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)

Carole M. Laible

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, 2024

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.

LOGO

Semi-Annual Report 2024 January 31, 2024 (Unaudited) Domini Impact Equity FundSM Domini International Opportunities FundSM Domini Sustainable Solutions FundSM Domini Impact International Equity FundSM Domini Impact Bond FundSM

LOGO

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		Asking Questions, Changing Companies

		Fund Performance and Holdings

7		Domini Impact Equity Fund

17		Domini International Opportunities Fund

30		Domini Sustainable Solutions Fund

35		Domini Impact International Equity Fund

46		Domini Impact Bond Fund

65		Expense Example

		Financial Statements

68		Domini Impact Equity Fund

69		Domini International Opportunities Fund

70		Domini Sustainable Solutions Fund

71		Domini Impact International Equity Fund

112		Domini Impact Bond Fund

135		Proxy Voting Information

135		Quarterly Portfolio Schedule Information

LETTER TO SHAREHOLDERS

LOGO

Dear Fellow Shareholder,

Ecological sustainability and universal human dignity have been our twin goals since 1991 when we launched. These goals were born out of our belief that investing could be used to provide financial returns, while also helping to build a better future for all. Some might be overwhelmed by this vision, or “dream” as it was considered at the time. But we felt that if we could prove that it is possible to make a profit without destroying our precious planet and citizens, this approach would certainly have the power to help reshape the future.

Our first order of business was corporate disclosure on matters not covered in the financial statements. This meant contacting individual companies and asking for data related to their environmental practices, employment policies, community relations, supply chain information, to name just a few. Back in 1991, few investors were asking these questions, but the related activities certainly had an impact on both our lives and our portfolio returns. With this non-traditional data, we could compare companies and select those we believed were forward-looking, well managed and expected to thrive.

As the years progressed, disclosure improved. Business management expert Peter Drucker became widely known for the concept that “what gets measured gets managed”. This simple statement summarizes the belief that action, and change is more likely with data. This coupled with our steadfast commitment beautifully described by the wise ancient proverb that “it is better to light a single candle than curse the darkness.” By lighting a candle through requesting disclosure and promoting action and change through data, we sowed the seeds of responsible investing.

This period, our essay is an excerpt from Amy’s book “Thoughts on People, Planet, and Profit.” The essay “Asking Questions, Changing Companies,” emphasizes the importance of disclosure and corporate sustainability reports. It was first published in June 2008 and still holds true today. We believe our early work helped result in today’s sustainability reports.

Data provided through disclosure is the backbone of impact investing. The application of environmental and social standards in the investment process can help build better investment portfolios, send a signal to corporate leaders about investor preferences and concerns, and promote change where needed.

As of 2022, the Governance & Accountability Institute, a leading consulting and research firm on corporate sustainability and ESG, reported that 96% of S&P 500 companies publish corporate sustainability reports, according to their “2022 Sustainability Reporting in Focus” report. This is a significant increase from just 20% in 2011, and we attribute this remarkable progress to one factor: investors who care. It was responsible investors, those who were committed to aligning their dollars for the well-being of people, planet, and profit, that created the momentum for transparency, disclosure, and the good that results.

We express our sincere gratitude to our investors for entrusting us to light the candle on their behalf. We hope you take satisfaction in reading our essay and from knowing that you are part of the journey. Our community of caring investors has helped to build a different approach to investing, one in which Wall Street and Main Street converge and work together to “Invest for Good.”

In closing, we are sad to report this will be our last financial report which includes a letter to shareholder and thematic essay. Mutual fund financial reporting regulations have changed. New rules are quite prescriptive and do not allow for the inclusion of additional materials. To stay up to date with the work we do on your behalf, please visit domini.com. We also encourage you to sign up for our quarterly impact updates at domini.com/subscribe.

LOGO

Carole Laible

CEO

LOGO

Amy Domini

Founder and Chair

ASKING QUESTIONS, CHANGING COMPANIES

Originally published October 2008

In this essay, Amy Domini discusses how investor demand for ethical practices has shifted the idea of corporate social responsibility from solely focusing on profit to considering social and environmental factors. Amy emphasizes the importance of accountability and proactive engagement from CEOs in addressing these concerns.

In 1970, The New York Times Magazine published an article by economist, Milton Friedman, the title of which elegantly summarized its most salient point: “The Social Responsibility of Business Is to Increase Its Profits.” In the years since, he and many others have continued to assert that there’s no need for investors to consider social and environmental factors, adding that the misguided pursuit of “corporate social responsibility” completely missed the point of free-market capitalism.

Though “free market” ideologues continue to make this argument, the business world has changed markedly. It’s widely accepted these days that corporate social responsibility (a concept so institutionalized it’s known by its acronym: CSR) involves far more than maximizing earnings. This change has come about mainly because investors have begun to consider social and environmental factors seriously when they make their investment decisions.

Like so many people, I prefer to invest in companies whose business practices promote human dignity and environmental protection. We do this because companies that respect the environment and their employees tend to be well-managed, and over the long term this can translate into strong financial performance.

Every business has an impact far beyond the CEO’s office and faces a multitude of decisions relating to social and environmental issues. When investors incorporate that impact, we build an infrastructure for understanding and evaluating corporate behavior.

But this isn’t a passive process of evaluation. By asking the hard questions and communicating with companies about the ways we expect them to behave, we help redefine the role they play in our society.

When communities were devastated because of decisions made by executives in the past, protests and fines often prompted action. But did those executives hear from their shareholders — their bosses? No. Shareholders only asked how much money they made that quarter.

Social investors are now setting the standard for social and environmental reporting and performance, much as an earlier generation of analysts set expectations and created standards for corporate financial reporting. Today, thousands of companies around the world respond to our questions about their business decisions. They publish CSR reports, maintain websites touting their ethics, and provide data to back up their claims.

Many would say this is simply public relations, or “greenwashing.” And some of it is. But these reports are also something far more important. They’re conversation starters. They’re accountability tools.

When a CEO signs off on a financial report, she asks questions. “Why did our numbers improve here, but not here? What will next year’s report look like? Can we do better next time?” If she doesn’t ask, there’s sure to be a member of the board, or an angry shareholder, who will.

Every time a CEO signs off on a sustainability report, you can be sure the same kinds of questions are being asked. “What can I tell the press about this child labor violation on page 23? How do I explain this decrease in toxic emissions to analysts? Can we double that next year?”

Milton Friedman, who died in 1996 at the age of 94, lived long enough to observe, if not appreciate, a sea of change in corporate culture. After all these years, smart companies came to understand that the social responsibility of business means so much more than increasing profits. Shareholders are asking the companies about the way they treat people and the planet. And if CEOs don’t they’ll hear about it.

By asking the hard questions and communicating with companies about the ways we expect them to behave, we help redefine the role they play in our society.

An investment in the Domini Funds is not a bank deposit and is not insured. Investing involves risk, including possible loss of principal. The market value of Fund investments will fluctuate.

An investment in the Domini Funds is not a bank deposit and is 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, mid-to large cap companies’, and small-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, mid-to large-cap companies’ and small-cap companies’ risks. The Domini Impact International Equity Fund is subject to certain risks including foreign investing and emerging markets, geographic focus, country, currency, impact investing, portfolio management, and quantitative investment approach 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, 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 a Fund’s 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. A Fund may forego some investment opportunities including investments in certain market sectors that are available to funds that do not consider environmental and social factors in their investment selections. 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.

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. 4/24

DOMINI IMPACT EQUITY FUND

Fund Performance and Holdings

The table and bar chart below provide information as of January 31, 2024, 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

Microsoft Corp		8.6%	Tesla, Inc.		1.7%

Apple, Inc.		7.9%	Broadcom, Inc.		1.6%

Alphabet, Inc. Class A		4.5%	Visa, Inc A Shares		1.4%

NVIDIA Corp		4.4%	Novo Nordisk A/S		1.3%

Amazon.com, Inc.		4.1%	Mastercard, Inc. Class A		1.2%

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

LOGO

The holdings mentioned above are described in the Fund’s Portfolio of Investments as of 1/31/2024, 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 1/31/2024 (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	21.45%	15.55%	21.32%	21.82%	21.67%	20.82%

5 Year	13.51%	12.36%	13.46%	13.88%	13.80%	14.30%

10 Year	9.95%	9.38%	9.91%	10.32%	10.25%	12.62%

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 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, 2023, the Fund’s annual operating expenses totaled 1.00% and 0.71% (gross and net) for Investor and Institutional shares, respectively, and 1.34%/1.09% and 0.95%/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, 2024, 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 loss of principal, impact investing, portfolio management, information, market, mid-to large-cap companies, and small-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 an index.

DOMINI IMPACT EQUITY FUND

PORTFOLIOOF INVESTMENTS

January 31, 2024 (Unaudited)


SECURITY	SHARES		VALUE
*Long Term Investments – 98.7%*
*Common Stocks – 98.7%*
*Communication Services – 8.3%*
Alphabet, Inc., Class A (a)		321,600	$	45,056,160
AT&T, Inc.		239,585		4,238,259
Charter Communications, Inc., Class A (a)		3,158		1,170,702
Comcast Corp., Class A		133,521		6,214,067
Netflix, Inc. (a)		14,438		8,144,620
New York Times Co. (The), Class A		62,327		3,026,599
Rogers Communications, Inc., Class B		13,300		621,243
TELUS Corp.		47,994		859,093
T-Mobile US, Inc.		17,900		2,886,017
Verizon Communications, Inc.		129,795		5,496,818
Walt Disney Co. (The)		60,993		5,858,378

				83,571,956


*Consumer Discretionary – 10.3%*
Amazon.com, Inc. (a)		264,380		41,031,776
Aptiv PLC (a)		9,200		748,236
Best Buy Co., Inc.		6,349		460,239
BorgWarner, Inc.		7,900		267,810
Chipotle Mexican Grill, Inc. (a)		917		2,208,842
Cie Generale des Etablissements Michelin SCA ADR		45,700		757,706
eBay, Inc.		17,700		726,939
Etsy, Inc. (a)		11,347		755,256
Ford Motor Co.		131,800		1,544,696
Garmin, Ltd.		5,046		602,947
Home Depot, Inc. (The)		33,451		11,806,865
Levi Strauss & Co., Class A		85,684		1,394,935
Lowe’s Cos., Inc.		19,241		4,095,254
Lucid Group, Inc. (a)		29,500		99,710
MercadoLibre, Inc. (a)		1,623		2,778,268
NIKE, Inc., Class B		40,449		4,106,787
NIO, Inc. ADR (a)		48,700		273,694
Rivian Automotive, Inc., Class A (a)		26,200		401,122
Sony Group Corp. ADR		37,455		3,661,226
Starbucks Corp.		37,267		3,466,949
Tapestry, Inc.		8,000		310,320
Tesla, Inc. (a)		92,399		17,305,409
TJX Cos., Inc.		38,300		3,635,053
Ulta Beauty, Inc. (a)		1,598		802,276
VF Corp.		11,800		194,228
Williams-Sonoma, Inc.		2,100		406,119

				103,842,662


*Consumer Staples – 6.0%*
Campbell Soup Co.		6,491		289,693
Church & Dwight Co., Inc.		8,212		819,968
Clorox Co. (The)		4,000		581,000
Colgate-Palmolive Co.		27,525		2,317,605

DOMINI IMPACT EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


SECURITY	SHARES		VALUE

*Consumer Staples* (Continued)
Costco Wholesale Corp.		14,703	$	10,216,821
Dollar General Corp.		7,400		977,318
elf Beauty, Inc. (a)		4,398		701,613
Estee Lauder Cos., Inc. (The), Class A		7,277		960,491
General Mills, Inc.		19,499		1,265,680
Haleon PLC ADR		104,225		854,645
JM Smucker Co. (The)		3,346		440,166
Keurig Dr Pepper, Inc.		33,700		1,059,528
Kimberly-Clark Corp.		11,218		1,357,041
Kraft Heinz Co. (The)		26,423		981,086
Kroger Co. (The)		22,011		1,015,588
Lamb Weston Holdings, Inc.		4,800		491,712
L’Oreal SA ADR		40,400		3,862,240
McCormick & Co., Inc.		8,800		599,808
Mondelez International, Inc., Class A		45,447		3,420,796
PepsiCo, Inc.		45,831		7,723,898
Procter & Gamble Co. (The)		78,625		12,355,133
Sysco Corp.		16,803		1,359,867
Target Corp.		15,351		2,135,017
Unilever PLC ADR		82,285		4,006,457
Walgreens Boots Alliance, Inc.		23,048		520,193

				60,313,364


*Financials – 12.4%*
Aflac, Inc.		19,515		1,645,895
AGNC Investment Corp.		22,400		212,352
Allstate Corp.		8,500		1,319,625
American Express Co.		17,748		3,562,734
Annaly Capital Management, Inc.		17,375		333,426
Aon PLC, Class A		6,500		1,939,795
Banco do Brasil SA ADR		47,900		544,144
Bank of America Corp.		228,754		7,779,924
Bank of Montreal		23,331		2,197,314
Bank of New York Mellon Corp. (The)		25,500		1,414,230
Bank of Nova Scotia (The)		38,766		1,812,311
BlackRock, Inc.		4,586		3,550,986
Brown & Brown, Inc.		7,900		612,724
Canadian Imperial Bank of Commerce		30,200		1,364,436
Capital One Financial Corp.		12,118		1,639,808
Cboe Global Markets, Inc.		3,600		661,860
Charles Schwab Corp. (The)		48,178		3,031,360
Chubb, Ltd.		13,587		3,328,815
Cincinnati Financial Corp.		5,111		566,299
Citigroup, Inc.		62,008		3,482,989
CME Group, Inc.		11,998		2,469,668
Comerica, Inc.		4,154		218,417
Commerce Bancshares, Inc.		4,079		212,597
Discover Financial Services		8,200		865,264
DNB Bank ASA ADR		28,740		557,556

DOMINI IMPACT EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


SECURITY	SHARES		VALUE

*Financials* (Continued)
Equitable Holdings, Inc.		11,600	$	379,204
Everest Group, Ltd.		1,400		538,958
FactSet Research Systems, Inc.		1,300		618,696
Fifth Third Bancorp		21,956		751,773
Fiserv, Inc. (a)		19,800		2,809,026
Hartford Financial Services Group, Inc. (The)		9,993		868,991
Huntington Bancshares, Inc.		46,000		585,580
Intercontinental Exchange, Inc.		19,095		2,431,366
Invesco, Ltd.		13,803		218,502
KeyCorp		30,900		448,977
London Stock Exchange Group PLC ADR		57,200		1,617,616
M&T Bank Corp.		5,400		745,740
MarketAxess Holdings, Inc.		1,200		270,612
Marsh & McLennan Cos., Inc.		16,530		3,204,175
Mastercard, Inc., Class A		27,652		12,422,108
MetLife, Inc.		19,000		1,317,080
Moody’s Corp.		5,271		2,066,443
Morgan Stanley		41,759		3,643,055
MSCI, Inc.		2,568		1,537,256
Nasdaq, Inc.		13,400		774,118
Northern Trust Corp.		6,600		525,624
PayPal Holdings, Inc. (a)		36,100		2,214,735
PNC Financial Services Group, Inc. (The)		13,249		2,003,381
Principal Financial Group, Inc.		8,000		632,800
Progressive Corp. (The)		19,558		3,486,214
Prudential Financial, Inc.		12,061		1,265,561
Raymond James Financial, Inc.		6,250		688,625
Regions Financial Corp.		31,028		579,293
Remitly Global, Inc. (a)		43,174		740,002
S&P Global, Inc.		10,558		4,733,679
T Rowe Price Group, Inc.		7,311		792,878
Toronto-Dominion Bank (The)		58,117		3,529,445
Travelers Cos., Inc. (The)		7,616		1,609,718
Truist Financial Corp.		44,202		1,638,126
US Bancorp		51,316		2,131,667
Visa, Inc., A Shares		52,500		14,346,150
W R Berkley Corp.		6,400		524,032
WEX, Inc. (a)		1,316		268,977

				124,284,712


*Health Care – 13.0%*
AbbVie, Inc.		59,052		9,708,149
Agilent Technologies, Inc.		9,800		1,274,980
Alcon, Inc.		16,962		1,274,016
Align Technology, Inc. (a)		2,400		641,568
Alnylam Pharmaceuticals, Inc. (a)		4,100		708,931
Amgen, Inc.		17,919		5,631,225
AstraZeneca PLC ADR		100,500		6,697,320
Becton Dickinson and Co.		9,751		2,328,636

DOMINI IMPACT EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


SECURITY	SHARES		VALUE

*Health Care* (Continued)
Biogen, Inc. (a)		4,867	$	1,200,494
BioMarin Pharmaceutical, Inc. (a)		6,300		554,904
Bio-Rad Laboratories, Inc., Class A (a)		700		224,623
Bio-Techne Corp.		5,200		365,664
Bristol-Myers Squibb Co.		68,301		3,337,870
Catalent, Inc. (a)		5,500		284,020
Cooper Cos., Inc. (The)		1,600		596,848
CSL, Ltd. ADR		32,100		3,149,973
Danaher Corp.		22,615		5,425,565
DENTSPLY SIRONA, Inc.		6,416		222,956
DexCom, Inc. (a)		9,873		1,198,089
Edwards Lifesciences Corp. (a)		20,072		1,575,050
GE HealthCare Technologies, Inc.		13,200		968,352
Genmab A/S ADR (a)		21,600		596,376
Gilead Sciences, Inc.		41,746		3,267,042
GSK PLC ADR		68,500		2,701,640
Halozyme Therapeutics, Inc. (a)		47,286		1,600,631
Henry Schein, Inc. (a)		4,200		314,328
Hologic, Inc. (a)		53,882		4,010,976
IDEXX Laboratories, Inc. (a)		2,719		1,400,503
Illumina, Inc. (a)		5,349		764,960
Incyte Corp. (a)		6,300		370,251
Inspire Medical Systems, Inc. (a)		5,173		1,090,831
Insulet Corp. (a)		2,300		439,001
Intuitive Surgical, Inc. (a)		11,700		4,425,174
Ionis Pharmaceuticals, Inc. (a)		4,400		226,116
Lonza Group AG ADR		25,200		1,233,792
Masimo Corp. (a)		1,700		219,198
Merck & Co., Inc.		84,535		10,210,137
Merck KGaA ADR		21,800		717,482
Mettler-Toledo International, Inc. (a)		690		826,061
Moderna, Inc. (a)		11,300		1,141,865
Neurocrine Biosciences, Inc. (a)		3,100		433,287
Novo Nordisk A/S ADR		113,456		13,017,941
Organon & Co.		39,487		657,459
Pfizer, Inc.		189,270		5,125,432
Qiagen NV (a)		7,372		321,862
Quest Diagnostics, Inc.		3,715		477,117
Regeneron Pharmaceuticals, Inc. (a)		3,496		3,295,959
ResMed, Inc.		4,846		921,709
Revvity, Inc.		4,000		428,720
Sanofi SA ADR		76,016		3,793,198
Siemens Healthineers AG ADR		17,900		498,873
STERIS PLC		3,300		722,535
Stryker Corp.		11,428		3,833,865
Takeda Pharmaceutical Co., Ltd. ADR		103,200		1,506,720
Teleflex, Inc.		1,500		364,245
Thermo Fisher Scientific, Inc.		12,788		6,892,476
Veeva Systems, Inc., Class A (a)		4,406		913,848
Vertex Pharmaceuticals, Inc. (a)		8,643		3,745,703
Waters Corp. (a)		1,963		623,665

				130,500,211

DOMINI IMPACT EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


SECURITY	SHARES		VALUE
*Industrials – 6.9%*
Allegion PLC		2,900	$	359,281
AO Smith Corp.		4,100		318,201
Assa Abloy AB ADR		64,742		885,347
Atlas Copco AB, Class A ADR		136,200		2,180,562
Automatic Data Processing, Inc.		13,768		3,383,899
Brambles, Ltd. ADR		23,000		440,450
Carrier Global Corp.		28,200		1,542,822
Central Japan Railway Co. ADR		57,800		718,454
CH Robinson Worldwide, Inc.		3,800		319,542
Cintas Corp.		2,868		1,733,907
Comfort Systems USA, Inc.		4,847		1,054,077
Copart, Inc. (a)		29,000		1,393,160
Cummins, Inc.		4,741		1,134,521
Deere & Co.		8,845		3,481,215
Donaldson Co., Inc.		4,000		258,360
Emerson Electric Co.		19,026		1,745,255
Expeditors International of Washington, Inc.		4,900		619,017
FANUC Corp. ADR		63,200		872,160
Fastenal Co.		19,058		1,300,327
Fortune Brands Innovations, Inc.		4,000		310,360
Generac Holdings, Inc. (a)		2,100		238,707
Graco, Inc.		5,400		460,620
Hubbell, Inc.		1,800		604,026
IDEX Corp.		2,500		528,750
Illinois Tool Works, Inc.		9,652		2,518,207
Ingersoll Rand, Inc.		13,469		1,075,634
JB Hunt Transport Services, Inc.		2,700		542,646
Kone Oyj ADR		23,000		568,100
Lennox International, Inc.		1,100		470,976
Masco Corp.		7,700		518,133
NEXTracker, Inc., Class A (a)		11,839		535,952
Nidec Corp. ADR		67,356		628,431
Nordson Corp.		1,700		427,924
Old Dominion Freight Line, Inc.		3,300		1,290,366
Otis Worldwide Corp.		13,800		1,220,472
Owens Corning		2,933		444,438
PACCAR, Inc.		17,300		1,736,747
Paychex, Inc.		10,731		1,306,285
Paycom Software, Inc.		1,700		323,408
Pentair PLC		5,500		402,435
Plug Power, Inc. (a)		19,000		84,550
Recruit Holdings Co., Ltd. ADR		237,100		1,868,348
RELX PLC ADR		63,300		2,617,455
Rockwell Automation, Inc.		3,872		980,700
Schneider Electric SE ADR		95,000		3,731,600
Sensata Technologies Holding PLC		5,000		180,850
Siemens AG ADR		53,036		4,746,722
Siemens Energy AG ADR (a)		18,000		268,920
SMC Corp. ADR		40,200		1,122,384

DOMINI IMPACT EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


SECURITY	SHARES		VALUE

*Industrials* (Continued)
Snap-on, Inc.		1,700	$	492,881
Stanley Black & Decker, Inc.		5,254		490,198
Toro Co. (The)		3,500		323,680
Trane Technologies PLC		7,607		1,917,344
United Parcel Service, Inc., Class B		24,293		3,447,177
United Rentals, Inc.		2,259		1,412,779
Veralto Corp.		7,838		601,096
Vestas Wind Systems A/S ADR (a)		97,900		911,449
Watsco, Inc.		1,100		430,078
Westinghouse Air Brake Technologies Corp.		5,991		788,236
Wolters Kluwer NV ADR		8,100		1,194,669
WW Grainger, Inc.		1,470		1,316,591
Xylem, Inc.		5,800		652,152

				69,473,033


*Information Technology – 36.4%*
Accenture PLC, Class A		22,200		8,078,136
Adobe, Inc. (a)		15,224		9,405,083
Advanced Micro Devices, Inc. (a)		53,650		8,996,569
Analog Devices, Inc.		16,611		3,195,292
Apple, Inc.		427,996		78,922,462
Applied Materials, Inc.		27,702		4,551,439
ASML Holding NV, Class G		13,200		11,481,624
Atlassian Corp., Class A (a)		5,200		1,298,804
Autodesk, Inc. (a)		16,747		4,250,556
Broadcom, Inc.		13,518		15,951,240
Cadence Design Systems, Inc. (a)		8,984		2,591,525
Cisco Systems, Inc.		124,291		6,236,922
Cloudflare, Inc., Class A (a)		9,300		735,165
Crowdstrike Holdings, Inc., Class A (a)		6,900		2,018,250
Dropbox, Inc., Class A (a)		8,400		266,112
Enphase Energy, Inc. (a)		3,651		380,179
Fair Isaac Corp. (a)		800		959,064
First Solar, Inc. (a)		3,400		497,420
Infineon Technologies AG ADR		40,800		1,490,832
Intel Corp.		140,579		6,056,143
International Business Machines Corp.		30,366		5,577,020
Intuit, Inc.		9,122		5,758,992
Juniper Networks, Inc.		13,736		507,683
Micron Technology, Inc.		36,700		3,147,025
Microsoft Corp.		216,361		86,020,806
NetApp, Inc.		7,008		611,098
NVIDIA Corp.		71,908		44,242,835
Okta, Inc. (a)		5,000		413,250
Palo Alto Networks, Inc. (a)		30,495		10,322,862
QUALCOMM, Inc.		37,300		5,539,423
Roper Technologies, Inc.		3,557		1,910,109
Salesforce, Inc. (a)		31,534		8,863,892
ServiceNow, Inc. (a)		6,858		5,249,113
Shopify, Inc., Class A (a)		39,100		3,130,737

DOMINI IMPACT EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


SECURITY	SHARES		VALUE

*Information Technology* (Continued)
Snowflake, Inc., Class A (a)		9,800	$	1,917,272
STMicroelectronics NV, Class Y		81,036		3,575,308
Synopsys, Inc. (a)		5,043		2,689,684
Texas Instruments, Inc.		30,452		4,875,974
Tyler Technologies, Inc. (a)		1,400		591,850
Workday, Inc., Class A (a)		6,800		1,979,276
Zoom Video Communications, Inc., Class A (a)		13,431		867,777

				365,154,803


*Materials – 2.4%*
Air Liquide SA ADR		87,610		3,273,110
Air Products and Chemicals, Inc.		7,459		1,907,341
AptarGroup, Inc.		2,100		272,748
Avery Dennison Corp.		2,600		518,570
Ecolab, Inc.		8,548		1,694,384
International Flavors & Fragrances, Inc.		8,400		677,712
International Paper Co.		11,700		419,211
Linde PLC		16,030		6,489,425
Mondi PLC		7,273		263,273
Nitto Denko Corp. ADR		9,817		407,700
Novozymes A/S ADR		7,017		357,376
Nucor Corp.		8,192		1,531,330
PPG Industries, Inc.		7,942		1,120,140
Royal Gold, Inc.		2,200		251,658
RPM International, Inc.		4,300		458,638
Sherwin-Williams Co. (The)		7,892		2,402,167
Steel Dynamics, Inc.		5,200		627,588
Vulcan Materials Co.		4,344		981,787
Westrock Co.		8,485		341,606

				23,995,764


*Real Estate – 2.5%*
American Tower Corp.		15,609		3,053,901
Boston Properties, Inc.		4,446		295,659
CBRE Group, Inc., Class A (a)		9,922		856,368
CoStar Group, Inc. (a)		13,410		1,119,467
Crown Castle, Inc.		14,422		1,561,181
Digital Realty Trust, Inc.		10,192		1,431,568
Equinix, Inc.		3,131		2,598,010
Equity LifeStyle Properties, Inc.		5,700		385,833
Essex Property Trust, Inc.		2,100		489,867
Extra Space Storage, Inc.		7,000		1,011,080
Federal Realty Investment Trust		2,500		254,325
Mid-America Apartment Communities, Inc.		3,800		480,244
Prologis, Inc.		30,922		3,917,508
Public Storage		5,277		1,494,394
SBA Communications Corp.		3,607		807,463
Simon Property Group, Inc.		10,400		1,441,544
UDR, Inc.		11,269		405,909
Ventas, Inc.		13,063		605,993

DOMINI IMPACT EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


SECURITY	SHARES		VALUE

*Real Estate* (Continued)
Welltower, Inc.		18,600	$	1,609,086
WP Carey, Inc.		7,100		439,916
Zillow Group, Inc., Class A (a)		6,100		336,049

				24,595,365


*Utilities – 0.5%*
Alliant Energy Corp.		8,500		413,610
Consolidated Edison, Inc.		11,461		1,041,805
Eversource Energy		11,558		626,675
Fortis, Inc.		16,300		654,119
National Grid PLC ADR		23,819		1,608,497
Orsted AS ADR		17,900		331,687
SSE PLC ADR		36,300		785,350

				5,461,743


*Total Investments – 98.7%* (Cost $528,975,685)			991,193,613

*Other Assets, less liabilities – 1.3%*			13,043,188


*Net Assets – 100.0%*			$1,004,236,801

(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, 2024, 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

Novo Nordisk A/S Class B		5.0%	Linde PLC		2.5%

ASML Holding NV		4.4%	SAP SE.		2.4%

Novartis AG		2.8%	Siemens AG		1.8%

Toyota Motor Corp		2.8%	Commonwealth Bank of Australia		1.6%

AstraZeneca PLC		2.6%	Unilever PLC		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 1/31/2024, included herein. The composition of the Fund’s portfolio is subject to change.

