# EDGAR Filing Document

**Accession Number:** 0000851680
**File Stem:** 0001193125-25-232005
**Filing Date:** 2025-10
**Character Count:** 489336
**Document Hash:** c96914699a9b066fc28074fbae974f1d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-232005.hdr.sgml**: 20251006

**ACCESSION NUMBER**: 0001193125-25-232005

**CONFORMED SUBMISSION TYPE**: N-CSR

**PUBLIC DOCUMENT COUNT**: 51

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20251006

**DATE AS OF CHANGE**: 20251006

**EFFECTIVENESS DATE**: 20251006

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DOMINI INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000851680

**ORGANIZATION NAME:**
- **EIN:** 043081258
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** N-CSR
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05823
- **FILM NUMBER:** 251377354

**BUSINESS ADDRESS:**
- **STREET 1:** 180 MAIDEN LANE
- **STREET 2:** SUITE 1302
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10038-4925
- **BUSINESS PHONE:** 212-217-1100

**MAIL ADDRESS:**
- **STREET 1:** 180 MAIDEN LANE
- **STREET 2:** SUITE 1302
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10038-4925

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DOMINI SOCIAL INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 20010814

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DOMINI SOCIAL EQUITY FUND
- **DATE OF NAME CHANGE:** 19930915

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DOMINI SOCIAL INDEX TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Domini Impact Equity Fund (Series ID: S000003423)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000009466 | Investor Shares      | DSEFX           |
| C000009467 | Class Y Shares       | DSFRX           |
| C000071456 | Institutional Shares | DIEQX           |

### Domini Impact Bond Fund (Series ID: S000003424)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000009468 | Investor Shares      | DSBFX           |
| C000110199 | Institutional Shares | DSBIX           |
| C000200994 | Class Y Shares       | DSBYX           |

### Domini Impact International Equity Fund (Series ID: S000014393)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000039201 | Investor Shares      | DOMIX           |
| C000123188 | Institutional Shares | DOMOX           |
| C000200995 | Class Y Shares       | DOMYX           |

### Domini Sustainable Solutions Fund (Series ID: S000067792)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000217516 | Investor Shares      | CAREX           |
| C000217517 | Institutional Shares | LIFEX           |

?xml version='1.0' encoding='ASCII'? Domini Investment Trust

### 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 811-05823

## 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: July 31, 2025

------

**Item 1.** **Reports to Stockholders.** <br>

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

Annual Shareholder Report

July 31, 2025

![Image](g908799i531590793d85e32164e4.jpg)

#### Domini Impact Equity Fund℠
INVESTOR SHARES \| DSEFX

# Shareholder Report Overview
This annual shareholder report contains important information about the Domini Impact Equity Fund for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at domini.com. You can also request information by contacting us at 1-800-582-6757 or by emailing funddocuments@domini.com.

# What were the Fund costs for last year?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Class Name** | **Cost of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Investor shares | $110 | 1.04% |

---

# How did the Fund perform last year and what affected its performance?
The Fund's Investor Shares returned 10.88% for the trailing twelve months ended July 31, 2025, underperforming the S&P 500 Index (the "benchmark"), which returned 16.33%.

U.S. equities delivered generally solid returns over the period. Late 2024 rate cuts by the Federal Reserve, resilient economic indicators, strong corporate earnings, and continued enthusiasm around artificial intelligence (AI) all helped to bolster investor optimism, despite significant volatility and heightened uncertainty surrounding tariffs and central bank policy.

The Fund's underperformance relative to the benchmark was disproportionately driven by a few specific names, including Novo Nordisk, Meta Platforms, Broadcom, and Palantir Technologies. Of these, the largest individual detractor was an out-of-benchmark position in Novo Nordisk, a Danish pharmaceutical company that struggled amid increasing competition in the obesity drug market. The others were large benchmark holdings in the Information Technology and Communication Services sectors that were not held and which saw strong returns on the back of continued AI dominance. Meta (the parent company of Facebook) and Palantir (a data mining software company) were not held as they do not meet Domini's Impact Investment Standards, while Broadcom continued to outperform after it was sold during the period. Other notable detractors included an out-of-benchmark position in Dutch semiconductor equipment company ASML Holding, which was also sold during the period, and enterprise software company Oracle, which was not held.

Partially offsetting these negative impacts, the Fund benefitted from not holding some other large benchmark holdings which underperformed, including UnitedHealth Group and Eli Lilly, both of which do not meet our standards. Top contributors also included overweight positions in other companies benefitting from AI trends, including NVIDIA. Relative results were also helped by not having exposure to the Energy sector, which it does not invest in due to Domini's exclusionary standards on fossil fuels.

&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Contributors**

## **↑** 
&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Detractors**

## **↓** 
**Sectors:**

* Energy (excluded)

**Stocks:**

* UnitedHealth Group, Inc. (ineligible, not held)

* Eli Lilly & Co. (ineligible, not held)

* NVIDIA Corp. (overweight)

&nbsp;&nbsp;&nbsp;&nbsp;

**Sectors:**

* Information Technology (overweight)

* Communication Services (underweight) 

* Industrials (underweight)

&nbsp;&nbsp;&nbsp;&nbsp;**Stocks:**

* Novo Nordisk A/S (out-of-benchmark)

* Meta Platforms, Inc. (ineligible, not held)

* Broadcom Inc. (underweight)

#### Annual Shareholder Report

#### July 31, 2025
DSEFX07312025

Domini Impact Equity Fund℠

Investor shares

![Image](g908799i531590793d85e32164e4.jpg)

July 31, 2025

# How has the Fund performed?
**Keep in mind that the Fund's past performance is not a good predictor of how the Fund will perform in the future.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund shares.

# CUMULATIVE RETURNS OF A HYPOTHETICAL $10,000 INVESTMENT (as of 7/31/2025)
![Growth of 10K](g908799i787fc6a33692c798d345.jpg)

