31, 2021
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS
Net investment income (loss)	$	103,590	$	2,843,043
Net realized gain (loss)		23,544,832		62,291,377
Net change in unrealized appreciation (depreciation)		(43,145,837)		213,611,453

Net Increase (Decrease) in Net Assets Resulting from Operations		(19,497,415)		278,745,873

DISTRIBUTIONS TO SHAREHOLDERS
Investor Shares		(53,865,356)		(19,124,774)
Class A Shares		(470,763)		(164,670)
Institutional Shares		(9,075,334)		(3,655,416)
Class Y Shares (formerly Class R shares)		(558,769)		(193,419)

Net Decrease in Net Assets from Distributions		(63,970,222)		(23,138,279)

CAPITAL SHARE TRANSACTIONS
Proceeds from sale of shares		18,167,068		54,374,553
Net asset value of shares issued in reinvestment of distributions and dividends		59,166,386		21,219,668
Payments for shares redeemed		(44,657,106)		(77,615,011)
Redemption fees		224		20,541

Net Increase (Decrease) in Net Assets from Capital Share Transactions		32,676,572		(2,000,249)

Total Increase (Decrease) in Net Assets		(50,791,065)		253,607,345

NET ASSETS
Beginning of period	$	1,098,343,691	$	844,736,346

End of period	$	1,047,552,626	$	1,098,343,691

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI INTERNATIONAL OPPORTUNITIES FUND

STATEMENTS OF CHANGES IN NET ASSETS


	Six Months Ended January 31, 2022 (unaudited)		Year Ended July 31, 2021
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS
Net investment income (loss)	$	16,077	$	139,553
Net realized gain (loss)		95,872		159,221
Net change in unrealized appreciation (depreciation)		(1,446,014)		2,365,250

Net Increase (Decrease) in Net Assets Resulting from Operations		(1,334,065)		2,664,024

DISTRIBUTIONS TO SHAREHOLDERS
Investor Class		(21,610)		(10,330)
Institutional Class		(231,689)		(140,924)

Net Decrease in Net Assets from Distributions		(253,299)		(151,254)

CAPITAL SHARE TRANSACTIONS
Proceeds from sale of shares		496,197		24,302,975
Net asset value of shares issued in reinvestment of distributions and dividends		253,292		151,229
Payments for shares redeemed		(170,030)		(521,846)
Redemption fees		-		5

Net Increase (Decrease) in Net Assets from Capital Share Transactions		579,459		23,932,363

Total Increase (Decrease) in Net Assets		(1,007,905)		26,445,133

NET ASSETS
Beginning of period	$	26,445,133	$	-

End of period	$	25,437,228	$	26,445,133

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI SUSTAINABLE SOLUTIONS FUND

STATEMENTS OF CHANGES IN NET ASSETS


	Six Months Ended January 31, 2022 (unaudited)		Year Ended July 31, 2021
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS
Net investment income (loss)	$	(187,548)	$	(229,163)
Net realized gain (loss)		1,815,072		1,501,074
Net change in unrealized appreciation (depreciation)		(7,475,046)		5,011,985

Net Increase (Decrease) in Net Assets Resulting from Operations		(5,847,522)		6,283,896

DISTRIBUTIONS TO SHAREHOLDERS
Investor Class		(764,084)		(428,601)
Institutional Class		(637,340)		(590,211)

Net Decrease in Net Assets from Distributions		(1,401,424)		(1,018,812)

CAPITAL SHARE TRANSACTIONS
Proceeds from sale of shares		2,587,749		16,670,464
Net asset value of shares issued in reinvestment of distributions and dividends		1,380,967		1,006,232
Payments for shares redeemed		(4,608,483)		(4,072,589)
Redemption fees		-		3,761

Net Increase (Decrease) in Net Assets from Capital Share Transactions		(639,767)		13,607,868

Total Increase (Decrease) in Net Assets		(7,888,713)		18,872,952

NET ASSETS
Beginning of period	$	38,630,889	$	19,757,937

End of period	$	30,742,176	$	38,630,889

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT INTERNATIONAL EQUITY FUND

STATEMENTS OF CHANGES IN NET ASSETS


	Six Months Ended January 31, 2022 (unaudited)		Year Ended July 31, 2021
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS
Net investment income (loss)	$	6,469,210	$	21,977,674
Net realized gain (loss)		55,591,374		136,715,623
Net change in unrealized appreciation (depreciation)		(134,850,287)		169,926,681

Net Increase (Decrease) in Net Assets Resulting from Operations		(72,789,703)		328,619,978

DISTRIBUTIONS TO SHAREHOLDERS
Investor Shares		(947,404)		(4,142,289)
Class A Shares		(57,327)		(303,025)
Institutional Shares		(5,250,693)		(11,986,084)
Class Y Shares		(5,354,993)		(10,069,491)

Net Decrease in Net Assets from Distributions		(11,610,417)		(26,500,889)

CAPITAL SHARE TRANSACTIONS
Proceeds from sale of shares		240,378,144		703,551,006
Net asset value of shares issued in reinvestment of distributions and dividends		9,541,214		21,750,304
Payments for shares redeemed		(131,838,521)		(516,771,256)
Redemption fees		850		5,170

Net Increase (Decrease) in Net Assets from Capital Share Transactions		118,081,687		208,535,224

Total Increase (Decrease) in Net Assets		33,681,567		510,654,313

NET ASSETS
Beginning of period	$	1,575,972,337	$	1,065,318,024

End of period	$	1,609,653,904	$	1,575,972,337

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT EQUITY FUND — INVESTOR SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2022 (unaudited)			Year Ended July 31,
	Six Months Ended January 31, 2022 (unaudited)			2021			2020			2019			2018			2017^
For a share outstanding for the period:
Net asset value, beginning of period		$34.82			$26.72			$ 22.48			$24.18			$23.18	^{^}		$20.76

Income from investment operations:
Net investment income (loss)		(0.03)			0.08			0.15	¹		0.18			0.27	¹		0.21	¹
Net realized and unrealized gain (loss) on investments		(0.50)			8.74			4.69	¹		0.81			2.09	¹		2.69

Total Income (loss) From Investment Operations		(0.53)			8.82			4.84			0.99			2.36			2.90

Less dividends and/or distributions:
Dividends to shareholders from net investment income		-			(0.09)			(0.14)			(0.21)			(0.17)	^{^}		(0.12)
Distributions to shareholders from net realized gain		(2.05)			(0.63)			(0.46)			(2.48)			(1.19)	^{^}		(0.36)

Total Distributions		(2.05)			(0.72)			(0.60)			(2.69)			(1.36)			(0.48)

Redemption fee proceeds ¹		0.00	²		0.00	²		0.00	²		0.00	²		0.00	²		0.00	²

Net asset value, end of period		$32.24			$34.82			$ 26.72			$22.48			$24.18			$23.18

Total return ³		-1.93%			33.43%			21.98%			6.31%			10.32%			14.07%
Portfolio turnover		3%			23%			21%			95%			78%			85%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$886			$ 927			$ 719			$643			$ 669			$ 675
Ratio of expenses to average net assets		1.09%			1.09%			1.08%	^4,5		1.07%	^4,5		1.10%			1.14%
Ratio of gross expenses to average net assets		1.09%			1.09%			1.09%			1.09%			1.10%			1.14%
Ratio of net investment income (loss) to average net assets		(0.03)%			0.24%			0.65%			0.96%			1.15%			0.94%

¹ Based on average shares outstanding.

² Amount represents less than $0.005 per share.

³ Not annualized for periods less than one year.

⁴ Reflects a waiver of fees by the Manager, the Sponsor and the Distributor of the Fund.

⁵ Ratio of expenses to average net assets includes transfer agent credits. Excluding transfer agent credits the ratio of expenses to average net assets would have been 1.07% for the year ended July 31, 2019 and 1.08% for the year ended July 31,2020.

^{^} All per share amounts and net asset values have been adjusted as a result of the 1.9988601 for 1 share split on January 26, 2018.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT EQUITY FUND — CLASS A SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2022 (unaudited)			Year Ended July 31,
	Six Months Ended January 31, 2022 (unaudited)			2021			2020			2019			2018			2017^
For a share outstanding for the period:
Net asset value, beginning of period		$34.79			$26.70			$ 22.46			$24.17			$33.41	^{^}		$34.01

Income from investment operations:
Net investment income (loss)		0.34			(0.46)			0.15	¹		0.23			0.31	¹		0.32	¹
Net realized and unrealized gain (loss) on investments		(0.86)			9.27			4.69	¹		0.75			2.84	¹		4.14

Total Income (loss) From Investment Operations		(0.52)			8.81			4.84			0.98			3.15			4.46

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.01)			(0.09)			(0.14)			(0.21)			(1.35)	^{^}		(1.72)
Distributions to shareholders from net realized gain		(2.05)			(0.63)			(0.46)			(2.48)			(11.04)	^{^}		(3.34)

Total Distributions		(2.06)			(0.72)			(0.60)			(2.69)			(12.39)			(5.06)

Redemption fee proceeds ¹		-			-			-			0.00	²		-			-

Net asset value, end of period		$32.21			$34.79			$ 26.70			$22.46			$24.17			$33.41

Total return ³		-1.91%			33.42%			22.01%			6.28%			10.36%			13.97%
Portfolio turnover		3%			23%			21%			95%			78%			85%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$8			$ 8			$6			$7			$7			$ 8
Ratio of expenses to average net assets		1.09%	⁴		1.09%	⁴		1.09%	^4,5		1.09%	^4,5		1.12%	⁴		1.16%	⁴
Ratio of gross expenses to average net assets		1.40%			1.31%			1.47%			1.43%			1.38%			1.46%
Ratio of net investment income (loss) to average net assets		(0.04)%			0.24%			0.64%			0.95%			1.14%			0.92%

¹ Based on average shares outstanding.

² Amount represents less than $0.005 per share.

³ Total return does not relect sales commissions and is not annualized for periods less than one year.

⁴ Reflects a waiver of fees by the Manager, the Sponsor and the Distributor of the Fund.

⁵ Ratio of expenses to average net assets includes transfer agent credits. Excluding transfer agent credits the ratio of expenses to average net assets would have been 1.09% for the year ended July 31, 2019 and 1.09% for the year ended July 31, 2020.

^{^} All per share amounts and net asset values have been adjusted as a result of the 0.2155310 for 1 reverse share split on January 26, 2018.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT EQUITY FUND — INSTITUTIONAL SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2022 (unaudited)		Year Ended July 31,
	Six Months Ended January 31, 2022 (unaudited)		2021			2020			2019			2018			2017
For a share outstanding for the period:
Net asset value, beginning of period		$34.60		$26.59			$22.41			$24.18			$24.46			$22.40

Income from investment operations:
Net investment income (loss)		0.09		0.28			0.23	¹		0.08			0.37			0.31	¹
Net realized and unrealized gain (loss) on investments		(0.56)		8.60			4.67	¹		0.98			2.17			2.87

Total Income (loss) From Investment Operations		(0.47)		8.88			4.90			1.06			2.54			3.18

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.01)		(0.24)			(0.26)			(0.35)			(0.44)			(0.40)
Distributions to shareholders from net realized gain		(2.05)		(0.63)			(0.46)			(2.48)			(2.38)			(0.72)

Total Distributions		(2.06)		(0.87)			(0.72)			(2.83)			(2.82)			(1.12)

Redemption fee proceeds ¹		-		0.00	²		0.00	²		0.00	²		0.00	²		0.00	²

Net asset value, end of period		$32.07		$34.60			$26.59			$22.41			$24.18			$24.46

Total return ³		-1.77%		33.89%			22.43%			6.69%			10.68%			14.51%
Portfolio turnover		3%		23%			21%			95%			78%			85%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$145		$ 154			$ 113			$99			$ 120			$ 157
Ratio of expenses to average net assets		0.74%		0.74%			0.74%	⁵		0.74%	^4,5		0.74%	⁴		0.79%
Ratio of gross expenses to average net assets		0.74%		0.74%			0.74%			0.76%			0.76%			0.79%
Ratio of net investment income (loss) to average net assets		0.31%		0.59%			0.99%			1.31%			1.52%			1.31%

¹ Based on average shares outstanding.

² Amount represents less than $0.005 per share.

³ Not annualized for periods less than one year.

⁴ Reflects a waiver of fees by the Manager and the Sponsor of the Fund.