* Other countries include Brazil 0.7%, China 0.5%, Norway 0.5%, Ireland 0.5%, Belgium 0.4%, Austria 0.3%, New Zealand 0.2%, South Africa 0.2%, Canada 0.1%, and Luxemburg 0.1%.



DOMINI INTERNATIONAL OPPORTUNITIES FUND

AVERAGE ANNUAL TOTAL RETURNS as of 1/31/2024 (Unaudited)	Investor shares	Institutional shares	MSCI EAFE NR

1 Year	9.95%	10.03%	10.01%

5 Year	N/A	N/A	N/A

10 Year	N/A	N/A	N/A

Since Inception (11/30/2020)	2.16%	2.37%	5.05%

Per the prospectus dated November 30, 2023, the Fund’s annual operating expenses totaled 4.32%/1.40% and 2.19%/1.15% (gross/net) 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, 2024, 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 loss of principal, 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 MSCI EAFE Net Total Return USD Index (MSCI EAFE NR) is an unmanaged index of common stocks. MSCI EAFE NR includes the reinvestment of dividends net of withholding tax, but does not reflect other fees, expenses, or taxes. Investors cannot invest directly in an index.

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Long Term Investments – 98.6%*
*Common Stocks – 98.6%*
*Australia – 4.5%*
ANZ Group Holdings, Ltd.	Banks		8,970	$	159,476
ASX, Ltd.	Financial Services		583		25,115
Brambles, Ltd.	Commercial & Professional Services		4,203		40,380
Cochlear, Ltd.	Health Care Equipment & Services		317		63,388
Coles Group, Ltd.	Consumer Staples Distribution & Retail		3,920		40,989
Commonwealth Bank of Australia	Banks		5,027		386,252
Dexus	Equity Real Estate Investment Trusts (REITs)		3,200		16,318
Fortescue, Ltd.	Materials		4,788		93,242
GPT Group (The)	Equity Real Estate Investment Trusts (REITs)		5,773		17,581
IGO, Ltd.	Materials		2,266		11,099
Mirvac Group	Equity Real Estate Investment Trusts (REITs)		11,867		16,805
Pilbara Minerals, Ltd.	Materials		8,774		20,136
Stockland	Equity Real Estate Investment Trusts (REITs)		6,532		19,437
Suncorp Group, Ltd.	Insurance		3,829		35,513
Transurban Group	Transportation		9,328		82,573
Vicinity, Ltd.	Equity Real Estate Investment Trusts (REITs)		13,267		17,745

					1,046,049


*Austria – 0.3%*
Erste Group Bank AG	Banks		1,036		44,858
Mondi PLC	Materials		1,333		23,998

					68,856


*Belgium – 0.4%*
Ageas SA	Insurance		514		22,201
KBC Group NV	Banks		834		54,683
Lotus Bakeries NV	Food, Beverage & Tobacco		1		8,570
Umicore SA	Materials		607		13,878

					99,332


*Brazil – 0.7%*
Itau Unibanco Holding SA ADR	Banks		15,700		103,620
MercadoLibre, Inc. (a)	Consumer Discretionary Distribution & Retail		33		56,490

					160,110

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Canada – 0.1%*
Hydro One, Ltd.	Utilities		900	$	26,878

					26,878


*China – 0.5%*
BYD Co., Ltd., Class H	Automobiles & Components		5,273		118,074

					118,074


*Denmark – 6.3%*
Coloplast A/S, Class B	Health Care Equipment & Services		331		38,354
Demant A/S (a)	Health Care Equipment & Services		277		12,613
Genmab A/S (a)	Pharmaceuticals, Biotechnology & Life Sciences		195		54,203
Novo Nordisk A/S, Class B	Pharmaceuticals, Biotechnology & Life Sciences		10,182		1,169,911
Novozymes A/S, B Shares	Materials		1,105		56,916
Orsted A/S	Utilities		540		30,595
Rockwool A/S, B Shares	Capital Goods		42		11,510
Tryg A/S	Insurance		982		21,099
Vestas Wind Systems A/S (a)	Capital Goods		2,963		83,977

					1,479,178


*Finland – 1.2%*
Elisa Oyj	Telecommunication Services		446		20,425
Kesko Oyj, B Shares	Consumer Staples Distribution & Retail		966		18,962
Kone OYJ, Class B	Capital Goods		1,064		52,940
Nokia Oyj	Technology Hardware & Equipment		15,558		56,535
Nordea Bank Abp	Banks		9,819		121,878

					270,740


*France – 8.4%*
Air Liquide SA	Materials		1,573		295,872
Alstom SA	Capital Goods		960		12,168
Amundi SA	Financial Services		187		12,713
BioMerieux	Health Care Equipment & Services		123		13,306
BNP Paribas SA	Banks		3,136		211,772
Capgemini SE	Software & Services		493		110,167
Carrefour SA	Consumer Staples Distribution & Retail		1,677		28,777
Cie Generale des Etablissements Michelin SCA	Automobiles & Components		2,066		68,949
Covivio SA	Equity Real Estate Investment Trusts (REITs)		159		7,739
Credit Agricole SA	Banks		4,000		57,594
Edenred SE	Financial Services		750		45,026
Eiffage SA	Capital Goods		273		28,711

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*France* (Continued)
Gecina SA	Equity Real Estate Investment Trusts (REITs)		165	$	18,291
Hermes International SCA	Consumer Durables & Apparel		96		203,567
Kering SA	Consumer Durables & Apparel		210		86,705
Klepierre SA	Equity Real Estate Investment Trusts (REITs)		670		17,436
Legrand SA	Capital Goods		785		76,469
L’Oreal SA	Household & Personal Products		725		348,734
Nexans SA	Capital Goods		517		47,298
Orange SA	Telecommunication Services		6,185		73,929
Publicis Groupe SA	Media & Entertainment		690		69,489
Rexel SA	Capital Goods		915		24,495
Sartorius Stedim Biotech	Pharmaceuticals, Biotechnology & Life Sciences		73		19,770
Societe Generale SA	Banks		2,402		62,061
Unibail-Rodamco-Westfield (a)	Equity Real Estate Investment Trusts (REITs)		294		21,160
Worldline SA (a)	Financial Services		704		9,566

					1,971,764


*Germany – 9.0%*
adidas AG	Consumer Durables & Apparel		481		91,273
Beiersdorf AG	Household & Personal Products		295		43,392
Carl Zeiss Meditec AG	Health Care Equipment & Services		110		11,655
Deutsche Boerse AG	Financial Services		574		114,893
Deutsche Post AG	Transportation Household &		2,840		136,718
Henkel AG & Co. KGaA	Personal Products		910		62,555
Infineon Technologies AG	Semiconductors & Semiconductor Equipment		3,673		134,594
KION Group AG	Capital Goods		212		9,722
Knorr-Bremse AG	Capital Goods		199		12,355
LEG Immobilien SE (a)	Real Estate Management & Development		220		18,349
Merck KGaA	Pharmaceuticals, Biotechnology & Life Sciences		390		64,318
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen	Insurance		409		175,013
Puma SE	Consumer Durables & Apparel		301		12,176
SAP SE	Software & Services		3,211		559,152
Sartorius AG, Preference Shares	Pharmaceuticals, Biotechnology & Life Sciences		85		31,168
Siemens AG	Capital Goods		2,382		428,625
Siemens Energy AG (a)	Capital Goods		1,572		23,475
Siemens Healthineers AG	Health Care Equipment & Services		815		45,589
Symrise AG	Materials		400		41,481
Vonovia SE	Real Estate Management & Development		2,343		73,365

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Germany* (Continued)
Zalando SE (a)	Consumer Discretionary Distribution & Retail		712	$	14,289

					2,104,157


*Hong Kong – 1.8%*
AIA Group, Ltd.	Insurance		34,352		269,427
Hong Kong Exchanges & Clearing, Ltd.	Financial Services		3,831		116,162
Techtronic Industries Co., Ltd.	Capital Goods		4,232		44,952

					430,541


*Ireland – 0.5%*
Kerry Group PLC, Class A	Food, Beverage & Tobacco		470		42,108
Kingspan Group PLC	Capital Goods		463		37,796
Smurfit Kappa Group PLC	Materials		777		29,104

					109,008


*Italy – 1.1%*
DiaSorin SpA	Health Care Equipment & Services		69		6,378
Intesa Sanpaolo SpA	Banks		48,372		149,814
Moncler SpA	Consumer Durables & Apparel		620		38,336
Prysmian SpA	Capital Goods		824		36,451
Terna – Rete Elettrica Nazionale	Utilities		4,246		35,986

					266,965


*Japan – 20.6%*
Aeon Co., Ltd.	Consumer Staples Distribution & Retail		2,177		52,382
Bridgestone Corp.	Automobiles & Components		1,700		74,172
Canon, Inc.	Technology Hardware & Equipment		2,900		80,436
Central Japan Railway Co.	Transportation		2,560		64,421
Chiba Bank, Ltd. (The)	Banks		2,000		14,922
Dai Nippon Printing Co., Ltd.	Commercial & Professional Services		644		18,766
Daifuku Co., Ltd.	Capital Goods		1,051		20,868
Dai-ichi Life Holdings, Inc.	Insurance		2,805		61,944
Daiichi Sankyo Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		5,740		173,032
Daiwa House Industry Co., Ltd.	Real Estate Management & Development		1,853		57,692
FANUC Corp.	Capital Goods		2,835		78,962
Fast Retailing Co., Ltd.	Consumer Discretionary Distribution & Retail		556		149,460
FUJIFILM Holdings Corp.	Technology Hardware & Equipment		1,139		72,692

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Japan* (Continued)
Hankyu Hanshin Holdings, Inc.	Transportation		642	$	19,777
Hoya Corp.	Health Care Equipment & Services		988		126,368
Japan Airlines Co., Ltd.	Transportation		1,300		25,152
Kao Corp.	Household & Personal Products		1,382		55,058
Keikyu Corp.	Transportation		700		6,156
Keio Corp.	Transportation		352		10,371
Keisei Electric Railway Co., Ltd.	Transportation		400		18,224
Keyence Corp.	Technology Hardware & Equipment		520		234,246
Kintetsu Group Holdings Co., Ltd.	Transportation		500		15,535
Kurita Water Industries, Ltd.	Capital Goods		1,698		62,439
Lasertec Corp.	Semiconductors & Semiconductor Equipment		212		55,591
Lixil Corp.	Capital Goods		878		11,813
Makita Corp.	Capital Goods		743		20,135
Mitsubishi Estate Co., Ltd.	Real Estate Management & Development		3,416		47,657
Mitsui Fudosan Co., Ltd.	Real Estate Management & Development		2,551		64,480
MS&AD Insurance Group Holdings, Inc.	Insurance		1,335		55,508
Murata Manufacturing Co., Ltd.	Technology Hardware & Equipment		5,545		112,735
Nabtesco Corp.	Capital Goods		300		5,806
Nexon Co., Ltd.	Media & Entertainment		1,200		19,283
Nidec Corp.	Capital Goods		1,464		54,978
Nintendo Co., Ltd.	Media & Entertainment		3,480		195,768
Nippon Express Holdings, Inc.	Transportation		200		11,986
Nippon Prologis REIT, Inc.	Equity Real Estate Investment Trusts (REITs)		7		12,540
Nippon Telegraph & Telephone Corp.	Telecommunication Services		159,150		201,227
Nissin Foods Holdings Co., Ltd.	Food, Beverage & Tobacco		643		20,945
Nitto Denko Corp.	Materials		402		33,578
Nomura Holdings, Inc.	Financial Services		8,305		45,040
NTT Data Group Corp.	Software & Services		1,728		25,061
Odakyu Electric Railway Co., Ltd.	Transportation		1,000		15,386
Omron Corp.	Technology Hardware & Equipment		532		24,086
Oriental Land Co., Ltd.	Consumer Services		3,060		114,430
Panasonic Holdings Corp.	Consumer Durables & Apparel		6,501		61,653
Recruit Holdings Co., Ltd.	Commercial & Professional Services		4,250		169,024

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Japan* (Continued)
Renesas Electronics Corp. (a)	Semiconductors & Semiconductor Equipment		4,043	$	66,792
Resona Holdings, Inc.	Banks		13,971		77,654
Rohm Co., Ltd.	Semiconductors & Semiconductor Equipment		1,040		18,073
Sekisui House, Ltd.	Consumer Durables & Apparel		1,813		41,208
Shimadzu Corp.	Technology Hardware & Equipment		800		22,274
Shimano, Inc.	Consumer Durables & Apparel		220		31,804
Shionogi & Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		914		44,170
Shiseido Co., Ltd.	Household & Personal Products		1,198		33,626
SMC Corp.	Capital Goods		170		95,280
Sony Group Corp.	Consumer Durables & Apparel		3,433		338,983
Sysmex Corp.	Health Care Equipment & Services		421		22,963
Terumo Corp.	Health Care Equipment & Services		2,082		70,964
Tobu Railway Co., Ltd.	Transportation		528		14,079
Tokyo Electron, Ltd.	Semiconductors & Semiconductor Equipment		1,342		250,750
Tokyu Corp.	Transportation		1,598		18,880
TOTO, Ltd.	Capital Goods		499		13,598
Toyota Industries Corp.	Capital Goods		500		42,580
Toyota Motor Corp.	Automobiles & Components		32,497		653,356
Unicharm Corp.	Household & Personal Products		1,202		41,643
Yaskawa Electric Corp.	Capital Goods		805		30,546

					4,801,008


*Luxembourg – 0.1%*
Eurofins Scientific SE	Pharmaceuticals, Biotechnology & Life Sciences		392		23,726

					23,726


*Netherlands – 7.4%*
Aalberts NV	Capital Goods		294		11,752
Adyen NV (a)	Financial Services		81		102,111
Akzo Nobel NV	Materials		515		39,762
Arcadis NV	Commercial & Professional Services		2,325		128,301
ASML Holding NV	Semiconductors & Semiconductor Equipment		1,186		1,034,244
Euronext NV	Financial Services		288		25,462
ING Groep NV	Banks		10,853		154,996
Koninklijke Ahold Delhaize NV	Consumer Staples Distribution & Retail		2,902		82,033
NN Group NV	Insurance		812		33,453
Wolters Kluwer NV	Commercial & Professional Services		736		109,056

					1,721,170

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*New Zealand – 0.2%*
Auckland International Airport, Ltd.	Transportation		3,963	$	20,576
Contact Energy, Ltd.	Utilities		2,375		11,798
Spark New Zealand, Ltd.	Telecommunication Services		5,511		18,030

					50,404


*Norway – 0.5%*
DNB Bank ASA	Banks		2,644		51,697
Gjensidige Forsikring ASA	Insurance		556		8,995
Orkla ASA	Food, Beverage & Tobacco		2,183		17,199
Storebrand ASA	Insurance		4,142		37,457

					115,348


*Singapore – 1.0%*
DBS Group Holdings, Ltd.	Banks		5,457		129,749
STMicroelectronics NV	Semiconductors & Semiconductor Equipment		2,315		102,165

					231,914


*South Africa – 0.2%*
Nedbank Group, Ltd.	Banks		1,474		17,237
Sanlam, Ltd.	Insurance		4,977		19,115

					36,352


*Spain – 3.3%*
Acciona SA	Utilities		72		9,361
Aena SME SA	Transportation		209		37,164
Banco Bilbao Vizcaya Argentaria SA	Banks		17,781		167,275
Banco de Sabadell SA	Banks		16,359		21,342
Banco Santander SA	Banks		47,661		192,536
Bankinter SA	Banks		1,934		12,002
CaixaBank SA	Banks		11,410		48,902
Cellnex Telecom SA (a)	Telecommunication Services		1,459		56,427
Grifols SA (a)	Pharmaceuticals, Biotechnology & Life Sciences		1,492		16,335
Industria de Diseno Textil SA	Consumer Discretionary Distribution & Retail		3,317		142,555
Telefonica SA	Telecommunication Services		15,227		62,274

					766,173


*Sweden – 3.4%*
Alfa Laval AB	Capital Goods		831		30,711
Assa Abloy AB, Class B	Capital Goods		2,936		81,101
Atlas Copco AB, A Shares	Capital Goods		11,629		186,927
Autoliv, Inc.	Automobiles & Components		223		23,888
Castellum AB (a)	Real Estate Management & Development		1,272		16,493

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Sweden* (Continued)
Essity AB, Class B	Household & Personal Products		1,903	$	45,010
Fabege AB	Real Estate Management & Development		616		5,811
H & M Hennes & Mauritz AB, B Shares	Consumer Discretionary Distribution & Retail		1,980		28,136
Industrivarden AB, A Shares	Financial Services		850		26,952
Nibe Industrier AB, B Shares	Capital Goods		4,820		29,008
Sandvik AB	Capital Goods		3,158		66,845
Skandinaviska Enskilda Banken AB, Class A	Banks		4,391		62,810
Skanska AB, B Shares	Capital Goods		1,000		17,464
SKF AB, B Shares	Capital Goods		1,146		22,744
SSAB AB, Class A	Materials		2,507		19,644
Svenska Cellulosa AB SCA, Class B	Materials		1,846		25,312
Svenska Handelsbanken AB, A Shares	Banks		4,547		49,371
Swedbank AB, Class A	Banks		3,279		67,300

					805,527


*Switzerland – 8.6%*
ABB, Ltd.	Capital Goods		4,801		204,347
Adecco Group AG	Commercial & Professional Services		509		22,142
Barry Callebaut AG	Food, Beverage & Tobacco		11		16,162
Chocoladefabriken Lindt & Spruengli AG	Food, Beverage & Tobacco		6		76,707
DSM-Firmenich AG	Materials		591		62,808
Geberit AG	Capital Goods		101		58,484
Givaudan SA	Materials		23		96,215
Helvetia Holding AG	Insurance		105		15,254
Kuehne + Nagel International AG	Transportation		154		52,498
Lonza Group AG	Pharmaceuticals, Biotechnology & Life Sciences		225		110,658
Novartis AG	Pharmaceuticals, Biotechnology & Life Sciences		6,333		658,813
Sandoz Group AG (a)	Pharmaceuticals, Biotechnology & Life Sciences		1,247		43,020
Schindler Holding AG	Capital Goods		188		45,018
SIG Group AG	Materials		769		16,192
Sika AG	Materials		484		134,406
Sonova Holding AG	Health Care Equipment & Services		153		49,189
Straumann Holding AG	Health Care Equipment & Services		313		47,828
Swatch Group AG	Consumer Durables & Apparel		113		26,685
Swisscom AG	Telecommunication Services		77		46,342
Zurich Insurance Group AG	Insurance		439		224,377

					2,007,145

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*United Kingdom – 9.2%*
3i Group PLC	Financial Services		2,891	$	90,942
Ashtead Group PLC	Capital Goods		1,321		86,802
AstraZeneca PLC	Pharmaceuticals, Biotechnology & Life Sciences		4,506		600,290
Bunzl PLC	Capital Goods		1,021		41,695
Burberry Group PLC	Consumer Durables & Apparel		1,082		17,909
Compass Group PLC	Consumer Services		5,162		142,871
Hiscox, Ltd.	Insurance		1,035		13,694
Informa PLC	Media & Entertainment		4,152		40,977
Intermediate Capital Group PLC	Financial Services		872		19,755
Intertek Group PLC	Commercial & Professional Services		486		27,719
Investec PLC	Financial Services		1,950		12,757
J Sainsbury PLC	Consumer Staples Distribution & Retail		5,785		19,847
Land Securities Group PLC	Equity Real Estate Investment Trusts (REITs)		2,248		19,044
Legal & General Group PLC	Insurance		18,065		58,387
London Stock Exchange Group PLC	Financial Services		1,277		145,148
M&G PLC	Financial Services		6,673		18,959
National Grid PLC	Utilities		10,934		146,338
Phoenix Group Holdings PLC	Insurance		2,550		16,360
Schroders PLC	Financial Services		2,784		14,312
Segro PLC	Equity Real Estate Investment Trusts (REITs)		3,701		41,303
Severn Trent PLC	Utilities		902		29,793
Spirax-Sarco Engineering PLC	Capital Goods		222		28,077
SSE PLC	Utilities		3,300		70,624
Unilever PLC	Household & Personal Products		7,374		360,562
Vodafone Group PLC	Telecommunication Services		77,702		66,378
Whitbread PLC	Consumer Services		576		26,236

					2,156,779


*United States – 9.3%*
Alliant Energy Corp.	Utilities		745		36,252
Autodesk, Inc. (a)	Software & Services		112		28,427
Campbell Soup Co.	Food, Beverage & Tobacco		589		26,287
Clorox Co. (The)	Household & Personal Products		366		53,161
Copart, Inc. (a)	Commercial & Professional Services		2,588		124,327
CRH PLC	Materials		2,111		150,485
CSL, Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		1,441		285,137
Enphase Energy, Inc. (a)	Semiconductors & Semiconductor Equipment		69		7,185
Ferguson PLC	Capital Goods		614		115,366
General Mills, Inc.	Food, Beverage & Tobacco		1,749		113,528

DOMINI INTERNATIONAL OPPORTUNITIES FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*United States* (Continued)
GSK PLC	Pharmaceuticals, Biotechnology & Life Sciences		2,394	$	47,578
Haleon PLC	Household & Personal Products		3,135		12,795
Linde PLC	Materials		1,452		587,813
Lucid Group, Inc. (a)	Automobiles & Components		2,600		8,788
McCormick & Co., Inc.	Food, Beverage & Tobacco		789		53,778
Qiagen NV (a)	Pharmaceuticals, Biotechnology & Life Sciences		645		28,163
Rivian Automotive, Inc., Class A (a)	Automobiles & Components		2,300		35,213
Schneider Electric SE	Capital Goods		1,704		336,470
Signify NV	Capital Goods		377		11,362
Swiss Re AG	Insurance		872		100,438

					2,162,553


*Total Investments – 98.6%* (Cost $20,677,284)				23,029,751

*Other Assets, less liabilities – 1.4%*				317,701


*Net Assets – 100.0%*				$23,347,452

(a) Non-income producing security.

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

Abbreviations

ADR — American Depositary Receipt

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI SUSTAINABLE SOLUTIONS FUND

Fund Performance and Holdings

The table and bar charts below provide information as of January 31, 2024, 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.		5.8%	GSK PLC		3.3%

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		4.1%	ASML Holding NV Class G		3.3%

Crowdstrike Holdings, Inc. Class A		4.1%	Autodesk, Inc.		3.2%

International Business Machines Corp		3.9%	Schneider Electric SE		2.8%

Wolters Kluwer NV		3.4%	Resona Holdings, Inc.		2.7%

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 1/31/2024, included herein. The composition of the Fund’s portfolio is subject to change.



DOMINI SUSTAINABLE SOLUTIONS FUND

AVERAGE ANNUAL TOTAL RETURNS as of 1/31/2024 (Unaudited)	Investor shares	Institutional shares	MSCI World IMI NR	MSCI World EQ WTD NR

1 Year	6.97%	7.23%	15.36%	6.91%

5 Year	N/A	N/A	N/A	N/A

10 Year	N/A	N/A	N/A	N/A

Since Inception (4/1/2020)	12.47%	12.74%	16.97%	13.65%

NOTE: Effective November 1, 2023, the benchmark against which the Fund measures its performance changed from the MSCI World IMI NR to the MSCI World EQ WTD NR.