---

| | | |
|:---|:---|:---|
| | **Investor shares** | **S&P 500 Index** |
| **7/31/2015** | $10000 | $10000 |
| **8/31/2015** | $9381 | $9397 |
| **9/30/2015** | $9072 | $9165 |
| **10/31/2015** | $9653 | $9938 |
| **11/30/2015** | $9655 | $9968 |
| **12/31/2015** | $9281 | $9811 |
| **1/31/2016** | $8680 | $9324 |
| **2/29/2016** | $8804 | $9312 |
| **3/31/2016** | $9410 | $9943 |
| **4/30/2016** | $9356 | $9982 |
| **5/31/2016** | $9448 | $10162 |
| **6/30/2016** | $9231 | $10188 |
| **7/31/2016** | $9758 | $10564 |
| **8/31/2016** | $9821 | $10579 |
| **9/30/2016** | $9931 | $10581 |
| **10/31/2016** | $9719 | $10389 |
| **11/30/2016** | $10192 | $10773 |
| **12/31/2016** | $10324 | $10986 |
| **1/31/2017** | $10540 | $11195 |
| **2/28/2017** | $10895 | $11639 |
| **3/31/2017** | $10852 | $11653 |
| **4/30/2017** | $10960 | $11773 |
| **5/31/2017** | $10968 | $11939 |
| **6/30/2017** | $10881 | $12013 |
| **7/31/2017** | $11131 | $12261 |
| **8/31/2017** | $11157 | $12299 |
| **9/30/2017** | $11369 | $12552 |
| **10/31/2017** | $11611 | $12845 |
| **11/30/2017** | $11880 | $13239 |
| **12/31/2017** | $11916 | $13386 |
| **1/31/2018** | $12533 | $14153 |
| **2/28/2018** | $12043 | $13631 |
| **3/31/2018** | $11832 | $13285 |
| **4/30/2018** | $11766 | $13335 |
| **5/31/2018** | $11893 | $13656 |
| **6/30/2018** | $11808 | $13741 |
| **7/31/2018** | $12280 | $14252 |
| **8/31/2018** | $12600 | $14717 |
| **9/30/2018** | $12576 | $14801 |
| **10/31/2018** | $11582 | $13788 |
| **11/30/2018** | $11857 | $14070 |
| **12/31/2018** | $10834 | $12799 |
| **1/31/2019** | $11644 | $13824 |
| **2/28/2019** | $12071 | $14268 |
| **3/31/2019** | $12309 | $14545 |
| **4/30/2019** | $12785 | $15134 |
| **5/31/2019** | $11984 | $14173 |
| **6/30/2019** | $12840 | $15172 |
| **7/31/2019** | $13055 | $15391 |
| **8/31/2019** | $12851 | $15147 |
| **9/30/2019** | $13056 | $15431 |
| **10/31/2019** | $13393 | $15766 |
| **11/30/2019** | $13864 | $16338 |
| **12/31/2019** | $14265 | $16831 |
| **1/31/2020** | $14472 | $16825 |
| **2/29/2020** | $13471 | $15440 |
| **3/31/2020** | $12060 | $13533 |
| **4/30/2020** | $13589 | $15268 |
| **5/31/2020** | $14334 | $15995 |
| **6/30/2020** | $14881 | $16313 |
| **7/31/2020** | $15924 | $17233 |
| **8/31/2020** | $17211 | $18472 |
| **9/30/2020** | $16602 | $17770 |
| **10/31/2020** | $16136 | $17298 |
| **11/30/2020** | $17860 | $19192 |
| **12/31/2020** | $18632 | $19929 |
| **1/31/2021** | $18669 | $19727 |
| **2/28/2021** | $18681 | $20272 |
| **3/31/2021** | $19000 | $21160 |
| **4/30/2021** | $19909 | $22290 |
| **5/31/2021** | $19799 | $22446 |
| **6/30/2021** | $20692 | $22969 |
| **7/31/2021** | $21247 | $23515 |
| **8/31/2021** | $21894 | $24230 |
| **9/30/2021** | $20716 | $23103 |
| **10/31/2021** | $22382 | $24723 |
| **11/30/2021** | $22132 | $24552 |
| **12/31/2021** | $22601 | $25652 |
| **1/31/2022** | $20837 | $24326 |
| **2/28/2022** | $20171 | $23599 |
| **3/31/2022** | $20836 | $24474 |
| **4/30/2022** | $18470 | $22340 |
| **5/31/2022** | $18308 | $22380 |
| **6/30/2022** | $16918 | $20534 |
| **7/31/2022** | $18560 | $22427 |
| **8/31/2022** | $17668 | $21512 |
| **9/30/2022** | $16042 | $19531 |
| **10/31/2022** | $16986 | $21113 |
| **11/30/2022** | $17975 | $22293 |
| **12/31/2022** | $16794 | $21009 |
| **1/31/2023** | $18069 | $22328 |
| **2/28/2023** | $17694 | $21784 |
| **3/31/2023** | $18537 | $22583 |
| **4/30/2023** | $18590 | $22935 |
| **5/31/2023** | $18926 | $23034 |
| **6/30/2023** | $19994 | $24556 |
| **7/31/2023** | $20528 | $25345 |
| **8/31/2023** | $20185 | $24942 |
| **9/30/2023** | $19066 | $23753 |
| **10/31/2023** | $18605 | $23253 |
| **11/30/2023** | $20557 | $25377 |
| **12/31/2023** | $21565 | $26530 |
| **1/31/2024** | $21944 | $26975 |
| **2/29/2024** | $22901 | $28416 |
| **3/31/2024** | $23443 | $29330 |
| **4/30/2024** | $22439 | $28132 |
| **5/31/2024** | $23603 | $29527 |
| **6/30/2024** | $24516 | $30587 |
| **7/31/2024** | $24696 | $30959 |
| **8/31/2024** | $25188 | $31711 |
| **9/30/2024** | $25705 | $32390 |
| **10/31/2024** | $25272 | $32095 |
| **11/30/2024** | $26671 | $33979 |
| **12/31/2024** | $26282 | $33170 |
| **1/31/2025** | $26891 | $34093 |
| **2/28/2025** | $26310 | $33649 |
| **3/31/2025** | $24584 | $31753 |
| **4/30/2025** | $24465 | $31538 |
| **5/31/2025** | $25947 | $33523 |
| **6/30/2025** | $27040 | $35228 |
| **7/31/2025** | $27383 | $36019 |

---

# Average Annual Total Returns (as of 7/31/25)

---

| | | | |
|:---|:---|:---|:---|
| **Name** | **1 Year** | **5 Years** | **10 Years** |
| Investor shares | 10.88% | 11.45% | 10.60% |
| S&P 500 Index | 16.33% | 15.88% | 13.66% |

---

The Fund's current investment strategy commenced on December 1, 2018, with the current subadviser. Fund performance prior to that reflects the investment strategies employed at that time.

Visit domini.com/performance for the most recent performance information.

# Key Fund Statistics
The following table outlines certain key Fund statistics as of the end of the reporting period:

---

| | |
|:---|:---|
| Fund's net assets | $1120196284 |
| Total number of portfolio holdings | 265 |
| Portfolio turnover rate | 21% |
| Total advisory fees paid | $7168331 |

---

# What did the Fund invest in?
The following table identifies the Fund's top ten portfolio holdings as of the end of the reporting period:

# TOP TEN HOLDINGS (% of net assets)

---

| | |
|:---|:---|
| NVIDIA Corp. | 9.0% |
| Microsoft Corp. | 8.5% |
| Apple, Inc. | 6.5% |
| Amazon.com, Inc. | 4.8% |
| Alphabet, Inc., Class A | 4.3% |
| JPMorgan Chase & Co. | 2.5% |
| Visa, Inc., Class A | 1.8% |
| Netflix, Inc. | 1.5% |
| Mastercard, Inc., Class A | 1.4% |
| Costco Wholesale Corp. | 1.3% |

---

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact Equity Fund℠

Investor shares

![Image](g908799i531590793d85e32164e4.jpg)

July 31, 2025

# SECTOR ALLOCATION (% of net assets)
![Group By Sector Chart](g908799i83f4198fcb6f97887541.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 0.1% |
| Utilities | 0.6% |
| Materials | 2.2% |
| Real Estate | 2.4% |
| Consumer Staples | 5.1% |
| Industrials | 8.1% |
| Communication Services | 9.1% |
| Health Care | 9.4% |
| Consumer Discretionary | 11.3% |
| Financials | 15.3% |
| Information Technology | 36.4% |

---

# Additional Information
You can find additional information on the Fund's website, domini.com/funddocuments, including its:

* Prospectus

* Fund holdings

* Financial information

* Proxy voting information

You can also request this information by contacting us at 1-800-582-6757.

![An image of a QR code that, when scanned, navigates the user to the following URL: https://domini.com/funds/prospectus-fund-documents/](g908799i3c7cb9b5864ae32cac2f.jpg)

Scan for more information

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact Equity Fund℠

Investor shares

Annual Shareholder Report

July 31, 2025

![Image](g908799i531590793d85e32164e4.jpg)

#### Domini Impact Equity Fund℠
INSTITUTIONAL SHARES \| DIEQX

# Shareholder Report Overview
This annual shareholder report contains important information about the Domini Impact Equity Fund for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at domini.com. You can also request information by contacting us at 1-800-582-6757 or by emailing funddocuments@domini.com.

# What were the Fund costs for last year?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Class Name** | **Cost of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Institutional shares | $78 | 0.74% |

---

# How did the Fund perform last year and what affected its performance?
The Fund's Institutional Shares returned 11.24% for the trailing twelve months ended July 31, 2025, underperforming the S&P 500 Index (the "benchmark"), which returned 16.33%.

U.S. equities delivered generally solid returns over the period. Late 2024 rate cuts by the Federal Reserve, resilient economic indicators, strong corporate earnings, and continued enthusiasm around artificial intelligence (AI) all helped to bolster investor optimism, despite significant volatility and heightened uncertainty surrounding tariffs and central bank policy.

The Fund's underperformance relative to the benchmark was disproportionately driven by a few specific names, including Novo Nordisk, Meta Platforms, Broadcom, and Palantir Technologies. Of these, the largest individual detractor was an out-of-benchmark position in Novo Nordisk, a Danish pharmaceutical company that struggled amid increasing competition in the obesity drug market. The others were large benchmark holdings in the Information Technology and Communication Services sectors that were not held and which saw strong returns on the back of continued AI dominance. Meta (the parent company of Facebook) and Palantir (a data mining software company) were not held as they do not meet Domini's Impact Investment Standards, while Broadcom continued to outperform after it was sold during the period. Other notable detractors included an out-of-benchmark position in Dutch semiconductor equipment company ASML Holding, which was also sold during the period, and enterprise software company Oracle, which was not held.

Partially offsetting these negative impacts, the Fund benefitted from not holding some other large benchmark holdings which underperformed, including UnitedHealth Group and Eli Lilly, both of which do not meet our standards. Top contributors also included overweight positions in other companies benefitting from AI trends, including NVIDIA. Relative results were also helped by not having exposure to the Energy sector, which it does not invest in due to Domini's exclusionary standards on fossil fuels.

&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Contributors**

## **↑** 
&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Detractors**

## **↓** 
**Sectors:**

* Energy (excluded)

**Stocks:**

* UnitedHealth Group, Inc. (ineligible, not held)

* Eli Lilly & Co. (ineligible, not held)

* NVIDIA Corp. (overweight)

&nbsp;&nbsp;&nbsp;&nbsp;

**Sectors:**

* Information Technology (overweight)

* Communication Services (underweight) 

* Industrials (underweight)

&nbsp;&nbsp;&nbsp;&nbsp;**Stocks:**

* Novo Nordisk A/S (out-of-benchmark)

* Meta Platforms, Inc. (ineligible, not held)

* Broadcom Inc. (underweight)

#### Annual Shareholder Report

#### July 31, 2025
DIEQX07312025

Domini Impact Equity Fund℠

Institutional shares

![Image](g908799i531590793d85e32164e4.jpg)

July 31, 2025

# How has the Fund performed?
**Keep in mind that the Fund's past performance is not a good predictor of how the Fund will perform in the future.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund shares.