⁵ Ratio of expenses to average net assets includes transfer agent credits. Excluding transfer agent credits the ratio of expenses to average net assets would have been 0.74% for the year ended July 31, 2019 and 0.74% for the year ended July 31, 2020.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT EQUITY FUND — CLASS Y SHARES (FORMERLY CLASS R SHARES)

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2022 (unaudited)			Year Ended July 31,
	Six Months Ended January 31, 2022 (unaudited)			2021			2020			2019			2018			2017^
For a share outstanding for the period:
Net Asset Value, beginning of period		$34.66			$26.62			$22.42			$24.18			$37.86	^{^}		$39.86

Income from investment operations:
Net investment income (loss)		0.75			7.50			0.21	¹		3.04			0.41	¹		0.51	¹
Net realized and unrealized gain (loss) on investments		(1.22)			1.37			4.68	¹		(2.00)			3.21	¹		4.69

Total Income (loss) From Investment Operations		(0.47)			8.87			4.89			1.04			3.62			5.20

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.01)			(0.20)			(0.23)			(0.32)			(2.00)	^{^}		(2.57)
Distributions to shareholders from net realized gain		(2.05)			(0.63)			(0.46)			(2.48)			(15.30)	^{^}		(4.63)

Total Distributions		(2.06)			(0.83)			(0.69)			(2.80)			(17.30)			(7.20)

Redemption fee proceeds ¹		-			0.00	²		0.00	²		0.00	²		0.00	²		0.00	²

Net asset value, end of period		$32.13			$34.66			$26.62			$22.42			$24.18			$37.86

Total return ³		-1.77%			33.81%			22.34%			6.62%			10.71%			14.20%
Portfolio turnover		3%			23%			21%			95%			78%			85%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$9			$ 10			$6			$20			$18			$ 21
Ratio of expenses to average net assets		0.80%	⁴		0.80%	⁴		0.79%	^4,5		0.80%	^4,5		0.80%	⁴		0.83%	⁴
Ratio of gross expenses to average net assets		1.32%			1.05%			0.94%			0.88%			0.84%			0.85%
Ratio of net investment income (loss) to average net assets		0.25%			0.51%			0.92%			1.23%			1.46%			1.28%

¹ Based on average shares outstanding.

² Amount represents less than $0.005 per share.

³ Not annualized for periods less than one year.

⁴ Reflects a waiver of fees by the Manager and the Sponsor of the Fund.

⁵ Ratio of expenses to average net assets includes transfer agent credits. Excluding transfer agent credits the ratio of expenses to average net assets would have been 0.80% for the year ended July 31, 2019 and 0.79% for the year ended July 31, 2020.

^ All per share amounts and net asset values have been adjusted as a result of the 0.1555580 for 1 reverse share split on January 26, 2018.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI INTERNATIONAL OPPORTUNITIES FUND — INVESTOR SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2022 (unaudited)			For the Period November 30, 2020 (commencement of operations) through July 31, 2021
For a share outstanding for the period:
Net asset value, beginning of period	$	11.08		$	10.00

Income from investment operations:
Net investment income (loss)		0.00	²		0.04
Net realized and unrealized gain (loss) on investments		(0.57)			1.09

Total Income (loss) From Investment Operations		(0.57)			1.13

Less dividends and/or distributions:
Dividends to shareholders from net investment income		-			(0.05)
Distributions to shareholders from net realized gain		(0.08)			-

Total Distributions		(0.08)			(0.05)

Redemption fee proceeds ¹		-			0.00	²

Net asset value, end of period	$	10.43		$	11.08

Total return ³		-5.12%			11.31%
Portfolio turnover		11%			16%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)	$	3		$	2
Ratio of expenses to average net assets		1.40%	⁴		1.40%	⁴
Ratio of gross expenses to average net assets		4.20%			4.88%
Ratio of net investment income (loss) to average net assets		(0.13)%			0.80%

¹ Based on average shares outstanding.

² Amount represents less than $0.005 per share.

³ Not annualized for periods less than one year.

⁴ Reflects a waiver of fees by the Manager and the Distributor of the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI INTERNATIONAL OPPORTUNITIES FUND — INSTITUTIONAL SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2022 (unaudited)			For the Period November 30, 2020 (commencement of operations) through July 31, 2021
For a share outstanding for the period:
Net asset value, beginning of period	$	11.08		$	10.00

Income from investment operations:
Net investment income (loss)		0.01			0.06
Net realized and unrealized gain (loss) on investments		(0.56)			1.08

Total Income (loss) From Investment Operations		(0.55)			1.14

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.02)			(0.06)
Distributions to shareholders from net realized gain		(0.08)			-

Total Distributions		(0.10)			(0.06)

Redemption fee proceeds ¹		-			-

Net asset value, end of period	$	10.43		$	11.08

Total return ³		-4.95%			11.44%
Portfolio turnover		11%			16%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)	$	23		$	24
Ratio of expenses to average net assets		1.15%	⁴		1.15%	⁴
Ratio of gross expenses to average net assets		1.73%			2.00%
Ratio of net investment income (loss) to average net assets		0.15%			0.84%

¹ Based on average shares outstanding.

² Amount represents less than $0.005 per share.

³ Not annualized for periods less than one year.

⁴ Reflects a waiver of fees by the Manager of the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI SUSTAINABLE SOLUTIONS FUND — INVESTOR SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2022 (unaudited)			Year Ended July 31, 2021			For the Period April 1, 2020 (commencement of operations) through July 31, 2020
For a share outstanding for the period:
Net asset value, beginning of period	$	19.06		$	15.28		$	10.00

Income from investment operations:
Net investment income (loss)		(0.09)			(0.12)			(0.02)
Net realized and unrealized gain (loss) on investments		(2.89)			4.54			5.30

Total Income (loss) From Investment Operations		(2.98)			4.42			5.28

Less dividends and/or distributions:
Dividends to shareholders from net investment income		-			-			-
Distributions to shareholders from net realized gain		(0.72)			(0.64)			-

Total Distributions		(0.72)			(0.64)			-

Redemption fee proceeds ¹		-			0.00	²		-

Net asset value, end of period	$	15.36		$	19.06		$	15.28

Total return ³		-16.01%			28.94%			52.80%
Portfolio turnover		27%			65%			10%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)	$	17		$	19		$	7
Ratio of expenses to average net assets		1.40%	⁴		1.40%	⁴		1.37%	^4,5
Ratio of gross expenses to average net assets		1.82%			2.12%			3.95%
Ratio of net investment income (loss) to average net assets		(1.13)%			(0.87)%			(0.94)%

¹ Based on average shares outstanding.

² Amount represents less than $0.005 per share.

³ Not annualized for periods less than one year.

⁴ Reflects a waiver of fees by the Manager and the Distributor of the Fund.

⁵ Ratio of expenses to average net assets includes transfer agent credits. Excluding transfer agent credits the ratio of expenses to average net assets would have been 1.37% for the year ended July 31, 2020.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI SUSTAINABLE SOLUTIONS FUND — INSTITUTIONAL SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2022 (unaudited)			Year Ended July 31, 2021			For the Period April 1, 2020 (commencement of operations) through July 31, 2020
For a share outstanding for the period:
Net asset value, beginning of period	$	19.12		$	15.29		$	10.00

Income from investment operations:
Net investment income (loss)		(0.08)			(0.10)			(0.02)
Net realized and unrealized gain (loss) on investments		(2.89)			4.57			5.31

Total Income (loss) From Investment Operations		(2.97)			4.47			5.29

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.03)			-			-
Distributions to shareholders from net realized gain		(0.72)			(0.64)			-

Total Distributions		(0.75)			(0.64)			-

Redemption fee proceeds ¹		-			-			-

Net asset value, end of period	$	15.40		$	19.12		$	15.29

Total return ²		-15.93%			29.25%			52.90%
Portfolio turnover		27%			65%			10%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)	$	14		$	19		$	12
Ratio of expenses to average net assets		1.15%	³		1.15%	³		1.12%	^3,4
Ratio of gross expenses to average net assets		1.35%			1.43%			2.89%
Ratio of net investment income (loss) to average net assets		(0.88)%			(0.62)%			(0.61)%

¹ Based on average shares outstanding.

² Not annualized for periods less than one year.

³ Reflects a waiver of fees by the Manager of the Fund.

⁴ Ratio of expenses to average net assets includes transfer agent credits. Excluding transfer agent credits the ratio of expenses to average net assets would have been 1.12% for the year ended July 31, 2020.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT INTERNATIONAL EQUITY FUND — INVESTOR SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2022 (unaudited)			Year Ended July 31,
	Six Months Ended January 31, 2022 (unaudited)			2021			2020			2019			2018			2017
For a share outstanding for the period:
Net asset value, beginning of period		$9.29			$ 7.28			$ 7.74			$ 8.72			$ 8.76			$ 7.38

Income from investment operations:
Net investment income (loss)		0.02			0.19			0.08			0.15			0.16			0.15
Net realized and unrealized gain (loss) on investments		(0.44)			1.94			(0.33)			(0.77)			0.02			1.35

Total Income (loss) From Investment Operations		(0.42)			2.13			(0.25)			(0.62)			0.18			1.50

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.03)			(0.12)			(0.21)			(0.13)			(0.22)			(0.12)
Distributions to shareholders from net realized gain		-			-			-			(0.23)			-			-

Total Distributions		(0.03)			(0.12)			(0.21)			(0.36)			(0.22)			(0.12)

Redemption fee proceeds ¹		0.00	²		0.00	²		0.00	²		0.00	²		0.00	²		0.00	²

Net asset value, end of period		$8.84			$ 9.29			$ 7.28			$ 7.74			$ 8.72			$ 8.76

Total return ³		-4.53%			29.34%			-3.49%			-6.81%			2.08%			20.61%
Portfolio turnover		42%			88%			98%			77%			68%			73%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$274			$ 292			$ 397			$ 432			$ 612			$ 595
Ratio of expenses to average net assets		1.36%			1.37%			1.36%	^4,5		1.41%	⁵		1.41%			1.46%
Ratio of gross expenses to average net assets		1.36%			1.37%			1.38%			1.41%			1.41%			1.46%
Ratio of net investment income (loss) to average net assets		0.45%			1.32%			0.93%			1.70%			1.81%			2.06%

¹ Based on average shares outstanding.

² Amount represents less than $0.005 per share.

³ Not annualized for periods less than one year.

⁴ Reflects a waiver of fees by the Manager and the Distributor of the Fund.

⁵ Ratio of expenses to average net assets includes transfer agent credits. Excluding transfer agent credits the ratio of expenses to average net assets would have been 1.41% for the year ended July 31, 2019 and 1.36% for the year ended July 31, 2020.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT INTERNATIONAL EQUITY FUND — CLASS A SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2022 (unaudited)		Year Ended July 31,
	Six Months Ended January 31, 2022 (unaudited)		2021		2020			2019			2018			2017
For a share outstanding for the period:
Net asset value, beginning of period		$9.91		$ 7.77		$ 8.22			$ 9.18			$ 9.21			$ 7.76

Income from investment operations:
Net investment income (loss)		0.04		0.25		0.14			0.34			0.15			0.14
Net realized and unrealized gain (loss) on investments		(0.48)		2.02		(0.42)			(0.99)			0.04			1.43

Total Income (loss) From Investment Operations		(0.44)		2.27		(0.28)			(0.65)			0.19			1.57

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.03)		(0.13)		(0.17)			(0.08)			(0.22)			(0.12)
Distributions to shareholders from net realized gain		-		-		-			(0.23)			-			-

Total Distributions		(0.03)		(0.13)		(0.17)			(0.31)			(0.22)			(0.12)

Redemption fee proceeds ¹		-		-		0.00	²		0.00	²		0.00	²		0.00	²

Net asset value, end of period		$9.44		$ 9.91		$ 7.77			$ 8.22			$ 9.18			$ 9.21

Total return ³		-4.47%		29.31%		-3.58%			-6.83%			2.00%			20.44%
Portfolio turnover		42%		88%		98%			77%			68%			73%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$20		$ 21		$ 21			$27			$ 81			$ 85
Ratio of expenses to average net assets		1.38%		1.38%		1.40%^4,5			1.43%	⁵		1.47%			1.52%	⁴
Ratio of gross expenses to average net assets		1.38%		1.38%		1.54%			1.43%			1.47%			1.53%
Ratio of net investment income (loss) to average net assets		0.45%		1.27%		0.86%			1.41%			1.63%			1.99%

¹ Based on average shares outstanding.