Per the prospectus dated November 30, 2023, the Fund’s annual operating expenses totaled 2.05%/1.40% and 1.53%/1.15% (gross/net) 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 limitations are in effect through November 30, 2024, 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 loss of principal, sustainable investing, portfolio management, information, market, 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 IMI Net Total Return USD Index (MSCI World IMI NR) is a market capitalization weighted index representing the performance of large-mid- and small-capitalization companies in developed markets. MSCI World IMI NR includes the reinvestment of dividends net of withholding tax, but does not reflect other fees, expenses, or taxes. See the prospectus for more information. You cannot invest directly in an index. The Morgan Stanley Capital International World Equal Weighted Net Total Return USD Index (MSCI World EQ WTD NR) is an equal-weighted index representing the performance of large- and mid- capitalization companies in developed markets. You cannot invest directly in an index.

DOMINI SUSTAINABLE SOLUTIONS FUND

PORTFOLIOOF INVESTMENTS

January 31, 2024 (Unaudited)


SECURITY	SHARES		VALUE

*Long Term Investments – 97.9%*
*Common Stocks – 97.9%*
*Communication Services – 2.5%*
New York Times Co. (The), Class A		17,334	$	841,739

				841,739


*Consumer Discretionary – 7.5%*
Etsy, Inc. (a)		6,420		427,315
Levi Strauss & Co., Class A		35,700		581,196
MercadoLibre, Inc. (a)		210		359,480
Panasonic Holdings Corp.		64,404		610,778
Tesla, Inc. (a)		3,172		594,084

				2,572,853


*Consumer Staples – 3.4%*
elf Beauty, Inc. (a)		4,011		639,875
Haleon PLC		127,895		522,000

				1,161,875


*Financials – 13.2%*
Amalgamated Financial Corp.		12,493		331,814
Federal Agricultural Mortgage Corp., Class C		4,515		841,099
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		3,316		1,418,934
Remitly Global, Inc. (a)		25,041		429,203
Resona Holdings, Inc.		164,262		913,003
Storebrand ASA		63,101		570,642

				4,504,695


*Health Care – 15.4%*
Cochlear, Ltd.		3,620		723,860
DexCom, Inc. (a)		4,304		522,291
GSK PLC		57,028		1,133,358
Halozyme Therapeutics, Inc. (a)		21,868		740,232
Hologic, Inc. (a)		9,945		740,306
Inspire Medical Systems, Inc. (a)		2,044		431,018
Organon & Co.		23,566		392,374
Vertex Pharmaceuticals, Inc. (a)		1,303		564,694

				5,248,133


*Industrials – 25.9%*
Acuity Brands, Inc.		2,193		522,285
Advanced Drainage Systems, Inc.		2,547		332,180
Arcadis NV		15,616		861,744
Comfort Systems USA, Inc.		2,741		596,085
Deere & Co.		1,940		763,545
Kurita Water Industries, Ltd.		14,921		548,677
Nexans SA		7,346		672,054
NEXTracker, Inc., Class A (a)		10,886		492,809
Odakyu Electric Railway Co., Ltd.		34,800		535,417

DOMINI SUSTAINABLE SOLUTIONS FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


SECURITY	SHARES		VALUE


*Industrials* (Continued)
Schneider Electric SE		4,860	$	959,650
SKF AB, B Shares		16,134		320,209
Veralto Corp.		4,433		339,967
Wolters Kluwer NV		7,826		1,159,611
Xylem, Inc.		6,553		736,819

				8,841,052


*Information Technology – 30.0%*
ASML Holding NV, Class G		1,287		1,119,458
Autodesk, Inc. (a)		4,318		1,095,951
Crowdstrike Holdings, Inc., Class A (a)		4,738		1,385,865
Enphase Energy, Inc. (a)		3,793		394,965
First Solar, Inc. (a)		2,622		383,599
Flex, Ltd. (a)		17,097		405,883
International Business Machines Corp.		7,323		1,344,942
Juniper Networks, Inc.		6,267		231,628
Palo Alto Networks, Inc. (a)		5,809		1,966,405
Shopify, Inc., Class A (a)		7,097		568,257
STMicroelectronics NV		19,199		847,289
Zoom Video Communications, Inc., Class A (a)		7,606		491,424

				10,235,666


*Total Investments – 97.9%* (Cost $26,163,107)			33,406,013

*Other Assets, less liabilities – 2.1%*			717,358


*Net Assets – 100.0%*			$34,123,371

(a) Non-income producing security.



Security Description	NET ASSETS		Security Description	NET ASSETS

United States		65.0%	France		2.0%

Netherlands		9.2%	Norway		1.7%

Japan		7.6%	Canada		1.7%

Germany		4.2%	Brazil		1.0%

Singapore		2.5%	Sweden		0.9%


Australia		2.1%	Total		97.9%

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, 2024, 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

Novartis AG		3.8%	Recruit Holdings Co., Ltd.		1.9%

Novo Nordisk A/S Class B		3.6%	3i Group PLC		1.9%

InterContinental Hotels Group PLC		2.2%	TrendMicro, Inc.		1.8%

ABB, Ltd.		2.2%	CRH PLC		1.8%

Hoya Corp		2.0%	United Overseas Bank, Ltd.		1.6%

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 1/31/2024, included herein. The composition of the Fund’s portfolio is subject to change.

* Other countries include Brazil 0.6%, China 0.6%, Finland 0.5%, Mexico 0.4%, Hungary 0.3%, New Zealand 0.3%, India 0.3%, Israel 0.3%, Poland 0.2%, South Africa 0.2%, Austria 0.1%, and Norway 0.0%.



DOMINI IMPACT INTERNATIONAL EQUITY FUND

AVERAGE ANNUAL TOTAL RETURNS as of 1/31/2024 (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 NR

1 Year	10.70%	5.34%	10.59%	11.18%	11.15%	10.01%

5 Year	4.05%	3.01%	4.02%	4.50%	4.43%	6.92%

10 Year	3.74%	3.20%	3.70%	4.16%	3.74%¹	4.77%

Per the prospectus dated November 30, 2023, the Fund’s annual operating expenses totaled 1.33%, 1.39%, 0.92%, and 0.96% (gross and net) 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 limitations are in effect through November 30, 2024, 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 loss of principal, foreign investing and emerging markets, geographic focus, country, currency, impact investing, portfolio management and quantitative investment approach 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.

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIOOF INVESTMENTS

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Long Term Investments – 98.4%*
*Common Stocks – 98.4%*
*Australia – 5.4%*
BlueScope Steel, Ltd.	Materials		600,726	$	9,241,972
Fortescue, Ltd.	Materials		601,839		11,720,238
Goodman Group	Equity Real Estate Investment Trusts (REITs)		612,943		10,251,886
Mirvac Group	Equity Real Estate Investment Trusts (REITs)		6,693		9,478
Pro Medicus, Ltd.	Health Care Equipment & Services		74,702		4,958,800
QBE Insurance Group, Ltd.	Insurance		649,700		6,740,673

					42,923,047


*Austria – 0.1%*
ams-OSRAM AG (a)	Semiconductors & Semiconductor Equipment		193,450		462,287

					462,287


*Belgium – 1.4%*
Ageas SA	Insurance		161,400		6,971,300
Solvay SA	Materials		141,800		3,897,931

					10,869,231


*Brazil – 0.6%*
Banco do Brasil SA	Banks		351,600		4,016,883
Raia Drogasil SA	Consumer Staples Distribution & Retail		2,475		12,673
StoneCo, Ltd., Class A (a)	Financial Services		48,979		841,949
Telefonica Brasil SA	Telecommunication Services		18,600		193,336

					5,064,841


*China – 0.6%*
AAC Technologies Holdings, Inc.	Technology Hardware & Equipment		214,600		482,059
Li Auto, Inc., Class A (a)	Automobiles & Components		29,300		405,048
Xinyi Glass Holdings, Ltd.	Capital Goods		455,300		375,667
Xinyi Solar Holdings, Ltd.	Semiconductors & Semiconductor Equipment		989,300		453,061
Yangzijiang Shipbuilding Holdings, Ltd.	Capital Goods		1,958,500		2,454,453
Zhongsheng Group Holdings, Ltd.	Consumer Discretionary Distribution & Retail		194,800		327,439

					4,497,727


*Denmark – 4.2%*
Genmab A/S (a)	Pharmaceuticals, Biotechnology & Life Sciences		4,831		1,342,838
Novo Nordisk A/S, Class B	Pharmaceuticals, Biotechnology & Life Sciences		254,484		29,240,189

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Denmark* (Continued)
Pandora A/S	Consumer Durables & Apparel		19,679	$	2,890,416
Vestas Wind Systems A/S (a)	Capital Goods		290		8,219

					33,481,662


*Finland – 0.5%*
Kone OYJ, Class B	Capital Goods		26,040		1,295,634
Nokia Oyj	Technology Hardware & Equipment		761,300		2,766,405

					4,062,039


*France – 6.6%*
Air France-KLM (a)	Transportation		341,300		4,372,605
BNP Paribas SA	Banks		62,759		4,238,066
Carrefour SA	Consumer Staples Distribution & Retail		381		6,538
Credit Agricole SA	Banks		743,000		10,698,026
Eiffage SA	Capital Goods		51,220		5,386,680
Gecina SA	Equity Real Estate Investment Trusts (REITs)		42,400		4,700,167
Hermes International SCA	Consumer Durables & Apparel		3,400		7,209,679
Kering SA	Consumer Durables & Apparel		18		7,432
Klepierre SA	Equity Real Estate Investment Trusts (REITs)		211,100		5,493,591
Legrand SA	Capital Goods		9,723		947,150
SCOR SE	Insurance		63,400		1,901,009
Unibail-Rodamco-Westfield (a)	Equity Real Estate Investment Trusts (REITs)		115,415		8,306,699

					53,267,642


*Germany – 5.7%*
adidas AG	Consumer Durables & Apparel		55,533		10,537,807
Bayerische Motoren Werke AG	Automobiles & Components		63,421		6,633,043
Deutsche Lufthansa AG (a)	Transportation		410,300		3,429,320
Deutsche Telekom AG	Telecommunication Services		477		11,769
Evonik Industries AG	Materials		80,850		1,494,967
GEA Group AG	Capital Goods		86,550		3,484,046
HUGO BOSS AG	Consumer Durables & Apparel		81,774		5,133,392
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen	Insurance		6,700		2,866,966
Nemetschek SE	Software & Services		31,639		2,934,439
Scout24 SE	Media & Entertainment		75,640		5,597,998
Siemens AG	Capital Goods		6,000		1,079,660
TeamViewer SE (a)	Software & Services		180,992		2,608,144

					45,811,551

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Hong Kong – 1.0%*
Swire Pacific, Ltd., Class A	Real Estate Management & Development		799,900	$	6,189,405
Swire Properties, Ltd.	Real Estate Management & Development		1,017,500		1,901,647

					8,091,052


*Hungary – 0.3%*
Richter Gedeon Nyrt	Pharmaceuticals, Biotechnology & Life Sciences		100,312		2,721,684

					2,721,684


*India – 0.3%*
Dr Reddy’s Laboratories, Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		29,750		2,185,528

					2,185,528


*Ireland – 1.1%*
AerCap Holdings NV (a)	Capital Goods		86,740		6,640,814
Bank of Ireland Group PLC	Banks		263,363		2,434,319

					9,075,133


*Israel – 0.3%*
Wix.com, Ltd. (a)	Software & Services		16,224		2,058,501

					2,058,501


*Italy – 3.3%*
A2A SpA	Utilities		624,600		1,244,732
Amplifon SpA	Health Care Equipment & Services		92,000		3,018,165
Banco BPM SpA	Banks		1,592,107		8,633,998
Prysmian SpA	Capital Goods		128,300		5,675,460
Terna – Rete Elettrica Nazionale	Utilities		168,500		1,428,097
UniCredit SpA	Banks		62,737		1,847,134
Unipol Gruppo SpA	Insurance		797,045		4,974,755

					26,822,341


*Japan – 23.2%*
Aisin Corp.	Automobiles & Components		296,700		11,153,481
Alps Alpine Co., Ltd.	Technology Hardware & Equipment		203,100		1,517,675
Brother Industries, Ltd.	Technology Hardware & Equipment		21,100		355,909
Central Japan Railway Co.	Transportation		400		10,066
Coca-Cola Bottlers Japan Holdings, Inc.	Food, Beverage & Tobacco		19,100		262,441
Dai Nippon Printing Co., Ltd.	Commercial & Professional Services		400		11,656

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Japan* (Continued)
Disco Corp.	Semiconductors & Semiconductor Equipment		25,800	$	7,009,711
Eisai Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		150		7,112
Fast Retailing Co., Ltd.	Consumer Discretionary Distribution & Retail		34,700		9,327,787
Hoya Corp.	Health Care Equipment & Services		123,469		15,791,986
Japan Metropolitan Fund Invest	Equity Real Estate Investment Trusts (REITs)		711		485,976
Kakaku.com, Inc.	Media & Entertainment		15,000		173,268
Kao Corp.	Household & Personal Products		220,900		8,800,568
Konica Minolta, Inc. (a)	Technology Hardware & Equipment		292,100		807,095
Makita Corp.	Capital Goods		42,700		1,157,172
MatsukiyoCocokara & Co.	Consumer Staples Distribution & Retail		452,000		8,272,388
Mazda Motor Corp.	Automobiles & Components		417,000		5,090,235
Medipal Holdings Corp.	Health Care Equipment & Services		21,000		338,902
Mitsubishi Estate Co., Ltd.	Real Estate Management & Development		520		7,255
Mitsui Fudosan Co., Ltd.	Real Estate Management & Development		400		10,110
MS&AD Insurance Group Holdings, Inc.	Insurance		54,610		2,270,610
Nexon Co., Ltd.	Media & Entertainment		81,500		1,309,603
Nippon Express Holdings, Inc.	Transportation		49,700		2,978,548
Nippon Shinyaku Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		31,100		1,106,253
Nisshin Seifun Group, Inc.	Food, Beverage & Tobacco		67,900		953,662
Nitto Denko Corp.	Materials		152,600		12,746,404
Nomura Holdings, Inc.	Financial Services		1,837,000		9,962,376
Nomura Real Estate Holdings, Inc.	Real Estate Management & Development		33,030		910,104
NSK, Ltd.	Capital Goods		313,100		1,718,638
NTN Corp.	Capital Goods		5,300		9,759
Panasonic Holdings Corp.	Consumer Durables & Apparel		381,000		3,613,226
Persol Holdings Co., Ltd.	Commercial & Professional Services		1,670,000		2,673,070
Recruit Holdings Co., Ltd.	Commercial & Professional Services		371,800		14,786,591
Renesas Electronics Corp. (a)	Semiconductors & Semiconductor Equipment		375,300		6,200,100
Ricoh Co., Ltd.	Technology Hardware & Equipment		305,100		2,414,572
Seiko Epson Corp.	Technology Hardware & Equipment		228,200		3,354,031
Shionogi & Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		225,000		10,873,441
Shiseido Co., Ltd.	Household & Personal Products		169,300		4,751,971
Sompo Holdings, Inc.	Insurance		80,400		4,197,518

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Japan* (Continued)
Sony Group Corp.	Consumer Durables & Apparel		28,470	$	2,811,201
Sundrug Co., Ltd.	Consumer Staples Distribution & Retail		265		8,047
Takeda Pharmaceutical Co., Ltd.	Pharmaceuticals, Biotechnology & Life Sciences		195,600		5,788,302
TIS, Inc.	Software & Services		93,800		2,100,628
TOPPAN Holdings, Inc.	Commercial & Professional Services		16,440		456,275
Toyo Seikan Group Holdings, Ltd.	Materials		600		9,596
Toyota Motor Corp.	Automobiles & Components		9,000		184,710
Trend Micro, Inc.	Software & Services		249,400		14,366,112
Yokogawa Electric Corp.	Technology Hardware & Equipment		134,200		2,655,255

					185,801,396


*Mexico – 0.4%*
Arca Continental SAB de CV	Food, Beverage & Tobacco		183,500		2,090,610
Gruma SAB de CV, Class B	Food, Beverage & Tobacco		48,700		913,010

					3,003,620


*Netherlands – 5.0%*
ABN AMRO Bank NV GDR	Banks		346,100		5,119,846
ASML Holding NV	Semiconductors & Semiconductor Equipment		12,837		11,194,424
ASR Nederland NV	Insurance		9,900		468,949
BE Semiconductor Industries NV	Semiconductors & Semiconductor Equipment		62,000		9,365,105
ING Groep NV	Banks		323,900		4,625,757
Koninklijke Ahold Delhaize NV	Consumer Staples Distribution & Retail		327,857		9,267,726
NN Group NV	Insurance		3,207		132,516

					40,174,323


*New Zealand – 0.3%*
Xero, Ltd. (a)	Software & Services		35,158		2,535,741

					2,535,741


*Norway – 0.0%*
Orkla ASA	Food, Beverage & Tobacco		1,040		8,194

					8,194


*Poland – 0.2%*
Powszechna Kasa Oszczednosci Bank Polski SA	Banks		75,300		960,434
Powszechny Zaklad Ubezpieczen SA	Insurance		57,325		695,982

					1,656,416

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Singapore – 2.7%*
DBS Group Holdings, Ltd.	Banks		273,900	$	6,512,400
Singapore Airlines, Ltd.	Transportation		487,300		2,427,928
United Overseas Bank, Ltd.	Banks		605,500		12,812,242

					21,752,570


*South Africa – 0.2%*
Impala Platinum Holdings, Ltd.	Materials		393,675		1,538,277

					1,538,277

*South Korea – 1.4%*
DB Insurance Co., Ltd. (a)	Insurance		54,700		3,608,329
HMM Co., Ltd. (a)	Transportation		87,200		1,253,272
HYBE Co., Ltd.	Media & Entertainment		5,427		818,246
LG Uplus Corp.	Telecommunication Services		154,300		1,181,364
Woori Financial Group, Inc.	Banks		398,000		4,126,605

					10,987,816


*Spain – 4.2%*
Acerinox SA	Materials		139,900		1,484,536
Aena SME SA	Transportation		5,211		929,729
Banco Bilbao Vizcaya Argentaria SA	Banks		1,321,024		12,427,540
Banco de Sabadell SA	Banks		3,010,315		3,927,263
Banco Santander SA	Banks		807,008		3,260,070
CaixaBank SA	Banks		1,662,092		7,123,542
Industria de Diseno Textil SA	Consumer Discretionary Distribution & Retail		110,600		4,753,252

					33,905,932


*Sweden – 3.9%*
Atlas Copco AB, Class B	Capital Goods		53,825		754,056
Essity AB, Class B	Household & Personal Products		318		7,521
H & M Hennes & Mauritz AB, B Shares	Consumer Discretionary Distribution & Retail		816,283		11,599,544
Lifco AB, B Shares	Capital Goods		49,100		1,193,150
Skandinaviska Enskilda Banken AB, Class A	Banks		111,355		1,592,851
SSAB AB, B Shares	Materials		926,400		7,127,154
Swedbank AB, Class A	Banks		72,327		1,484,477
Swedish Orphan Biovitrum AB (a)	Pharmaceuticals, Biotechnology & Life Sciences		171,525		4,849,006
Trelleborg AB, Class B	Capital Goods		76,100		2,332,926

					30,940,685


*Switzerland – 8.9%*
ABB, Ltd.	Capital Goods		405,818		17,272,974
Baloise Holding AG	Insurance		5,168		830,450
Georg Fischer AG	Capital Goods		21,200		1,427,319

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*Switzerland* (Continued)
Logitech International SA	Technology Hardware & Equipment		35,004	$	2,951,946
Novartis AG	Pharmaceuticals, Biotechnology & Life Sciences		294,553		30,641,913
PSP Swiss Property AG	Real Estate Management & Development		11,000		1,472,772
Sandoz Group AG (a)	Pharmaceuticals, Biotechnology & Life Sciences		136,586		4,712,063
Sika AG	Materials		21,224		5,893,884
Swisscom AG	Telecommunication Services		3,100		1,865,705
Temenos AG	Software & Services		43,474		4,450,669

					71,519,695


*Taiwan – 1.7%*
Accton Technology Corp.	Technology Hardware & Equipment		32,700		550,097
China Development Financial Holding Corp. (a)	Insurance		7,174,800		2,754,529
Eva Airways Corp.	Transportation		1,574,500		1,587,068
Evergreen Marine Corp. Taiwan, Ltd.	Transportation		634,100		3,041,502
Novatek Microelectronics Corp.	Semiconductors & Semiconductor Equipment		57,700		939,916
United Microelectronics Corp.	Semiconductors & Semiconductor Equipment		1,104,800		1,720,901
Wan Hai Lines, Ltd.	Transportation		915,700		1,429,678
Yang Ming Marine Transport Corp.	Transportation		893,000		1,361,669

					13,385,360


*Thailand – 1.1%*
Bumrungrad Hospital PCL	Health Care Equipment & Services		392,700		2,656,557
Kasikornbank PCL	Banks		625,600		2,098,411
TMBThanachart Bank PCL	Banks		83,081,900		4,191,857

					8,946,825


*United Kingdom – 9.4%*
3i Group PLC	Financial Services		466,891		14,686,927
Associated British Foods PLC	Food, Beverage & Tobacco		26,882		800,092
B&M European Value Retail SA	Consumer Discretionary Distribution & Retail		363,295		2,392,488
Informa PLC	Media & Entertainment		261,300		2,578,826
InterContinental Hotels Group PLC	Consumer Services		184,053		17,524,221
Intermediate Capital Group PLC	Financial Services		11,056		251,456
International Distributions Services PLC (a)	Transportation		50,401		177,659

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


COUNTRY/SECURITY	INDUSTRY	SHARES		VALUE
*United Kingdom* (Continued)
J Sainsbury PLC	Consumer Staples Distribution & Retail		2,635,460	$	9,041,550
Marks & Spencer Group PLC	Consumer Staples Distribution & Retail		2,265,868		7,113,598
National Grid PLC	Utilities		236,300		3,162,578
Sage Group PLC (The)	Software & Services		301,400		4,508,996
Smiths Group PLC	Capital Goods		438,660		9,033,368
Unilever PLC	Household & Personal Products		237		11,588
Vodafone Group PLC	Telecommunication Services		2,460,571		2,101,983
Whitbread PLC	Consumer Services		35,800		1,630,616

					75,015,946


*United States – 4.4%*
CRH PLC	Materials		200,213		14,272,365
GSK PLC	Pharmaceuticals, Biotechnology & Life Sciences		375,227		7,457,155
Monday.com, Ltd. (a)	Software & Services		8,153		1,712,456
Samsonite International SA (a)	Consumer Durables & Apparel		689,400		1,924,790
Sanofi SA	Pharmaceuticals, Biotechnology & Life Sciences		9,300		936,137
Schneider Electric SE	Capital Goods		43,500		8,589,463

					34,892,366


*Total Investments – 98.4%* (Cost $647,738,389)				787,459,428

*Other Assets, less liabilities – 1.6%*				12,956,642


*Net Assets – 100.0%*				$800,416,070

(a) Non-income producing security.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT BOND FUND

Fund Performance and Holdings

The bar chart below provides information as of January 31, 2024, 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 1/31/2024 (UNAUDITED)	Investor shares	Institutional shares	Class Y shares	Bloomberg U.S. Aggregate Index (BUSA)

1 Year	2.32%	2.62%	2.54%	2.10%

5 Year	1.18%	1.50%	1.18%¹	0.83%

10 Year	1.55%	1.83%	1.55%¹	1.63%

Per the prospectus dated November 30, 2023, the Fund’s annual operating expenses totaled 1.13%/ 0.87%, 0.74%/0.57%, and 0.91%/0.65% (gross/net) 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, 2024, 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 loss of principal, impact investing, portfolio management, style, information, market, 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. Investors cannot invest directly in an index.

¹ Class 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.