# CUMULATIVE RETURNS OF A HYPOTHETICAL $500,000 INVESTMENT (as of 7/31/2025)
![Growth of 10K](g908799icf4169e1ca803fd5e51d.jpg)

---

| | | |
|:---|:---|:---|
| | **Institutional shares** | **S&P 500 Index** |
| **7/31/2015** | $500000 | $500000 |
| **8/31/2015** | $469171 | $469850 |
| **9/30/2015** | $453943 | $458245 |
| **10/31/2015** | $482942 | $496921 |
| **11/30/2015** | $483329 | $498411 |
| **12/31/2015** | $464694 | $490536 |
| **1/31/2016** | $434637 | $466206 |
| **2/29/2016** | $441125 | $465600 |
| **3/31/2016** | $471610 | $497167 |
| **4/30/2016** | $468989 | $499106 |
| **5/31/2016** | $473576 | $508090 |
| **6/30/2016** | $463091 | $509411 |
| **7/31/2016** | $489522 | $528209 |
| **8/31/2016** | $493017 | $528948 |
| **9/30/2016** | $498653 | $529054 |
| **10/31/2016** | $488141 | $519425 |
| **11/30/2016** | $512012 | $538644 |
| **12/31/2016** | $518860 | $549309 |
| **1/31/2017** | $529860 | $559746 |
| **2/28/2017** | $547736 | $581968 |
| **3/31/2017** | $545903 | $582666 |
| **4/30/2017** | $551403 | $588668 |
| **5/31/2017** | $551862 | $596968 |
| **6/30/2017** | $547736 | $600669 |
| **7/31/2017** | $560570 | $613043 |
| **8/31/2017** | $561945 | $614943 |
| **9/30/2017** | $572717 | $627611 |
| **10/31/2017** | $585322 | $642234 |
| **11/30/2017** | $599072 | $661951 |
| **12/31/2017** | $600820 | $669299 |
| **1/31/2018** | $632187 | $707649 |
| **2/28/2018** | $607705 | $681537 |
| **3/31/2018** | $597052 | $664226 |
| **4/30/2018** | $593986 | $666750 |
| **5/31/2018** | $600629 | $682819 |
| **6/30/2018** | $596570 | $687052 |
| **7/31/2018** | $620433 | $712611 |
| **8/31/2018** | $637111 | $735842 |
| **9/30/2018** | $635912 | $740036 |
| **10/31/2018** | $585709 | $689418 |
| **11/30/2018** | $599869 | $703482 |
| **12/31/2018** | $548426 | $639957 |
| **1/31/2019** | $589529 | $691218 |
| **2/28/2019** | $611254 | $713406 |
| **3/31/2019** | $623484 | $727246 |
| **4/30/2019** | $647680 | $756700 |
| **5/31/2019** | $607551 | $708649 |
| **6/30/2019** | $651017 | $758609 |
| **7/31/2019** | $661946 | $769533 |
| **8/31/2019** | $651903 | $757374 |
| **9/30/2019** | $662615 | $771537 |
| **10/31/2019** | $679772 | $788280 |
| **11/30/2019** | $703733 | $816894 |
| **12/31/2019** | $724339 | $841564 |
| **1/31/2020** | $735231 | $841228 |
| **2/29/2020** | $684401 | $771995 |
| **3/31/2020** | $612870 | $676653 |
| **4/30/2020** | $691037 | $763400 |
| **5/31/2020** | $728752 | $799738 |
| **6/30/2020** | $757055 | $815653 |
| **7/31/2020** | $810390 | $861656 |
| **8/31/2020** | $875916 | $923609 |
| **9/30/2020** | $845360 | $888512 |
| **10/31/2020** | $821564 | $864877 |
| **11/30/2020** | $910036 | $959581 |
| **12/31/2020** | $949572 | $996429 |
| **1/31/2021** | $951761 | $986365 |
| **2/28/2021** | $952386 | $1013589 |
| **3/31/2021** | $969121 | $1057984 |
| **4/30/2021** | $1015792 | $1114480 |
| **5/31/2021** | $1010467 | $1122282 |
| **6/30/2021** | $1056506 | $1148431 |
| **7/31/2021** | $1085044 | $1175764 |
| **8/31/2021** | $1118285 | $1211507 |
| **9/30/2021** | $1058397 | $1155172 |
| **10/31/2021** | $1143722 | $1236149 |
| **11/30/2021** | $1131488 | $1227620 |
| **12/31/2021** | $1155957 | $1282617 |
| **1/31/2022** | $1065886 | $1216306 |
| **2/28/2022** | $1031985 | $1179938 |
| **3/31/2022** | $1066223 | $1223714 |
| **4/30/2022** | $945462 | $1117006 |
| **5/31/2022** | $937478 | $1119017 |
| **6/30/2022** | $866371 | $1026698 |
| **7/31/2022** | $950943 | $1121359 |
| **8/31/2022** | $905327 | $1075608 |
| **9/30/2022** | $822211 | $976545 |
| **10/31/2022** | $870851 | $1055645 |
| **11/30/2022** | $921822 | $1114655 |
| **12/31/2022** | $861401 | $1050451 |
| **1/31/2023** | $926669 | $1116419 |
| **2/28/2023** | $907973 | $1089179 |
| **3/31/2023** | $951477 | $1129152 |
| **4/30/2023** | $954203 | $1146766 |
| **5/31/2023** | $971924 | $1151697 |
| **6/30/2023** | $1027011 | $1227825 |
| **7/31/2023** | $1054676 | $1267269 |
| **8/31/2023** | $1037257 | $1247092 |
| **9/30/2023** | $979994 | $1187631 |
| **10/31/2023** | $956417 | $1162659 |
| **11/30/2023** | $1056876 | $1268840 |
| **12/31/2023** | $1109213 | $1326484 |
| **1/31/2024** | $1128891 | $1348775 |
| **2/29/2024** | $1178604 | $1420794 |
| **3/31/2024** | $1206475 | $1466508 |
| **4/30/2024** | $1154937 | $1406608 |
| **5/31/2024** | $1215122 | $1476355 |
| **6/30/2024** | $1262769 | $1529329 |
| **7/31/2024** | $1272123 | $1547946 |
| **8/31/2024** | $1297760 | $1585561 |
| **9/30/2024** | $1324764 | $1619492 |
| **10/31/2024** | $1302580 | $1604755 |
| **11/30/2024** | $1375023 | $1698955 |
| **12/31/2024** | $1355778 | $1658520 |
| **1/31/2025** | $1387155 | $1704627 |
| **2/28/2025** | $1357967 | $1682467 |
| **3/31/2025** | $1268944 | $1587670 |
| **4/30/2025** | $1263106 | $1576904 |
| **5/31/2025** | $1340089 | $1676162 |
| **6/30/2025** | $1396785 | $1761398 |
| **7/31/2025** | $1415091 | $1800930 |

---

# Average Annual Total Returns (as of 7/31/25)

---

| | | | |
|:---|:---|:---|:---|
| **Name** | **1 Year** | **5 Years** | **10 Years** |
| Institutional shares | 11.24% | 11.79% | 10.96% |
| S&P 500 Index | 16.33% | 15.88% | 13.66% |

---

The Fund's current investment strategy commenced on December 1, 2018, with the current subadviser. Fund performance prior to that reflects the investment strategies employed at that time.

Visit domini.com/performance for the most recent performance information.

# Key Fund Statistics
The following table outlines certain key Fund statistics as of the end of the reporting period:

---

| | |
|:---|:---|
| Fund's net assets | $1120196284 |
| Total number of portfolio holdings | 265 |
| Portfolio turnover rate | 21% |
| Total advisory fees paid | $7168331 |

---

# What did the Fund invest in?
The following table identifies the Fund's top ten portfolio holdings as of the end of the reporting period:

# TOP TEN HOLDINGS (% of net assets)

---

| | |
|:---|:---|
| NVIDIA Corp. | 9.0% |
| Microsoft Corp. | 8.5% |
| Apple, Inc. | 6.5% |
| Amazon.com, Inc. | 4.8% |
| Alphabet, Inc., Class A | 4.3% |
| JPMorgan Chase & Co. | 2.5% |
| Visa, Inc., Class A | 1.8% |
| Netflix, Inc. | 1.5% |
| Mastercard, Inc., Class A | 1.4% |
| Costco Wholesale Corp. | 1.3% |

---

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact Equity Fund℠

Institutional shares

![Image](g908799i531590793d85e32164e4.jpg)

July 31, 2025

# SECTOR ALLOCATION (% of net assets)
![Group By Sector Chart](g908799ibf39f796b4606772ef06.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 0.1% |
| Utilities | 0.6% |
| Materials | 2.2% |
| Real Estate | 2.4% |
| Consumer Staples | 5.1% |
| Industrials | 8.1% |
| Communication Services | 9.1% |
| Health Care | 9.4% |
| Consumer Discretionary | 11.3% |
| Financials | 15.3% |
| Information Technology | 36.4% |

---

# Additional Information
You can find additional information on the Fund's website, domini.com/funddocuments, including its:

* Prospectus

* Fund holdings

* Financial information

* Proxy voting information

You can also request this information by contacting us at 1-800-582-6757.