² Amount represents less than $0.005 per share.

³ Total return does not reflect sales commissions and is not annualized for periods less than one year.

⁴ Reflects a waiver of fees by the Manager and the Distributor of the Fund.

⁵ Ratio of expenses to average net assets includes transfer agent credits. Excluding transfer agent credits the ratio of expenses to average net assets would have been 1.43% for the year ended July 31, 2019 and 1.41% for the year ended July 31, 2020.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT INTERNATIONAL EQUITY FUND — INSTITUTIONAL SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2022 (unaudited)			Year Ended July 31,
	Six Months Ended January 31, 2022 (unaudited)			2021			2020			2019			2018			2017
For a share outstanding for the period:
Net asset value, beginning of period		$9.19			$ 7.23			$ 7.69			$ 8.70			$ 8.74			$ 7.39

Income from investment operations:
Net investment income (loss)		0.04			0.16			0.09			0.18			0.18			0.19
Net realized and unrealized gain (loss) on investments		(0.43)			1.99			(0.30)			(0.78)			0.05			1.32

Total Income (loss) From Investment Operations		(0.39)			2.15			(0.21)			(0.60)			0.23			1.51

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.07)			(0.19)			(0.25)			(0.18)			(0.27)			(0.16)
Distributions to shareholders from net realized gain		-			-			-			(0.23)			-			-

Total Distributions		(0.07)			(0.19)			(0.25)			(0.41)			(0.27)			(0.16)

Redemption fee proceeds ¹		0.00	²		0.00	²		0.00	²		0.00	²		0.00	²		0.00	²

Net asset value, end of period		$8.73			$ 9.19			$ 7.23			$ 7.69			$ 8.70			$ 8.74

Total return ³		-4.23%			29.80%			-3.05%			-6.49%			2.58%			20.80%
Portfolio turnover		42%			88%			98%			77%			68%			73%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$634			$ 636			$ 473			$ 524			$ 580			$ 384
Ratio of expenses to average net assets		0.90%			0.91%			0.95%	⁴		1.01%	⁴		1.02%			1.07%
Ratio of gross expenses to average net assets		0.90%			0.91%			0.95%			1.01%			1.02%			1.07%
Ratio of net investment income (loss) to average net assets		0.91%			1.79%			1.33%			2.30%			2.22%			2.82%

¹ Based on average shares outstanding.

² Amount represents less than $0.005 per share.

³ Not annualized for periods less than one year.

⁴ Ratio of expenses to average net assets includes transfer agent credits. Excluding transfer agent credits the ratio of expenses to average net assets would have been 1.01% for the year ended July 31, 2019 and 0.95% for the year ended July 31, 2020.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT INTERNATIONAL EQUITY FUND — CLASS Y SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2022 (unaudited)		Year Ended July 31,									For the period July 23, 2018 (commencement of operations) through July 31, 2018
	Six Months Ended January 31, 2022 (unaudited)		2021			2020			2019
For a share outstanding for the period:
Net asset value, beginning of period		$9.20		$ 7.23			$ 7.70			$ 8.71			$8.56

Income from investment operations:
Net investment income (loss)		0.04		0.11			0.12			0.23			-
Net realized and unrealized gain (loss) on investments		(0.44)		2.04			(0.35)			(0.83)			0.15

Total Income (loss) From Investment Operations		(0.40)		2.15			(0.23)			(0.60)			0.15

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.07)		(0.18)			(0.24)			(0.18)			-
Distributions to shareholders from net realized gain		-		-			-			(0.23)			-

Total Distributions		(0.07)		(0.18)			(0.24)			(0.41)			-

Redemption fee proceeds ¹		-		0.00	²		-			-			-

Net asset value, end of period		$8.73		$ 9.20			$ 7.23			$ 7.70			$8.71

Total return ³		-4.36%		29.88%			-3.28%			-6.50%			1.75%
Portfolio turnover		42%		88%			98%			77%			68%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$683		$ 627			$ 174			$ 238			$ 142
Ratio of expenses to average net assets		0.96%		0.98%			1.06%	⁴		1.13%	⁴		1.13%
Ratio of gross expenses to average net assets		0.96%		0.98%			1.06%			1.13%			1.13%
Ratio of net investment income (loss) to average net assets		0.83%		1.82%			1.26%			2.81%			0.32%

¹ Based on average shares outstanding.

² Amount represents less than $0.005 per share.

³ Not annualized for periods less than one year.

⁴ Ratio of expenses to average net assets includes transfer agent credits. Excluding transfer agent credits the ratio of expenses to average net assets would have been 1.13% for the year ended July 31, 2019 and 1.06% for the year ended July 31, 2020.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS

January 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 118 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.

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

(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

100

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

are used in determining the value of the Funds’ investments and are summarized in the following fair value hierarchy:

Level 1 — quoted prices in active markets for identical securities

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

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

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

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


	Level 1 - Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Total

Common Stocks
Communication Services	$	105,542,656	$	-	$	-	$	105,542,656
Consumer Discretionary		130,145,850		-		-		130,145,850
Consumer Staples		58,318,101		-		-		58,318,101
Financials		102,511,197		-		-		102,511,197
Health Care		130,667,910		-		-		130,667,910
Industrials		66,937,270		-		-		66,937,270
Information Technology		388,395,607		-		-		388,395,607
Materials		21,919,298		-		-		21,919,298
Real Estate		29,565,071		-		-		29,565,071
Utilities		5,914,519		-		-		5,914,519

Total	$	1,039,917,479	$	-	$	-	$	1,039,917,479

101

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

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


	Level 1 - Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Total

Common Stocks
Argentina	$	167,545	$	-	$	-	$	167,545
Australia		-		686,916		-		686,916

Austria		-		100,213		-		100,213
Belgium		-		110,243		-		110,243
Canada		556,232		-		-		556,232
China		100,981		143,735		-		244,716
Denmark		-		982,300		-		982,300
Finland		-		375,087		-		375,087
France		-		2,180,399		-		2,180,399
Germany		-		2,660,655		-		2,660,655
Hong Kong		-		659,550		-		659,550
Hungary		-		37,358		-		37,358
Ireland		-		274,890		-		274,890
Italy		-		228,343		-		228,343
Japan		-		5,558,565		-		5,558,565
Luxembourg		-		37,869		-		37,869
Netherlands		-		2,138,867		-		2,138,867
New Zealand		-		67,243		-		67,243
Norway		-		206,534		-		206,534
Singapore		-		277,004		-		277,004
South Africa		24,538		63,572		-		88,110
South Korea		39,308		-		-		39,308
Spain		-		637,382		-		637,382
Sweden		27,929		942,510		-		970,439
Switzerland		-		1,689,195		-		1,689,195
United Kingdom		499,152		2,014,583		-		2,513,735
United States		1,420,864		474,968		-		1,895,832

Total	$	2,836,549	$	22,547,982	$	-	$	25,384,531

102

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NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

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


	Level 1 - Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Total

Common Stocks
Communication Services	$	910,242	$	-	$	-	$	910,242
Consumer Discretionary		2,722,576		1,366,853		-		4,089,429

Consumer Staples		477,987		-		-		477,987
Financials		2,012,610		2,504,674		-		4,517,284
Health Care		4,743,975		1,364,645		-		6,108,620
Industrials		995,351		2,578,457		-		3,573,808
Information Technology		7,042,356		1,438,655		-		8,481,011
Real Estate		-		1,117,743		-		1,117,743

Total	$	18,905,097	$	10,371,027	$	-	$	29,276,124

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


	Level 1 - Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Total

Common Stocks
Australia	$	-	$	83,468,373	$	-	$	83,468,373
Austria		-		8,668,370		-		8,668,370
Belgium		-		1,616,482		-		1,616,482
Brazil		10,212,663		-		-		10,212,663
China		2,133,461		32,157,251		-		34,290,712
Colombia		-		1,556,852		-		1,556,852
Denmark		-		46,656,898		-		46,656,898
Finland		-		17,009,975		-		17,009,975
France		-		154,826,654		-		154,826,654
Germany		-		87,215,264		-		87,215,264
Hong Kong		-		26,171,852		-		26,171,852
Hungary		1,726,385		-		-		1,726,385
India		-		5,183,031		-		5,183,031
Ireland		1,524,726		9,833,374		-		11,358,100
Israel		27,917,733		-		-		27,917,733
Italy		-		52,840,648		-		52,840,648
Japan		-		351,925,876		-		351,925,876

103

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NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)


	Level 1 - Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
Luxembourg	$	-	$	2,610,089	$	-	$	2,610,089
Mexico		2,404,205		-		-		2,404,205
Netherlands		-		79,432,455		-		79,432,455
Norway		-		8,164,897		-		8,164,897
Russian Federation		-		2,158,707		-		2,158,707
Singapore		-		4,798,792		-		4,798,792
South Africa		20,500,506		-		-		20,500,506

South Korea		-		9,863,979		-		9,863,979
Spain		-		47,550,377		-		47,550,377
Sweden		-		51,551,006		-		51,551,006
Switzerland		-		177,748,970		-		177,748,970
Taiwan		-		24,235,330		-		24,235,330
Thailand		-		8,857,927		-		8,857,927
United Kingdom		-		182,121,903		-		182,121,903
United States		16,444,636		25,647,664		-		42,092,300

Total	$	82,864,316	$	1,503,872,995	$	-	$	1,586,737,311

(B) Foreign Currency Translation. Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollar amounts on the date of valuation. Purchases and sales of securities, and income and expense items denominated in foreign currencies, are translated into U.S. dollar amounts on the respective dates of such transactions. Occasionally, events impact the availability or reliability of foreign exchange rates used to convert the U.S. dollar equivalent value. If such an event occurs, the foreign exchange rate will be valued at fair value using procedures established and approved by the Board of Trustees. The Funds do not separately report the effect of fluctuations in foreign exchange rates from changes in market prices on securities held. Such fluctuations are included with the net realized and unrealized gain or loss from investments. Realized foreign exchange gains or losses arise from sales of foreign currencies, currency gains or losses realized between the trade and settlement dates on securities transactions, and the difference between the recorded amounts of dividends, interest, and foreign withholding taxes and the U.S. dollar equivalent of the amounts actually received or paid. Net unrealized foreign exchange gains and losses arise from changes in fair value of assets and liabilities other than investments in securities held at the end of the reporting period, resulting from changes in exchange rates.

104

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NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

(C) Foreign Currency Contracts. When the Funds purchase or sell foreign securities, they enter into foreign exchange contracts to minimize foreign exchange risk from the trade date to the settlement date of the transactions. A foreign exchange contract is an agreement between two parties to exchange different currencies at an agreed-upon exchange rate on a specified date.

As of January 31, 2022, open foreign currency spot contracts were as follows:


Domini Impact Equity Fund	$	—
Domini International Opportunities Fund		—
Domini Sustainable Solutions Fund		—
Domini Impact International Equity Fund		4,893,822

(D) Investment Transactions, Investment Income and Dividends to Shareholders. Investment transactions are accounted for on trade date. Realized gains and losses from security transactions are determined on the basis of identified cost. Interest income is recorded on an accrual basis. Dividend income, net of any applicable withholding tax, is recorded on the ex-dividend date or for certain foreign securities, when the information becomes available to the Funds. The Funds earn income daily, net of Fund expenses. Dividends to shareholders of the Domini Impact Equity Fund are usually declared and paid quarterly from net investment income. Dividends to shareholders of the Domini International Opportunities Fund, the Domini Sustainable Solutions Fund and the Domini Impact International Equity Fund are usually declared and paid semiannually from net investment income. Distributions to shareholders of realized capital gains, if any, are made annually. Distributions are determined in conformity with income tax regulations, which may differ from generally accepted accounting principles. Reclassifications have been made to the Funds’ components of net assets to reflect income and gains available for distribution (or available capital loss carryovers, as applicable) under income tax regulations.

(E) Federal Taxes. Each Fund’s policy is to comply with the provisions of the Internal Revenue Code applicable to regulated investment companies and to distribute substantially all of its taxable income, including net realized gains, if any, within the prescribed time periods. Accordingly, no provision for federal income or excise tax is deemed necessary. As of January 31, 2022, tax years 2018 through 2021 remain subject to examination by the Funds’ major tax jurisdictions, which include the United States of America, the Commonwealth of Massachusetts, and New York State.