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS

January 31, 2024 (Unaudited)


Security	Principal Amount*		Value
*Long Term Investments – 108.6%*
*Mortgage Backed Securities – 50.1%*
*Agency Collateralized Mortgage Obligations – 7.0%*
CHNGE Mortgage Trust
Series 2022-2, Class A1, 3.757%, 3/25/67 (a)(b)		559,453	$	528,650
Series 2022-4, Class A1, 6.000%, 10/25/57 (a)(c)		460,427		459,833
Series 2023-2, Class A1, 6.525%, 6/25/58 (a)(c)		479,566		480,288
Federal Home Loan Mortgage Corp.
Series 3768, Class CB, 3.500%, 12/15/25		33,162		32,647
Series 3800, Class CB, 3.500%, 2/15/26		52,585		51,769
Series 3806, Class L, 3.500%, 2/15/26		209,456		206,056
Series 3877, Class LM, 3.500%, 6/15/26		122,443		120,545
Series 4961, Class JB, 2.500%, 12/15/42		169,934		153,140
Federal National Mortgage Association
Series 2012-120, Class ZB, 3.500%, 11/25/42		456,598		422,789
Series 2012-17, Class BC, 3.500%, 3/25/27		193,837		189,973
Series 2017-105, Class ZE, 3.000%, 1/25/48		962,516		755,085
Series 2020-1, Class AC, 3.500%, 8/25/58		214,080		200,282
Series 2020-1, Class L, 2.500%, 2/25/50		1,246,009		808,376
Federal National Mortgage Association Connecticut Avenue Securities
Series 2016-C07, Class 2M2, 9.809%, (1 Month USD-SOFR + 4.464%), 5/25/29 (b)		70,719		74,547
Series 2017-C01, Class 1M2, 9.009%, (1 Month USD-SOFR + 3.664%), 7/25/29 (b)		41,969		43,571
Freddie Mac Multiclass Certificates
Series 2021-ML12, Class X, 1.303%, 7/25/41 (b)(d)		1,180,098		115,355
Series 2021-P011, Class X1, 1.783%, 9/25/45 (b)(d)		2,130,019		254,520
Freddie Mac Multifamily Structured Pass Through Certificates
Series K103, Class X1, 0.757%, 11/25/29 (b)(d)		8,880,600		272,110
Series K111, Class X1, 1.680%, 5/25/30 (b)(d)		1,443,140		111,109
Series K112, Class X1, 1.536%, 5/25/30 (b)(d)		1,495,466		107,903
Series K113, Class X1, 1.482%, 6/25/30 (b)(d)		2,533,259		175,493
Series K114, Class X1, 1.210%, 6/25/30 (b)(d)		2,339,478		134,380
Series K119, Class X1, 1.023%, 9/25/30 (b)(d)		4,940,387		237,235
Series K121, Class X1, 1.117%, 10/25/30 (b)(d)		654,822		34,513
Series K122, Class X1, 0.969%, 11/25/30 (b)(d)		361,825		16,884
Series K124, Class X1, 0.809%, 12/25/30 (b)(d)		1,462,014		57,539
Series K740, Class X1, 0.828%, 9/25/27 (b)(d)		1,276,653		29,095
Series KG03, Class X1, 1.478%, 6/25/30 (b)(d)		3,180,603		214,717
Series KG04, Class X1, 0.937%, 11/25/30 (b)(d)		2,412,272		106,320
Series KG05, Class X1, 0.402%, 1/25/31 (b)(d)		2,464,777		44,045
Series KG06, Class X1, 0.626%, 10/25/31 (b)(d)		2,296,253		73,889
Series KSG1, Class X1, 1.250%, 9/25/30 (b)(d)		4,032,828		233,024
Series Q014, Class X, 2.786%, 10/25/55 (b)(d)		2,054,209		270,436
FREMF Mortgage Trust
Series 2017-K64, Class B, 4.134%, 5/25/50 (a)(b)		70,000		67,653
Series 2017-K65, Class B, 4.220%, 7/25/50 (a)(b)		155,000		150,175

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


Security	Principal Amount*		Value
*Agency Collateralized Mortgage Obligations* (Continued)
Series 2017-K66, Class B, 4.177%, 7/25/27 (a)(b)		136,000	$	131,127
Series 2017-K67, Class B, 4.081%, 9/25/49 (a)(b)		85,000		81,468
Series 2017-K67, Class C, 4.081%, 9/25/49 (a)(b)		100,000		94,489
Series 2017-K68, Class B, 3.973%, 10/25/49 (a)(b)		90,000		85,977
Series 2017-K69, Class C, 3.854%, 10/25/49 (a)(b)		40,000		37,483
Series 2017-K71, Class B, 3.880%, 11/25/50 (a)(b)		220,000		209,401
Series 2017-K71, Class C, 3.880%, 11/25/50 (a)(b)		65,000		60,934
Series 2017-K725, Class B, 4.171%, 2/25/50 (a)(b)		100,000		99,567
Series 2017-K726, Class B, 4.191%, 7/25/49 (a)(b)		175,000		173,606
Series 2017-K729, Class B, 3.800%, 11/25/49 (a)(b)		250,000		245,304
Series 2017-K729, Class C, 3.800%, 11/25/49 (a)(b)		90,000		88,076
Series 2018-K154, Class B, 4.161%, 11/25/32 (a)(b)		67,000		55,673
Series 2018-K77, Class B, 4.303%, 5/25/51 (a)(b)		1,070,000		1,032,794
Series 2018-K85, Class C, 4.464%, 12/25/50 (a)(b)		550,000		520,592
Series 2018-KW07, Class B, 4.223%, 10/25/31 (a)(b)		461,000		395,725
Series 2019-K100, Class C, 3.615%, 11/25/52 (a)(b)		700,000		629,138
Series 2019-K103, Class B, 3.574%, 12/25/51 (a)(b)		525,000		477,811
Series 2019-K736, Class C, 3.885%, 7/25/26 (a)(b)		400,000		381,153
Series 2019-K95, Class B, 4.056%, 8/25/52 (a)(b)		500,000		472,111
Series 2019-K95, Class C, 4.056%, 8/25/52 (a)(b)		307,000		284,571
Series 2019-K97 , Class C, 3.896%, 9/25/51 (a)(b)		204,000		187,368
Series 2019-K99, Class B, 3.765%, 10/25/52 (a)(b)		565,000		520,661
Series 2020-K104, Class B, 3.662%, 2/25/52 (a)(b)		520,000		475,500
GCAT Trust, Series 2021-CM2, Class A1, 2.352%, 8/25/66 (a)(b)		305,150		279,475
Government National Mortgage Association
Series 2019-132, Class NZ, 3.500%, 10/20/49		374,177		260,409
Series 2021-66, Class PY, 2.000%, 3/20/50		1,885,902		1,073,873
Series 2022-136, Class KZ, 4.000%, 8/20/52		612,273		450,852

				16,039,084


*Commercial Mortgage-Backed Securities – 6.2%*
245 Park Avenue Trust, Series 2017-245P, Class A, 3.508%, 6/5/37 (a)		800,000		743,412
Bank
Series 2017-BNK8, Class ASB, 3.314%, 11/15/50		114,226		110,724
Series 2019-BN18, Class XA, 1.031%, 5/15/62 (b)(d)		2,109,276		77,574
Series 2019-BN24, Class XA, 0.752%, 11/15/62 (b)(d)		5,468,626		172,427
Series 2020-BN28, Class XA, 1.876%, 3/15/63 (b)(d)		1,881,139		165,510
Benchmark Mortgage Trust
Series 2019-B10, Class XA, 1.355%, 3/15/62 (b)(d)		2,198,290		107,446
Series 2020-B18, Class XA, 1.905%, 7/15/53 (b)(d)		491,562		31,399
Series 2020-B22, Class XA, 1.625%, 1/15/54 (b)(d)		881,113		69,622
BWAY Mortgage Trust
Series 2013-1515, Class A1, 2.809%, 3/10/33 (a)		29,868		29,266
Series 2013-1515, Class A2, 3.454%, 3/10/33 (a)		1,000,000		946,756

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


Security	Principal Amount*		Value
*Commercial Mortgage-Backed Securities* (Continued)
BX Trust
Series 2022-CLS, Class A, 5.760%, 10/13/27 (a)		892,000	$	906,967
Series 2022-CLS, Class B, 6.300%, 10/13/27 (a)		375,000		356,443
COMM Mortgage Trust
Series 2015-LC19, Class A4, 3.183%, 2/10/48		291,000		284,564
Series 2020-CX, Class A, 2.173%, 11/10/46 (a)		825,000		676,988
Series 2020-CX, Class B, 2.446%, 11/10/46 (a)		524,000		427,909
Series 2020-CX, Class C, 2.773%, 11/10/46 (a)(b)		100,000		81,064
Series 2020-CX, Class D, 2.773%, 11/10/46 (a)(b)		100,000		76,300
Series 2020-SBX, Class A, 1.670%, 1/10/38 (a)		595,000		536,366
DBJPM Mortgage Trust, Series 2020-C9, Class XA, 1.822%, 9/15/53 (b)		639,340		35,398
Grace Trust, Series 2020-GRCE, Class A, 2.347%, 12/10/40 (a)		925,000		764,186
Hudson Yards Mortgage Trust
Series 2016-10HY, Class A, 2.835%, 8/10/38 (a)		915,000		860,525
Series 2019-30HY, Class A, 3.228%, 7/10/39 (a)		700,000		631,411
JP Morgan Chase Commercial Mortgage Securities Corp.
Series 2021-NYAH, Class G, 8.088%, (1 Month USD SOFR CME + 2.754%), 6/15/38 (a)(b)		655,000		490,281
Series 2022-OPO, Class A, 3.024%, 1/5/39 (a)		1,750,000		1,566,845
Life Mortgage Trust, Series 2021-BMR, Class D, 6.847%, (1 Month USD SOFR CME + 1.514%), 3/15/38 (a)(b)		117,956		115,882
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class A4, 3.526%, 12/15/47		180,167		176,943
SLG Office Trust
Series 2021-OVA, Class B, 2.707%, 7/15/41 (a)		445,000		366,873
Series 2021-OVA, Class C, 2.851%, 7/15/41 (a)		835,000		678,371
STWD Mortgage Trust, Series 2021-LIH, Class E, 8.351%, (1 Month USD SOFR CME + 3.017%), 11/15/36 (a)(b)		955,000		922,560
SUMIT Mortgage Trust, Series 2022-BVUE, Class A, 2.789%, 2/12/41 (a)		1,615,000		1,266,234
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class A4, 3.617%, 9/15/57		340,000		328,875

				14,005,121


*Federal Home Loan Mortgage Corporation – 4.7%*
Federal Home Loan Mortgage Corp.
2.500%, 8/1/27		12,186		11,783
2.500%, 11/1/27		31,813		30,745
3.000%, 1/1/27		40,790		39,798
3.000%, 7/1/42		19,750		18,045
3.000%, 5/1/45		173,881		157,705
3.500%, 12/1/32		84,289		81,744
3.500%, 6/1/48		342,634		318,584
4.000%, 2/1/37		36,326		35,490
4.000%, 8/1/39		19,707		19,070
4.000%, 10/1/39		38,001		36,726

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


Security	Principal Amount*		Value
*Federal Home Loan Mortgage Corporation* (Continued)
4.000%, 10/1/39		35,846	$	34,717
4.000%, 11/1/39		17,186		16,600
4.000%, 10/1/40		55,389		53,463
4.000%, 11/1/40		49,454		47,729
4.000%, 11/1/40		8,565		8,266
4.000%, 11/1/40		6,755		6,526
4.000%, 12/1/40		23,578		22,758
4.000%, 6/1/41		5,026		4,921
4.500%, 4/1/35		48,366		48,087
4.500%, 9/1/35		67,759		67,344
4.500%, 7/1/36		50,523		50,213
4.500%, 6/1/39		87,608		87,394
4.500%, 9/1/40		12,868		12,837
4.500%, 2/1/41		26,851		26,785
5.000%, 8/1/33		8,618		8,725
5.000%, 10/1/33		3,728		3,774
5.000%, 4/1/35		9,588		9,707
5.000%, 7/1/35		66,930		67,759
5.000%, 7/1/35		11,065		11,202
5.000%, 1/1/37		41,599		42,114
5.000%, 7/1/40		28,261		28,601
5.000%, 4/1/41		26,300		26,603
5.000%, 9/1/52		2,335,619		2,312,941
5.500%, 12/1/36		41,895		43,198
5.500%, 8/1/40		59,336		61,183
5.500%, 6/1/53		2,278,442		2,287,985
6.000%, 8/1/36		6,889		7,184
6.000%, 7/1/39		36,166		37,718
6.000%, 9/1/53		2,147,507		2,179,082
6.000%, 10/1/53		2,173,346		2,205,301
7.540%, (1-year RFUCCT + 1.622%), 10/1/43 (b)		22,851		22,818

				10,593,225


*Federal National Mortgage Association – 27.9%*
Federal National Mortgage Association
2.000%, 10/1/27		43,140		41,300
2.000%, 1/1/28		45,064		43,024
2.000%, 2/1/52		4,538,438		3,719,215
2.000%, 3/1/52		4,327,467		3,554,423
2.500%, 6/1/24		5,110		5,071
2.500%, 11/1/31		39,085		36,447
2.500%, 12/1/31		11,220		10,583
2.500%, 12/1/43		68,140		59,547
2.500%, 4/1/45		111,502		96,331
2.500%, 12/1/51		5,028,418		4,254,496
2.500%, 12/1/51		2,892,815		2,457,032
3.000%, 8/1/46		26,248		23,424
3.000%, 10/1/46		469,582		420,300

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


Security	Principal Amount*		Value
*Federal National Mortgage Association* (Continued)
3.000%, 11/1/46		580,667	$	515,927
3.000%, 12/1/46		229,914		204,107
3.000%, 1/1/52		2,669,242		2,344,082
3.000%, 6/1/52		4,610,770		4,097,820
3.500%, 12/1/31		4,067		3,930
3.500%, 1/1/32		66,637		64,270
3.500%, 1/1/32		40,825		39,375
3.500%, 10/1/32		50,507		48,691
3.500%, 6/1/46		328,644		305,169
3.500%, 1/1/48		185,146		171,916
4.000%, 11/1/30		7,234		7,097
4.000%, 10/1/33		49,210		48,169
4.000%, 12/1/36		13,457		13,119
4.000%, 8/1/39		18,577		17,956
4.000%, 10/1/39		13,093		12,636
4.000%, 12/1/39		17,529		16,924
4.000%, 1/1/40		163,480		157,727
4.000%, 3/1/40		18,477		17,823
4.000%, 8/1/40		38,330		36,977
4.000%, 8/1/40		6,665		6,426
4.000%, 10/1/40		91,345		88,081
4.000%, 10/1/40		12,302		11,869
4.000%, 11/1/40		12,090		11,657
4.000%, 11/1/40		9,289		8,957
4.000%, 12/1/40		32,115		30,958
4.000%, 2/1/41		30,620		29,506
4.000%, 10/1/49		2,068,451		1,968,088
4.500%, 8/1/35		13,631		13,530
4.500%, 8/1/36		7,537		7,480
4.500%, 8/1/38		31,947		31,725
4.500%, 3/1/39		46,724		46,544
4.500%, 9/1/39		16,087		16,025
4.500%, 2/1/40		23,766		23,675
4.500%, 8/1/40		45,461		45,286
4.500%, 1/1/41		14,761		14,704
4.500%, 9/1/41		30,091		29,975
4.772%, (1-year RFUCCT + 1.580%), 5/1/44 (b)		11,382		11,337
5.000%, 10/1/39		1,774		1,793
5.000%, 9/1/52		2,315,832		2,293,346
5.500%, 8/1/37		27,615		28,434
6.000%, 12/1/35		15,108		15,649
6.000%, 3/1/36		98,623		104,524
6.000%, 6/1/36		31,632		32,947
6.000%, 8/1/37		8,275		8,585
6.000%, 3/1/38		17,213		17,930
6.000%, 10/1/53		2,181,800		2,213,879
TBA 15 Yr, 2.000%, 2/1/39 (e)		2,100,000		1,886,438
TBA 15 Yr, 4.500%, 2/1/39 (e)		2,500,000		2,483,398

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


Security	Principal Amount*		Value
*Federal National Mortgage Association* (Continued)
TBA 30 Yr, 2.000%, 2/1/54 (e)		4,800,000	$	3,874,396
TBA 30 Yr, 2.500%, 2/1/54 (e)		1,125,000		948,818
TBA 30 Yr, 3.500%, 2/1/54 (e)		1,700,000		1,550,625
TBA 30 Yr, 4.000%, 2/1/54 (e)		5,800,000		5,465,800
TBA 30 Yr, 4.500%, 2/1/54 (e)		3,330,000		3,222,035
TBA 30 Yr, 5.000%, 2/1/54 (e)		2,000,000		1,977,369
TBA 30 Yr, 5.500%, 2/1/54 (e)		4,430,000		4,446,932
TBA 30 Yr, 6.000%, 2/1/54 (e)		7,800,000		7,913,804

				63,727,433

*Government National Mortgage Association – 4.3%*
Government National Mortgage Association
TBA 30 Yr, 2.500%, 2/20/54 (e)		2,200,000		1,906,342
TBA 30 Yr, 3.500%, 2/20/54 (e)		5,300,000		4,902,207
TBA 30 Yr, 4.000%, 2/20/54 (e)		1,600,000		1,521,557
TBA 30 Yr, 4.500%, 2/20/54 (e)		1,600,000		1,560,116

				9,890,222

Total Mortgage Backed Securities (Cost $120,140,880)				114,255,085

*Corporate Bonds and Notes – 26.6%*
*Communications – 1.8%*
Axian Telecom, 7.375%, 2/16/27 (a)		445,000		421,081
Charter Communications Operating LLC/Charter Communications Operating Capital, 6.484%, 10/23/45		1,325,000		1,273,025
Cox Communications, Inc.
3.150%, 8/15/24 (a)		57,000		56,213
3.850%, 2/1/25 (a)		10,000		9,855
Millicom International Cellular SA, 4.500%, 4/27/31 (a)		950,000		801,073
Paramount Global
2.900%, 1/15/27		400,000		371,312
4.950%, 1/15/31		985,000		931,227
Vodafone Group PLC
4.375%, 2/19/43		70,000		61,066
6.150%, 2/27/37		185,000		199,820

				4,124,672


*Consumer, Cyclical – 0.7%*
Toll Brothers Finance Corp., 4.350%, 2/15/28		600,000		584,316
YMCA of Greater New York
2.303%, 8/1/26		765,000		706,494
Series 2020, 3.230%, 8/1/32		375,000		301,593

				1,592,403

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


Security	Principal Amount*		Value
*Consumer, Non-cyclical – 8.2%*
Advocate Health & Hospitals Corp.
Series 2020, 2.211%, 6/15/30		325,000	$	276,749
3.829%, 8/15/28		1,115,000		1,082,974
Beth Israel Lahey Health, Inc., 2.220%, 7/1/28		1,400,000		1,257,634
Bon Secours Mercy Health, Inc., 1.350%, 6/1/25		155,000		146,972
Boston Medical Center Corp., 4.519%, 7/1/26		705,000		690,365
CommonSpirit Health senior secured note 2.782%, 10/1/30		185,000		162,555
3.817%, 10/1/49 (Insurer AGM)		975,000		763,037
Conservation Fund A Nonprofit Corp. (The), 3.474%, 12/15/29		800,000		728,750
Dignity Health, 5.267%, 11/1/64		250,000		237,605
Duke University
Series 2020, 2.682%, 10/1/44		1,070,000		798,133
Series 2020, 2.757%, 10/1/50		435,000		306,237
ERAC USA Finance LLC, 3.850%, 11/15/24 (a)		500,000		493,983
Hologic, Inc., 3.250%, 2/15/29 (a)		570,000		513,235
Howard University
Series 2020, 1.991%, 10/1/25 (Insurer AGM)		120,000		113,193
Series 2020, 2.657%, 10/1/26 (Insurer AGM)		100,000		93,515
Series 2020, 3.476%, 10/1/41 (Insurer AGM)		865,000		636,801
Series 22A, 5.209%, 10/1/52		470,000		419,449
John D and Catherine T MacArthur Foundation, 1.299%, 12/1/30		1,440,000		1,143,259
Kaiser Foundation Hospitals, 3.150%, 5/1/27		185,000		177,363
Leland Stanford Junior University, 4.249%, 5/1/54		1,200,000		1,093,797
Mount Sinai Hospital, 3.831%, 7/1/35		1,400,000		1,231,687
PeaceHealth Obligated Group, 1.375%, 11/15/25		1,000,000		934,863
Providence St Joseph Health Obligated Group, 5.403%, 10/1/33		910,000		923,255
Royalty Pharma PLC
2.150%, 9/2/31		350,000		284,991
3.300%, 9/2/40		1,250,000		940,771
Stanford Health Care, 3.310%, 8/15/30		595,000		548,409
Sutter Health, 5.164%, 8/15/33		395,000		402,676
Thomas Jefferson University, 3.847%, 11/1/57		700,000		530,966
University of Southern California, 4.976%, 10/1/53		495,000		507,424
William Marsh Rice University, 3.774%, 5/15/55		1,490,000		1,218,469

				18,659,117


*Energy – 0.9%*
Greenko Dutch BV, 3.850%, 3/29/26 (a)		841,750		794,401
Vena Energy Capital Pte, Ltd., 3.133%, 2/26/25 (f)		1,380,000		1,340,845

				2,135,246


*Financial – 10.8%*
Air Lease Corp., 3.625%, 12/1/27		500,000		474,758
American International Group, Inc., 3.900%, 4/1/26		190,000		186,198

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


Security	Principal Amount*		Value
*Financial* (Continued)
American Tower Corp.
3.375%, 5/15/24		235,000	$	233,510
5.000%, 2/15/24		362,000		361,846
AXA SA, 8.600%, 12/15/30		400,000		479,285
Bank of America Corp., 0.583%, (3 Month EUR-EURIBOR + 0.76%), 8/24/28 (b)(f)		560,000		550,182
Bank of Ireland Group PLC
6.253%, (1-Yr. CMT + 2.65%), 9/16/26 (a)(b)		1,200,000		1,213,263
6.253%, (1-Yr. CMT + 2.65%), 9/16/26 (b)(f)		465,000		470,139
BlueHub Loan Fund, Inc., 2.890%, 1/1/27		600,000		536,007
BNP Paribas SA, 4.375%, (3 Month EUR-EURIBOR + 1.45%), 1/13/29 (b)(f)		1,000,000		1,122,537
Boston Properties LP, 3.650%, 2/1/26		430,000		415,433
BPCE SA, 4.875%, 4/1/26 (a)		500,000		491,856
Brandywine Operating Partnership LP, 4.550%, 10/1/29		500,000		435,388
Brighthouse Financial, Inc., 5.625%, 5/15/30		1,500,000		1,515,968
Canary Wharf Group Investment Holdings PLC, 3.375%, 4/23/28 (f)		200,000		185,700
Ceska sporitelna AS, 0.500%, (3 Month EUR-EURIBOR + 0.780%), 9/13/28 (b)(f)		900,000		853,991
Citigroup, Inc.
2.561%, (SOFR + 1.167%), 5/1/32 (b)		500,000		418,497
3.352%, (3 Month USD SOFR CME + 1.158%), 4/24/25 (b)		475,000		472,451
4.412%, (SOFR + 3.914%), 3/31/31 (b)		750,000		721,562
Credit Agricole SA, 4.125%, 1/10/27 (a)		1,000,000		976,102
Discover Financial Services, 3.750%, 3/4/25		325,000		318,553
ING Groep NV, 4.625%, 1/6/26 (a)		750,000		746,329
JPMorgan Chase & Co., 6.070%, (SOFR + 1.330%), 10/22/27 (b)		1,090,000		1,122,104
Kreditanstalt fuer Wiederaufbau, 0.000%, 6/29/37		6,000,000		3,416,113
mBank SA, 0.966%, (3 Month EUR-EURIBOR + 1.25%), 9/21/27 (b)(f)		600,000		572,318
Morgan Stanley
Series MTN, 2.511%, (SOFR + 1.200%), 10/20/32 (b)		1,000,000		832,349
Series GMTN, 2.699%, (SOFR + 1.143%), 1/22/31 (b)		640,000		561,435
NHP Foundation, 5.850%, 12/1/28		800,000		824,954
Nuveen Finance LLC, 4.125%, 11/1/24 (a)		160,000		158,022
Regency Centers LP, 3.750%, 6/15/24		300,000		297,447
Scentre Group Trust 1/Scentre Group Trust 2, 4.375%, 5/28/30 (a)		615,000		588,142
Sumitomo Mitsui Trust Bank, Ltd., 1.550%, 3/25/26 (a)		1,500,000		1,396,399
U.S. Bancorp, 3.600%, 9/11/24		493,000		487,028
USAA Capital Corp., 2.125%, 5/1/30 (a)		885,000		747,346
Ventas Realty LP, 3.500%, 2/1/25		500,000		490,545

				24,673,757

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


Security	Principal Amount*		Value
*Government – 1.1%*
European Investment Bank, 0.750%, 9/23/30		3,000,000	$	2,440,026

				2,440,026


*Industrial – 0.6%*
HTA Group, Ltd., 7.000%, 12/18/25 (f)		500,000		495,186
Nature Conservancy (The), 1.154%, 7/1/27		430,000		378,097
WRKCo, Inc., 3.000%, 9/15/24		375,000		368,833

				1,242,116


*Technology – 1.8%*
Apple, Inc.
2.650%, 5/11/50		300,000		202,705
4.100%, 8/8/62		1,435,000		1,248,980
Black Knight InfoServ LLC, 3.625%, 9/1/28 (a)		200,000		189,500
Broadcom, Inc.
3.187%, 11/15/36 (a)		852,000		691,549
4.150%, 11/15/30		1,200,000		1,144,539
Microsoft Corp., 3.041%, 3/17/62		1,000,000		703,928

				4,181,201


*Utilities – 0.7%*
Aegea Finance Sarl
6.750%, 5/20/29 (a)		450,000		437,033
9.000%, 1/20/31 (a)		665,000		699,829
Clearway Energy Operating LLC, 3.750%, 2/15/31 (a)		560,000		485,942

				1,622,804

Total Corporate Bonds and Notes (Cost $66,448,519)				60,671,342


*U.S. Government Agency Obligations – 19.2%*
Federal Farm Credit Banks Funding Corp.
2.625%, 10/15/49		3,250,000		2,173,517
2.780%, 11/2/37		1,800,000		1,450,171
3.430%, 4/6/45		1,000,000		778,535
3.660%, 3/7/44		974,000		786,740
4.500%, 3/2/26		5,000,000		5,025,102
Federal Home Loan Bank Discount Notes , 0.000%, 2/26/24		4,000,000		3,985,007
Federal Home Loan Banks
0.900%, 2/26/27		3,000,000		2,714,756
2.375%, 3/14/25		2,710,000		2,645,354
3.250%, 11/16/28		5,000,000		4,867,168
4.125%, 3/13/26		3,500,000		3,494,934
Federal Home Loan Mortgage Corp. , 1.500%, 2/12/25		2,600,000		2,518,353
Federal National Mortgage Association
0.750%, 10/8/27		5,000,000		4,449,703
0.875%, 8/5/30		8,000,000		6,544,474
5.625%, 7/15/37		2,000,000		2,263,415