![An image of a QR code that, when scanned, navigates the user to the following URL: https://domini.com/funds/prospectus-fund-documents/](g908799i3c7cb9b5864ae32cac2f.jpg)

Scan for more information

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact Equity Fund℠

Institutional shares

Annual Shareholder Report

July 31, 2025

![Image](g908799i531590793d85e32164e4.jpg)

#### Domini Impact Equity Fund℠
CLASS Y SHARES \| DSFRX

# Shareholder Report Overview
This annual shareholder report contains important information about the Domini Impact Equity Fund for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at domini.com. You can also request information by contacting us at 1-800-582-6757 or by emailing funddocuments@domini.com.

# What were the Fund costs for last year?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Class Name** | **Cost of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class Y shares | $84 | 0.80% |

---

# How did the Fund perform last year and what affected its performance?
The Fund's Class Y Shares returned 11.17% for the trailing twelve months ended July 31, 2025, underperforming the S&P 500 Index (the "benchmark"), which returned 16.33%.

U.S. equities delivered generally solid returns over the period. Late 2024 rate cuts by the Federal Reserve, resilient economic indicators, strong corporate earnings, and continued enthusiasm around artificial intelligence (AI) all helped to bolster investor optimism, despite significant volatility and heightened uncertainty surrounding tariffs and central bank policy.

The Fund's underperformance relative to the benchmark was disproportionately driven by a few specific names, including Novo Nordisk, Meta Platforms, Broadcom, and Palantir Technologies. Of these, the largest individual detractor was an out-of-benchmark position in Novo Nordisk, a Danish pharmaceutical company that struggled amid increasing competition in the obesity drug market. The others were large benchmark holdings in the Information Technology and Communication Services sectors that were not held and which saw strong returns on the back of continued AI dominance. Meta (the parent company of Facebook) and Palantir (a data mining software company) were not held as they do not meet Domini's Impact Investment Standards, while Broadcom continued to outperform after it was sold during the period. Other notable detractors included an out-of-benchmark position in Dutch semiconductor equipment company ASML Holding, which was also sold during the period, and enterprise software company Oracle, which was not held.

Partially offsetting these negative impacts, the Fund benefitted from not holding some other large benchmark holdings which underperformed, including UnitedHealth Group and Eli Lilly, both of which do not meet our standards. Top contributors also included overweight positions in other companies benefitting from AI trends, including NVIDIA. Relative results were also helped by not having exposure to the Energy sector, which it does not invest in due to Domini's exclusionary standards on fossil fuels.

&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Contributors**

## **↑** 
&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Detractors**

## **↓** 
**Sectors:**

* Energy (excluded)

**Stocks:**

* UnitedHealth Group, Inc. (ineligible, not held)

* Eli Lilly & Co. (ineligible, not held)

* NVIDIA Corp. (overweight)

&nbsp;&nbsp;&nbsp;&nbsp;

**Sectors:**

* Information Technology (overweight)

* Communication Services (underweight) 

* Industrials (underweight)

&nbsp;&nbsp;&nbsp;&nbsp;**Stocks:**

* Novo Nordisk A/S (out-of-benchmark)

* Meta Platforms, Inc. (ineligible, not held)

* Broadcom Inc. (underweight)

#### Annual Shareholder Report

#### July 31, 2025
DSFRX07312025

Domini Impact Equity Fund℠

Class Y shares

![Image](g908799i531590793d85e32164e4.jpg)

July 31, 2025

# How has the Fund performed?
**Keep in mind that the Fund's past performance is not a good predictor of how the Fund will perform in the future.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund shares.

# CUMULATIVE RETURNS OF A HYPOTHETICAL $10,000 INVESTMENT (as of 7/31/2025)
![Growth of 10K](g908799if0ceecb6428bda5e60c0.jpg)

---

| | | |
|:---|:---|:---|
| | **Class Y shares** | **S&P 500 Index** |
| **7/31/2015** | $10000 | $10000 |
| **8/31/2015** | $9383 | $9397 |
| **9/30/2015** | $9074 | $9165 |
| **10/31/2015** | $9654 | $9938 |
| **11/30/2015** | $9664 | $9968 |
| **12/31/2015** | $9294 | $9811 |
| **1/31/2016** | $8686 | $9324 |
| **2/29/2016** | $8823 | $9312 |
| **3/31/2016** | $9431 | $9943 |
| **4/30/2016** | $9368 | $9982 |
| **5/31/2016** | $9462 | $10162 |
| **6/30/2016** | $9257 | $10188 |
| **7/31/2016** | $9793 | $10564 |
| **8/31/2016** | $9856 | $10579 |
| **9/30/2016** | $9963 | $10581 |
| **10/31/2016** | $9756 | $10389 |
| **11/30/2016** | $10234 | $10773 |
| **12/31/2016** | $10368 | $10986 |
| **1/31/2017** | $10596 | $11195 |
| **2/28/2017** | $10956 | $11639 |
| **3/31/2017** | $10900 | $11653 |
| **4/30/2017** | $11013 | $11773 |
| **5/31/2017** | $11013 | $11939 |
| **6/30/2017** | $10937 | $12013 |
| **7/31/2017** | $11184 | $12261 |
| **8/31/2017** | $11222 | $12299 |
| **9/30/2017** | $11431 | $12552 |
| **10/31/2017** | $11678 | $12845 |
| **11/30/2017** | $11963 | $13239 |
| **12/31/2017** | $12011 | $13386 |
| **1/31/2018** | $12621 | $14153 |
| **2/28/2018** | $12127 | $13631 |
| **3/31/2018** | $11918 | $13285 |
| **4/30/2018** | $11857 | $13335 |
| **5/31/2018** | $11990 | $13656 |
| **6/30/2018** | $11906 | $13741 |
| **7/31/2018** | $12382 | $14252 |
| **8/31/2018** | $12710 | $14717 |
| **9/30/2018** | $12690 | $14801 |
| **10/31/2018** | $11688 | $13788 |
| **11/30/2018** | $11971 | $14070 |
| **12/31/2018** | $10937 | $12799 |
| **1/31/2019** | $11756 | $13824 |
| **2/28/2019** | $12196 | $14268 |
| **3/31/2019** | $12437 | $14545 |
| **4/30/2019** | $12920 | $15134 |
| **5/31/2019** | $12114 | $14173 |
| **6/30/2019** | $12984 | $15172 |
| **7/31/2019** | $13202 | $15391 |
| **8/31/2019** | $13002 | $15147 |
| **9/30/2019** | $13209 | $15431 |
| **10/31/2019** | $13551 | $15766 |
| **11/30/2019** | $14035 | $16338 |
| **12/31/2019** | $14443 | $16831 |
| **1/31/2020** | $14660 | $16825 |
| **2/29/2020** | $13647 | $15440 |
| **3/31/2020** | $12218 | $13533 |
| **4/30/2020** | $13775 | $15268 |
| **5/31/2020** | $14526 | $15995 |
| **6/30/2020** | $15090 | $16313 |
| **7/31/2020** | $16151 | $17233 |
| **8/31/2020** | $17462 | $18472 |
| **9/30/2020** | $16846 | $17770 |
| **10/31/2020** | $16373 | $17298 |
| **11/30/2020** | $18134 | $19192 |
| **12/31/2020** | $18917 | $19929 |
| **1/31/2021** | $18961 | $19727 |
| **2/28/2021** | $18979 | $20272 |
| **3/31/2021** | $19304 | $21160 |
| **4/30/2021** | $20238 | $22290 |
| **5/31/2021** | $20133 | $22446 |
| **6/30/2021** | $21045 | $22969 |
| **7/31/2021** | $21612 | $23515 |
| **8/31/2021** | $22280 | $24230 |
| **9/30/2021** | $21081 | $23103 |
| **10/31/2021** | $22783 | $24723 |
| **11/30/2021** | $22534 | $24552 |
| **12/31/2021** | $23020 | $25652 |
| **1/31/2022** | $21230 | $24326 |
| **2/28/2022** | $20549 | $23599 |
| **3/31/2022** | $21228 | $24474 |
| **4/30/2022** | $18821 | $22340 |
| **5/31/2022** | $18662 | $22380 |
| **6/30/2022** | $17247 | $20534 |
| **7/31/2022** | $18928 | $22427 |
| **8/31/2022** | $18014 | $21512 |
| **9/30/2022** | $16367 | $19531 |
| **10/31/2022** | $17327 | $21113 |
| **11/30/2022** | $18340 | $22293 |
| **12/31/2022** | $17143 | $21009 |
| **1/31/2023** | $18439 | $22328 |
| **2/28/2023** | $18061 | $21784 |
| **3/31/2023** | $18924 | $22583 |
| **4/30/2023** | $18985 | $22935 |
| **5/31/2023** | $19330 | $23034 |
| **6/30/2023** | $20426 | $24556 |
| **7/31/2023** | $20969 | $25345 |
| **8/31/2023** | $20623 | $24942 |
| **9/30/2023** | $19484 | $23753 |
| **10/31/2023** | $19016 | $23253 |
| **11/30/2023** | $21011 | $25377 |
| **12/31/2023** | $22050 | $26530 |
| **1/31/2024** | $22434 | $26975 |
| **2/29/2024** | $23420 | $28416 |
| **3/31/2024** | $23977 | $29330 |
| **4/30/2024** | $22955 | $28132 |
| **5/31/2024** | $24149 | $29527 |
| **6/30/2024** | $25084 | $30587 |
| **7/31/2024** | $25269 | $30959 |
| **8/31/2024** | $25785 | $31711 |
| **9/30/2024** | $26316 | $32390 |
| **10/31/2024** | $25876 | $32095 |
| **11/30/2024** | $27313 | $33979 |
| **12/31/2024** | $26923 | $33170 |
| **1/31/2025** | $27545 | $34093 |
| **2/28/2025** | $26959 | $33649 |
| **3/31/2025** | $25195 | $31753 |
| **4/30/2025** | $25080 | $31538 |
| **5/31/2025** | $26605 | $33523 |
| **6/30/2025** | $27735 | $35228 |
| **7/31/2025** | $28091 | $36019 |