105

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DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

(F) Redemption Fees. Redemptions and exchanges of Fund shares held less than 30 days may be subject to the Funds’ redemption fee, which is 2% of the amount redeemed. The fee is imposed to offset transaction costs and other expenses associated with short-term investing. The fee may be waived in certain circumstances at the discretion of the Funds. Such fees are retained by the Funds and are recorded as an adjustment to paid-in capital.

The redemption fee was waived by the Funds’ Board of Trustees and was no longer imposed by the Funds effective August 16, 2021.

(G) Other. Income, expenses (other than those attributable to a specific class), gains, and losses are allocated on a daily basis to each class of shares based upon the relative proportion of net assets represented by such class. Operating expenses directly attributable to a specific class are charged against the operations of that class.

(H) Transfer Agent Credits. Per the arrangement with the Funds’ former transfer agent, BNY Mellon Investment Servicing (U.S.) Inc., the Funds had arrangements prior to June 22, 2020, whereby they received earnings credits when positive cash balances were maintained. Such credits were used to offset transfer agency fees.

(I) Indemnification. The Funds’ organizational documents provide current and former trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the Funds. In the normal course of business, the Funds may also enter into contracts that provide general indemnifications. The Funds’ maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the Funds. The risk of material loss from such claims is considered remote.

3. TRANSACTIONS WITH AFFILIATES

(A) Manager/Sponsor. The Funds have retained Domini to serve as investment manager and administrator. Domini is registered as an investment adviser under the Investment Advisers Act of 1940. The services provided by Domini consist of investment supervisory services, overall operational support, and administrative services. The administrative services include the provision of general office facilities and supervising the overall administration of the Funds. For its services under the Management Agreements, Domini receives from each

106

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NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

Fund a fee accrued daily and paid monthly at the annual rate below of the respective Funds’ average daily net assets before any fee waivers:


Domini Impact Equity Fund		0.20% of the first $2 billion of net assets managed,
		0.19% of the next $1 billion of net assets managed, and
		0.18% of net assets managed in excess of $3 billion

Domini International Opportunities Fund		0.85% of the first $2 billion of net assets managed,
		0.83% of the next $1 billion of net assets mangaged, and
		0.80% of the net assets manged in excess of $3 billion

Domini Sustainable Solutions Fund		0.85% of the first $500 million of net assets managed,
		0.83% of the next $500 million of net assets managed, and,
		0.80% of net assets managed in excess of $1 billion

Domini Impact International Equity Fund		0.96% of the first $250 million of net assets managed,
		0.88% of the next $250 million of net assets managed, and
		0.785% of net assets managed in excess of $500 million

Pursuant to a Sponsorship Agreement (with respect to the Domini Impact Equity Fund) Domini provides the Fund with the administrative personnel and services necessary to operate the Fund. In addition to general administrative services and facilities for the Fund similar to those provided by Domini under the Management Agreement, Domini answers questions from the general public and the media regarding the securities holdings of the Fund. For these services and facilities, Domini receives fees accrued daily and paid monthly from the Fund at the annual rate below of the respective Fund’s average daily net assets before any fee waivers:


Domini Impact Equity Fund		0.45% of the first $2 billion of net assets managed,
		0.44% of the next $1 billion of net assets managed, and
		0.43% of net assets managed in excess of $3 billion

Effective November 30, 2021, Domini has contractually agreed to reduce its fees and/or reimburse certain ordinary operating expenses of the Funds (excluding brokerage fees and commissions, interest taxes, and other extraordinary expenses) until November 30, 2022, absent an earlier modification as mutually agreed to by the Adviser and Board of Trustees which oversees the Funds, in order to limit the annual operating expenses of each share class, net of applicable waivers and reimbursements, as follows:


Domini Impact Equity Fund Investor Shares			1.09%
Domini Impact Equity Fund Class A Shares			1.09%
Domini Impact Equity Fund Institutional Shares			0.74%
Domini Impact Equity Fund Class Y Shares (formerly Class R shares)			0.80%

107

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NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)


Domini International Opportunities Fund Investor Shares			1.40%
Domini International Opportunities Fund Institutional Shares			1.15%
Domini Sustainable Solutions Fund Investor Shares			1.40%
Domini Sustainable Solutions Fund Institutional Shares			1.15%
Domini Impact International Equity Fund Class A Shares			1.40%
Domini Impact International Equity Fund Class Y Shares			1.12%

For the six months ended January 31, 2022, Domini waived fees and reimbursed expenses as follows:


	FEES WAIVED		EXPENSES REIMBURSED
Domini Impact Equity Fund	$	-	$	27,850
Domini International Opportunities Fund		-		105,429
Domini Sustainable Solutions Fund		-		33,728
Domini Impact International Equity Fund		-		-

As of January 31, 2022, Domini owned less than 3% of any class of the outstanding shares of each Fund.

(B) Submanager. SSGA Funds Management, Inc. (“SSGA”) provides investment submanagement services to the Domini Impact Equity Fund, Domini International Opportunities Fund, Domini Sustainable Solutions Fund and the Domini Impact International Equity Fund on a day-to-day basis pursuant to a submanagement Agreement with Domini. Wellington Management Company LLP (Wellington), a Delaware limited liability partnership, provides investment submanagement services to the Domini Impact International Equity Fund on a day-to-day basis pursuant to a Submanagement Agreement with Domini. The fees for submanagement services are paid by the adviser and are not an incremental Fund expense. For the six months ended January 31, 2022, the fees received by each Fund’s submanager were as follows:


Domini Impact Equity Fund			137,512
Domini International Opportunities Fund			33,694
Domini Sustainable Solutions Fund			87,500
Domini Impact International Equity Fund			3,129,259

(C) Distributor. The Board of Trustees of the Funds has adopted a Distribution Plan with respect to the Funds’ Investor shares and Class A shares in accordance with Rule 12b-1 under the Act. DSIL Investment Services LLC, a wholly owned subsidiary of Domini (DSIL), acts as agent of the Funds in connection with the offering of Investor shares of the Funds pursuant to a Distribution Agreement. Under the Distribution Plan, the Funds pay expenses incurred in connection with the sale of Investor shares and Class A shares and

108

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NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

pay DSIL a distribution fee at an aggregate annual rate not to exceed 0.25% of the average daily net assets representing the Investor shares and Class A shares. For the six months ended January 31, 2022, fees waived were as follows:


	FEES WAIVED
Domini Impact Equity Fund Investor Shares	$	-
Domini Impact Equity Fund Class A Shares		10,196
Domini International Opportunities Fund Investor Class		3,336
Domini Sustainable Solutions Fund Investor Class		24,504
Domini Impact International Equity Fund Investor Shares		-
Domini Impact International Equity Fund Class A Shares		-

DSIL, the Funds’ Distributor, retained front-end sales charges, net of commissions paid to unaffiliated brokers/dealers, related to the sale of Class A shares. Front-end sales charges do not represent expenses of the Funds. These charges are deducted from the proceeds of sales of Fund shares prior to investment. For the six months ended January 31, 2022, DSIL retained sales charges of $1,537, and $1,102 from the Domini Impact Equity Fund Class A Shares, and the Domini Impact International Equity Fund Class A shares, respectively

(D) Shareholder Service Agent. The Trust has retained Domini to provide certain shareholder services with respect to the Funds and their shareholders, which services were previously provided by the former transfer agent for the funds or another fulfillment and mail service provider and are supplemental to services currently provided by Ultimus Fund Solutions, LLC (“Ultimus”), pursuant to a master services agreement between each Fund and Ultimus. Ultimus acts as the transfer agent and provides certain shareholder servicing for the Funds. For these services, Domini receives fees from each Fund paid monthly at an annual rate of $4.00 per active account. For the six months ended January 31, 2022, there were no fees waived.

(E) Trustees and Officers. Each of the Independent Trustees received an annual retainer for serving as a Trustee of the Trust of $32,000. The Lead Independent Trustee and Chair of the Audit Committee each receive an additional chairperson fee of $5,000. Each Independent Trustee also receives $2,000 for attendance at each meeting of the Board of the Trust (reduced to $1,000 in the event that a Trustee participates at an in-person meeting by telephone). In addition, each Trustee receives reimbursement for reasonable expenses incurred in attending meetings. These expenses are allocated on a pro-rata basis to each shares class of a Fund according to their respective net assets.

109

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NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

As of January 31, 2022, all Trustees and officers of the Trust as a group owned less than 3% of each Fund’s outstanding shares.

4. INVESTMENT TRANSACTIONS

For the six months ended January 31, 2022, cost of purchase and proceeds from sales of investments other than short-term obligations were as follows:


	PURCHASE		SALES
Domini Impact Equity Fund	$	32,061,947	$	69,219,746
Domini International Opportunities Fund		3,356,621		2,931,422
Domini Sustainable Solutions Fund		9,729,222		13,265,098
Domini Impact International Equity Fund		784,241,462		669,846,461

110

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NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

5. SHARES OF BENEFICIAL INTEREST

At January 31, 2022, there was an unlimited number of shares authorized ($0.00001 par value). Transactions in the Funds’ shares were as follows:


	Six Months Ended January 31, 2022 (unaudited)				Year Ended July 31, 2021
	Shares		Amount		Shares		Amount


Domini Impact Equity Fund

Investor Shares
Shares sold		323,864	$	11,349,027		963,001	$	29,510,055
Shares issued in reinvestment of dividends and distributions		1,499,865		51,970,289		612,641		18,442,316
Shares redeemed		(982,125)		(34,158,487)		(1,849,549)		(56,833,984)
Redemption fees		-		224		-		3,340

Net increase (decrease)		841,604	$	29,161,053		(273,907)	$	(8,878,273)


Class A Shares
Shares sold		8,063	$	285,767		17,030	$	531,594
Shares issued in reinvestment of dividends and distributions		12,633		437,266		5,203		156,281
Shares redeemed		(9,953)		(341,213)		(39,510)		(1,187,088)
Redemption fees		-		-		-		-

Net increase (decrease)		10,743	$	381,820		(17,277)	$	(499,213)



Institutional Shares
Shares sold		175,551	$	6,148,817		663,667	$	20,541,303
Shares issued in reinvestment of dividends and distributions		179,950		6,200,061		81,049		2,427,896
Shares redeemed		(268,527)		(9,328,027)		(549,800)		(16,672,782)
Redemption fees		-		-		-		16,797

Net increase		86,974	$	3,020,851		194,916	$	6,313,214


Class Y Shares (formerly Class R shares)
Shares sold		11,100	$	383,457		120,273	$	3,791,601
Shares issued in reinvestment of dividends and distributions		16,190		558,770		6,429		193,175
Shares redeemed		(23,520)		(829,379)		(92,913)		(2,921,157)
Redemption fees		-		-		-		404

Net increase		3,770	$	112,848		33,789	$	1,064,023


Total
Shares sold		518,578	$	18,167,068		1,763,971	$	54,374,553
Shares issued in reinvestment of dividends and distributions		1,708,638		59,166,386		705,322		21,219,668
Shares redeemed		(1,284,125)		(44,657,106)		(2,531,772)		(77,615,011)
Redemption fees		-		224		-		20,541

Net increase (decrease)		943,091	$	32,676,572		(62,479)	$	(2,000,249)

111

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DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)


	Six Months Ended January 31, 2022 (unaudited)				Year Ended July 31, 2021
	Shares		Amount		Shares		Amount


Domini International Opportunities Fund

Investor Class
Shares sold		44,669	$	496,197		222,030	$	2,314,845
Shares issued in reinvestment of dividends and distributions		1,962		21,602		924		10,305
Shares redeemed		(2,933)		(32,225)		(3,767)		(39,784)
Redemption fees		-		-		-		5

Net increase		43,698	$	485,574		219,187	$	2,285,371



Institutional Class
Shares sold		-	$	-		2,198,767	$	21,988,130
Shares issued in reinvestment of dividends and distributions		21,044		231,690		12,639		140,924
Shares redeemed		(12,342)		(137,805)		(44,184)		(482,062)
Redemption fees		-		-		-		-

Net increase		8,702	$	93,885		2,167,222	$	21,646,992


Total
Shares sold		44,669	$	496,197		2,420,797	$	24,302,975
Shares issued in reinvestment of dividends and distributions		23,006		253,292		13,563		151,229
Shares redeemed		(15,275)		(170,030)		(47,951)		(521,846)
Redemption fees		-		-		-		5

Net increase		52,400	$	579,459		2,386,409	$	23,932,363

112

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DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)