Total U.S. Government Agency Obligations (Cost $48,470,486)				43,697,229

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


Security	Principal Amount*		Value
*Municipal Bonds – 6.5%*
Colorado Health Facilities Authority, 4.480%, 12/1/40		940,000	$	777,021
Commonwealth of Massachusetts, 4.110%, 7/15/31		1,219,941		1,206,593
Cook County Community High School District No. 228, IL, 5.019%, 12/1/41 (Insurer AGM)		435,000		420,121
County of Riverside, CA
2.963%, 2/15/27		670,000		643,637
3.070%, 2/15/28		670,000		640,383
District of Columbia, (Ingleside at Rock Creek)
3.432%, 4/1/42		430,000		347,109
4.125%, 7/1/27		345,000		336,676
Illinois Finance Authority, 3.510%, 5/15/41		1,000,000		771,033
Lancaster County Hospital Authority, PA, (Brethren Village)
5.000%, 7/1/24		165,000		164,925
5.000%, 7/1/25		135,000		134,830
Maryland Health and Higher Educational Facilities Authority, (Meritus Medical Center), 3.968%, 7/1/27		205,000		199,240
Massachusetts Development Finance Agency, (NewBridge on the Charles, Inc.), 4.000%, 10/1/27		100,000		99,089
Massachusetts Educational Financing Authority
2.305%, 7/1/29		1,000,000		889,867
Series A, 5.455%, 7/1/33		600,000		595,881
Metropolitan Government of Nashville and Davidson County, TN, (Vanderbilt University), 3.235%, 7/1/52		800,000		528,315
New Jersey Educational Facilities Authority, 3.958%, 7/1/48 (Insurer AGM)		1,000,000		760,450
New York Transportation Development Corp., 4.248%, 9/1/35		440,000		429,055
New York Transportation Development Corp., (LaGuardia Airport Terminal B Redevelopment), 3.473%, 7/1/28		500,000		472,036
Oklahoma Development Finance Authority, (OU Medicine)
4.650%, 8/15/30 (Insurer AGM)		130,000		122,429
5.450%, 8/15/28		770,000		695,196
Oklahoma State University, 3.427%, 9/1/36		100,000		86,336
Oregon State University, 3.424%, 3/1/60 (Insurer BAM)		1,000,000		749,054
Pennsylvania Industrial Development Authority, 3.556%, 7/1/24 (a)		152,000		150,946
Redevelopment Authority of the City of Philadelphia, 2.339%, 9/1/30		1,000,000		872,144
Regents of the University of California Medical Center Pooled Revenue, 3.706%, 5/15/20		900,000		627,903
Southern Ohio Port Authority, 6.500%, 12/1/30		470,000		358,554
State Board of Administration Finance Corp., 1.258%, 7/1/25		375,000		356,758
University of Virginia, 4.179%, 9/1/17		1,000,000		834,679
Uptown Development Authority, 2.581%, 9/1/31 (Insurer AGM)		100,000		85,097
Wisconsin Health & Educational Facilities Authority
3.940%, 8/15/41		335,000		268,701
4.190%, 8/15/55		190,000		136,445

Total Municipal Bonds (Cost $16,924,910)				14,760,503

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


Security	Principal Amount*		Value
*Asset Backed Securities – 2.8%*
Aligned Data Centers Issuer LLC
Series 2021-1A, 1.937%, 8/15/46 (a)		660,000	$	596,267
Series 2023-1A, 6.000%, 8/17/48 (a)		280,000		279,805
Avid Automobile Receivables Trust Series 2023-1, 7.120%, 3/15/27 (a)		545,000		545,800
CoreVest American Finance Ltd. Series 2020-4 , 2.250%, 12/15/52 (a)		100,000		83,688
FHF Trust Series 2022-1A, 4.430%, 1/18/28 (a)		258,977		255,796
Helios Issuer LLC Series 2023-GRID1, 5.750%, 12/20/50 (a)		402,562		414,602
Hertz Vehicle Financing III LLC Series 2023-2A, 5.570%, 9/25/29 (a)		760,000		772,413
Lendbuzz Securitization Trust
Series 2021-1A, 1.460%, 6/15/26 (a)		123,912		120,271
Series 2022-1A, 4.220%, 5/17/27 (a)		524,837		515,819
Series 2023-1A, 6.920%, 8/15/28 (a)		443,781		446,448
Series 2023-2A, 7.090%, 10/16/28 (a)		507,804		512,218
Series 2023-3A, 7.500%, 12/15/28 (a)		550,000		558,127
Mosaic Solar Loan Trust Series 2020-2A, 1.440%, 8/20/46 (a)		113,720		95,658
SBA Tower Trust Series 2014-2A, 3.869%, 10/15/49 (a)(c)		500,000		492,543
Tricolor Auto Securitization Trust
Series 2023-1A, 6.840%, 11/16/26 (a)		550,000		553,449
Series 2024-1A, 6.610%, 10/15/27 (a)		200,000		200,250

Total Asset Backed Securities (Cost $6,422,608)				6,443,154


*Senior Floating Rate Interests – 2.1%*
*Communication Services – 0.3%*
Charter Communications Operating LLC 2019 Term Loan B2, 7.083%, (1 mo. USD SOFR CME + 1.750%), 2/1/27 (b)		277,990		277,399
Go Daddy Operating Company LLC 2021 Term Loan B4, 7.447%, (1 mo. USD SOFR CME + 2.000%), 8/10/27 (b)		299,150		299,485
Xplornet Communications, Inc. 2021 Term Loan, 9.610%, (3 mo. USD SOFR CME + 4.000%), 10/2/28 (b)		165,436		78,955

				655,839


*Consumer Discretionary – 0.1%*
American Builders & Contractors Supply Co., Inc. 2019 Term Loan, 7.433%, (1 mo. USD SOFR CME + 2.000%), 1/15/27 (b)		208,244		208,143
Crocs, Inc. 2023 Term Loan B, 8.498%, (3 mo. USD SOFR CME + 3.000%), 2/20/29 (b)		82,000		82,142

				290,285

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


Security	Principal Amount*			Value
*Consumer Staples – 0.6%*
Biogroup-LCD 2021 EUR Term Loan B, 7.466%, (3 mo. EUR EURIBOR + 3.500%), 2/9/28 (b)		465,000	EUR	$	500,332
Boels Topholding BV 2021 EUR Term Loan B, 7.237%, (3 mo. EUR EURIBOR + 3.250%), 2/6/27 (b)		344,828	EUR		375,830
Insulet Corp. Term Loan B, 8.333%, (1 mo. USD SOFR CME + 3.250%), 5/4/28 (b)		258,375			258,892
Verisure Holding AB 2021 EUR Term Loan, 6.925%, (3 mo. EUR EURIBOR + 3.000%), 3/27/28 (b)		300,000	EUR		325,312

					1,460,366


*Financials – 0.3%*
Blackhawk Network Holdings, Inc. 2018 1st Lien Term Loan, 8.138%, (3 mo. USD SOFR CME + 2.750%), 6/15/25 (b)		170,100			170,036
Russell Investments US Inst’l Holdco, Inc. 2020 Term Loan, 8.837%, (1 mo. USD SOFR CME + 3.500%), 5/30/25 (b)		377,463			357,174
USI, Inc. 2023 Term Loan B, 8.348%, (3 mo. USD SOFR CME + 3.000%), 11/22/29 (b)		164,176			164,132

					691,342


*Industrials – 0.2%*
Proampac PG Borrower LLC 2023 Term Loan, 9.868%, (3 mo. USD SOFR CME + 4.500%), 9/15/28 (b)		405,548			406,731

					406,731


*Information Technology – 0.6%*
AthenaHealth Group, Inc. 2022 Term Loan B, 8.583%, (1 mo. USD SOFR CME + 3.250%), 2/15/29 (b)		351,245			347,038
DCert Buyer, Inc. 2019 Term Loan B, 9.333%, (1 mo. USD SOFR CME + 4.000%), 10/16/26 (b)		379,968			378,156
Severin Acquisition LLC 2018 Term Loan B, 8.563%, (3 mo. USD SOFR CME + 3.250%), 8/1/27 (b)		100,000			100,261
SS&C European Holdings S.A.R.L., 2018 Term Loan B4, 7.197%, (1 mo. USD SOFR CME + 1.750%), 4/16/25 (b)		34,794			34,839
SS&C Technologies, Inc. 2018 Term Loan B3, 7.197%, (1 mo. USD SOFR CME + 1.750%), 4/16/25 (b)		36,849			36,866
Zelis Payments Buyer, Inc. Term Loan B, 8.067%, (3 mo. USD SOFR CME + 2.750%), 9/28/29 (b)		458,435			458,148

					1,355,308

Total Senior Floating Rate Interests (Cost $5,104,851)					4,859,871

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


Security	Principal Amount*			Value
*Foreign Government & Agency Securities – 1.0%*
City of Ottawa Ontario, 2.500%, 5/11/51		1,240,000	CAD	$	643,790
City of Toronto Canada, 2.600%, 9/24/39		1,060,000	CAD		629,851
Hong Kong Government International Bond, 2.500%, 5/28/24 (a)		750,000			743,318
Republic of Chile, 0.830%, 7/2/31		324,000	EUR		288,250

Total Foreign Government & Agency Securities (Cost $2,745,733)					2,305,209


*Convertible Bonds – 0.3%*
*Consumer Discretionary – 0.0%(g)*
Etsy, Inc.
0.125%, 10/1/26		110,000			115,335
0.125%, 9/1/27		50,000			41,565

					156,900


*Health Care – 0.2%*
Dexcom, Inc., 0.250%, 11/15/25		205,000			212,892
Insulet Corp., 0.375%, 9/1/26		195,000			208,650

					421,542


*Technology – 0.1%*
Block, Inc., 0.125%, 3/1/25		215,000			207,755

					207,755

Total Convertible Bonds (Cost $1,197,376)					786,197

Total Long Term Investments (Cost $267,455,363)					247,778,590


*Total Investments – 108.6%* (Cost $267,455,363)				247,778,590

*Other Liabilities, less assets – (8.6)%*				(19,603,315)


*Net Assets – 100.0%*				$228,175,275

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

(a) Security that may be sold to qualified institutional buyers under Rule 144A of the Securities Act of 1933, as amended. At January 31, 2024, the aggregate value of these securities was $40,399,813, representing 17.7% of net assets.

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

(d) Security represents the right to receive only monthly interest payments on an underlying pool of mortgages or assets. Principal shown is the outstanding par amount of the pool as of the end of the period.

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)

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

(f) Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At January 31, 2024, the aggregate value of these securities is $5,590,898 or 2.5% of the Fund’s net assets.

(g) Amount is less than 0.05%.

Abbreviations

RFUCCT — Refinitiv USD IBOR Consumer Cash Fallbacks Term

TBA — To Be Announced

AGM — Assured Guaranty Municipal Corporation

BAM — Build America Mutual

CAD — Canadian Dollar

EUR — Euro

At January 31, 2024, 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		Royal Bank of Canada		3/20/24		1,656,000	$	1,240,227	$	(17,785	)

United States Dollar	Euro Currency		Toronto Dominion Bank		2/29/24		1,448,000		1,574,667		(3,931	)

United States Dollar	Euro Currency		Deutsche Bank AG		3/20/24		2,930,000		3,189,047		35,705

United States Dollar	Pound Sterling		Morgan Stanley & Co. Inc.		3/20/24		132,000		168,154		291


										$	14,280

At January 31, 2024, the Fund had the following future contracts outstanding.


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

10-Year Canadian Government Bond (Short)		27	$	(2,432,498	)	$	(2,458,808	)		3/19/24	$	(26,310	)

Euro-Buxl (Short)		4		(576,815	)		(597,698	)		3/7/24		(20,883	)

Euro-Bund (Short)		5		(726,371	)		(737,836	)		3/7/24		(11,465	)

Euro-Btp (Short)		12		(1,507,629	)		(1,550,905	)		3/7/24		(43,276	)

Euro-Bobl (Short)		12		(1,560,268	)		(1,545,039	)		3/7/24		15,229


											$	(86,705	)

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)

At January 31, 2024, 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 2.560% Receive Floating rate annually 12 month SOFR	Morgan Stanley/ LCH		9/21/29	$	14,423,000	$	914,366		$	1,190,190		$	(275,824	)

Pay Fixed rate annually 2.970% Receive Floating rate annually 12 month SOFR	Morgan Stanley/ LCH		3/15/53		1,350,000		160,056			5,193			154,863

Pay Fixed rate annually 3.720% Receive Floating rate annually 12 month SOFR	Morgan Stanley/ LCH		3/15/28		2,535,000		28,499			(59,559	)		88,058

Receive Fixed rate annually 3.750% Pay Floating rate annually 12 month SOFR	Morgan Stanley/ LCH		6/21/25		4,845,000		(88,091	)		(33,910	)		(54,181	)

Pay Fixed rate annually 3.380% Receive Floating rate annually 12 month SOFR	Morgan Stanley/ LCH		9/20/53		3,945,000		122,711			346,034			(223,323	)

Receive Fixed rate annually 2.560% Pay Floating rate annually 12 month SOFR	Morgan Stanley/ LCH		9/21/29		6,925,000		(439,020	)		(427,132	)		(11,888	)

Receive Fixed rate annually 3.910% Pay Floating rate annually 12 month SOFR	Morgan Stanley/ LCH		9/20/30		3,315,000		43,415			5,087			38,328

Receive Fixed rate annually 4.310% Pay Floating rate annually 12 month SOFR	Morgan Stanley/ LCH		12/20/28		1,525,000		44,037			(1,267	)		45,304

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)


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

Pay Fixed rate annually 4.470% Receive Floating rate annually 12 month SOFR	Morgan Stanley/ LCH		12/20/43	$	2,055,000	$	(234,467	)	$	(43,500	)	$	(190,967	)

Receive Fixed rate annually 3.280% Pay Floating rate annually 12 month SOFR	Morgan Stanley/ LCH		3/20/54		3,390,000		(128,698	)		6,137			(134,835	)

Receive Fixed rate annually 3.440% Pay Floating rate annually 12 month SOFR	Morgan Stanley/ LCH		3/20/44		7,040,000		(192,065	)		(2,550	)		(189,515	)

Pay Fixed rate annually 4.030% Receive Floating rate annually 12 month SOFR	Morgan Stanley/ LCH		3/20/26		41,960,000		(74,891	)		(37,238	)		(37,653	)

Receive Fixed rate annually 3.880% Pay Floating rate annually 12 month SOFR	Morgan Stanley/ LCH		9/20/33		3,885,000		66,467			81,418			(14,951	)


									$	1,028,903		$	(806,584	)

At January 31, 2024, the Fund had the following OTC interest rate swap contracts outstanding.


	Rate Type
Counterparty	Payments made by the Fund	Payments received by the Fund		Expiration Date		Notional Amount		Value			Upfront Premiums Paid (Received)		Unrealized Appreciation (Depreciation)

Morgan Stanley & Co. International	2.470%		USA-CPI-U		7/10/53	$	2,280,000	$	(1,157	)	$	-	$	(1,157	)


											$	-	$	(1,157	)

DOMINI IMPACT BOND FUND

PORTFOLIOOF INVESTMENTS (continued)

January 31, 2024 (Unaudited)

At January 31, 2024, 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 41, Version 2,5 Year Index, Fixed Rate 5.000% (d)	Morgan Stanley/ ICE		12/20/28	$	3,618,450	$	231,864	$	184,213	$	47,651


								$	184,213	$	47,651

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

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

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

(d) Ratings of Moody’s/S&P — B1/B+

Abbreviations

ICE — Intercontinental Exchange

LCH — London Clearing House

USA-CPI-U — U.S.A. Consumers Price Index Urban Consumers NSA

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, 2023 and held through January 31, 2024.

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 8/1/2023	Ending Account Value As Of 1/31/2024	Expenses Paid During Period 8/1/2023 – 1/31/2024
Domini Impact Equity Fund Investor Shares	Actual Expenses	$1,000.00	$1,069.00	$5.10¹
Domini Impact Equity Fund Investor Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$1,020.20	$4.98¹
Domini Impact Equity Fund Class A Shares	Actual Expenses	$1,000.00	$1,068.20	$5.67¹
Domini Impact Equity Fund Class A Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$1,019.70	$5.53¹
Domini Impact Equity Fund Institutional Shares	Actual Expenses	$1,000.00	$1,070.40	$3.64¹
Domini Impact Equity Fund Institutional Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$1,021.60	$3.56¹
Domini Impact Equity Fund Class Y Shares	Actual Expenses	$1,000.00	$1,069.90	$4.16¹
Domini Impact Equity Fund Class Y Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$1,021.10	$4.06¹
Domini International Opportunities Fund Investor Shares	Actual Expenses	$1,000.00	$1,030.60	$7.15²
Domini International Opportunities Fund Investor Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$1,018.10	$7.10²
Domini International Opportunities Fund Institutional Shares	Actual Expenses	$1,000.00	$1,030.50	$5.87²
	Hypothetical Expenses (5% return before expenses)	$1,000.00	$1,019.40	$5.84²
Domini Sustainable Solutions Fund Investor Shares	Actual Expenses	$1,000.00	$1,049.00	$7.21³
Domini Sustainable Solutions Fund Investor Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$1,018.10	$7.10³
Domini Sustainable Solutions Fund Institutional Shares	Actual Expenses	$1,000.00	$1,050.10	$5.93³
Domini Sustainable Solutions Fund Institutional Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$1,019.40	$5.84³
Domini Impact International Equity Fund Investor Shares	Actual Expenses	$1,000.00	$1,054.50	$6.82⁴
Domini Impact International Equity Fund Investor Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$1,018.50	$6.70⁴
Domini Impact International Equity Fund Class A Shares	Actual Expenses	$1,000.00	$1,053.70	$7.23⁴
Domini Impact International Equity Fund Class A Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$1,018.10	$7.10⁴



Fund Name	Expenses	Beginning Account Value as of 8/1/2023	Ending Account Value As Of 1/31/2024	Expenses Paid During Period 8/1/2023 – 1/31/2024
Domini Impact International Equity Fund Institutional Shares	Actual Expenses	$1,000.00	$1,057.50	$4.91⁴
	Hypothetical Expenses (5% return before expenses)	$1,000.00	$1,020.40	$4.82⁴
Domini Impact International Equity Fund Class Y Shares	Actual Expenses	$1,000.00	$1,057.70	$4.97⁴
Domini Impact International Equity Fund Class Y Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$1,020.30	$4.88⁴
Domini Impact Bond Fund Investor Shares	Actual Expenses	$1,000.00	$1,036.20	$4.45⁵
Domini Impact Bond Fund Investor Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$1,020.80	$4.42⁵
Domini Impact Bond Fund Institutional Shares	Actual Expenses	$1,000.00	$1,037.90	$2.92⁵
Domini Impact Bond Fund Institutional Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$1,022.30	$2.90⁵
Domini Impact Bond Fund Class Y Shares	Actual Expenses	$1,000.00	$1,037.30	$3.33⁵
Domini Impact Bond Fund Class Y Shares	Hypothetical Expenses (5% return before expenses)	$1,000.00	$1,021.90	$3.30⁵

¹Expenses are equal to the Fund’s annualized expense ratio of 0.98% for Investor shares, or 1.09% for Class A shares, or 0.70% for Institutional shares, or 0.80% for Class Y shares, multiplied by average account value over the period, multiplied by 184, and divided by 366.

²Expenses 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 366.

³Expenses 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 366.

⁴Expenses are equal to the Fund’s annualized expense ratio of 1.32% for Investor shares, or 1.40% for Class A shares, or 0.95% for Institutional shares, or 0.96% for Class Y shares, multiplied by average account value over the period, multiplied by 184, and divided by 366.

⁵Expenses 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 366.

STATEMENT OF ASSETS AND LIABILITIES

January 31, 2024 (Unaudited)


	Domini Impact Equity Fund
ASSETS
Investments, at value (cost $528,975,685)	$	991,193,613
Cash		13,325,146
Foreign currency, at value (cost $55,471)		55,591
Receivable for capital shares		11,610
Dividend receivable		848,662
Tax reclaim receivable		207,076

Total assets		1,005,641,698

LIABILITIES
Payable for capital shares		303,456
Management fee payable		547,702
Distribution fee payable		177,200
Other accrued expenses		371,618
Foreign tax payable		4,921

Total liabilities		1,404,897

NET ASSETS	$	1,004,236,801

NET ASSETS CONSISTS OF
Paid-in capital	$	534,560,143
Total distributable earnings (loss)		469,676,658

NET ASSETS	$	1,004,236,801

NET ASSET VALUE PER SHARE

Investor Shares
Net assets		844,855,751

Outstanding shares of beneficial interest		25,586,263

Net asset value and offering price per share	$	33.02


Class A Shares
Net assets		6,279,770

Outstanding shares of beneficial interest		190,922

Net asset value and offering price per share	$	32.89

Maximum offering price per share (net asset value per share / (1-4.75%))	$	34.53


Institutional Shares
Net assets		138,392,429

Outstanding shares of beneficial interest		4,232,376

Net asset value and offering price per share	$	32.70


Class Y Shares
Net assets		14,708,851

Outstanding shares of beneficial interest		449,053

Net asset value and offering price per share	$	32.76

SEE NOTES TO FINANCIAL STATEMENTS

STATEMENT OF ASSETS AND LIABILITIES

January 31, 2024 (Unaudited)


	Domini International Opportunities Fund
ASSETS
Investments, at value (cost $20,677,284)	$	23,029,751
Cash		229,773
Foreign currency, at value (cost $48,337)		48,466
Receivable for capital shares		175
Dividend receivable		22,667
Tax reclaim receivable		48,727

Total assets		23,379,559

LIABILITIES
Management fee payable		16,559
Other accrued expenses		13,074
Foreign tax payable		2,474

Total liabilities		32,107

NET ASSETS	$	23,347,452

NET ASSETS CONSISTS OF
Paid-in capital	$	22,888,760
Total distributable earnings (loss)		458,692

NET ASSETS	$	23,347,452

NET ASSET VALUE PER SHARE

Investor Shares
Net assets		3,625,066

Outstanding shares of beneficial interest		349,371

Net asset value and offering price per share	$	10.38


Institutional Shares
Net assets		19,722,386

Outstanding shares of beneficial interest		1,901,006

Net asset value and offering price per share	$	10.37

SEE NOTES TO FINANCIAL STATEMENTS

STATEMENT OF ASSETS AND LIABILITIES

January 31, 2024 (Unaudited)


	Domini Sustainable Solutions Fund
ASSETS
Investments, at value (cost $26,163,107)	$	33,406,013
Cash		700,249
Foreign currency, at value (cost $47,994)		47,595
Receivable for capital shares		410
Dividend receivable		2,852
Tax reclaim receivable		16,954

Total assets		34,174,073

LIABILITIES
Management fee payable		25,999
Other accrued expenses		24,703

Total liabilities		50,702

NET ASSETS	$	34,123,371

NET ASSETS CONSISTS OF
Paid-in capital	$	32,354,108
Total distributable earnings (loss)		1,769,263

NET ASSETS	$	34,123,371

NET ASSET VALUE PER SHARE

Investor Shares
Net assets		18,494,482

Outstanding shares of beneficial interest		1,269,308

Net asset value and offering price per share	$	14.57


Institutional Shares
Net assets		15,628,889

Outstanding shares of beneficial interest		1,064,350

Net asset value and offering price per share	$	14.68

SEE NOTES TO FINANCIAL STATEMENTS

STATEMENT OF ASSETS AND LIABILITIES

January 31, 2024 (Unaudited)


	Domini Impact International Equity Fund
ASSETS
Investments, at value (cost $647,738,389)	$	787,459,428
Cash		6,317,704
Foreign currency, at value (cost $23,597)		23,703
Receivable for securities sold		28,503,084
Receivable for capital shares		342,864
Dividend receivable		3,062,274
Tax reclaim receivable		4,286,989

Total assets		829,996,046

LIABILITIES
Payable for securities purchased		27,654,951
Payable for capital shares		433,967
Management fee payable		585,817
Distribution fee payable		38,113
Other accrued expenses		361,248
Foreign tax payable		505,880

Total liabilities		29,579,976

NET ASSETS	$	800,416,070

NET ASSETS CONSISTS OF
Paid-in capital	$	843,734,484
Total distributable earnings (loss)		(43,318,414)

NET ASSETS	$	800,416,070

NET ASSET VALUE PER SHARE

Investor Shares
Net assets		170,878,173

Outstanding shares of beneficial interest		19,938,508

Net asset value and offering price per share	$	8.57


Class A Shares
Net assets		9,607,658

Outstanding shares of beneficial interest		1,042,618

Net asset value and offering price per share	$	9.21

Maximum offering price per share (net asset value per share / (1-4.75%))	$	9.67


Institutional Shares
Net assets		402,471,229

Outstanding shares of beneficial interest		47,879,714

Net asset value and offering price per share	$	8.41


Class Y Shares
Net assets		217,459,010

Outstanding shares of beneficial interest		25,806,829

Net asset value and offering price per share	$	8.43

SEE NOTES TO FINANCIAL STATEMENTS

STATEMENT OF OPERATIONS

For the Six Months Ended January 31, 2024 (Unaudited)


	Domini Impact Equity Fund
INCOME
Dividends (net of foreign taxes $74,858)	$	6,508,815
Interest income		110,284

Investment Income		6,619,099

EXPENSES
Management/Sponsorship fees		3,064,151
Distribution fees – Investor Shares		990,932
Distribution fees – Class A Shares		7,473
Transfer agent fees – Investor Shares		187,832
Transfer agent fees – Class A Shares		2,448
Transfer agent fees – Class Y Shares		8,085
Custody and accounting fees		18,001
Professional fees		14,897
Registration fees – Investor Shares		1,718
Registration fees – Class A Shares		14,359
Registration fees – Institutional Shares		8,683
Registration fees – Class Y Shares		15,260
Shareholder communication fees		2,865
Miscellaneous		63,989
Trustees fees		37,049
Shareholder service fees – Investor Shares		19,918
Shareholder service fees – Class A Shares		128
Shareholder service fees – Institutional Shares		78
Shareholder service fees – Class Y Shares		51

Total expenses		4,457,917
Fees waived and expenses reimbursed		(31,628)

Net expenses		4,426,289

NET INVESTMENT INCOME (LOSS)		2,192,810

REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY
NET REALIZED GAIN (LOSS) FROM:
Investments		12,971,350
Foreign currency		(2,342)

Net realized gain (loss)		12,969,008

NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM:
Investments		49,336,479
Translation of assets and liabilities in foreign currencies		152