---

# Average Annual Total Returns (as of 7/31/25)

---

| | | | |
|:---|:---|:---|:---|
| **Name** | **1 Year** | **5 Years** | **10 Years** |
| Class Y shares | 11.17% | 11.70% | 10.88% |
| S&P 500 Index | 16.33% | 15.88% | 13.66% |

---

The Fund's current investment strategy commenced on December 1, 2018, with the current subadviser. Fund performance prior to that reflects the investment strategies employed at that time.

Visit domini.com/performance for the most recent performance information.

# Key Fund Statistics
The following table outlines certain key Fund statistics as of the end of the reporting period:

---

| | |
|:---|:---|
| Fund's net assets | $1120196284 |
| Total number of portfolio holdings | 265 |
| Portfolio turnover rate | 21% |
| Total advisory fees paid | $7168331 |

---

# What did the Fund invest in?
The following table identifies the Fund's top ten portfolio holdings as of the end of the reporting period:

# TOP TEN HOLDINGS (% of net assets)

---

| | |
|:---|:---|
| NVIDIA Corp. | 9.0% |
| Microsoft Corp. | 8.5% |
| Apple, Inc. | 6.5% |
| Amazon.com, Inc. | 4.8% |
| Alphabet, Inc., Class A | 4.3% |
| JPMorgan Chase & Co. | 2.5% |
| Visa, Inc., Class A | 1.8% |
| Netflix, Inc. | 1.5% |
| Mastercard, Inc., Class A | 1.4% |
| Costco Wholesale Corp. | 1.3% |

---

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact Equity Fund℠

Class Y shares

![Image](g908799i531590793d85e32164e4.jpg)

July 31, 2025

# SECTOR ALLOCATION (% of net assets)
![Group By Sector Chart](g908799i29a34a6dd80a706ccdcc.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 0.1% |
| Utilities | 0.6% |
| Materials | 2.2% |
| Real Estate | 2.4% |
| Consumer Staples | 5.1% |
| Industrials | 8.1% |
| Communication Services | 9.1% |
| Health Care | 9.4% |
| Consumer Discretionary | 11.3% |
| Financials | 15.3% |
| Information Technology | 36.4% |

---

# Additional Information
You can find additional information on the Fund's website, domini.com/funddocuments, including its:

* Prospectus

* Fund holdings

* Financial information

* Proxy voting information

You can also request this information by contacting us at 1-800-582-6757.

![An image of a QR code that, when scanned, navigates the user to the following URL: https://domini.com/funds/prospectus-fund-documents/](g908799i3c7cb9b5864ae32cac2f.jpg)

Scan for more information

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact Equity Fund℠

Class Y shares

Annual Shareholder Report

July 31, 2025

![Image](g908799i5c164a20d813c33a62d1.jpg)

#### Domini Sustainable Solutions Fund℠
INVESTOR SHARES \| CAREX

# Shareholder Report Overview
This annual shareholder report contains important information about the Domini Sustainable Solutions Fund for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at domini.com. You can also request information by contacting us at 1-800-582-6757 or by emailing funddocuments@domini.com.

# What were the Fund costs for last year?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Class Name** | **Cost of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Investor shares | $141 | 1.40% |

---

# How did the Fund perform last year and what affected its performance?
The Fund's Investor Shares returned 1.50% for the trailing twelve months ended July 31, 2025, underperforming the MSCI World Equal Weighted Net Total Return Index (the "benchmark"), which returned 13.96%. This Fund invest in a high-conviction portfolio of fewer than 50 stocks, seeking solution-oriented companies that support certain sustainability themes. The portfolio is constructed through bottom-up stock selection, and it is not managed to or constrained by the benchmark.

Global equities delivered generally solid returns over the period. Late 2024 rate cuts by the Federal Reserve, resilient economic indicators, strong corporate earnings, and continued enthusiasm around artificial intelligence (AI) all helped to bolster investor optimism, despite significant volatility and heightened uncertainty surrounding tariffs and central bank policy.

Relative to the benchmark, much of the Fund's underperformance was driven by its overweight to and stock selection in the Health Care sector, which was the weakest performing sector for the benchmark over the period. The largest detractor in Health Care and for the Fund overall, both on a relative and absolute basis, was Organon, a U.S.-based, women's health-focused pharmaceutical company (this position was sold during the period). Stock selection also detracted in Industrials and Financials. In Industrials, the largest relative and absolute detractors were Netherlands-based sustainable design and engineering company Arcadis and France-based electric cabling company Nexans (sold during the period). These detractions were partially offset by a contribution from U.S.-based mechanical, electrical, and plumbing building systems company Comfort Systems USA, which was the Fund's top individual contributor overall on both a relative and absolute basis. In Financials, the top detractor was U.S.-based fintech and payments company Fiserv. Performance was mixed in Information Technology, with a positive contribution from U.S.-based cybersecurity software company CrowdStrike Holdings offset by a detraction from Netherlands-based semiconductor equipment company ASML Holding.

&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Contributors**

# **↑** 
&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Detractors**

**↓**

 **Sectors:**

* Consumer Discretionary (underweight)

* Materials (underweight)

* Information Technology (overweight)

**Stocks:**

* Comfort Systems USA, Inc. (out-of-benchmark)

* CrowdStrike Holdings, Inc. (overweight)

* Flex Ltd. (out-of-benchmark)

**Sectors:**

* Health Care (overweight)

* Industrials (overweight)

* Financials (underweight)

**Stocks:**

* Organon & Co. (out-of-benchmark)

* Aracdis N.V. (out-of-benchmark)

* Fiserv, Inc. (overweight)

#### Annual Shareholder Report

#### July 31, 2025
CAREX07312025

Domini Sustainable Solutions Fund℠

Investor shares

![Image](g908799i5c164a20d813c33a62d1.jpg)

July 31, 2025

# How has the Fund performed?
**Keep in mind that the Fund's past performance is not a good predictor of how the Fund will perform in the future.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund shares.