	Six Months Ended January 31, 2022 (unaudited)				Year Ended July 31, 2021
	Shares		Amount		Shares		Amount


Domini Sustainable Solutions Fund

Investor Class
Shares sold		139,279	$	2,581,748		725,096	$	13,364,243
Shares issued in reinvestment of dividends and distributions		44,625		762,202		21,954		416,020
Shares redeemed		(78,824)		(1,438,707)		(214,835)		(3,884,402)
Redemption fees		-		-		-		3,761

Net increase		105,080	$	1,905,243		532,215	$	9,899,622


Institutional Class
Shares sold		309	$	6,001		177,319	$	3,306,221
Shares issued in reinvestment of dividends and distributions		36,122		618,765		31,096		590,212
Shares redeemed		(165,333)		(3,169,776)		(9,752)		(188,187)
Redemption fees		-		-		-		-

Net decrease (increase)		(128,902)	$	(2,545,010)		198,663	$	3,708,246



Total
Shares sold		139,588	$	2,587,749		902,415	$	16,670,464
Shares issued in reinvestment of dividends and distributions		80,747		1,380,967		53,050		1,006,232
Shares redeemed		(244,157)		(4,608,483)		(224,587)		(4,072,589)
Redemption fees		-		-		-		3,761

Net decrease (increase)		(23,822)	$	(639,767)		730,878	$	13,607,868

113

DOMINI IMPACT EQUITY FUND

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DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)


	Six Months Ended January 31, 2022 (unaudited)				Year Ended July 31, 2021
	Shares		Amount		Shares		Amount


Domini Impact International Equity Fund

Investor Shares
Shares sold		2,581,688	$	23,797,782		10,859,739	$	90,529,120
Shares issued in reinvestment of dividends and distributions		89,142		813,866		410,673		3,673,413
Shares redeemed		(3,171,319)		(29,289,051)		(34,306,175)		(281,044,796)
Redemption fees		-		118		-		4,135

Net decrease		(500,489)	$	(4,677,285)		(23,035,763)	$	(186,838,128)


Class A Shares
Shares sold		216,536	$	2,117,412		435,307	$	3,882,793
Shares issued in reinvestment of dividends and distributions		5,566		54,268		29,971		288,083
Shares redeemed		(271,461)		(2,671,140)		(1,041,571)		(9,515,142)
Redemption fees		-		-		-		-

Net decrease		(49,359)	$	(499,460)		(576,293)	$	(5,344,266)


Institutional Shares
Shares sold		8,750,224	$	79,680,205		21,182,686	$	180,725,317
Shares issued in reinvestment of dividends and distributions		390,804		3,521,142		934,245		8,223,281
Shares redeemed		(5,688,123)		(51,803,398)		(18,488,956)		(154,695,517)
Redemption fees		-		732		-		964

Net increase		3,452,905	$	31,398,681		3,627,975	$	34,254,045



Class Y Shares
Shares sold		14,707,184	$	134,782,745		51,215,124	$	428,413,776
Shares issued in reinvestment of dividends and distributions		571,168		5,151,938		1,074,722		9,565,527
Shares redeemed		(5,267,989)		(48,074,932)		(8,225,555)		(71,515,801)
Redemption fees		-		-		-		71

Net increase		10,010,363	$	91,859,751		44,064,291	$	366,463,573


Total
Shares sold		26,255,632	$	240,378,144		83,692,856	$	703,551,006
Shares issued in reinvestment of dividends and distributions		1,056,680		9,541,214		2,449,611		21,750,304
Shares redeemed		(14,398,892)		(131,838,521)		(62,062,257)		(516,771,256)
Redemption fees		-		850		-		5,170

Net increase		12,913,420	$	118,081,687		24,080,210	$	208,535,224

114

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

6. FEDERAL TAX STATUS

The tax basis of the components of net assets for the Funds at July 31, 2021, are as follows:


	Domini Impacta Equity Fund		Domini Opportunities International Fund		Domini Sustainable Solutions Fund		Domini Impact International Equity Fund
Undistributed Ordinary Income	$	4,450,295	$	191,409	$	23,672	$	11,610,410
Undistributed capital gains		49,604,245		-		570,524		-
Unrealized appreciation/(depreciation)		483,148,841		2,321,361		9,348,643		232,738,920
Capital losses, other losses and other temporary differences		-		-		-		(51,668,674)

Distributable net earnings/(deficit)	$	537,203,381	$	2,512,770	$	9,942,839	$	192,680,656

Carryforwards of losses from previous taxable years do not expire and retain their character as either short-term or long-term capital losses. As of July 31, 2021, the Domini Impact International Equity Fund had a short-term capital loss carryover of $51,668,674 and long-term capital loss carryover of $0.

For federal income tax purposes, dividends paid were characterized as follows:


	Domini Impact Equity Fund				Domini International Opportunities Fund		Domini Sustainable Solutions Fund				Domini Impact International Equity Fund
	Year Ended July 31,				For the Period November 30, 2020 (commencement of operations) through		Year Ended July 31,				Year Ended July 31,
	2021		2020		July 31, 2021		2021		2020		2021		2020
Ordinary income	$	9,314,253	$	4,993,996	$	151,254	$	1,018,812	$	-	$	26,500,889	$	34,293,339
Long-term capital gain		13,824,026		15,320,008		-		-		-		-		-

Total	$	23,138,279	$	20,314,004	$	151,254	$	1,018,812	$	-	$	26,500,889	$	34,293,339

The Funds are subject to the provisions of Accounting Standards Codification ASC 740 Income Taxes (ASC 740). ASC 740 sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. The Funds did not have a liability to record for any unrecognized tax benefits in the accompanying financial statements. No provision has been made for taxes on income, capital gains or

115

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

unrealized appreciation on securities held or for excise tax on income and capital gains.

7. OTHER RISKS

The Fund’s risks include, but are not limited to, some or all of the risks discussed below:

Market Risk: The market values of securities or other assets will fluctuate, sometimes sharply and unpredictably, due to changes in general market conditions, overall economic trends or events, governmental actions or intervention, market disruptions caused by trade disputes or other factors, political developments, recessions, the spread of infectious illness or other public health issues, investor sentiment and other factors that may or may not be related to the issuer of the security or other asset. If the market values of the securities or other assets held by the Funds fall, including a complete loss on any individual security, the value of your investment will go down. Economies and financial markets throughout the world are increasingly interconnected. Economic, financial or political events, trading or tariff arrangements, terrorism, natural disasters, global pandemics and other circumstances in one country or region could have profound impacts on global economies or markets. As a result, whether or not the Funds invests in securities of issuers located in or with significant exposure to the countries directly affected, the value and liquidity of the Funds’ investments may be negatively affected.

116

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

pandemic, and the long-term impact on economies, markets, industries and individual issuers, are not known. Governments and central banks, including the Federal Reserve in the U.S., have taken extraordinary and unprecedented actions to support national economies and the financial markets. These actions have resulted in significant expansion of public debt, including in the U.S. The impact of these measures may not be known for some time. The consequences of high public debt, including its future impact on the economy and securities markets, likewise may not be known for some time.

117

DOMINI IMPACT BOND FUND

STATEMENT OF ASSETS AND LIABILITIES

January 31, 2022 (Unaudited)


ASSETS
Investments, at value (cost $369,523,357)	$	369,685,447
Cash		10,256,733
Foreign currency, at value (cost $32,505)		32,430
Receivable for securities sold		41,971,293
Interest receivable		1,472,742
Collateral on certain derivative contracts		1,000,000
Premium paid for swap contracts		1,709,906
Receivable for variation margin swaps		1,401,505
Receivable for capital shares		606,466
Cash held at other banks (cost $260,361)		260,320
Unrealized appreciation on forward currency contracts		59,004

Total assets		428,455,846

LIABILITIES
Payable for securities purchased		133,817,386
Payable for capital shares		204,339
Payable for variation margin swaps		1,614,311
Cash due to broker (cost $1,071,661)		1,071,305
Premium received for swap contracts		556,901
Management fee payable		79,809
Distribution fee payable		28,145
Other accrued expenses		114,045
Dividend payable		24,849
Foreign tax payable		207

Total liabilities		137,511,297

NET ASSETS	$	290,944,549

NET ASSETS CONSISTS OF
Paid-in Capital	$	291,980,175
Total distributable earnings (loss)		(1,035,626)

NET ASSETS	$	290,944,549

NET ASSET VALUE PER SHARE

Investor Shares
Net assets	$	148,373,822

Outstanding shares of beneficial interest		12,910,869

Net Asset Value And Offering Price Per Share*	$	11.49


Institutional Shares
Net assets	$	130,164,263

Outstanding shares of beneficial interest		11,406,512

Net Asset Value And Offering Price Per Share*	$	11.41


Class Y Shares
Net assets	$	12,406,464

Outstanding shares of beneficial interest		1,078,595

Net Asset Value And Offering Price Per Share*	$	11.50

* Redemption price is equal to net asset value less any applicable redemption fees retained by the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

118

DOMINI IMPACT BOND FUND

STATEMENT OF OPERATIONS

For the Six Months Ended January 31, 2022 (Unaudited)


INCOME
Interest income (net of foreign taxes $194)	$	2,786,142

EXPENSES
Management fee		441,213
Administrative fee		346,168
Distribution fees – Investor Shares		191,082
Transfer agent fees – Investor Shares		99,453
Transfer agent fees – Institutional Shares		441
Transfer agent fees – Class Y Shares		9,448
Custody and Accounting fees		81,148
Professional fees		36,197
Registration fees – Investor Shares		10,275
Registration fees – Institutional Shares		41,415
Registration fees – Class Y Shares		7,205
Shareholder Communication fees		15,744
Miscellaneous		18,961
Trustees fees		5,005
Shareholder Service fees – Investor Shares		5,103
Shareholder Service fees – Institutional Shares		69
Shareholder Service fees – Class Y Shares		10

Total expenses		1,308,937
Fees waived and expenses reimbursed		(288,396)

Net expenses		1,020,541

NET INVESTMENT INCOME (LOSS)		1,765,601

REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY
NET REALIZED GAIN (LOSS) FROM:
Investments		(1,077,331)
Swap Contracts		435,118
Futures Contracts		131,503
Forward contracts		371,440

Net realized gain (loss)		(139,270)

NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM:
Investments		(10,486,355)
Swap Contracts		(429,707)
Futures Contracts		449,456
Forward Contracts		1,764
Translation of assets and liabilities in foreign currencies		(48,481)

Net change in unrealized appreciation (depreciation)		(10,513,323)

NET REALIZED AND UNREALIZED GAIN (LOSS)		(10,652,593)

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	(8,886,992)

SEE NOTES TO FINANCIAL STATEMENTS

119

DOMINI IMPACT BOND FUND

STATEMENTS OF CHANGES IN NET ASSETS


	Six Months Ended January 31, 2022 (unaudited)		Year Ended July 31, 2021
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS
Net investment income (loss)	$	1,765,601	$	3,193,000
Net realized gain (loss)		(139,270)		1,905,176
Net change in unrealized appreciation (depreciation)		(10,513,323)		(2,045,383)

Net Increase (Decrease) in Net Assets Resulting from Operations		(8,886,992)		3,052,793

DISTRIBUTIONS TO SHAREHOLDERS
Investor Shares		(2,309,813)		(6,952,560)
Institutional Shares		(1,868,723)		(2,689,036)
Class Y Shares		(197,159)		(17,941)

Net Decrease in Net Assets from Distributions		(4,375,695)		(9,659,537)

CAPITAL SHARE TRANSACTIONS
Proceeds from sale of shares		75,251,574		103,667,007
Net asset value of shares issued in reinvestment of distributions and dividends		4,010,826		8,494,115
Payments for shares redeemed		(28,214,072)		(42,317,807)
Redemption fees		16		4,846

Net Increase (Decrease) in Net Assets from Capital Share Transactions		51,048,344		69,848,161

Total Increase (Decrease) in Net Assets		37,785,657		63,241,417

NET ASSETS
Beginning of period	$	253,158,892	$	189,917,475

End of period	$	290,944,549	$	253,158,892

SEE NOTES TO FINANCIAL STATEMENTS

120

DOMINI IMPACT BOND FUND — INVESTOR SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2022 (unaudited)			Year Ended July 31,
	Six Months Ended January 31, 2022 (unaudited)			2021			2020			2019			2018			2017
For a share outstanding for the period:
Net asset value, beginning of period		$12.04			$12.49			$ 11.46			$10.92			$11.26			$11.60

Income from investment operations:
Net investment income (loss)		0.07			0.18			0.22			0.28			0.26			0.23
Net realized and unrealized gain (loss) on investments		(0.44)			(0.05)			1.04			0.55			(0.33)			(0.29)

Total Income (loss) From Investment Operations		(0.37)			0.13			1.26			0.83			(0.07)			(0.06)

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.07)			(0.18)			(0.23)			(0.27)			(0.26)			(0.23)
Distributions to shareholders from net realized gain		(0.11)			(0.40)			-			-			(0.01)			(0.05)
Tax return of capital ¹		-			-			-			(0.02)			-			(0.00)	²

Total Distributions		(0.18)			(0.58)			(0.23)			(0.29)			(0.27)			(0.28)

Redemption fee proceeds ¹		0.00	²		0.00	²		0.00	²		0.00	²		0.00	²		0.00	²

Net asset value, end of period		$11.49			$12.04			$ 12.49			$11.46			$10.92			$11.26

Total return ³		-3.09%			1.06%			11.09%			7.77%			-0.74%			-0.32%
Portfolio turnover		218%			378%			469%			319%			326%			386%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$148			$ 151			$ 144			$121			$ 144			$ 143
Ratio of expenses to average net assets		0.87%	⁴		0.87%	⁴		0.86%	^4,5		0.87%	^4,5		0.87%	⁴		0.93%	⁴
Ratio of gross expenses to average net assets		1.09%			1.10%			1.15%			1.20%			1.14%			1.16%
Ratio of net investment income (loss) to average net assets		1.15%			1.47%			1.84%			2.55%			2.37%			2.06%

¹ Based on average shares outstanding.