Net change in unrealized appreciation (depreciation)		49,336,631

NET REALIZED AND UNREALIZED GAIN (LOSS)		62,305,639

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	64,498,449

SEE NOTES TO FINANCIAL STATEMENTS

STATEMENT OF OPERATIONS

For the Six Months Ended January 31, 2024 (Unaudited)


	Domini International Opportunities Fund
INCOME
Dividends (net of foreign taxes $13,640)	$	156,912

Investment Income		156,912

EXPENSES
Management fees		93,029
Distribution fees – Investor Shares		4,117
Transfer agent fees – Investor Shares		23,032
Transfer agent fees – Institutional Shares		228
Custody and accounting fees		100,554
Professional fees		13,005
Registration fees – Investor Shares		16,363
Registration fees – Institutional Shares		17,360
Shareholder communication fees		1,836
Miscellaneous		6,464
Trustees fees		852
Shareholder service fees – Investor Shares		424
Shareholder service fees – Institutional Shares		4

Total expenses		277,268
Fees waived and expenses reimbursed		(147,313)

Net expenses		129,955

NET INVESTMENT INCOME (LOSS)		26,957

REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY
NET REALIZED GAIN (LOSS) FROM:
Investments		(159,637)
Foreign currency		(2,545)

Net realized gain (loss)		(162,182)

NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM:
Investments		835,142
Translation of assets and liabilities in foreign currencies		(1,206)

Net change in unrealized appreciation (depreciation)		833,936

NET REALIZED AND UNREALIZED GAIN (LOSS)		671,754

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	698,711

SEE NOTES TO FINANCIAL STATEMENTS

STATEMENT OF OPERATIONS

For the Six Months Ended January 31, 2024 (Unaudited)


	Domini Sustainable Solutions Fund
INCOME
Dividends (net of foreign taxes $4,805)	$	159,607

Investment Income		159,607

EXPENSES
Management fees		135,553
Distribution fees – Investor Shares		21,467
Transfer agent fees – Investor Shares		32,462
Transfer agent fees – Institutional Shares		406
Custody and accounting fees		29,894
Professional fees		22,320
Registration fees – Investor Shares		7,912
Registration fees – Institutional Shares		7,790
Shareholder communication fees		2,676
Miscellaneous		13,409
Trustees fees		1,240
Shareholder service fees – Investor Shares		1,418
Shareholder service fees – Institutional Shares		21

Total expenses		276,568
Fees waived and expenses reimbursed		(71,740)

Net expenses		204,828

NET INVESTMENT INCOME (LOSS)		(45,221)

REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY
NET REALIZED GAIN (LOSS) FROM:
Investments		(700,013)
Foreign currency		3,190

Net realized gain (loss)		(696,823)

NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM:
Investments		2,349,748
Translation of assets and liabilities in foreign currencies		(1,401)

Net change in unrealized appreciation (depreciation)		2,348,347

NET REALIZED AND UNREALIZED GAIN (LOSS)		1,651,524

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	1,606,303

SEE NOTES TO FINANCIAL STATEMENTS

STATEMENT OF OPERATIONS

For the Six Months Ended January 31, 2024 (Unaudited)


	Domini Impact International Equity Fund
INCOME
Dividends (net of foreign taxes $771,029)	$	9,697,327
Interest income		92,304

Investment Income		9,789,631

EXPENSES
Management fees		3,374,215
Distribution fees – Investor Shares		204,243
Distribution fees – Class A Shares		11,463
Transfer agent fees – Investor Shares		66,230
Transfer agent fees – Class A Shares		3,665
Transfer agent fees – Institutional Shares		1,556
Transfer agent fees – Class Y Shares		49,213
Custody and accounting fees		168,233
Professional fees		26,702
Registration fees – Investor Shares		884
Registration fees – Class A Shares		15,148
Registration fees – Institutional Shares		9,997
Shareholder communication fees		28,706
Miscellaneous		26,694
Trustees fees		31,822
Shareholder service fees – Investor Shares		7,701
Shareholder service fees – Class A Shares		243
Shareholder service fees – Institutional Shares		193
Shareholder service fees – Class Y Shares		56

Total expenses		4,026,964
Fees waived and expenses reimbursed		(11,863)

Net expenses		4,015,101

NET INVESTMENT INCOME (LOSS)		5,774,530

REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY
NET REALIZED GAIN (LOSS) FROM:
Investments		8,388,101
Foreign currency		(232,172)

Net realized gain (loss)		8,155,929

NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM:
Investments		24,745,943
Translation of assets and liabilities in foreign currencies		(50,347)

Net change in unrealized appreciation (depreciation)		24,695,596

NET REALIZED AND UNREALIZED GAIN (LOSS)		32,851,525

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	38,626,055

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT EQUITY FUND

STATEMENTS OF CHANGES IN NET ASSETS


	Six Months Ended January 31, 2024 (unaudited)		Year Ended July 31, 2023
INCREASE IN NET ASSETS FROM OPERATIONS
Net investment income (loss)	$	2,192,810	$	4,256,604
Net realized gain (loss)		12,969,008		4,086,585
Net change in unrealized appreciation (depreciation)		49,336,631		83,354,531

Net Increase (Decrease) in Net Assets Resulting from Operations		64,498,449		91,697,720

DISTRIBUTIONS TO SHAREHOLDERS
Investor Shares		(6,083,140)		(14,651,205)
Class A Shares		(45,456)		(122,344)
Institutional Shares		(1,466,124)		(3,012,350)
Class Y Shares		(126,444)		(221,673)

Net Decrease in Net Assets from Distributions		(7,721,164)		(18,007,572)

CAPITAL SHARE TRANSACTIONS
Proceeds from sale of shares		19,571,138		28,743,602
Net asset value of shares issued in reinvestment of distributions and dividends		7,013,649		16,499,985
Payments for shares redeemed		(40,596,771)		(74,207,370)

Net Increase (Decrease) in Net Assets from Capital Share Transactions		(14,011,984)		(28,963,783)

Total Increase (Decrease) in Net Assets		42,765,301		44,726,365

NET ASSETS
Beginning of period	$	961,471,500	$	916,745,135

End of period	$	1,004,236,801	$	961,471,500

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI INTERNATIONAL OPPORTUNITIES FUND

STATEMENTS OF CHANGES IN NET ASSETS


	Six Months Ended January 31, 2024 (unaudited)		Year Ended July 31, 2023
INCREASE IN NET ASSETS FROM OPERATIONS
Net investment income (loss)	$	26,957	$	220,891
Net realized gain (loss)		(162,182)		(1,108,433)
Net change in unrealized appreciation (depreciation)		833,936		3,609,339

Net Increase (Decrease) in Net Assets Resulting from Operations		698,711		2,721,797

DISTRIBUTIONS TO SHAREHOLDERS
Investor Shares		(6,134)		(25,994)
Institutional Shares		(69,104)		(195,470)

Net Decrease in Net Assets from Distributions		(75,238)		(221,464)

CAPITAL SHARE TRANSACTIONS
Proceeds from sale of shares		437,979		446,768
Net asset value of shares issued in reinvestment of distributions and dividends		75,123		221,254
Payments for shares redeemed		(421,203)		(1,858,552)

Net Increase (Decrease) in Net Assets from Capital Share Transactions		91,899		(1,190,530)

Total Increase (Decrease) in Net Assets		715,372		1,309,803

NET ASSETS
Beginning of period	$	22,632,080	$	21,322,277

End of period	$	23,347,452	$	22,632,080

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI SUSTAINABLE SOLUTIONS FUND

STATEMENTS OF CHANGES IN NET ASSETS


	Six Months Ended January 31, 2024 (unaudited)		Year Ended July 31, 2023
INCREASE IN NET ASSETS FROM OPERATIONS
Net investment income (loss)	$	(45,221)	$	(37,948)
Net realized gain (loss)		(696,823)		(1,960,207)
Net change in unrealized appreciation (depreciation)		2,348,347		2,396,059

Net Increase (Decrease) in Net Assets Resulting from Operations		1,606,303		397,904

DISTRIBUTIONS TO SHAREHOLDERS
Investor Shares		-		-
Institutional Shares		-		-

Net Decrease in Net Assets from Distributions		-		-

CAPITAL SHARE TRANSACTIONS
Proceeds from sale of shares		1,216,690		6,787,475
Net asset value of shares issued in reinvestment of distributions and dividends		-		-
Payments for shares redeemed		(1,945,669)		(2,692,254)

Net Increase (Decrease) in Net Assets from Capital Share Transactions		(728,979)		4,095,221

Total Increase (Decrease) in Net Assets		877,324		4,493,125

NET ASSETS
Beginning of period	$	33,246,047	$	28,752,922

End of period	$	34,123,371	$	33,246,047

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT INTERNATIONAL EQUITY FUND

STATEMENTS OF CHANGES IN NET ASSETS


	Six Months Ended January 31, 2024 (unaudited)		Year Ended July 31, 2023
INCREASE IN NET ASSETS FROM OPERATIONS
Net investment income (loss)	$	5,774,530	$	19,793,912
Net realized gain (loss)		8,155,929		(92,150,247)
Net change in unrealized appreciation (depreciation)		24,695,596		180,873,470

Net Increase (Decrease) in Net Assets Resulting from Operations		38,626,055		108,517,135

DISTRIBUTIONS TO SHAREHOLDERS
Investor Shares		(670,463)		(4,451,329)
Class A Shares		(10,225)		(213,484)
Institutional Shares		(3,300,401)		(14,715,996)
Class Y Shares		(1,575,194)		(9,728,982)

Net Decrease in Net Assets from Distributions		(5,556,283)		(29,109,791)

CAPITAL SHARE TRANSACTIONS
Proceeds from sale of shares		45,001,964		178,751,628
Net asset value of shares issued in reinvestment of distributions and dividends		4,388,725		23,163,056
Payments for shares redeemed		(125,016,910)		(707,766,547)

Net Increase (Decrease) in Net Assets from Capital Share Transactions		(75,626,221)		(505,851,863)

Total Increase (Decrease) in Net Assets		(42,556,449)		(426,444,519)

NET ASSETS
Beginning of period	$	842,972,519	$	1,269,417,038

End of period	$	800,416,070	$	842,972,519

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT EQUITY FUND — INVESTOR SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2024 (unaudited)		Year Ended July 31,
	Six Months Ended January 31, 2024 (unaudited)		2023		2022			2021			2020			2019
For a share outstanding for the period:
Net asset value, beginning of period	$	31.12	$	28.71	$	34.82		$	26.72		$	22.48		$	24.18

Income from investment operations:
Net investment income (loss)		0.08		0.16		0.03			0.08			0.15	¹		0.18
Net realized and unrealized gain (loss) on investments		2.06		2.80		(4.08)			8.74			4.69	¹		0.81

Total Income (loss) From Investment Operations		2.14		2.96		(4.05)			8.82			4.84			0.99

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.04)		(0.11)		(0.01)			(0.09)			(0.14)			(0.21)
Distributions to shareholders from net realized gain		(0.20)		(0.44)		(2.05)			(0.63)			(0.46)			(2.48)

Total Distributions		(0.24)		(0.55)		(2.06)			(0.72)			(0.60)			(2.69)
Redemption fee proceeds¹		-		-		0.00	²		0.00	²		0.00	²		0.00	²

Net asset value, end of period	$	33.02	$	31.12	$	28.71		$	34.82		$	26.72		$	22.48

Total return³		6.90%		10.60%		(12.65)%			33.43%			21.98%			6.31%
Portfolio turnover		3%		9%		6%			23%			21%			95%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)	$	845	$	810	$	776		$	927		$	719		$	643
Ratio of expenses to average net assets		0.98%		1.00%		1.05%			1.09%			1.08%	^4,5		1.07%	^4,5
Ratio of gross expenses to average net assets		0.98%		1.00%		1.05%			1.09%			1.09%			1.09%
Ratio of net investment income (loss) to average net assets		0.42%		0.45%		0.14%			0.24%			0.65%			0.96%

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 1.07% for the year ended July 31, 2019 and 1.08% for the year ended July 31, 2020.

⁵ Reflects a waiver of fees by the Manager, the Sponsor and the Distributor of the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT EQUITY FUND — CLASS A SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2024 (unaudited)			Year Ended July 31,
	Six Months Ended January 31, 2024 (unaudited)			2023			2022			2021			2020			2019
For a share outstanding for the period:
Net asset value, beginning of period		$31.02			$28.66			$34.79			$26.70			$22.46			$24.17

Income from investment operations:
Net investment income (loss)		(0.34)			(0.73)			(0.12)			(0.46)			0.15	¹		0.23
Net realized and unrealized gain (loss) on investments		2.45			3.65			(3.94)			9.27			4.69	¹		0.75

Total Income (loss) From Investment Operations		2.11			2.92			(4.06)			8.81			4.84			0.98
Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.04)			(0.12)			(0.02)			(0.09)			(0.14)			(0.21)
Distributions to shareholders from net realized gain		(0.20)			(0.44)			(2.05)			(0.63)			(0.46)			(2.48)

Total Distributions		(0.24)			(0.56)			(2.07)			(0.72)			(0.60)			(2.69)
Redemption fee proceeds¹		-			-			-			-			-			0.00	²

Net asset value, end of period		$32.89			$31.02			$28.66			$34.79			$26.70			$22.46

Total return³		6.82%			10.48%			(12.67)%			33.42%			22.01%			6.28%
Portfolio turnover		3%			9%			6%			23%			21%			95%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$6			$6			$6			$8			$6			$7
Ratio of expenses to average net assets		1.09%	⁴		1.09%	⁴		1.09%	⁴		1.09%	⁴		1.09%	^4,5		1.09%	^4,5
Ratio of gross expenses to average net assets		1.55%			1.34%			1.37%			1.31%			1.47%			1.43%
Ratio of net investment income (loss) to average net assets		0.31%			0.35%			0.10%			0.24%			0.64%			0.95%

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, 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.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT EQUITY FUND — INSTITUTIONAL SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2024 (unaudited)		Year Ended July 31,
	Six Months Ended January 31, 2024 (unaudited)		2023		2022		2021			2020			2019
For a share outstanding for the period:
Net asset value, beginning of period		$30.88		$28.56		$34.60		$26.59			$22.41			$24.18

Income from investment operations:
Net investment income (loss)		0.06		0.18		0.12		0.28			0.23	¹		0.08
Net realized and unrealized gain (loss) on investments		2.10		2.83		(4.05)		8.60			4.67	¹		0.98

Total Income (loss) From Investment Operations		2.16		3.01		(3.93)		8.88			4.90			1.06
Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.14)		(0.25)		(0.06)		(0.24)			(0.26)			(0.35)
Distributions to shareholders from net realized gain		(0.20)		(0.44)		(2.05)		(0.63)			(0.46)			(2.48)

Total Distributions		(0.34)		(0.69)		(2.11)		(0.87)			(0.72)			(2.83)
Redemption fee proceeds¹		-		-		-		0.00	²		0.00	²		0.00	²

Net asset value, end of period		$32.70		$30.88		$28.56		$34.60			$26.59			$22.41

Total return³		7.04%		10.91%		(12.36)%		33.89%			22.43%			6.69%
Portfolio turnover		3%		9%		6%		23%			21%			95%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$138		$134		$125		$154			$113			$99
Ratio of expenses to average net assets		0.70%		0.71%		0.73%		0.74%			0.74%	⁴		0.74%	^4,5
Ratio of gross expenses to average net assets		0.70%		0.71%		0.73%		0.74%			0.74%			0.76%
Ratio of net investment income (loss) to average net assets		0.70%		0.73%		0.46%		0.59%			0.99%			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 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.

⁵ Reflects a waiver of fees by the Manager and the Sponsor of the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

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

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2024 (unaudited)			Year Ended July 31,
	Six Months Ended January 31, 2024 (unaudited)			2023			2022			2021			2020			2019
For a share outstanding for the period:
Net Asset Value, beginning of period		$30.92			$28.60			$34.66			$26.62			$22.42			$24.18

Income from investment operations:
Net investment income (loss)		7.60			5.43			7.56			7.50			0.21	¹		3.04
Net realized and unrealized gain (loss) on investments		(5.44)			(2.44)			(11.52)			1.37			4.68	¹		(2.00)

Total Income (loss) From Investment Operations		2.16			2.99			(3.96)			8.87			4.89			1.04
Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.12)			(0.23)			(0.05)			(0.20)			(0.23)			(0.32)
Distributions to shareholders from net realized gain		(0.20)			(0.44)			(2.05)			(0.63)			(0.46)			(2.48)

Total Distributions		(0.32)			(0.67)			(2.10)			(0.83)			(0.69)			(2.80)
Redemption fee proceeds¹		-			-			-			0.00	²		0.00	²		0.00	²

Net asset value, end of period		$32.76			$30.92			$28.60			$34.66			$26.62			$22.42

Total return³		6.99%			10.78%			(12.42)%			33.81%			22.34%			6.62%
Portfolio turnover		3%			9%			6%			23%			21%			95%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$15			$11			$9			$10			$6			$20
Ratio of expenses to average net assets		0.80%	⁴		0.80%	⁴		0.80%	⁴		0.80%	⁴		0.79%	^4,5		0.80%	^4,5
Ratio of gross expenses to average net assets		1.10%			0.95%			1.02%			1.05%			0.94%			0.88%
Ratio of net investment income (loss) to average net assets		0.60%			0.64%			0.40%			0.51%			0.92%			1.23%

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.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI INTERNATIONAL OPPORTUNITIES FUND — INVESTOR SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2024 (unaudited)			Year Ended July 31,						For the Period November 30, 2020 (commencement of operations) through July 31, 2021
	Six Months Ended January 31, 2024 (unaudited)			2023			2022
For a share outstanding for the period:
Net asset value, beginning of period		$10.09			$8.96			$11.08			$10.00


Income from investment operations:
Net investment income (loss)		0.01			0.08			0.08			0.04
Net realized and unrealized gain (loss) on investments		0.30			1.14			(2.05)			1.09

Total Income (loss) From Investment Operations		0.31			1.22			(1.97)			1.13

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.02)			(0.09)			(0.07)			(0.05)
Distributions to shareholders from net realized gain		-			-			(0.08)			-

Total Distributions		(0.02)			(0.09)			(0.15)			(0.05)
Redemption fee proceeds¹		-			-			-			0.00	²

Net asset value, end of period		$10.38			$10.09			$8.96			$11.08

Total return³		3.06%			13.60%			(17.88)%			11.31%
Portfolio turnover		8%			18%			20%			16%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$4			$3			$3			$2
Ratio of expenses to average net assets		1.40%	⁴		1.40%	⁴		1.40%	⁴		1.40%	⁴
Ratio of gross expenses to average net assets		4.76%			4.32%			4.36%			4.88%
Ratio of net investment income (loss) to average net assets		0.02%			0.85%			0.84%			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, 2024 (unaudited)			Year Ended July 31,						For the Period November 30, 2020 (commencement of operations) through July 31, 2021
	Six Months Ended January 31, 2024 (unaudited)			2023			2022
For a share outstanding for the period:
Net asset value, beginning of period		$10.10			$8.96			$11.08			$10.00

Income from investment operations:
Net investment income (loss)		0.02			0.10			0.11			0.06
Net realized and unrealized gain (loss) on investments		0.29			1.14			(2.05)			1.08

Total Income (loss) From Investment Operations		0.31			1.24			(1.94)			1.14
Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.04)			(0.10)			(0.10)			(0.06)
Distributions to shareholders from net realized gain		-			-			(0.08)			-

Total Distributions		(0.04)			(0.10)			(0.18)			(0.06)
Redemption fee proceeds¹		-			-			-			-

Net asset value, end of period		$10.37			$10.10			$8.96			$11.08

Total return²		3.05%			13.88%			(17.65)%			11.44%
Portfolio turnover		8%			18%			20%			16%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$20			$19			$19			$24
Ratio of expenses to average net assets		1.15%	³		1.15%	³		1.15%	³		1.15%	³
Ratio of gross expenses to average net assets		2.14%			2.19%			1.79%			2.00%
Ratio of net investment income (loss) to average net assets		0.29%			1.09%			1.03%			0.84%

¹Based 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.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI SUSTAINABLE SOLUTIONS FUND — INVESTOR SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2024 (unaudited)			Year Ended July 31,									For the Period April 1, 2020 (commencement of operations) through July 31, 2020
	Six Months Ended January 31, 2024 (unaudited)			2023			2022			2021
For a share outstanding for the period:
Net asset value, beginning of period		$13.89			$13.79			$19.06			$15.28			$10.00

Income from investment operations:
Net investment income (loss)		(0.02)			(0.03)			(0.10)			(0.12)			(0.02)
Net realized and unrealized gain (loss) on investments		0.70			0.13			(4.45)			4.54			5.30

Total Income (loss) From Investment Operations		0.68			0.10			(4.55)			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 proceeds¹		-			-			-			0.00	²		-

Net asset value, end of period		$14.57			$13.89			$13.79			$19.06			$15.28

Total return³		4.90%			0.73%			(24.60)%			28.94%			52.80%
Portfolio turnover		18%			39%			51%			65%			10%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$18			$18			$16			$19			$7
Ratio of expenses to average net assets		1.40%	⁴		1.40%	⁴		1.40%	⁴		1.40%	⁴		1.37%	^4,5
Ratio of gross expenses to average net assets		2.02%			2.05%			1.99%			2.12%			3.95%
Ratio of net investment income (loss) to average net assets		(0.41)%			(0.25)%			(0.59)%			(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, 2024 (unaudited)			Year Ended July 31,									For the Period April 1, 2020 (commencement of operations) through July 31, 2020
	Six Months Ended January 31, 2024 (unaudited)			2023			2022			2021
For a share outstanding for the period:
Net asset value, beginning of period		$13.98			$13.85			$19.12			$15.29			$10.00

Income from investment operations:
Net investment income (loss)		(0.01)			(0.00)			(0.06)			(0.10)			(0.02)
Net realized and unrealized gain (loss) on investments		0.71			0.13			(4.46)			4.57			5.31

Total Income (loss) From Investment Operations		0.70			0.13			(4.52)			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 proceeds¹		-			-			-			-			-

Net asset value, end of period		$14.68			$13.98			$13.85			$19.12			$15.29

Total return²		5.01%			0.94%			(24.39)%			29.25%			52.90%
Portfolio turnover		18%			39%			51%			65%			10%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$16			$16			$13			$19			$12
Ratio of expenses to average net assets		1.15%	³		1.15%	³		1.15%	³		1.15%	³		1.12%	^3,4
Ratio of gross expenses to average net assets		1.40%			1.53%			1.40%			1.43%			2.89%
Ratio of net investment income (loss) to average net assets		(0.14)%			0.02%			(0.37)%			(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 and the Sponsor 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, 2024 (unaudited)				Year Ended July 31,
	Six Months Ended January 31, 2024 (unaudited)		2023		2022			2021			2020			2019
For a share outstanding for the period:
Net asset value, beginning of period		$8.16		$7.39		$9.29			$7.28			$7.74			$8.72

Income from investment operations:
Net investment income (loss)		0.06		0.21		0.16			0.19			0.08			0.15
Net realized and unrealized gain (loss) on investments		0.38		0.76		(1.95)			1.94			(0.33)			(0.77)

Total Income (loss) From Investment Operations		0.44		0.97		(1.79)			2.13			(0.25)			(0.62)

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.03)		(0.20)		(0.11)			(0.12)			(0.21)			(0.13)
Distributions to shareholders from net realized gain		-		-		-			-			-			(0.23)

Total Distributions		(0.03)		(0.20)		(0.11)			(0.12)			(0.21)			(0.36)
Redemption fee proceeds¹		-		-		0.00	²		0.00	²		0.00	²		0.00	²

Net asset value, end of period		$8.57		$8.16		$7.39			$9.29			$7.28			$7.74

Total return³		5.45%		13.17%		(19.23)%			29.34%			(3.49)%			(6.81)%
Portfolio turnover		38%		90%		88%			88%			98%			77%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$171		$171		$201			$292			$397			$432
Ratio of expenses to average net assets		1.32%		1.33%		1.34%			1.37%			1.36%	^4,5		1.41%	⁴
Ratio of gross expenses to average net assets		1.32%		1.33%		1.34%			1.37%			1.38%			1.41%
Ratio of net investment income (loss) to average net assets		1.21%		1.75%		1.40%			1.32%			0.93%			1.70%

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 1.41% for the year ended July 31, 2019 and 1.36% for the year ended July 31, 2020.

⁵ Reflects a waiver of fees by the Manager and the Distributor of the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT INTERNATIONAL EQUITY FUND — CLASS A SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2024 (unaudited)		Year Ended July 31,
	Six Months Ended January 31, 2024 (unaudited)		2023		2022		2021		2020			2019
For a share outstanding for the period:
Net asset value, beginning of period		$8.75		$7.90		$9.91		$7.77		$8.22			$9.18

Income from investment operations:
Net investment income (loss)		0.15		0.67		0.21		0.25		0.14			0.34
Net realized and unrealized gain (loss) on investments		0.32		0.36		(2.12)		2.02		(0.42)			(0.99)

Total Income (loss) From Investment Operations		0.47		1.03		(1.91)		2.27		(0.28)			(0.65)
Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.01)		(0.18)		(0.10)		(0.13)		(0.17)			(0.08)
Distributions to shareholders from net realized gain		-		-		-		-		-			(0.23)

Total Distributions		(0.01)		(0.18)		(0.10)		(0.13)		(0.17)			(0.31)
Redemption fee proceeds¹		-		-		-		-		-			0.00	²

Net asset value, end of period		$9.21		$8.75		$7.90		$9.91		$7.77			$8.22

Total return³		5.37%		13.17%		(19.26)%		29.31%		(3.58)%			(6.83)%
Portfolio turnover		38%		90%		88%		88%		98%			77%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$10		$10		$15		$21		$21			$27
Ratio of expenses to average net assets		1.40%		1.39%		1.37%		1.38%		1.40%	^4,5		1.43%	⁴
Ratio of gross expenses to average net assets		1.66%		1.39%		1.37%		1.38%		1.54%			1.43%
Ratio of net investment income (loss) to average net assets		1.13%		1.63%		1.37%		1.27%		0.86%			1.41%

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 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.