# CUMULATIVE RETURNS OF A HYPOTHETICAL $10,000 INVESTMENT (as of 7/31/2025)
![Growth of 10K](g908799id0d78bbf5e3ea365d3ad.jpg)

---

| | | |
|:---|:---|:---|
| | **Investor shares** | **MSCI World Equal Weighted Index (net)** |
| **4/1/2020** | $10000 | $10000 |
| **4/30/2020** | $11680 | $11021 |
| **5/31/2020** | $12870 | $11628 |
| **6/30/2020** | $13600 | $11852 |
| **7/31/2020** | $15280 | $12216 |
| **8/31/2020** | $16480 | $12916 |
| **9/30/2020** | $16600 | $12606 |
| **10/31/2020** | $16410 | $12338 |
| **11/30/2020** | $18850 | $14186 |
| **12/31/2020** | $20084 | $14788 |
| **1/31/2021** | $20715 | $14690 |
| **2/28/2021** | $19764 | $15174 |
| **3/31/2021** | $18658 | $15696 |
| **4/30/2021** | $18709 | $16229 |
| **5/31/2021** | $18234 | $16580 |
| **6/30/2021** | $19371 | $16577 |
| **7/31/2021** | $19702 | $16695 |
| **8/31/2021** | $20074 | $17038 |
| **9/30/2021** | $19009 | $16493 |
| **10/31/2021** | $21138 | $17017 |
| **11/30/2021** | $19588 | $16301 |
| **12/31/2021** | $18776 | $16988 |
| **1/31/2022** | $16546 | $16096 |
| **2/28/2022** | $16439 | $15932 |
| **3/31/2022** | $16977 | $16100 |
| **4/30/2022** | $14597 | $14907 |
| **5/31/2022** | $14510 | $14953 |
| **6/30/2022** | $13412 | $13562 |
| **7/31/2022** | $14855 | $14482 |
| **8/31/2022** | $14133 | $13905 |
| **9/30/2022** | $13002 | $12524 |
| **10/31/2022** | $13821 | $13300 |
| **11/30/2022** | $14554 | $14454 |
| **12/31/2022** | $13670 | $14133 |
| **1/31/2023** | $14672 | $15283 |
| **2/28/2023** | $14532 | $14869 |
| **3/31/2023** | $14575 | $14974 |
| **4/30/2023** | $13950 | $15168 |
| **5/31/2023** | $13778 | $14615 |
| **6/30/2023** | $14586 | $15411 |
| **7/31/2023** | $14963 | $16073 |
| **8/31/2023** | $14521 | $15477 |
| **9/30/2023** | $13875 | $14820 |
| **10/31/2023** | $13218 | $14111 |
| **11/30/2023** | $14586 | $15469 |
| **12/31/2023** | $15469 | $16494 |
| **1/31/2024** | $15695 | $16339 |
| **2/29/2024** | $16611 | $16703 |
| **3/31/2024** | $16837 | $17315 |
| **4/30/2024** | $16072 | $16677 |
| **5/31/2024** | $17182 | $17209 |
| **6/30/2024** | $17088 | $16936 |
| **7/31/2024** | $17217 | $17657 |
| **8/31/2024** | $17831 | $18196 |
| **9/30/2024** | $17917 | $18629 |
| **10/31/2024** | $17174 | $17945 |
| **11/30/2024** | $17917 | $18572 |
| **12/31/2024** | $17023 | $17761 |
| **1/31/2025** | $17637 | $18468 |
| **2/28/2025** | $17055 | $18542 |
| **3/31/2025** | $16323 | $18233 |
| **4/30/2025** | $16581 | $18680 |
| **5/31/2025** | $17303 | $19510 |
| **6/30/2025** | $17745 | $20125 |
| **7/31/2025** | $17476 | $20121 |

---

# Average Annual Total Returns (as of 7/31/25)

---

| | | | |
|:---|:---|:---|:---|
| **Name** | **1 Year** | **5 Years** | **Since Inception (4/1/20)** |
| Investor shares | 1.50% | 2.72% | 11.04% |
| MSCI World Equal Weighted Index (net) | 13.96% | 10.49% | 14.00% |

---

Visit domini.com/performance for the most recent performance information.

# Key Fund Statistics
The following table outlines certain key Fund statistics as of the end of the reporting period:

---

| | |
|:---|:---|
| Fund's net assets | $38257305 |
| Total number of portfolio holdings | 49 |
| Portfolio turnover rate | 64% |
| Total advisory fees paid | $307931 |

---

# What did the Fund invest in?
The following table identifies the Fund's top ten portfolio holdings as of the end of the reporting period:

# TOP TEN HOLDINGS (% of net assets)

---

| | |
|:---|:---|
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 4.3% |
| Resona Holdings, Inc. | 3.7% |
| MercadoLibre, Inc. | 2.8% |
| Vertex Pharmaceuticals, Inc. | 2.7% |
| Xylem, Inc. | 2.6% |
| CaixaBank SA | 2.5% |
| Prysmian SpA | 2.5% |
| Comfort Systems USA, Inc. | 2.5% |
| Schneider Electric SE | 2.4% |
| Arcadis NV | 2.4% |

---

#### Annual Shareholder Report

#### July 31, 2025
Domini Sustainable Solutions Fund℠

Investor shares

![Image](g908799i5c164a20d813c33a62d1.jpg)

July 31, 2025

# SECTOR ALLOCATION (% of net assets)
![Group By Sector Chart](g908799id7e917ed13ce24fa0ad2.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 6.2% |
| Communication Services | 1.5% |
| Utilities | 1.5% |
| Materials | 1.6% |
| Real Estate | 2.0% |
| Consumer Discretionary | 6.5% |
| Health Care | 16.0% |
| Financials | 16.3% |
| Information Technology | 19.9% |
| Industrials | 28.5% |

---

#### GEOGRAPHICAL ALLOCATION (% of net assets)
![Group By Country Chart](g908799id1f4c18565961c8c5a7e.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 6.2% |
| Other<sup>Footnote Reference\*</sup> | 6.4% |
| Australia | 2.2% |
| Italy | 2.5% |
| Spain | 2.5% |
| Brazil | 2.8% |
| United Kingdom | 4.3% |
| Germany | 4.3% |
| Japan | 5.0% |
| Netherlands | 5.8% |
| United States | 58.0% |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Amounts represent investments in countries less than 2% of net assets |

---

# Additional Information
You can find additional information on the Fund's website, domini.com/funddocuments, including its:

* Prospectus

* Fund holdings

* Financial information

* Proxy voting information

You can also request this information by contacting us at 1-800-582-6757.

![An image of a QR code that, when scanned, navigates the user to the following URL: https://domini.com/funds/prospectus-fund-documents/](g908799i3c7cb9b5864ae32cac2f.jpg)

Scan for more information

#### Annual Shareholder Report

#### July 31, 2025
Domini Sustainable Solutions Fund℠

Investor shares

Annual Shareholder Report

July 31, 2025

![Image](g908799i5c164a20d813c33a62d1.jpg)

#### Domini Sustainable Solutions Fund℠
INSTITUTIONAL SHARES \| LIFEX

# Shareholder Report Overview
This annual shareholder report contains important information about the Domini Sustainable Solutions Fund for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at domini.com. You can also request information by contacting us at 1-800-582-6757 or by emailing funddocuments@domini.com.

# What were the Fund costs for last year?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Class Name** | **Cost of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Institutional shares | $116 | 1.15% |

---

# How did the Fund perform last year and what affected its performance?
The Fund's Institutional Shares returned 1.79% for the trailing twelve months ended July 31, 2025, underperforming the MSCI World Equal Weighted Net Total Return Index (the "benchmark"), which returned 13.96%. This Fund invest in a high-conviction portfolio of fewer than 50 stocks, seeking solution-oriented companies that support certain sustainability themes. The portfolio is constructed through bottom-up stock selection, and it is not managed to or constrained by the benchmark.

Global equities delivered generally solid returns over the period. Late 2024 rate cuts by the Federal Reserve, resilient economic indicators, strong corporate earnings, and continued enthusiasm around artificial intelligence (AI) all helped to bolster investor optimism, despite significant volatility and heightened uncertainty surrounding tariffs and central bank policy.

Relative to the benchmark, much of the Fund's underperformance was driven by its overweight to and stock selection in the Health Care sector, which was the weakest performing sector for the benchmark over the period. The largest detractor in Health Care and for the Fund overall, both on a relative and absolute basis, was Organon, a U.S.-based, women's health-focused pharmaceutical company (this position was sold during the period). Stock selection also detracted in Industrials and Financials. In Industrials, the largest relative and absolute detractors were Netherlands-based sustainable design and engineering company Arcadis and France-based electric cabling company Nexans (sold during the period). These detractions were partially offset by a contribution from U.S.-based mechanical, electrical, and plumbing building systems company Comfort Systems USA, which was the Fund's top individual contributor overall on both a relative and absolute basis. In Financials, the top detractor was U.S.-based fintech and payments company Fiserv. Performance was mixed in Information Technology, with a positive contribution from U.S.-based cybersecurity software company CrowdStrike Holdings offset by a detraction from Netherlands-based semiconductor equipment company ASML Holding.

&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Contributors**

# **↑** 
&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Detractors**

**↓**

 **Sectors:**

* Consumer Discretionary (underweight)

* Materials (underweight)

* Information Technology (overweight)

**Stocks:**

* Comfort Systems USA, Inc. (out-of-benchmark)

* CrowdStrike Holdings, Inc. (overweight)

* Flex Ltd. (out-of-benchmark)

**Sectors:**

* Health Care (overweight)

* Industrials (overweight)

* Financials (underweight)

**Stocks:**

* Organon & Co. (out-of-benchmark)

* Aracdis N.V. (out-of-benchmark)

* Fiserv, Inc. (overweight)

#### Annual Shareholder Report

#### July 31, 2025
LIFEX07312025

Domini Sustainable Solutions Fund℠

Institutional shares

![Image](g908799i5c164a20d813c33a62d1.jpg)

July 31, 2025

# How has the Fund performed?
**Keep in mind that the Fund's past performance is not a good predictor of how the Fund will perform in the future.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund shares.