² Amount represents less than $0.005 per share.

³ Not annualized for periods less than one year.

⁴ Reflects a waiver of fees by the Manager and the Distributor of the Fund.

⁵ Ratio of expenses to average net assets includes transfer agent credits. Excluding transfer agent credits the ratio of expenses to average net assets would have been 0.87% for the year ended July 31, 2019 and 0.86% for the year ended July 31, 2020.

SEE NOTES TO FINANCIAL STATEMENTS

121

DOMINI IMPACT BOND FUND — INSTITUTIONAL SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2022 (unaudited)		Year Ended July 31,
	Six Months Ended January 31, 2022 (unaudited)		2021			2020			2019			2018			2017
For a share outstanding for the period:
Net asset value, beginning of period		$11.96		$12.41			$ 11.38			$10.89			$11.23			$11.57

Income from investment operations:
Net investment income (loss)		0.09		0.23			0.25			0.33			0.30			0.27
Net realized and unrealized gain (loss) on investments		(0.44)		(0.07)			1.04			0.53			(0.34)			(0.29)

Total Income (loss) From Investment Operations		(0.35)		0.16			1.29			0.86			(0.04)			(0.02)

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.09)		(0.21)			(0.26)			(0.34)			(0.29)			(0.27)
Distributions to shareholders from net realized gain		(0.11)		(0.40)			-			-			(0.01)			(0.05)
Tax return of capital ¹		-		-			-			(0.03)			-			(0.00)	²

Total Distributions		(0.20)		(0.61)			(0.26)			(0.37)			(0.30)			(0.32)

Redemption fee proceeds ¹		-		0.00	²		0.00	²		0.00	²		0.00	²		0.00	²

Net asset value, end of period		$11.41		$11.96			$ 12.41			$11.38			$10.89			$11.23

Total return ³		-2.97%		1.35%			11.49%			8.06%			-0.36%			-0.13%
Portfolio turnover		218%		378%			469%			319%			326%			386%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$130		$ 91			$ 46			$37			$ 13			$ 6
Ratio of expenses to average net assets		0.57%⁴		0.57%⁴			0.56%^4,5			0.57%^4,5			0.57%⁴			0.62%⁴
Ratio of gross expenses to average net assets		0.75%		0.73%			0.74%			0.84%			1.03%			1.02%
Ratio of net investment income (loss) to average net assets		1.44%		1.72%			2.13%			2.84%			2.67%			2.38%

¹ Based on average shares outstanding.

² Amount represents less than $0.005 per share.

³ Not annualized for periods less than one year.

⁴ Reflects a waiver of fees by the Manager of the Fund.

⁵ Ratio of expenses to average net assets includes transfer agent credits. Excluding transfer agent credits the ratio of expenses to average net assets would have been 0.57% for the year ended July 31, 2019 and 0.56% for the year ended July 31, 2020.

SEE NOTES TO FINANCIAL STATEMENTS

122

DOMINI IMPACT BOND FUND — CLASS Y SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2022 (unaudited)			For the Period June 1, 2021 (commencement of operations) through July 31, 2021
For a share outstanding for the period:
Net asset value, beginning of period		$12.05			$11.85

Income from investment operations:
Net investment income (loss)		0.08			0.03
Net realized and unrealized gain (loss) on investments		(0.44)			0.20

Total Income (loss) From Investment Operations		(0.36)			0.23

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.08)			(0.03)
Distributions to shareholders from net realized gain		(0.11)			-

Total Distributions		(0.19)			(0.03)

Redemption fee proceeds		-			-

Net asset value, end of period		$11.50			$12.05

Total return ¹		-2.98%			1.93%
Portfolio turnover		218%			378%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$12			$11
Ratio of expenses to average net assets		0.65%	²		0.65%	²
Ratio of gross expenses to average net assets		0.95%			1.03%
Ratio of net investment income (loss) to average net assets		1.36%			1.36%

¹ Not annualized for periods less than one year.

² Reflects a waiver of fees by the Manager of the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

123

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS

January 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

(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.

124

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

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.

125

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

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

Level 1 — quoted prices in active markets for identical securities

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

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

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

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


	Level 1 - Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
Assets:

Long Term Investments in Securities:
Mortgage Backed Securities	$	-	$	139,226,671	$	-	$	139,226,671
Corporate Bonds and Notes		-		87,222,618		-		87,222,618
U.S. Government Agency Obligations		-		39,244,557		-		39,244,557
Municipal Bonds		-		23,623,189		-		23,623,189
Senior Floating Rate Interests		-		11,578,124		-		11,578,124
Foreign Government & Agency Securities		-		5,270,756		-		5,270,756
Asset Backed Securities		-		1,514,666		-		1,514,666
Convertible Bonds		-		1,118,342		-		1,118,342
Preferred Stocks		525,814		-		-		525,814
Certificates of Deposit		-		403,826		-		403,826

Total Long Term Investments	$	525,814	$	309,202,749	$	-	$	309,728,563


Short Term Investments in Securities:
U.S. Government Agency Obligations		-		59,956,884		-		59,956,884

Total Short Term Investments	$	-	$	59,956,884	$	-	$	59,956,884

Total Investment in Securities	$	525,814	$	369,159,633	$	-	$	369,685,447

126

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)


	Level 1 - Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Total

Other Financial Instruments:
Forward Currency Contracts	$	-	$	59,004	$	-	$	59,004
Futures		84,963		-		-		84,963
Interest Rate Swap - CCP		-		1,173,152		-		1,173,152

Total Other Financial Instruments	$	84,963	$	1,232,156	$	-	$	1,317,119

Liabilities:

Other Financial Instruments:
Credit Default Swap - CCP		-		(8,806)		-		(8,806)
Interest Rate Swap - CCP		-		(1,315,124)		-		(1,315,124)

Total Other Financial Instruments	$	-	$	(1,323,930)	$	-	$	(1,323,930)

(B) Foreign Currency Translation. Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollar amounts on the date of valuation. Purchases and sales of securities, and income and expense items denominated in foreign currencies, are translated into U.S. dollar amounts on the respective dates of such transactions. Occasionally, events impact the availability or reliability of foreign exchange rates used to convert the U.S. dollar equivalent value. If such an event occurs, the foreign exchange rate will be valued at fair value using procedures established and approved by the Board of Trustees. The Fund does not separately report the effect of fluctuations in foreign exchange rates from changes in market prices on securities held. Such fluctuations are included with the net realized and unrealized gain or loss from investments. Realized foreign exchange gains or losses arise from sales of foreign currencies, currency gains or losses realized between the trade and settlement dates on securities transactions, and the difference between the recorded amounts of dividends, interest, and foreign withholding taxes and the U.S. dollar equivalent of the amounts actually received or paid. Net unrealized foreign exchange gains and losses arise from changes in fair value of assets and liabilities other than investments in securities held at the end of the reporting period, resulting from changes in exchange rates.

(C) Foreign Currency Contracts. When the Fund purchases or sells foreign securities it enters into foreign exchange contracts to minimize foreign exchange risk from the trade date to the settlement date of the transactions. A foreign exchange contract is an agreement between two parties to exchange different currencies at an agreed-upon exchange rate on a specified date. The Fund had $2,427,256 in outstanding open foreign currency spot contracts as of January 31, 2022.

127

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

(D) Securities Purchased on a When-Issued or Delayed Delivery Basis. The Fund may invest in when-issued or delayed delivery securities where the price of the security is fixed at the time of the commitment but delivery and payment take place beyond customary settlement time. These securities are subject to market fluctuation, and no interest accrues on the security to the purchaser during this period. The payment obligation and the interest rate that will be received on the securities are each fixed at the time the purchaser enters into the commitment. Purchasing obligations on a when-issued or delayed delivery basis is a form of leveraging and can involve a risk that the yields available in the market when the delivery takes place may be higher than those obtained in the transaction, which could result in an unrealized loss at the time of delivery. The Fund establishes a segregated account consisting of liquid securities equal to the amount of the commitments to purchase securities on such basis.

(E) TBA Purchase and Forward Sale Commitments. The Fund may enter into TBA commitments to purchase or sell securities for a fixed price at a future date. TBA commitments are considered securities in themselves and involve a risk of loss if the value of the security to be purchase or sold declines or increases prior to the settlement date, which is in addition to the risk of decline in the value of the Fund’s other assets.

(F) Derivative Financial Instruments. The Fund may invest in derivatives in order to hedge market risks, or to seek to increase the Fund’s income or gain. Derivatives in certain circumstances may require that the Fund segregate cash or other liquid assets to the extent the Fund’s obligations are not otherwise covered through ownership of the underlying security, financial instrument, or currency. Derivatives involve special risks, including possible default by the other party to the transaction, illiquidity, and the risk that the use of derivatives could result in greater losses than if it had not been used. Some derivative transactions, including options, swaps, forward contracts, and options on foreign currencies, are entered into directly by the counterparties or through financial institutions acting as market makers (OTC derivatives), rather than being traded on exchanges or in markets registered with the Commodity Futures Trading Commission or the SEC.

(G) Option Contracts. The Fund may purchase or write option contracts primarily to manage and/or gain exposure to interest rate, foreign exchange rate and credit risk. An option is a contract entitling the holder to purchase or sell a specific number of shares or units of an asset or notional amount of a swap (swaption), at a specified price. Options purchased are recorded as an asset while options written are recorded as a liability. Upon exercise of an option, the acquisition cost or sales proceeds of the underlying investment is adjusted by

128

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

any premium received or paid. Upon expiration of an option, any premium received or paid is recorded as a realized gain or loss. Upon closing an option other than through expiration or exercise, the difference between the premium and the cost to close the position is recorded as a realized gain or loss. The Fund had no purchased option contracts outstanding as of January 31, 2022.

(H) Futures Contracts. The Fund may purchase and sell futures contracts based on various securities, securities indexes, and other financial instruments and indexes. The Fund intends to use futures contracts for hedging purposes. Futures contracts provide for the future sale by one party and purchase by another party of a specified amount of a specified security or financial instrument at a specified future time and at a specified price. When the Fund purchases or sells a futures contract, the Fund must allocate certain of its assets as an initial deposit on the contract. The futures contract is marked to market daily thereafter, and the Fund may be required to pay or entitled to receive additional variation margin, based on decrease or increase in the value of the futures contract. Future contracts outstanding at January 31, 2022 are listed in the Fund’s Portfolio of Investments.