⁵ Reflects a waiver of fees by the Manager and the Distributor of the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

DOMINI IMPACT INTERNATIONAL EQUITY FUND — INSTITUTIONAL SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2024 (unaudited)		Year Ended July 31,
	Six Months Ended January 31, 2024 (unaudited)		2023		2022			2021			2020			2019
For a share outstanding for the period:
Net asset value, beginning of period		$8.02		$7.30		$9.19			$7.23			$7.69			$8.70

Income from investment operations:
Net investment income (loss)		0.06		0.16		0.16			0.16			0.09			0.18
Net realized and unrealized gain (loss) on investments		0.40		0.82		(1.89)			1.99			(0.30)			(0.78)

Total Income (loss) From Investment Operations		0.46		0.98		(1.73)			2.15			(0.21)			(0.60)
Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.07)		(0.26)		(0.16)			(0.19)			(0.25)			(0.18)
Distributions to shareholders from net realized gain		-		-		-			-			-			(0.23)

Total Distributions		(0.07)		(0.26)		(0.16)			(0.19)			(0.25)			(0.41)
Redemption fee proceeds¹		-		-		0.00	²		0.00	²		0.00	²		0.00	²

Net asset value, end of period		$8.41		$8.02		$7.30			$9.19			$7.23			$7.69

Total return³		5.75%		13.66%		(18.88)%			29.80%			(3.05)%			(6.49)%
Portfolio turnover		38%		90%		88%			88%			98%			77%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$402		$407		$525			$636			$473			$524
Ratio of expenses to average net assets		0.95%		0.92%		0.89%			0.91%			0.95%	⁴		1.01%	⁴
Ratio of gross expenses to average net assets		0.95%		0.92%		0.89%			0.91%			0.95%			1.01%
Ratio of net investment income (loss) to average net assets		1.57%		2.11%		1.91%			1.79%			1.33%			2.30%

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, 2024 (unaudited)		2023		Year Ended July 31,								2019
	Six Months Ended January 31, 2024 (unaudited)		2023		2022		2021			2020			2019
For a share outstanding for the period:
Net asset value, beginning of period		$8.03		$7.30		$9.20		$7.23			$7.70			$8.71

Income from investment operations:
Net investment income (loss)		0.06		0.19		0.16		0.11			0.12			0.23
Net realized and unrealized gain (loss) on investments		0.40		0.79		(1.90)		2.04			(0.35)			(0.83)

Total Income (loss) From Investment Operations		0.46		0.98		(1.74)		2.15			(0.23)			(0.60)
Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.06)		(0.25)		(0.16)		(0.18)			(0.24)			(0.18)
Distributions to shareholders from net realized gain		-		-		-		-			-			(0.23)

Total Distributions		(0.06)		(0.25)		(0.16)		(0.18)			(0.24)			(0.41)
Redemption fee proceeds¹		-		-		-		0.00	²		-

Net asset value, end of period		$8.43		$8.03		$7.30		$9.20			$7.23			$7.70

Total return³		5.77%		13.67%		(19.01)%		29.88%			(3.28)%			(6.50)%
Portfolio turnover		38%		90%		88%		88%			98%			77%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$217		$256		$528		$627			$174			$238
Ratio of expenses to average net assets		0.96%		0.96%		0.95%		0.98%			1.06%	⁴		1.13%	⁴
Ratio of gross expenses to average net assets		0.96%		0.96%		0.95%		0.98%			1.06%			1.13%
Ratio of net investment income (loss) to average net assets		1.58%		2.09%		1.87%		1.82%			1.26%			2.81%

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, 2024 (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 112 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, 2024 (Unaudited)

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

Securities for which market quotations are not readily available or are considered to be unreliable are valued at fair value as determined in good faith by Domini Impact Investments LLC (Domini), the Funds’ valuation designee.

Effective September 8, 2022, Domini was designated as the Funds’ valuation designee in accordance with Rule 2a-5 under the 1940 Act, with responsibility for fair valuation, subject to oversight by the Funds’ Board of Trustees.

The Domini International Opportunities Fund, Domini Sustainable Solutions Fund and Domini Impact International Equity Fund may invest primarily in the stocks of non-U.S. companies. Non-U.S. equity securities are valued on the basis of their most recent closing market prices at 4 p.m. Eastern Time on each day that the NYSE is open for trading except under the circumstances described herein. Most non-U.S. markets close before 4 p.m. Eastern Time. If Domini determines that developments between the close of the non-U.S. market and 4 p.m. Eastern Time will, in its judgment, materially affect the value of some or all of the Funds’ securities, it will adjust the previous closing prices to reflect what it believes to be the fair value of the securities as of 4 p.m. Eastern Time. In deciding whether to make these adjustments, Domini reviews a variety of factors, including developments in foreign markets, the performance of U.S. securities markets, and the performance of instruments trading in U.S. markets that represent foreign securities and baskets of foreign securities. Domini may also fair value securities in other situations, for example, when a particular foreign market is closed but the Fund is open. Outside pricing services approved by Domini may be used to provide closing market prices and information used for adjusting those prices. The fair value for a foreign security reported on by such service with a confidence level approved by Domini generally shall be the value provided by such service.

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

The valuation designee 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 valuation designee’s own assumptions about market participant assumptions developed based on the best information available in the circumstances (unobservable inputs). These inputs are used in determining the value of the Funds’ investments and are summarized in the following fair value hierarchy:

Level 1 — quoted prices in active markets for identical securities

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

Level 3 — significant unobservable inputs (including the valuation designee’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 by the Domini Impact Equity Fund, as of January 31, 2024, 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	$	83,571,956	$	-	$	-	$	83,571,956
Consumer Discretionary		103,842,662		-		-		103,842,662
Consumer Staples		60,313,364		-		-		60,313,364
Financials		124,284,712		-		-		124,284,712
Health Care		130,500,211		-		-		130,500,211
Industrials		69,473,033		-		-		69,473,033
Information Technology		365,154,803		-		-		365,154,803
Materials		23,995,764		-		-		23,995,764
Real Estate		24,595,365		-		-		24,595,365
Utilities		5,461,743		-		-		5,461,743

Total	$	991,193,613	$	-	$	-	$	991,193,613

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

The following is a summary of the inputs used by the Domini International Opportunities Fund, as of January 31, 2024, 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	$	-	$	1,046,049	$	-	$	1,046,049
Austria		23,998		44,858		-		68,856
Belgium		8,570		90,762		-		99,332
Brazil		160,110		-		-		160,110
Canada		26,878		-		-		26,878
China		-		118,074		-		118,074
Denmark		-		1,479,178		-		1,479,178
Finland		-		270,740		-		270,740
France		-		1,971,764		-		1,971,764
Germany		-		2,104,157		-		2,104,157
Hong Kong		-		430,541		-		430,541
Ireland		-		109,008		-		109,008
Italy		-		266,965		-		266,965
Japan		-		4,801,008		-		4,801,008
Luxembourg		-		23,726		-		23,726
Netherlands		-		1,721,170		-		1,721,170
New Zealand		-		50,404		-		50,404
Norway		-		115,348		-		115,348
Singapore		-		231,914		-		231,914
South Africa		36,352		-		-		36,352
Spain		-		766,173		-		766,173
Sweden		23,888		781,639		-		805,527
Switzerland		-		2,007,145		-		2,007,145
United Kingdom		13,694		2,143,085		-		2,156,779
United States		1,102,922		1,059,631		-		2,162,553

Total	$	1,396,412	$	21,633,339	$	-	$	23,029,751

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

The following is a summary of the inputs used by the Domini Sustainable Solutions Fund, as of January 31, 2024, 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	$	841,739	$	-	$	-	$	841,739
Consumer Discretionary		1,962,075		610,778		-		2,572,853
Consumer Staples		639,875		522,000		-		1,161,875
Financials		1,602,116		2,902,579		-		4,504,695
Health Care		3,390,915		1,857,218		-		5,248,133
Industrials		3,783,690		5,057,362		-		8,841,052
Information Technology		9,388,377		847,289		-		10,235,666

Total	$	21,608,787	$	11,797,226	$	-	$	33,406,013

The following is a summary of the inputs used by the Domini Impact International Equity Fund, as of January 31, 2024, 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	$	-	$	42,923,047	$	-	$	42,923,047
Austria		-		462,287		-		462,287
Belgium		-		10,869,231		-		10,869,231
Brazil		4,871,505		193,336		-		5,064,841
China		-		4,497,727		-		4,497,727
Denmark		-		33,481,662		-		33,481,662
Finland		-		4,062,039		-		4,062,039
France		-		53,267,642		-		53,267,642
Germany		-		45,811,551		-		45,811,551
Hong Kong		-		8,091,052		-		8,091,052
Hungary		2,721,684		-		-		2,721,684
India		-		2,185,528		-		2,185,528
Ireland		6,640,814		2,434,319		-		9,075,133
Israel		2,058,501		-		-		2,058,501
Italy		-		26,822,341		-		26,822,341
Japan		-		185,801,396		-		185,801,396
Mexico		3,003,620		-		-		3,003,620

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)


	Level 1 - Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
Netherlands	$	-	$	40,174,323	$	-	$	40,174,323
New Zealand		-		2,535,741		-		2,535,741
Norway		-		8,194		-		8,194
Poland		-		1,656,416		-		1,656,416
Singapore		-		21,752,570		-		21,752,570
South Africa		-		1,538,277		-		1,538,277
South Korea		-		10,987,816		-		10,987,816
Spain		-		33,905,932		-		33,905,932
Sweden		-		30,940,685		-		30,940,685
Switzerland		-		71,519,695		-		71,519,695
Taiwan		-		13,385,360		-		13,385,360
Thailand		8,946,825		-		-		8,946,825
United Kingdom		-		75,015,946		-		75,015,946
United States		1,712,456		33,179,910		-		34,892,366

Total	$	29,955,405	$	757,504,023	$	-	$	787,459,428

(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.

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (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, 2024, 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		8,681,968

(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, 2024, tax years 2020 through 2023 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.

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (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 Fund 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) 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

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (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, 2023, 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, 2024, absent an earlier modification as mutually agreed to by the Adviser and Board of Trustees which

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, 2024 (Unaudited)

oversees the Fund, 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			0.80%
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, 2024, Domini waived fees and reimbursed expenses as follows:


	FEES WAIVED		EXPENSES REIMBURSED

Domini Impact Equity Fund	$	-	$	24,155
Domini International Opportunities Fund		-		143,196
Domini Sustainable Solutions Fund		-		50,273
Domini Impact International Equity Fund		-		11,863

As of January 31, 2024, Domini owned less than 2% 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, and Domini Sustainable Solutions 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, 2024, the fees received by each Fund’s submanager were as follows:


Domini Impact Equity Fund	$	119,418
Domini International Opportunities Fund		87,500
Domini Sustainable Solutions Fund		87,500
Domini Impact International Equity Fund		1,602,935

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, 2024 (Unaudited)

(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 (DSIL), a wholly owned subsidiary of Domini, 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 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, 2024, fees waived were as follows:


	FEES WAIVED

Domini Impact Equity Fund Investor Shares	$	-
Domini Impact Equity Fund Class A Shares		7,473
Domini International Opportunities Fund Investor Shares		4,117
Domini Sustainable Solutions Fund Investor Shares		21,467
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, 2024, DSIL retained sales charges of $181, and $73 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, 2024, there were no fees waived.

(E) Trustees and Officers. Each of the Independent Trustees receive an annual retainer for serving as a Trustee of the Trust of $35,000. The Lead Independent

102

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DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

Trustee, Nominating Committee Chair and Chair of the Audit Committee receive an additional chairperson fee of $5,000. Each Independent Trustee also receives $1,000 for attendance at each regular, quarterly meeting of the Board of the Trust. 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, 2024, 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, 2024, cost of purchase and proceeds from sales of investments other than short-term obligations were as follows:


	PURCHASE		SALES
Domini Impact Equity Fund	$	24,206,422	$	49,326,583
Domini International Opportunities Fund		2,214,643		1,630,484
Domini Sustainable Solutions Fund		5,623,406		6,398,045
Domini Impact International Equity Fund		292,033,652		364,201,694

103

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NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

5. SHARES OF BENEFICIAL INTEREST

At January 31, 2024, there was an unlimited number of shares authorized ($0.00001 par value). Transactions in the Funds’ shares were as follows:


	Six Months Ended				Year Ended
	January 31, 2024 (unaudited)				July 31, 2023
	Shares		Amount		Shares		Amount

Domini Impact Equity Fund

Investor Shares
Shares sold		298,591	$	9,211,647		551,899	$	15,313,593
Shares issued in reinvestment of dividends and distributions		184,240		5,886,364		523,229		14,165,399
Shares redeemed		(938,716)		(28,627,675)		(2,058,545)		(57,362,040)
Redemption fees		-		-		-		-

Net decrease		(455,885)	$	(13,529,664)		(983,417)	$	(27,883,048)


Class A Shares
Shares sold		759	$	24,320		7,389	$	206,203
Shares issued in reinvestment of dividends and distributions		1,166		37,056		3,790		102,339
Shares redeemed		(10,621)		(317,357)		(32,539)		(901,208)
Redemption fees		-		-		-		-

Net decrease		(8,696)	$	(255,981)		(21,360)	$	(592,666)


Institutional Shares
Shares sold		145,607	$	4,419,296		410,659	$	11,102,556
Shares issued in reinvestment of dividends and distributions		30,526		963,785		74,735		2,010,574
Shares redeemed		(269,760)		(8,397,633)		(543,164)		(14,727,494)
Redemption fees		-		-		-		-

Net decrease		(93,627)	$	(3,014,552)		(57,770)	$	(1,614,364)


Class Y Shares
Shares sold		189,111	$	5,915,875		77,747	$	2,121,250
Shares issued in reinvestment of dividends and distributions		3,997		126,444		8,222		221,673
Shares redeemed		(109,454)		(3,254,106)		(43,796)		(1,216,628)
Redemption fees		-		-		-		-

Net increase		83,654	$	2,788,213		42,173	$	1,126,295


Total
Shares sold		634,068	$	19,571,138		1,047,694	$	28,743,602
Shares issued in reinvestment of dividends and distributions		219,929		7,013,649		609,976		16,499,985
Shares redeemed		(1,328,551)		(40,596,771)		(2,678,044)		(74,207,370)
Redemption fees		-		-		-		-

Net decrease		(474,554)	$	(14,011,984)		(1,020,374)	$	(28,963,783)

104

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DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)


	Six Months Ended				Year Ended
	January 31, 2024 (unaudited)				July 31, 2023
	Shares		Amount		Shares		Amount


Domini International Opportunities Fund

Investor Shares
Shares sold		45,165	$	437,979		42,113	$	391,759
Shares issued in reinvestment of dividends and distributions		603		6,019		2,626		25,784
Shares redeemed		(9,265)		(87,007)		(20,490)		(176,902)
Redemption fees		-		-		-		-

Net increase		36,503	$	356,991		24,249	$	240,641


Institutional Shares
Shares sold		-	$	-		5,760	$	55,009
Shares issued in reinvestment of dividends and distributions		6,917		69,104		19,969		195,470
Shares redeemed		(34,941)		(334,196)		(186,600)		(1,681,650)
Redemption fees		-		-		-		-

Net decrease		(28,024)	$	(265,092)		(160,871)	$	(1,431,171)


Total
Shares sold		45,165	$	437,979		47,873	$	446,768
Shares issued in reinvestment of dividends and distributions		7,520		75,123		22,595		221,254
Shares redeemed		(44,206)		(421,203)		(207,090)		(1,858,552)
Redemption fees		-		-		-		-

Net increase (decrease)		8,479	$	91,899		(136,622)	$	(1,190,530)

105

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)


	Six Months Ended				Year Ended
	January 31, 2024 (unaudited)				July 31, 2023
	Shares		Amount		Shares		Amount


Domini Sustainable Solutions Fund

Investor Shares
Shares sold		88,522	$	1,184,190		202,826	$	2,665,318
Shares issued in reinvestment of dividends and distributions		-		-		-		-
Shares redeemed		(80,704)		(1,100,498)		(103,518)		(1,358,190)
Redemption fees		-		-		-		-

Net increase		7,818	$	83,692		99,308	$	1,307,128


Institutional Shares
Shares sold		2,261	$	32,500		307,377	$	4,122,157
Shares issued in reinvestment of dividends and distributions		-		-		-		-
Shares redeemed		(63,311)		(845,171)		(100,633)		(1,334,064)
Redemption fees		-		-		-		-

Net increase (decrease)		(61,050)	$	(812,671)		206,744	$	2,788,093


Total
Shares sold		90,783	$	1,216,690		510,203	$	6,787,475
Shares issued in reinvestment of dividends and distributions		-		-		-		-
Shares redeemed		(144,015)		(1,945,669)		(204,151)		(2,692,254)
Redemption fees		-		-		-		-

Net increase (decrease)		(53,232)	$	(728,979)		306,052	$	4,095,221

106

DOMINI IMPACT EQUITY FUND

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DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)


	Six Months Ended				Year Ended
	January 31, 2024 (unaudited)				July 31, 2023
	Shares		Amount		Shares		Amount


Domini Impact International Equity Fund

Investor Shares
Shares sold		937,445	$	7,445,014		2,623,085	$	19,237,274
Shares issued in reinvestment of dividends and distributions		68,752		566,515		479,546		3,701,571
Shares redeemed		(2,021,963)		(16,099,478)		(9,313,414)		(68,347,622)
Redemption fees		-		-		-		-

Net decrease		(1,015,766)	$	(8,087,949)		(6,210,783)	$	(45,408,777)


Class A Shares
Shares sold		45,014	$	391,636		217,893	$	1,726,830
Shares issued in reinvestment of dividends and distributions		1,128		9,997		24,849		206,482
Shares redeemed		(131,184)		(1,118,328)		(1,003,589)		(7,955,641)
Redemption fees		-		-		-		-

Net decrease		(85,042)	$	(716,695)		(760,847)	$	(6,022,329)


Institutional Shares
Shares sold		2,857,037	$	22,563,580		10,870,034	$	78,209,207
Shares issued in reinvestment of dividends and distributions		292,343		2,359,209		1,334,355		10,064,963
Shares redeemed		(5,966,925)		(46,589,470)		(33,454,953)		(244,554,818)
Redemption fees		-		-		-		-

Net decrease		(2,817,545)	$	(21,666,681)		(21,250,564)	$	(156,280,648)



Class Y Shares
Shares sold		1,854,490	$	14,601,734		10,917,784	$	79,578,317
Shares issued in reinvestment of dividends and distributions		179,605		1,453,004		1,221,504		9,190,040
Shares redeemed		(8,062,410)		(61,209,634)		(52,661,225)		(386,908,466)
Redemption fees		-		-		-		-

Net decrease		(6,028,315)	$	(45,154,896)		(40,521,937)	$	(298,140,109)


Total
Shares sold		5,693,986	$	45,001,964		24,628,796	$	178,751,628
Shares issued in reinvestment of dividends and distributions		541,828		4,388,725		3,060,254		23,163,056
Shares redeemed		(16,182,482)		(125,016,910)		(96,433,181)		(707,766,547)
Redemption fees		-		-		-		-

Net decrease		(9,946,668)	$	(75,626,221)		(68,744,131)	$	(505,851,863)

107

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DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

6. FEDERAL TAX STATUS

The tax basis of the components of net assets for the Funds at July 31, 2023, are as follows:


	Domini Impact Equity Fund		Domini International Opportunities Fund		Domini Sustainable Solutions Fund		Domini Impact International Equity Fund
Undistributed Ordinary Income	$	168,969	$	47,320	$	-	$	5,556,277
Undistributed capital gains		2,594,361		-		-		-
Unrealized appreciation/(depreciation)		410,136,043		1,232,359		4,740,466		108,710,941
Capital losses, other losses and other temporary differences		-		(1,444,460)		(4,577,506)		(190,655,404)
Late year ordinary and post Oct capital loss deferrals		-		-		-		-

Distributable net earnings/(deficit)	$	412,899,373	$	(164,781)	$	162,960	$	(76,388,186)

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, 2023, the Domini International Opportunities Fund had a short-term capital loss carryover of $116,687 and long-term capital loss carryover of $1,327,773 and the Domini Sustainable Solutions Fund had a short-term capital loss carryover of $4,463,467 and long-term capital loss carryover of $114,039 and the Domini Impact International Equity Fund had a short-term capital loss carryover of $142,281,319 and long-term capital loss carryover of $48,374,085.

For tax purposes, the Funds may elect to defer any portion of a post October capital loss deferral or late year ordinary loss to the first day of the following fiscal year. At July 31, 2023, the Funds have no deferred post October capital losses.

108

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

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,				Year Ended July 31,				Year Ended July 31,				Year Ended July 31,
	2023		2022		2023		2022		2023		2022		2023		2022
Ordinary income	$	4,186,630	$	5,844,084	$	221,464	$	426,877	$	-	$	49,109	$	29,109,791	$	26,759,352
Long-term capital gain		13,820,942		58,594,709		-		-		-		1,352,315		-		-

Total	$	18,007,572	$	64,438,793	$	221,464	$	426,877	$	-	$	1,401,424	$	29,109,791	$	26,759,352

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

7. OTHER RISKS

The Funds’ 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, political instability, recessions, inflation, changes in interest or currency rates, the spread of infectious illness or other public health issues, weather or climate events, armed conflict, market disruptions caused by tariffs, trade disputes, sanctions or other government actions, or other factors or adverse investor sentiment 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. A change in financial condition or other event

109

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

affecting a single issuer or market may adversely impact securities markets as a whole.

The long-term impact of the COVID-19 pandemic and its subsequent variants on economies, markets, industries and individual issuers, are not known. Some sectors of the economy and individual issuers have experienced particularly large losses. Periods of extreme volatility in the financial markets, reduced liquidity of many instruments, increased government debt, inflation, and disruptions to supply chains, consumer demand and employee availability, may continue for some time.

Raising the ceiling on U.S. government debt has become increasingly politicized. Any failure to increase the total amount that the U.S. government is authorized to borrow could lead to a default on U.S. government obligations, with unpredictable consequences for economies and markets in the U.S. and elsewhere. Inflation and interest rates have increased and may rise further. These circumstances could adversely affect the value and liquidity of the Funds’ investments, impair the Funds’ ability to satisfy redemption requests, and negatively impact the Funds’ performance. Following Russia’s invasion of Ukraine, Russian securities lost all, or nearly all, their market value. Other securities or markets could be similarly affected by past or future political, geopolitical or other events or conditions.

Governments and central banks, including the U.S. Federal Reserve, have taken extraordinary and unprecedented actions to support local and global economies and the financial markets. These actions have resulted in significant expansion of public debt, including in the U.S. The consequences of high public debt, including its future impact on the economy and securities markets, may not be known for some time. U.S. Federal Reserve or other U.S. or non-U.S. governmental or central bank actions, including increases or decreases in interest rates, or contrary actions by different governments, could negatively affect financial markets generally, increase market volatility and reduce the value and liquidity of securities in which the Funds invest. Policy and legislative changes in the U.S. and in other countries are affecting many aspects of financial regulation, and these and other events affecting global markets, such as the U.K.’s exit from the European Union (or Brexit), potential trade imbalances with China or other countries, or sanctions or other government actions against Russia, other nations or individuals or companies (or their countermeasures), may contribute to decreased liquidity and increased volatility

110

DOMINI IMPACT EQUITY FUND

DOMINI INTERNATIONAL OPPORTUNITIES FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

in the financial markets. The impact of these changes on the markets, and the implications for market participants, may not be fully known for some time.

The U.S. and other countries are periodically involved in disputes over trade and other matters, which may result in tariffs, investment restrictions and adverse impacts on affected companies and securities. For example, the U.S. has imposed tariffs and other trade barriers on Chinese exports, has restricted sales of certain categories of goods to China, and has established barriers to investments in China. Trade disputes may adversely affect the economies of the U.S. and its trading partners, as well as companies directly or indirectly affected and financial markets generally. The U.S. government has prohibited U.S. persons, such as the Funds, from investing in Chinese companies designated as related to the Chinese military. These and possible future restrictions could limit the Funds’ opportunities for investment and require the sale of securities at a loss or make them illiquid. Moreover, the Chinese government is involved in a longstanding dispute with Taiwan that has included threats of invasion. If the political climate between the U.S. and China does not improve or continues to deteriorate, if China were to attempt unification of Taiwan by force, or if other geopolitical conflicts develop or get worse, economies, markets and individual securities may be severely affected both regionally and globally, and the value of the Funds’ assets may go down.

Economies and financial markets throughout the world are increasingly interconnected. Economic, financial or political events, trading or tariff arrangements, armed conflict including Russia’s military invasion of Ukraine, terrorism, natural disasters, infectious illness or public health issues, cybersecurity events, supply chain disruptions, sanctions against Russia, other nations or individuals or companies and possible countermeasures, and other circumstances in one country or region could have profound impacts on other countries or regions and on global economies or markets. As a result, whether or not the Funds invest in securities of issuers located in or with significant exposure to the countries or regions directly affected, the value and liquidity of the Funds’ investments may be negatively affected.