# CUMULATIVE RETURNS OF A HYPOTHETICAL $500,000 INVESTMENT (as of 7/31/2025)
![Growth of 10K](g908799i1bfa2ef42f256c8053f3.jpg)

---

| | | |
|:---|:---|:---|
| | **Institutional shares** | **MSCI World Equal Weighted Index (net)** |
| **4/1/2020** | $500000 | $500000 |
| **4/30/2020** | $584000 | $551030 |
| **5/31/2020** | $643500 | $581419 |
| **6/30/2020** | $680500 | $592620 |
| **7/31/2020** | $764500 | $610794 |
| **8/31/2020** | $824500 | $645808 |
| **9/30/2020** | $831000 | $630282 |
| **10/31/2020** | $821500 | $616886 |
| **11/30/2020** | $944000 | $709275 |
| **12/31/2020** | $1005703 | $739411 |
| **1/31/2021** | $1037745 | $734492 |
| **2/28/2021** | $990199 | $758678 |
| **3/31/2021** | $935418 | $784777 |
| **4/30/2021** | $937485 | $811460 |
| **5/31/2021** | $914229 | $828977 |
| **6/30/2021** | $971077 | $828857 |
| **7/31/2021** | $988132 | $834769 |
| **8/31/2021** | $1007253 | $851916 |
| **9/30/2021** | $954023 | $824655 |
| **10/31/2021** | $1060484 | $850845 |
| **11/30/2021** | $982964 | $815068 |
| **12/31/2021** | $942931 | $849397 |
| **1/31/2022** | $830729 | $804800 |
| **2/28/2022** | $825874 | $796577 |
| **3/31/2022** | $852846 | $805008 |
| **4/30/2022** | $733091 | $745361 |
| **5/31/2022** | $729315 | $747626 |
| **6/30/2022** | $674293 | $678097 |
| **7/31/2022** | $747117 | $724118 |
| **8/31/2022** | $710974 | $695261 |
| **9/30/2022** | $654334 | $626223 |
| **10/31/2022** | $695331 | $665011 |
| **11/30/2022** | $732012 | $722700 |
| **12/31/2022** | $687779 | $706658 |
| **1/31/2023** | $738486 | $764165 |
| **2/28/2023** | $732012 | $743464 |
| **3/31/2023** | $734170 | $748720 |
| **4/30/2023** | $702883 | $758408 |
| **5/31/2023** | $694252 | $730774 |
| **6/30/2023** | $735249 | $770528 |
| **7/31/2023** | $754129 | $803650 |
| **8/31/2023** | $732012 | $773859 |
| **9/30/2023** | $699646 | $741021 |
| **10/31/2023** | $666741 | $705552 |
| **11/30/2023** | $735788 | $773428 |
| **12/31/2023** | $780562 | $824700 |
| **1/31/2024** | $791890 | $816967 |
| **2/29/2024** | $838281 | $835165 |
| **3/31/2024** | $849609 | $865770 |
| **4/30/2024** | $811309 | $833857 |
| **5/31/2024** | $867410 | $860457 |
| **6/30/2024** | $862989 | $846781 |
| **7/31/2024** | $870010 | $882870 |
| **8/31/2024** | $901332 | $909795 |
| **9/30/2024** | $905653 | $931439 |
| **10/31/2024** | $868390 | $897228 |
| **11/30/2024** | $906193 | $928596 |
| **12/31/2024** | $860829 | $888034 |
| **1/31/2025** | $892692 | $923423 |
| **2/28/2025** | $862989 | $927115 |
| **3/31/2025** | $825726 | $911632 |
| **4/30/2025** | $839227 | $933996 |
| **5/31/2025** | $876490 | $975518 |
| **6/30/2025** | $898533 | $1006239 |
| **7/31/2025** | $885550 | $1006052 |

---

# Average Annual Total Returns (as of 7/31/25)

---

| | | | |
|:---|:---|:---|:---|
| **Name** | **1 Year** | **5 Years** | **Since Inception (4/1/20)** |
| Institutional shares | 1.79% | 2.98% | 11.32% |
| MSCI World Equal Weighted Index (net) | 13.96% | 10.49% | 14.00% |

---

Visit domini.com/performance for the most recent performance information.

# Key Fund Statistics
The following table outlines certain key Fund statistics as of the end of the reporting period:

---

| | |
|:---|:---|
| Fund's net assets | $38257305 |
| Total number of portfolio holdings | 49 |
| Portfolio turnover rate | 64% |
| Total advisory fees paid | $307931 |

---

# What did the Fund invest in?
The following table identifies the Fund's top ten portfolio holdings as of the end of the reporting period:

# TOP TEN HOLDINGS (% of net assets)

---

| | |
|:---|:---|
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 4.3% |
| Resona Holdings, Inc. | 3.7% |
| MercadoLibre, Inc. | 2.8% |
| Vertex Pharmaceuticals, Inc. | 2.7% |
| Xylem, Inc. | 2.6% |
| CaixaBank SA | 2.5% |
| Prysmian SpA | 2.5% |
| Comfort Systems USA, Inc. | 2.5% |
| Schneider Electric SE | 2.4% |
| Arcadis NV | 2.4% |

---

#### Annual Shareholder Report

#### July 31, 2025
Domini Sustainable Solutions Fund℠

Institutional shares

![Image](g908799i5c164a20d813c33a62d1.jpg)

July 31, 2025

# SECTOR ALLOCATION (% of net assets)
![Group By Sector Chart](g908799ie8e9f423f0b1b692df47.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 6.2% |
| Communication Services | 1.5% |
| Utilities | 1.5% |
| Materials | 1.6% |
| Real Estate | 2.0% |
| Consumer Discretionary | 6.5% |
| Health Care | 16.0% |
| Financials | 16.3% |
| Information Technology | 19.9% |
| Industrials | 28.5% |

---

#### GEOGRAPHICAL ALLOCATION (% of net assets)
![Group By Country Chart](g908799ia4bdbaef97d793a78b18.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 6.2% |
| Other<sup>Footnote Reference\*</sup> | 6.4% |
| Australia | 2.2% |
| Italy | 2.5% |
| Spain | 2.5% |
| Brazil | 2.8% |
| United Kingdom | 4.3% |
| Germany | 4.3% |
| Japan | 5.0% |
| Netherlands | 5.8% |
| United States | 58.0% |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Amounts represent investments in countries less than 2% of net assets |

---

# Additional Information
You can find additional information on the Fund's website, domini.com/funddocuments, including its:

* Prospectus

* Fund holdings

* Financial information

* Proxy voting information

You can also request this information by contacting us at 1-800-582-6757.

![An image of a QR code that, when scanned, navigates the user to the following URL: https://domini.com/funds/prospectus-fund-documents/](g908799i3c7cb9b5864ae32cac2f.jpg)

Scan for more information

#### Annual Shareholder Report

#### July 31, 2025
Domini Sustainable Solutions Fund℠

Institutional shares

Annual Shareholder Report

July 31, 2025

![Image](g908799i5c164a20d813c33a62d1.jpg)

#### Domini Impact International Equity Fund℠
INVESTOR SHARES \| DOMIX

# Shareholder Report Overview
This annual shareholder report contains important information about the Domini Impact International Equity Fund for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at domini.com. You can also request information by contacting us at 1-800-582-6757 or by emailing funddocuments@domini.com.

# What were the Fund costs for last year?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Class Name** | **Cost of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Investor shares | $138 | 1.28% |

---

# How did the Fund perform last year and what affected its performance?
The Fund's Investor Shares returned 16.14% for the trailing twelve months ended July 31, 2025, outperforming the MSCI EAFE Net Total Return Index (the "benchmark"), which returned 12.77%.

International equities delivered generally solid returns over the period and were particularly strong during the first half of 2025. As uncertainty surrounding U.S. economic policy and tariffs increased, investors increasingly rotated capital into international markets, particularly Europe, which outperformed amid signs of a more accommodative monetary policy, improving leading indicators, and greater fiscal stimulus.

Domini, the Fund's Adviser, determines which companies meet its Impact Investment Standards. Wellington Management, the Fund's Subadviser, then selects Domini-approved securities and manages risk using proprietary quantitative models. Security selections made using Wellington Management's Quantitative Equity Model drove outperformance during the period, with all three of the model's main factor themes—Momentum, Value, and Quality—contributing positively. Within Momentum, both long-term and short-term momentum factors were positive. Within Value, both pure value and fair value factors were additive. Within Quality, positive performance from management behavior factors was partially offset by negative performance from earnings quality factors. Among standard factors, industry and style factors also made positive contributions to relative results. From a sector perspective, outperformance was driven by positive stock selection in the Financials, Health Care, and Information Technology sectors, partially offset by negative security selection in the Industrials sector.