(I) Forward Currency Contracts. The Fund may enter into forward currency contracts with counterparties to hedge the value of portfolio securities denominated in particular currencies against fluctuations in relative value or to generate income or gain. These contracts are used to hedge foreign exchange risk and to gain exposure on currency. The U.S. dollar value of forward currency contracts is determined using current forward exchange rates supplied by a quotation service. The fair value of the contract will fluctuate with changes in currency exchange rates. The contract is marked to market daily and the change in fair value is recorded as an unrealized gain or loss. The Fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed when the contract matures or by delivery of the currency. The Fund could be exposed to risk if the value of the currency changes unfavorably, if the counterparties to the contracts are unable to meet the terms of their contracts or if the Fund is unable to enter into a closing position. Risk may exceed amounts recognized on the Statement of Assets and Liabilities. Forward currency contracts outstanding at January 31, 2022 are listed in the Fund’s Portfolio of Investments.

(J) Interest Rate Swap Contracts. The Fund may enter into interest rate swap contracts to hedge interest rate risk. An interest rate swap is an agreement between the Fund and a counterparty to exchange cash flows based on the difference between two interest rates, applied to a notional amount. Interest rate swap contracts are marked to market daily based upon quotations from an

129

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

independent pricing service or market maker. Any change on an OTC interest rate swap is recorded as an unrealized gain or loss on the Statement of Assets and Liabilities. Daily fluctuations in the value of centrally cleared interest rate swaps are settled though a central clearing agent and are recorded in variation margin on the Statement of Assets and Liabilities and recorded as unrealized gain or loss. OTC and centrally cleared interest rate swap contracts outstanding at January 31, 2022, are listed in the Fund’s Portfolio of Investments.

(K) Credit Default Swap Contracts. The Fund may enter into credit default swap contracts primarily to manage and/or gain exposure to credit risk. A credit default swap is an agreement between the fund and a counterparty whereby the buyer of the contract receives credit protection and the seller of the contract guarantees the credit worthiness of a referenced debt obligation. These agreements may be privately negotiated in the over-the-counter market (OTC credit default swaps) or may be executed in a multilateral trade facility platform, such as a registered exchange (centrally cleared credit default swaps). The underlying referenced debt obligation may be a single issuer of corporate or sovereign debt, a credit index, or a tranche of a credit index. In the event of a default of the underlying referenced debt obligation, the buyer is entitled to receive the notional amount of the credit default swap contract from the seller in exchange for the referenced debt obligation, a net settlement amount equal to the notional amount of the credit default swap less the recovery value of the referenced debt obligation, or other agreed upon amount. For centrally cleared credit default swaps, required initial margins are pledged by the fund, and the daily change in fair value is accounted for as a variation margin payable or receivable on the Statement of Assets and Liabilities. Over the term of the contract, the buyer pays the seller a periodic stream of payments, provided that no event of default has occurred. Such periodic payments are accrued daily as an unrealized appreciation or depreciation until the payments are made, at which time they are realized. Payments received or paid to initiate a credit default swap contract are reflected on the Statement of Assets and Liabilities and represent compensating factors between stated terms of the credit default swap agreement and prevailing market conditions (credit spreads and other relevant factors). These upfront payments are amortized over the term of the contract as a realized gain or loss on the Statement of Operations. OTC and centrally cleared credit default swap contracts outstanding at January 31, 2022 are listed in the Fund’s Portfolio of Investments.

(L) Master Agreements. The Fund is a party to ISDA (International Swaps and Derivatives Association, Inc.) Master Agreements that govern OTC derivative and foreign exchange contracts (Master Agreements) with certain

130

DOMINI IMPACT BOND FUND

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January 31, 2022 (Unaudited)

counterparties entered into from time to time. The Master Agreements may contain provisions regarding, among other things, the parties’ general obligations, representations, agreements, collateral requirements, events of default and early termination. With respect to certain counterparties, in accordance with the terms of the Master Agreements, collateral posted to the Fund is held in a segregated account by the Fund’s custodian and with respect to those amounts which can be sold or repledged, are presented in the Fund’s portfolio. Collateral pledged by the Fund is segregated by the Fund’s custodian and identified in the Fund’s portfolio. Collateral can be in the form of cash or other marketable securities as agreed to by the Fund and the applicable counterparty. Collateral requirements are determined based on the Fund’s net position with each counterparty.

With respect to ISDA Master Agreements, termination events applicable to the counterparty include certain deteriorations in the credit quality of the counterparty. Termination events applicable to the Fund include failure of the Fund to maintain certain net asset levels and/or limit the decline in net assets over various periods of time. In the event of default or early termination, the ISDA Master Agreement gives the non-defaulting party the right to net and close-out all transactions traded, whether or not arising under the ISDA agreement, to one net amount payable by one counterparty to the other. However, absent an event of default or early termination, OTC derivative assets and liabilities are presented gross and not offset in the Statement of Assets and Liabilities. Early termination by the counterparty may result in an immediate payment by the Fund of any net liability owed to that counterparty under the ISDA agreement.

In a centrally cleared swap, while the Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. The Fund is still exposed to the counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

(M) Investment Transactions, Investment Income, and Dividends to Shareholders. Investment transactions are accounted for on trade date. Realized gains and losses from security transactions are determined on the basis of identified cost. Interest income is recorded on an accrual basis. The Fund earns income daily, net of Fund expenses. Paydown gains and losses are recorded as

131

DOMINI IMPACT BOND FUND

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January 31, 2022 (Unaudited)

an adjustment to interest income. Dividends to shareholders are usually declared daily and paid monthly from net investment income. Distributions to shareholders of realized capital gains, if any, are made annually. Distributions are determined in conformity with income tax regulations, which may differ from generally accepted accounting principles. Reclassifications have been made to the Fund’s components of net assets to reflect income and gains available for distribution (or available capital loss carryovers, as applicable) under income tax regulations.

(N) Federal Taxes. The Fund’s policy is to comply with the provisions of the Internal Revenue Code applicable to regulated investment companies and to distribute substantially all of its taxable income, including net realized gains, if any, within the prescribed time periods. Accordingly, no provision for federal income or excise tax is deemed necessary. As of January 31, 2022, tax years 2018 through 2021 remain subject to examination by the Fund’s major tax jurisdictions, which include the United States of America, the Commonwealth of Massachusetts, and New York State.

(O) Redemption Fees. Redemptions and exchanges of Fund shares held less than 30 days may be subject to the Fund’s redemption fee, which is 2% of the amount redeemed. The fee is imposed to offset transaction costs and other expenses associated with short-term investing. The fee may be waived in certain circumstances at the discretion of the Fund. Such fees are retained by the Fund and are recorded as an adjustment to paid-in capital.

The redemption fee was waived by the Funds’ Board of Trustees and was no longer imposed by the Funds effective August 16, 2021.

(P) Other. Income, expenses (other than those attributable to a specific class), gains, and losses are allocated on a daily basis to each class of shares based upon the relative proportion of net assets represented by such class. Operating expenses directly attributable to a specific class are charged against the operations of that class.

(Q) Transfer Agent Credits. Per the arrangement with the Fund’s former transfer agent, BNY Mellon Investment Servicing (U.S.) Inc., the Fund had arrangements prior to June 22, 2020, whereby it received earnings credits when positive cash balances were maintained. Such credits were used to offset transfer agent fees.

(R) Indemnification. The Fund’s organizational documents provide current and former trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the Fund. In the

132

DOMINI IMPACT BOND FUND

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January 31, 2022 (Unaudited)

normal course of business, the Fund may also enter into contracts that provide general indemnifications. The Fund’s maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the Fund. The risk of material loss from such claims is considered remote.

3. TRANSACTIONS WITH AFFILIATES

(A) Manager/Administrator. The Fund has retained Domini to serve as investment manager and administrator. The services provided by Domini consist of investment supervisory services, overall operational support, and administrative services, including the provision of general office facilities and supervising the overall administration of the Fund. For its services under the Management Agreement, Domini receives from the Fund a fee accrued daily and paid monthly at the annual rate of the Fund’s average daily net assets before any fee waivers of 0.33% of the first $50 million of net assets managed, 0.32% of the next $50 million of net assets managed, and 0.315% of next assets managed in excess of $100 million.

For its services under the Administration Agreement, Domini receives from the Fund a fee accrued daily and paid monthly at an annual rate equal to 0.25% of the Fund’s average daily net assets.

Effective November 30, 2021, Domini has contractually agreed to reduce its fees and/or reimburse certain ordinary operating expenses (excluding brokerage fees and commissions, interest, taxes, and other extraordinary expenses) in order to limit Investor, Institutional, and Class Y share expenses to 0.87%, 0.57%, and 0.65%, respectively, until November 30, 2022, absent an earlier modification as mutually agreed to by the Adviser and Board of Trustees which oversee the Fund. For the six months ended January 31, 2022, Domini reimbursed expenses totaling $211,687.

As of January 31, 2022, Domini owned less than 1% of any class of the outstanding Shares of the Fund.

(B) Submanager. Wellington Management Company LLP (Wellington), a Delaware limited liability partnership, provides investment management services to the Fund on a day-to-day basis pursuant to a submanagement agreement with Domini. The fee for submanagement services is paid by the adviser and is not an incremental Fund expense. For the six months ended January 31, 2022, the fees received by the Fund’s submanager were $276,935.

133

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

(C) Distributor. The Board of Trustees of the Fund has adopted a Distribution Plan in accordance with Rule 12b-1 under the Act. DSIL Investment Services LLC, a wholly owned subsidiary of Domini (DSIL), acts as agent of the Fund in connection with the offering of shares of the Fund pursuant to a Distribution Agreement. Under the Distribution Plan, the Fund pays expenses incurred in connection with the sale of Investor shares and pays DSIL a distribution fee at an aggregate annual rate not to exceed 0.25% of the average daily net assets representing the Investor shares. For the six months ended January 31, 2022, fees waived by DSIL for the Investor shares totaled $76,640.

(D) Shareholder Service Agent. The Trust has retained Domini to provide certain shareholder services to the Fund and its shareholders, which services were previously provided by the former transfer agent for the Fund or another fulfillment and mail service provider and are supplemental to services currently provided by Ultimus Fund Soultions, LLC ( Ultimus ), as transfer agent to the Fund, pursuant to a master services agreement between the Fund and Ultimus. For these services, Domini receives a fee from the Fund paid monthly at an annual rate of $4.00 per active account. For the six months ended January 31, 2022, Domini waived fees as follows:


	FEES WAIVED
Domini Impact Bond Fund Investor Shares	$	-
Domini Impact Bond Fund Institutional Shares		69
Domini Impact Bond Fund Class Y Shares		-

(E) Trustees and Officers. Each of the Independent Trustees received an annual retainer for serving as a Trustee of the Trust of $32,000. The Lead Independent Trustee and Chair of the Audit Committee each receive an additional chairperson fee of $5,000. Each Independent Trustee also receives $2,000 for attendance at each meeting of the Board of the Trust (reduced to $1,000 in the event that a Trustee participates at an in-person meeting by telephone). In addition, each Trustee receives reimbursement for reasonable expenses incurred in attending meetings. These expenses are allocated on a pro-rata basis to each shares class of a Fund according to their respective net assets.

As of January 31, 2022, all Trustees and officers of the Trust as a group owned less than 1% of the Fund’s outstanding shares.