111

DOMINI IMPACT BOND FUND

STATEMENT OF ASSETS AND LIABILITIES

January 31, 2024 (Unaudited)


	Domini Impact Bond Fund
ASSETS
Investments, at value (cost $267,455,363)	$	247,778,590
Cash		20,705,041
Foreign currency, at value (cost $238,432)		239,068
Receivable for securities sold		105,909
Interest receivable		1,515,278
Collateral on certain derivative contracts		1,526,392
Premium paid for swap contracts		1,818,272
Receivable for variation margin swaps		374,204
Receivable for capital shares		146,665
Cash held at other banks (cost $218,169)		218,179
Unrealized appreciation on forward currency contracts		35,996

Total assets		274,463,594

LIABILITIES
Payable for securities purchased		43,456,554
Payable for capital shares		215,348
Payable for variation margin swaps		1,133,137
Cash due to broker (cost $574,226)		574,232
Premium received for swap contracts		605,156
Management fee payable		61,135
Distribution fee payable		47,848
Other accrued expenses		60,917
Dividend payable		58,891
Payable for variation margin futures		52,228
Unrealized depreciation on OTC swap contracts		1,157
Unrealized depreciation on forward currency contracts		21,716

Total liabilities		46,288,319

NET ASSETS	$	228,175,275

NET ASSETS CONSISTS OF
Paid-in capital	$	263,748,601
Total distributable earnings (loss)		(35,573,326)

NET ASSETS	$	228,175,275

NET ASSET VALUE PER SHARE

Investor Shares
Net assets		113,099,722

Outstanding shares of beneficial interest		11,224,065

Net asset value and offering price per share	$	10.08


Institutional Shares
Net assets		89,028,760

Outstanding shares of beneficial interest		8,898,179

Net asset value and offering price per share	$	10.01


Class Y Shares
Net assets		26,046,793

Outstanding shares of beneficial interest		2,582,606

Net asset value and offering price per share	$	10.09

SEE NOTES TO FINANCIAL STATEMENTS

112

DOMINI IMPACT BOND FUND

STATEMENT OF OPERATIONS

For the Six Months Ended January 31, 2024 (Unaudited)


	Domini Impact Bond Fund
INCOME
Interest income	$	4,076,823

Investment Income		4,076,823

EXPENSES
Management fee		356,633
Administrative fee		279,052
Distribution fees – Investor Shares		140,705
Transfer agent fees – Investor Shares		85,715
Transfer agent fees – Institutional Shares		908
Transfer agent fees – Class Y Shares		11,095
Custody and accounting fees		48,905
Professional fees		17,314
Registration fees – Investor Shares		8,423
Registration fees – Institutional Shares		21,906
Registration fees – Class Y Shares		6,995
Shareholder communication fees		13,556
Miscellaneous		55,600
Trustees fees		9,025
Shareholder service fees – Investor Shares		4,721
Shareholder service fees – Institutional Shares		75
Shareholder service fees – Class Y Shares		12

Total expenses		1,060,640
Fees waived and expenses reimbursed		(246,786)

Net expenses		813,854

NET INVESTMENT INCOME (LOSS)		3,262,969

REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY
NET REALIZED GAIN (LOSS) FROM:
Investments		(1,850,815)
Swap contracts		1,260,174
Futures contracts		(236,544)
Foreign currency		(1,799)
Forward contracts		17,622

Net realized gain (loss)		(811,362)

NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM:
Investments		6,176,346
Swap contracts		(470,314)
Futures contracts		(182,550)
Forward contracts		61,493
Translation of assets and liabilities in foreign currencies		1,813

Net change in unrealized appreciation (depreciation)		5,586,788

NET REALIZED AND UNREALIZED GAIN (LOSS)		4,775,426

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	8,038,395

SEE NOTES TO FINANCIAL STATEMENTS

113

DOMINI IMPACT BOND FUND

STATEMENTS OF CHANGES IN NET ASSETS


	Six Months Ended January 31, 2024 (unaudited)		Year Ended July 31, 2023
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS
Net investment income (loss)	$	3,262,969	$	5,711,699
Net realized gain (loss)		(811,362)		(7,268,377)
Net change in unrealized appreciation (depreciation)		5,586,788		(7,396,051)

Net Increase (Decrease) in Net Assets Resulting from Operations		8,038,395		(8,952,729)

DISTRIBUTIONS TO SHAREHOLDERS
Investor Shares		(1,622,585)		(3,168,244)
Institutional Shares		(1,377,333)		(2,478,308)
Class Y Shares		(375,447)		(563,125)

Net Decrease in Net Assets from Distributions		(3,375,365)		(6,209,677)

CAPITAL SHARE TRANSACTIONS
Proceeds from sale of shares		25,830,593		58,419,775
Net asset value of shares issued in reinvestment of distributions and dividends		3,013,639		5,592,327
Payments for shares redeemed		(27,310,331)		(70,160,576)

Net Increase (Decrease) in Net Assets from Capital Share Transactions		1,533,901		(6,148,474)

Total Increase (Decrease) in Net Assets		6,196,931		(21,310,880)

NET ASSETS
Beginning of period	$	221,978,344	$	243,289,224

End of period	$	228,175,275	$	221,978,344

SEE NOTES TO FINANCIAL STATEMENTS

114

DOMINI IMPACT BOND FUND — INVESTOR SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2024			Year Ended July 31,
	(unaudited)			2023			2022			2021			2020			2019
For a share outstanding for the period:
Net asset value, beginning of period		$9.87			$10.51			$12.04			$12.49			$11.46			$10.92

Income from investment operations:
Net investment income (loss)		0.13			0.24			0.16			0.18			0.22			0.28
Net realized and unrealized gain (loss) on investments		0.22			(0.62)			(1.41)			(0.05)			1.04			0.55

Total Income (loss) From Investment Operations		0.35			(0.38)			(1.25)			0.13			1.26			0.83

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.14)			(0.26)			(0.17)			(0.18)			(0.23)			(0.27)
Distributions to shareholders from net realized gain		-			(0.00)	¹		(0.11)			(0.40)			-			-
Tax return of capital ²		-			-			-			-			-			(0.02)

Total Distributions		(0.14)			(0.26)			(0.28)			(0.58)			(0.23)			(0.29)

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

Net asset value, end of period		$10.08			$9.87			$10.51			$12.04			$12.49			$11.46

Total return ³		3.62%			(3.56)%			(10.53)%			1.06%			11.09%			7.77%
Portfolio turnover		121%			278%			383%			378%			469%			319%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$113			$116			$133			$151			$144			$121
Ratio of expenses to average net assets		0.87%	⁴		0.87%	⁴		0.87%	⁴		0.87%	⁴		0.86%	^4,5		0.87%	^4,5
Ratio of gross expenses to average net assets		1.12%			1.13%			1.08%			1.10%			1.15%			1.20%
Ratio of net investment income (loss) to average net assets		2.78%			2.41%			1.47%			1.47%			1.84%			2.55%

¹ Amount represents less than $0.005 per share.

² Based on average shares outstanding.

³ Not annualized for periods less than one year.

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

⁵Ratio 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

115

DOMINI IMPACT BOND FUND — INSTITUTIONAL SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2024			Year Ended July 31,
	(unaudited)			2023			2022			2021			2020			2019
For a share outstanding for the period:
Net asset value, beginning of period		$9.80			$10.43			$11.96			$12.41			$11.38			$10.89

Income from investment operations:
Net investment income (loss)		0.15			0.27			0.20			0.23			0.25			0.33
Net realized and unrealized gain (loss) on investments		0.21			(0.61)			(1.42)			(0.07)			1.04			0.53

Total Income (loss) From Investment Operations		0.36			(0.34)			(1.22)			0.16			1.29			0.86

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.15)			(0.29)			(0.20)			(0.21)			(0.26)			(0.34)
Distributions to shareholders from net realized gain		-			(0.00)	¹		(0.11)			(0.40)			-			-
Tax return of capital ²		-			-			-			-			-			(0.03)

Total Distributions		(0.15)			(0.29)			(0.31)			(0.61)			(0.26)			(0.37)

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

Net asset value, end of period		$10.01			$9.80			$10.43			$11.96			$12.41			$11.38

Total return ³		3.79%			(3.22)%			(10.34)%			1.35%			11.49%			8.06%
Portfolio turnover		121%			278%			383%			378%			469%			319%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$89			$84			$93			$91			$46			$37
Ratio of expenses to average net assets		0.57%	⁴		0.57%	⁴		0.57%	⁴		0.57%	⁴		0.56%	^4,5		0.57%	^4,5
Ratio of gross expenses to average net assets		0.76%			0.74%			0.72%			0.73%			0.74%			0.84%
Ratio of net investment income (loss) to average net assets		3.08%			2.71%			1.74%			1.72%			2.13%			2.84%

¹ Amount represents less than $0.005 per share.

² Based on average shares outstanding.

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

116

DOMINI IMPACT BOND FUND — CLASS Y SHARES

FINANCIAL HIGHLIGHTS


	Six Months Ended January 31, 2024			Year Ended July 31,						For the Period June 1, 2021 (commencement of operations) through July 31,
	(unaudited)			2023			2022			2021
For a share outstanding for the period:
Net asset value, beginning of period		$9.88			$10.52			$12.05			$11.85

Income from investment operations:
Net investment income (loss)		0.15			0.27			0.19			0.03
Net realized and unrealized gain (loss) on investments		0.21			(0.63)			(1.41)			0.20

Total Income (loss) From Investment Operations		0.36			(0.36)			(1.22)			0.23

Less dividends and/or distributions:
Dividends to shareholders from net investment income		(0.15)			(0.28)			(0.20)			(0.03)
Distributions to shareholders from net realized gain		-			(0.00)	¹		(0.11)			-

Total Distributions		(0.15)			(0.28)			(0.31)			(0.03)

Redemption fee proceeds		-			-			-			-

Net asset value, end of period		$10.09			$9.88			$10.52			$12.05

Total return ²		3.73%			(3.35)%			(10.32)%			1.93%
Portfolio turnover		121%			278%			383%			378%
Ratios/supplemental data (annualized):
Net assets, end of period (in millions)		$26			$23			$18			$11
Ratio of expenses to average net assets		0.65%	³		0.65%	³		0.65%	³		0.65%	³
Ratio of gross expenses to average net assets		0.85%			0.91%			0.96%			1.03%
Ratio of net investment income (loss) to average net assets		3.00%			2.65%			1.74%			1.36%

¹ Amount represents less than $0.005 per share.

² Not annualized for periods less than one year.

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

SEE NOTES TO FINANCIAL STATEMENTS

117

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS

January 31, 2024 (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. 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.

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DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (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 Domini Impact Investments LLC (Domini), the Fund’s valuation designee.

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 Domini, the Fund’s valuation designee.

Effective September 8, 2022, Domini was designated as the Fund’s valuation designee in accordance with Rule 2a-5 under the 1940 Act, with responsibility for fair valuation, subject to oversight by the Fund’s Board of Trustees.

The valuation designee 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 valuation designee’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

119

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

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

Level 3 — significant unobservable inputs (including the valuation designee’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, 2024, 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	$	-	$	114,255,085	$	-	$	114,255,085
Corporate Bonds and Notes		-		60,671,342		-		60,671,342
U.S. Government Agency Obligations		-		43,697,229		-		43,697,229
Municipal Bonds		-		14,760,503		-		14,760,503
Asset Backed Securities		-		6,443,154		-		6,443,154
Senior Floating Rate Interests		-		4,859,871		-		4,859,871
Foreign Government & Agency Securities		-		2,305,209		-		2,305,209
Convertible Bonds		-		786,197		-		786,197

Total Long Term Investments	$	-	$	247,778,590	$	-	$	247,778,590

Total Investment in Securities	$	-	$	247,778,590	$	-	$	247,778,590


Other Financial Instruments:
Forward Currency Contracts		-		35,996		-		35,996
Futures		15,229		-		-		15,229
Credit Default Swap - CCP-		-		47,651		-		47,651
Interest Rate Swap - CCP-		-		326,553		-		326,553

Total Other Financial Instruments	$	15,229	$	410,200	$	-	$	425,429

Liabilities:

Other Financial Instruments:
Forward Currency Contracts		-		(21,716)		-		(21,716)
Futures		(101,934)		-		-		(101,934)
Interest Rate Swap - CCP		-		(1,133,137)		-		(1,133,137)
Interest Rate Swap - OTC		-		(1,157)		-		(1,157)

Total Other Financial Instruments	$	(101,934)	$	(1,156,010)	$	-	$	(1,257,944)

120

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

(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 no outstanding open foreign currency spot contracts as of January 31, 2024.

(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.

121

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

(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 purchased 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. Income on these securities will not be earned until settlement date.

(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 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, 2024.

(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

122

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

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, 2024 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, 2024 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 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, 2024, 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

123

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

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. .. 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, 2024 are listed in the Fund’s Portfolio of Investments.

(L) Total Return Swap Contracts. The Fund may enter into total return swaps to obtain investment exposures that are expected to correlate closely with the Index or a portion of the Index. Total return swaps are agreements in which there is an exchange of cash flows whereby one party commits to make payments on the total return (coupon plus capital gains/losses) of an underlying instrument in exchange for fixed or floating rate interest payments. To the extent the total return of the instrument or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, the Fund will receive a payment or make a payment to the counterparty. During the term of the outstanding swap agreement, changes in the underlying value of the swap are recorded as unrealized gains and losses. Periodic payments received or made are recorded as realized gains or losses. The Fund is exposed to credit loss in the event of nonperformance by the swap counterparty. Risk may also arise from the unanticipated movements in value of exchange rates, interest rates, securities, or the index.

(M) Upfront Premiums on Swap Contracts. An upfront payment, if any, made by the Fund is recorded as an asset in the Statement of Assets and Liabilities. An upfront payment, if any, received by the Fund is recorded as a liability in the Statement of Assets and Liabilities. Payments received or made at the end of

124

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

the measurement period are recorded as realized gain or loss in the Statement of Operations.

(N) 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 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.

125

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

(O) 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 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.

(P) 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, 2024, tax years 2020 through 2023 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.

(Q) 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 Fund’s Board of Trustees and was no longer imposed by the Fund effective August 16, 2021.

(R) 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.

(S) 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 normal course of business, the Fund may also enter into contracts that provide

126

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

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 net $50 million of net assets managed, and 0.315% of net 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, 2023, 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, 2024, absent an earlier modification by the Board of Trustees which oversee the Fund. For the six months ended January 31, 2024, Domini reimbursed expenses totaling $175,983.

As of January 31, 2024, 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 period ended January 31, 2024, the fees received by the Fund’s submanager were $223,242.

(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 (DSIL), a wholly owned subsidiary of Domini, acts as agent of the Funds

127

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

in connection with the offering of Investor shares of the Funds 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, 2024, fees waived by DSIL for the Investor shares totaled $70,728.

(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, 2024, Domini waived fees as follows:


	FEES WAIVED

Domini Impact Bond Fund Investor Shares	$	-
Domini Impact Bond Fund Institutional Shares		75
Domini Impact Bond Fund Class Y Shares		-

(E) Trustees and Officers. Each of the Independent Trustees receive an annual retainer for serving as a Trustee of the Trust of $35,000. The Lead Independent Trustee, Nominating Committee Chair and Chair of the Audit Committee each receive an additional chairperson fee of $5,000. Each Independent Trustee also receives $1,000 for attendance at each regular, quarterly meeting of the Board of the Trust. 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, 2024, all Trustees and officers of the Trust as a group owned less than 1% of the Fund’s outstanding shares.

4. INVESTMENT TRANSACTIONS

For the six months ended January 31, 2024, cost of purchase and proceeds from sales of investments other than short-term obligations were as follows:


	PURCHASES		SALES
U.S. Government Securities	$	290,295,349	$	276,308,637
Investments in Securities		7,085,656		13,409,056

128

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

5. SHARES OF BENEFICIAL INTEREST

At January 31, 2024, 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, 2024 (unaudited)				Year Ended July 31, 2023
	Shares		Amount		Shares		Amount

Investor Shares
Shares sold		830,474	$	8,111,508		2,186,781	$	21,917,294
Shares issued in reinvestment of dividends and distributions		164,172		1,602,354		315,368		3,126,879
Shares redeemed		(1,471,861)		(14,319,689)		(3,438,502)		(34,166,288)
Redemption fees		-		-		-		-

Net decrease		(477,215)	$	(4,605,827)		(936,353)	$	(9,122,115)


Institutional Shares
Shares sold		1,184,756	$	11,434,203		2,464,354	$	24,463,817
Shares issued in reinvestment of dividends and distributions		106,928		1,036,353		193,237		1,902,330
Shares redeemed		(952,847)		(9,219,264)		(2,990,990)		(29,436,641)
Redemption fees		-		-		-		-

Net increase (decrease)		338,837	$	3,251,292		(333,399)	$	(3,070,494)


Class Y Shares
Shares sold		644,782	$	6,284,882		1,203,602	$	12,038,664
Shares issued in reinvestment of dividends and distributions		38,370		374,932		56,720		563,118
Shares redeemed		(386,708)		(3,771,378)		(655,626)		(6,557,647)
Redemption fees		-		-		-		-

Net increase		296,444	$	2,888,436		604,696	$	6,044,135


Total
Shares sold		2,660,012	$	25,830,593		5,854,737	$	58,419,775
Shares issued in reinvestment of dividends and distributions		309,470		3,013,639		565,325		5,592,327
Shares redeemed		(2,811,416)		(27,310,331)		(7,085,118)		(70,160,576)
Redemption fees		-		-		-		-

Net increase (decrease)		158,066	$	1,533,901		(665,056)	$	(6,148,474)

129

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

6. SUMMARY OF DERIVATIVE ACTIVITY

At January 31, 2024, 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 Risk

Receivable for variation margin swaps/Unrealized appreciation on OTC swap contracts / Receivable for variation margin futures / Net assets consist of - Total distributable earnings

326,553

Payable for variation margin swaps / Payable for variation margin futures / Net assets consist of - Total distributable earnings

1,186,522

Credit Risk

Receivable for variation margin swaps / Net assets consist of - Total distributable earnings

47,651

Payable for variation margin swaps /Net assets consist of - Total distributable earnings

Foreign Exchange Risk

Unrealized appreciation on forward currency contracts/Net assets consist of - Total distributable earnings

35,996

Unrealized depreciation on forward currency contracts/Net assets consist of - Total distributable earnings

21,716

Total

410,200

1,208,238

* Includes cumulative appreciation/depreciation of futures contracts as reported in Portfolio of Investments/footnotes. Only current day’s variation margin is reported within the Statement of Assets and Liabilities

130

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

For the six months ended January 31, 2024, 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)
Interest Rate Risk	Net realized gain (loss) from swap and future contracts/ Net change in unrealized appreciation (depreciation) from swap and future contracts	$	833,443	$	(681,623	)

Credit Risk	Net realized gain (loss) from swap contracts/ Net change in unrealized appreciation (depreciation) from swap contracts		190,187		28,759

Foreign Exchange Risk	Net realized gain (loss) from forward contracts/ Net change in unrealized appreciation (depreciation) from forward contracts		17,622		61,493

Total		$	1,041,252	$	(591,371	)

The average notional cost of futures contracts and average notional amounts of other derivative contracts outstanding during the six months ended January 31, 2024, which are indicative of the volume of these derivative types, were approximately as follows:


Futures contracts (notional)	$	14,167,779
Forward currency contracts (contract amount)	$	5,455,562
OTC interest rate swap contracts (notional)	$	1,995,000
Centrally cleared interest rate swap contracts (notional)	$	85,670,500
Centrally cleared credit default contracts (notional)	$	2,394,300

7. FEDERAL TAX STATUS

The tax basis of the components of net assets for the Funds at July 31, 2023, are as follows:


Unrealized appreciation/(depreciation)	$	(26,197,632)
Capital losses, other losses and other temporary differences		(13,953,326)
Late year ordinary and post Oct capital loss deferrals		(33,354)

Distributable net earnings/(deficit)	$	(40,184,312)

131

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

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, 2023, the Fund had a short-term capital loss carryover of $11,005,844 and long-term capital loss carryover of $2,947,482.

For tax purposes, the Fund may elect to defer any portion of a Post-October Capital Loss Deferral or Late Year Ordinary Loss to the first day of the following fiscal year. At July 31, 2023, the Fund deferred Post-October Capital Losses of $33,354

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


	Year Ended July 31,
	2023		2022

Ordinary income	$	6,209,677	$	4,772,788
Long-term capital gain		-		2,124,746

Total	$	6,209,677	$	6,897,534

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 Funds’ 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, political instability, recessions, inflation, changes in interest or currency rates, the spread of infectious illness or other public health issues, weather or climate events, armed conflict, market disruptions caused by tariffs, trade disputes, sanctions or other government actions, or other factors or adverse investor sentiment 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. A change in financial condition or other event affecting a single issuer or market may adversely impact securities markets as a whole.

132

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

Raising the ceiling on U.S. government debt has become increasingly politicized. Any failure to increase the total amount that the U.S. government is authorized to borrow could lead to a default on U.S. government obligations, with unpredictable consequences for economies and markets in the U.S. and elsewhere. Inflation and interest rates have increased and may rise further. These circumstances could adversely affect the value and liquidity of the Fund’s investments, impair the Fund’s ability to satisfy redemption requests, and negatively impact the Fund’s performance. Following Russia’s invasion of Ukraine, Russian securities lost all, or nearly all, their market value. Other securities or markets could be similarly affected by past or future political, geopolitical or other events or conditions.

Governments and central banks, including the U.S. Federal Reserve, have taken extraordinary and unprecedented actions to support local and global economies and the financial markets. These actions have resulted in significant expansion of public debt, including in the U.S. The consequences of high public debt, including its future impact on the economy and securities markets, may not be known for some time. U.S. Federal Reserve or other U.S. or non-U.S. governmental or central bank actions, including increases or decreases in interest rates, or contrary actions by different governments, could negatively affect financial markets generally, increase market volatility and reduce the value and liquidity of securities in which the Fund invests. Policy and legislative changes in the U.S. and in other countries are affecting many aspects of financial regulation, and these and other events affecting global markets, such as the U.K.’s exit from the European Union (or Brexit), potential trade imbalances with China or other countries, or sanctions or other government actions against Russia, other nations or individuals or companies (or their countermeasures), may contribute to decreased liquidity and increased volatility in the financial markets. The impact of these changes on the markets, and the implications for market participants, may not be fully known for some time.

133

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2024 (Unaudited)

The U.S. and other countries are periodically involved in disputes over trade and other matters, which may result in tariffs, investment restrictions and adverse impacts on affected companies and securities. For example, the U.S. has imposed tariffs and other trade barriers on Chinese exports, has restricted sales of certain categories of goods to China, and has established barriers to investments in China. Trade disputes may adversely affect the economies of the U.S. and its trading partners, as well as companies directly or indirectly affected and financial markets generally. The U.S. government has prohibited U.S. persons, such as the Fund, from investing in Chinese companies designated as related to the Chinese military. These and possible future restrictions could limit the Fund’s opportunities for investment and require the sale of securities at a loss or make them illiquid. Moreover, the Chinese government is involved in a longstanding dispute with Taiwan that has included threats of invasion. If the political climate between the U.S. and China does not improve or continues to deteriorate, if China were to attempt unification of Taiwan by force, or if other geopolitical conflicts develop or get worse, economies, markets and individual securities may be severely affected both regionally and globally, and the value of the Fund’s assets may go down.

Economies and financial markets throughout the world are increasingly interconnected. Economic, financial or political events, trading or tariff arrangements, armed conflict including Russia’s military invasion of Ukraine, terrorism, natural disasters, infectious illness or public health issues, cybersecurity events, supply chain disruptions, sanctions against Russia, other nations or individuals or companies and possible countermeasures, and other circumstances in one country or region could have profound impacts on other countries or regions and on global economies or markets. As a result, whether or not the Fund invests in securities of issuers located in or with significant exposure to the countries or regions directly affected, the value and liquidity of the Fund’s investments may be negatively affected.

134

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

Disclosure of each Fund’s portfolio holdings is made within 60 days of the end of each fiscal semi-annual period (each July 31 and January 31) in the Annual Report and the Semi-Annual Report to Fund shareholders and as of the end of its first and third fiscal quarters (each October 31 and April 30) in publicly available filings of Form N-PORT on the EDGAR database on the SEC’s website, sec.gov. Portfolio holdings information is also available online at domini.com/funddocuments.

To obtain copies of Annual and Semi-Annual Reports, free of charge, call 1-800-582-6757. Each Annual Report and Semi-Annual Report is available online at domini.com/funddocuments and in publicly available filings of Form N-CSR on the EDGAR database on the SEC’s website, sec.gov.

135

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 One Congress Street, Suite 1 Boston, MA 02114-2016 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

Presorted Standard Domini Funds U.S.Postage P.O. Box 46707 | Cincinnati, OH 45246-0707 PAID 1-800-582-6757 |domini.com|@DominiFunds Lancaster, PA Subscribe to Domini news at domini.com/subscribe Permit No. 1260 Domini ImpactEquityFundSM Investor Shares:: CUSIP 257132100 | DSEFX Institutional Shares: CUSIP 257132852 | DIEQX Class Y Shares: CUSIP 257132308 | DSFRX Class AShares: CUSIP 257132860 | DSEPX Domini International Opportunities FundSM InvestorShares: CUSIP 257132753 | RISEX Institutional Shares: CUSIP 257132746 | LEADX Domini Sustainable Solutions FundSM InvestorShares: 257132761 | CAREX Institutional Shares: 257132779 | LIFEX Domini ImpactInternational EquityFundSM InvestorShares: CUSIP 257132704 | DOMIX Institutional Shares: CUSIP 257132811 | DOMOX Class YShares: CUSIP 257132787 | DOMYX Class AShares: CUSIP 257132886 | DOMAX Domini ImpactBond FundSM InvestorShares: CUSIP 257132209 | DSBFX Institutional Shares: CUSIP 257132829 | DSBIX Class YShares: CUSIP 257132795 | DSBYX

(b)

Not applicable

Item 2.

Code of Ethics.

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

(c)	Not applicable.

(d)	Not applicable.

(e)	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 were 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 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 her evaluation, Ms. Laible 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 period covered by this report that have materially affected, or is 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.

(a)(2)(1) There were no written solicitations to purchase securities under Rule 23c-1 under the Act sent or given during the period covered by the report by or on behalf of the Registrant to 10 or more persons.

(a)(2)(2) There was no change in the Registrant’s independent public accountant during the period covered by the report.

(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 8, 2024

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 8, 2024


By:		/s/ Carole M. Laible
		Carole M. Laible
		Treasurer (Principal Financial Officer)

Date: April 8, 2024

Domini Social Investment Trust N-CSRSCertified semi-annual shareholder report (management investment company)