134

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

4. INVESTMENT TRANSACTIONS

For the six months ended January 31, 2022, cost of purchase and proceeds from sales of investments other than short-term obligations were as follows:


	PURCHASES		SALES
U.S. Government Securities	$	631,466,198	$	592,295,787
Investments in Securities		45,701,867		18,379,801

5. SHARES OF BENEFICIAL INTEREST

At January 31, 2022, there was an unlimited number of shares authorized ($0.00001 par value). Transactions in the Fund’s shares were as follows:


	Six Months Ended January 31, 2022 (unaudited)				Year Ended July 31, 2021
	Shares		Amount		Shares		Amount

Investor Shares
Shares sold		1,395,565	$	16,551,972		3,084,707	$	37,222,134
Shares issued in reinvestment of dividends and distributions		192,771		2,273,012		557,060		6,741,497
Shares redeemed		(1,184,669)		(14,039,773)		(2,679,782)		(32,227,667)
Redemption fees		-		16		-		4,797

Net increase		403,667	$	4,785,227		961,985	$	11,740,761


Institutional Shares
Shares sold		4,749,668	$	55,861,654		4,611,043	$	54,887,601
Shares issued in reinvestment of dividends and distributions		131,655		1,540,654		144,471		1,734,677
Shares redeemed		(1,110,861)		(12,888,807)		(801,921)		(9,624,712)
Redemption fees		-		-		-		49

Net increase		3,770,462	$	44,513,501		3,953,593	$	46,997,615


Class Y Shares
Shares sold		239,141	$	2,837,948		968,570	$	11,557,272
Shares issued in reinvestment of dividends and distributions		16,705		197,160		1,493		17,941
Shares redeemed		(108,351)		(1,285,492)		(38,963)		(465,428)
Redemption fees		-		-		-		-

Net increase		147,495	$	1,749,616		931,100	$	11,109,785


Total
Shares sold		6,384,374	$	75,251,574		8,664,320	$	103,667,007
Shares issued in reinvestment of dividends and distributions		341,131		4,010,826		703,024		8,494,115
Shares redeemed		(2,403,881)		(28,214,072)		(3,520,666)		(42,317,807)
Redemption fees		-		16		-		4,846

Net increase		4,321,624	$	51,048,344		5,846,678	$	69,848,161

135

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

6. SUMMARY OF DERIVATIVE ACTIVITY

At January 31, 2022, the Fund’s investments in derivative contracts are reflected on the Statement of Assets and Liabilities as follows:


	Asset Derivatives			Liability Derivatives
Derivative Contracts Not Accounted for as Hedging Instruments	Statement of Assets and Liabilities Location	Fair Value		Statement of Assets and Liabilities Location	Fair Value
Interest Rate contracts	Receivable for Variation Margin swaps / Unrealized appreciation on OTC swap contracts/Net assets consist of - Total distributable earnings	$	1,385,141	Payable for Variation Margin swaps / Unrealized depreciation on OTC swap contracts/Net assets consist of - Total distributable earnings	$	1,605,505

Credit contracts	Receivable for Variation Margin swaps / Unrealized appreciation on OTC swap contracts/Net assets consist of - Total distributable earnings		16,364	Payable for Variation Margin swaps / Unrealized depreciation on OTC swap contracts/Net assets consist of - Total distributable earnings		8,806

Forward currency contracts.	Unrealized appreciation on forward currency contracts/Net assets consist of - Total distributable earnings		59,004	Unrealized depreciation on forward currency contracts/Net assets consist of - Total distributable earnings		-


Total		$	1,460,509		$	1,614,311

136

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

For the six months ended January 31, 2022, the effect of derivative contracts on the Fund’s Statement of Operations was as follows:


Derivative Contracts Not Accounted for as Hedging Instruments	Statement of Operations Location	Realized Gain (Loss)			Change in Unrealized Appreciation (Depreciation)
Total Return Swap Contracts	Net realized gain (loss) from swap contracts/ Net change in unrealized appreciation (depreciation) from swap contracts	$	(159,584	)	$	138,772

Interest rate contracts	Net realized gain (loss) from swap contracts/ Net change in unrealized appreciation (depreciation) from swap contracts		610,555			(561,793	)

Credit contracts	Net realized gain (loss) from swap contracts/ Net change in unrealized appreciation (depreciation) from swap contracts		(15,853	)		(6,686	)

Forward currency contracts	Net realized gain (loss) from forward contracts/ Net change in unrealized appreciation (depreciation) from forward contracts		371,440			1,764

Futures contracts	Net realized gain (loss) from future contracts/ Net change in unrealized appreciation (depreciation) from future contracts		131,503			449,456


Total		$	938,061		$	21,513

The average notional cost of futures contracts and average notional amounts of other derivative contracts outstanding during the six months ended January 31, 2022, which are indicative of the volume of these derivative types, were approximately as follows


Futures contracts (notional)	$	15,338,216
Forward currency contracts (contract amount)	$	6,424,902
OTC interest rate swap contracts (notional)	$	6,420,000
Centrally cleared interest rate swap contracts (notional)	$	123,470,567
Centrally cleared credit default contracts (notional)	$	4,943,987

137

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

7. FEDERAL TAX STATUS

The tax basis of the components of net assets at July 31, 2021, is as follows:


Undistributed capital gains	$	1,445,797
Unrealized appreciation/(depreciation)		10,849,389
Capital losses, other losses and other temporary differences		(36,620)

Distributable net earnings/(deficit)	$	12,258,566

For federal income tax purposes, dividends paid were characterized as follows:


	Year Ended July 31,
	2021		2020

Ordinary income	$	8,904,751	$	3,424,601
Long-term capital gain		754,786		-

Total	$	9,659,537	$	3,424,601

The Fund is subject to the provisions of Accounting Standards Codification ASC 740 Income Taxes (ASC 740). ASC 740 sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. The Fund did not have a liability to record for any unrecognized tax benefits in the accompanying financial statements. No provision has been made for taxes on income, capital gains or unrealized appreciation on securities held or for excise tax on income and capital gains.

8. OTHER RISKS

The Fund’s risks include, but are not limited to, some or all of the risks discussed below:

Market Risk: The market values of securities or other assets will fluctuate, sometimes sharply and unpredictably, due to changes in general market conditions, overall economic trends or events, governmental actions or intervention, market disruptions caused by trade disputes or other factors, political developments, recessions, the spread of infectious illness or other public health issues, investor sentiment and other factors that may or may not be related to the issuer of the security or other asset. If the market values of the securities or other assets held by the Fund fall, including a complete loss on any individual security, the value of your investment will go down. Economies and financial markets throughout the world are increasingly interconnected. Economic, financial or political events, trading or tariff arrangements, terrorism, natural disasters, global pandemics and other circumstances in one country or region could have profound impacts on global economies or markets. As a result, whether or not the Fund invests in securities of issuers

138

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2022 (Unaudited)

located in or with significant exposure to the countries directly affected, the value and liquidity of the Fund’s investments may be negatively affected.

Recent Events Risk: The illness COVID-19 caused by a novel coronavirus has resulted in a global pandemic and major disruption to economies and markets around the world, including the United States. Global financial markets have experienced extreme volatility and severe losses, and trading in many instruments has been disrupted. Liquidity for many instruments has been greatly reduced for periods of time. Some interest rates are very low and in some cases yields are negative. Some sectors of the economy and individual issuers have experienced particularly large losses. These circumstances may continue for an extended period of time and may adversely affect the value and/or liquidity of the Fund’s investments. In addition, the impact of infectious illnesses in emerging market countries may be greater due to generally less established healthcare systems. Public health crises caused by the COVID-19 outbreak may exacerbate other pre-existing political, social and economic risks in certain countries or globally. The ultimate economic fallout from the pandemic, and the long-term impact on economies, markets, industries and individual issuers, are not known. Governments and central banks, including the Federal Reserve in the U.S., have taken extraordinary and unprecedented actions to support national economies and the financial markets. These actions have resulted in significant expansion of public debt, including in the U.S. The impact of these measures may not be known for some time. The consequences of high public debt, including its future impact on the economy and securities markets, likewise may not be known for some time.

139

PROXY VOTING INFORMATION

The Domini Funds have established Proxy Voting Policies and Procedures that the Funds use to determine how to vote proxies relating to portfolio securities. The Domini Funds’ Proxy Voting Policies and Procedures are available, free of charge, by calling 1-800-762-6814, by visiting domini.com/proxyvoting, or by visiting the EDGAR database on the Securities and Exchange Commission’s (SEC) website at sec.gov. All proxy votes cast for the Domini Funds are posted to Domini’s website on an ongoing basis over the course of the year. An annual record of all proxy votes cast for the Funds during the most recent 12-month period ended June 30 can be obtained, free of charge, at domini.com, and on the EDGAR database on the SEC’s website at sec.gov.

QUARTERLY PORTFOLIO SCHEDULE INFORMATION

The Domini Funds file their complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Port EX. The Domini Funds’ Forms NPORT-EX are available on the EDGAR database on the SEC’s website at sec.gov. These Forms may also be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. Information about the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330. The information on is also available to be viewed at domini.com.

140

LOGO

DOMINI FUNDS P.O. Box 46707 Cincinnati, OH 45246-0707 1-800-582-6757 domini.com Investment Manager, Sponsor, and Distributor: Domini Impact Investments LLC (Investment Manager and Sponsor) DSIL Investment Services LLC (Distributor) 180 Maiden Lane, Suite 1302 New York, NY 10038-4925 Investment Submanagers: Domini Impact Equity Fund Domini International Opportunities Fund Domini Sustainable Solutions Fund SSGA Funds Management, Inc. 1 Iron Street Boston, MA 02210 Domini Impact International Equity Fund Domini Impact Bond Fund Wellington Management Company LLP 280 Congress Street Boston, MA 02210 Transfer Agent: Ultimus Fund Solutions, LLC 225 Pictoria Drive, Suite 450 Cincinnati, OH 45246 Custodian: State Street Bank and Trust Company 100 Summer Street Boston, MA 02210 Independent Registered Public Accounting Firm: KPMG LLP Two Financial Center 60 South Street Boston, MA 02111 Legal Counsel: Morgan, Lewis & Bockius LLP One Federal Street Boston, MA 02110

LOGO

Domini Funds P.O. Box 46707 | Cincinnati, OH 45246-0707 1-800-582-6757 | domini.com | @DominiFunds domini.com/subscribe Domini Impact Equity FundSM Investor Shares: CUSIP 257132100 | DSEFX Institutional Shares: CUSIP 257132852 | DIEQX Class Y Shares: CUSIP 257132308 | DSFRX Class A Shares: CUSIP 257132860 | DSEPX Domini International Opportunities FundSM Investor Shares: CUSIP 257132753 | RISEX Institutional Shares: CUSIP 257132746 | LEADX Domini Sustainable Solutions FundSM Investor Shares: 257132761 | CAREX Institutional Shares: 257132779 | LIFEX Domini Impact International Equity FundSM Investor Shares: CUSIP 257132704 | DOMIX Institutional Shares: CUSIP 257132811 | DOMOX Class Y Shares: CUSIP 257132787 | DOMYX Class A Shares: CUSIP 257132886 | DOMAX Domini Impact Bond FundSM Investor Shares: CUSIP 257132209 | DSBFX Institutional Shares: CUSIP 257132829 | DSBIX Class Y Shares: CUSIP 257132795 | DSBYX

Item 2.

Code of Ethics.

(a) Not applicable to a semi-annual report.

(c)	Not applicable.

(d)	Not applicable.

Item 3.

Audit Committee Financial Expert.

Not applicable to a semi-annual report.

Item 4.

Principal Accountant Fees and Services.

Not applicable to a semi-annual report.

Item 5.

Audit Committee of Listed Registrants.

Not applicable to the registrant.

Item 6.

Schedule of Investments.

(a) The Schedule of Investments is included as part of the report to stockholders filed under Item 1.

(b) Not applicable.

Item 7.

Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable to the registrant.

Item 8.

Portfolio Managers of Closed-End Management Investment Companies.

Not applicable to the registrant.

Item 9.

Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable to the registrant.

Item 10.

Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which shareholders may submit recommendations for nominees to the registrant’s Board of Trustees.

Item 11.

Controls and Procedures.

(a) Within 90 days prior to the filing of this report on Form N-CSR, Carole M. Laible, the registrant’s President and Principal Executive Officer, and Christina M. Povall, the registrant’s Treasurer and Principal Financial Officer, reviewed the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) of the Investment Company Act of 1940) and evaluated their effectiveness. Based on their evaluation, Ms. Laible and Ms. Povall determined that the disclosure controls and procedures adequately ensure that information required to be disclosed by the registrant in this report on Form N-CSR is recorded, processed, summarized, and reported within the time periods required by the Securities and Exchange Commission’s rules and forms.

(b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) that occurred during the second fiscal quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 12.

Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable to the registrant

Item 13.

Exhibits.

(a)(1) Not applicable to a semi-annual report.

(a)(2) Separate certifications required by Rule 30a-2(a) under the Investment Company Act of 1940 for each principal executive officer and principal financial officer of the registrant are filed herewith.

(b) A single certification required by Rule 30a-2(b) under the Investment Company Act of 1940, Rule 13a-14b or Rule 15d-14(b) under the Securities Exchange Act of 1934, and Section 1350 of Chapter 63 of Title 18 of the United States Code for the chief executive officer and the chief financial officer of the registrant is filed herewith.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

DOMINI INVESTMENT TRUST


By:		/s/ Carole M. Laible
		Carole M. Laible
		President

Date: April 7, 2022

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.


By:		/s/ Carole M. Laible
		Carole M. Laible
		President (Principal Executive Officer)

Date: April 7, 2022


By:		/s/ Christina M. Povall
		Christina M. Povall
		Treasurer (Principal Financial Officer)

Date: April 7, 2022

Domini Social Investment Trust N-CSRSCertified semi-annual shareholder report (management investment company)