&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Contributors**

# **↑** 
&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Detractors**

**↓**

**Sectors:**

* Financials (overweight) 

* Health Care (overweight) 

* Information Technology (overweight)

&nbsp;&nbsp;&nbsp;&nbsp;**Stocks:**

* Siemens Energy AG (overweight)

* Pro Medicus Limited (overweight)

* Banco Santander S.A. (overweight)

&nbsp;&nbsp;&nbsp;&nbsp;

**Sectors:**

* Industrials (underweight)

* Communication Services (underweight) 

* Utilities (underweight)

 **Stocks:**

* Rolls-Royce Holdings plc (ineligible, not held)

* Givaudan S.A. (overweight)

* Rheinmetall AG (ineligible, not held)

#### Annual Shareholder Report

#### July 31, 2025
DOMIX07312025

Domini Impact International Equity Fund℠

Investor shares

![Image](g908799i5c164a20d813c33a62d1.jpg)

July 31, 2025

# How has the Fund performed?
**Keep in mind that the Fund's past performance is not a good predictor of how the Fund will perform in the future.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund shares.

# CUMULATIVE RETURNS OF A HYPOTHETICAL $10,000 INVESTMENT (as of 7/31/2025)
![Growth of 10K](g908799i517aeb6ece3ec6e72a12.jpg)

---

| | | |
|:---|:---|:---|
| | **Investor shares** | **MSCI EAFE Net Total Return USD Index** |
| **7/31/2015** | $10000 | $10000 |
| **8/31/2015** | $9404 | $9264 |
| **9/30/2015** | $9081 | $8794 |
| **10/31/2015** | $9727 | $9481 |
| **11/30/2015** | $9478 | $9334 |
| **12/31/2015** | $9292 | $9208 |
| **1/31/2016** | $8858 | $8542 |
| **2/29/2016** | $8640 | $8386 |
| **3/31/2016** | $9407 | $8931 |
| **4/30/2016** | $9574 | $9190 |
| **5/31/2016** | $9522 | $9106 |
| **6/30/2016** | $9077 | $8801 |
| **7/31/2016** | $9488 | $9247 |
| **8/31/2016** | $9527 | $9253 |
| **9/30/2016** | $9668 | $9367 |
| **10/31/2016** | $9604 | $9175 |
| **11/30/2016** | $9296 | $8993 |
| **12/31/2016** | $9576 | $9300 |
| **1/31/2017** | $9980 | $9570 |
| **2/28/2017** | $10175 | $9707 |
| **3/31/2017** | $10475 | $9974 |
| **4/30/2017** | $10852 | $10227 |
| **5/31/2017** | $11165 | $10603 |
| **6/30/2017** | $11104 | $10584 |
| **7/31/2017** | $11444 | $10888 |
| **8/31/2017** | $11457 | $10884 |
| **9/30/2017** | $11600 | $11155 |
| **10/31/2017** | $11783 | $11325 |
| **11/30/2017** | $11770 | $11444 |
| **12/31/2017** | $11932 | $11628 |
| **1/31/2018** | $12653 | $12212 |
| **2/28/2018** | $12039 | $11661 |
| **3/31/2018** | $11852 | $11451 |
| **4/30/2018** | $12012 | $11712 |
| **5/31/2018** | $11705 | $11448 |
| **6/30/2018** | $11413 | $11309 |
| **7/31/2018** | $11681 | $11587 |
| **8/31/2018** | $11400 | $11363 |
| **9/30/2018** | $11480 | $11462 |
| **10/31/2018** | $10529 | $10550 |
| **11/30/2018** | $10529 | $10536 |
| **12/31/2018** | $9982 | $10025 |
| **1/31/2019** | $10740 | $10684 |
| **2/28/2019** | $10895 | $10956 |
| **3/31/2019** | $11007 | $11025 |
| **4/30/2019** | $11218 | $11335 |
| **5/31/2019** | $10600 | $10791 |
| **6/30/2019** | $11251 | $11431 |
| **7/31/2019** | $10885 | $11286 |
| **8/31/2019** | $10520 | $10993 |
| **9/30/2019** | $10857 | $11309 |
| **10/31/2019** | $11181 | $11715 |
| **11/30/2019** | $11321 | $11847 |
| **12/31/2019** | $11674 | $12232 |
| **1/31/2020** | $11371 | $11977 |
| **2/29/2020** | $10404 | $10894 |
| **3/31/2020** | $8759 | $9440 |
| **4/30/2020** | $9336 | $10049 |
| **5/31/2020** | $9856 | $10487 |
| **6/30/2020** | $10072 | $10843 |
| **7/31/2020** | $10505 | $11096 |
| **8/31/2020** | $10996 | $11666 |
| **9/30/2020** | $10779 | $11363 |
| **10/31/2020** | $10404 | $10909 |
| **11/30/2020** | $11789 | $12600 |
| **12/31/2020** | $12343 | $13186 |
| **1/31/2021** | $12169 | $13046 |
| **2/28/2021** | $12415 | $13338 |
| **3/31/2021** | $12822 | $13645 |
| **4/30/2021** | $13054 | $14056 |
| **5/31/2021** | $13619 | $14514 |
| **6/30/2021** | $13441 | $14351 |
| **7/31/2021** | $13587 | $14459 |
| **8/31/2021** | $13850 | $14714 |
| **9/30/2021** | $13163 | $14287 |
| **10/31/2021** | $13470 | $14638 |
| **11/30/2021** | $13002 | $13958 |
| **12/31/2021** | $13662 | $14672 |
| **1/31/2022** | $12972 | $13963 |
| **2/28/2022** | $12635 | $13716 |
| **3/31/2022** | $12502 | $13804 |
| **4/30/2022** | $11505 | $12911 |
| **5/31/2022** | $11534 | $13008 |
| **6/30/2022** | $10307 | $11801 |
| **7/31/2022** | $10974 | $12389 |
| **8/31/2022** | $10307 | $11800 |
| **9/30/2022** | $9358 | $10697 |
| **10/31/2022** | $9877 | $11272 |
| **11/30/2022** | $10959 | $12541 |
| **12/31/2022** | $10814 | $12551 |
| **1/31/2023** | $11831 | $13568 |
| **2/28/2023** | $11442 | $13284 |
| **3/31/2023** | $11666 | $13614 |
| **4/30/2023** | $11891 | $13998 |
| **5/31/2023** | $11337 | $13406 |
| **6/30/2023** | $12024 | $14016 |
| **7/31/2023** | $12420 | $14470 |
| **8/31/2023** | $11948 | $13915 |
| **9/30/2023** | $11522 | $13440 |
| **10/31/2023** | $11111 | $12895 |
| **11/30/2023** | $12328 | $14092 |
| **12/31/2023** | $13127 | $14841 |
| **1/31/2024** | $13097 | $14926 |
| **2/29/2024** | $13433 | $15200 |
| **3/31/2024** | $13998 | $15699 |
| **4/30/2024** | $13570 | $15297 |
| **5/31/2024** | $14365 | $15889 |
| **6/30/2024** | $13999 | $15633 |
| **7/31/2024** | $14356 | $16092 |
| **8/31/2024** | $14869 | $16615 |
| **9/30/2024** | $15055 | $16768 |
| **10/31/2024** | $14341 | $15856 |
| **11/30/2024** | $14636 | $15766 |
| **12/31/2024** | $14211 | $15408 |
| **1/31/2025** | $14809 | $16217 |
| **2/28/2025** | $15187 | $16532 |
| **3/31/2025** | $14982 | $16465 |
| **4/30/2025** | $15691 | $17219 |
| **5/31/2025** | $16446 | $18007 |
| **6/30/2025** | $16863 | $18404 |
| **7/31/2025** | $16673 | $18146 |

---

# Average Annual Total Returns (as of 7/31/25)

---

| | | | |
|:---|:---|:---|:---|
| **Name** | **1 Year** | **5 Years** | **10 Years** |
| Investor shares | 16.14% | 9.68% | 5.25% |
| MSCI EAFE Net Total Return USD Index | 12.77% | 10.34% | 6.14% |

---

Visit domini.com/performance for the most recent performance information.

# Key Fund Statistics
The following table outlines certain key Fund statistics as of the end of the reporting period:

---

| | |
|:---|:---|
| Fund's net assets | $886659432 |
| Total number of portfolio holdings | 175 |
| Portfolio turnover rate | 80% |
| Total advisory fees paid | $6910414 |

---

# What did the Fund invest in?
The following table identifies the Fund's top ten portfolio holdings as of the end of the reporting period:

# TOP TEN HOLDINGS (% of net assets)

---

| | |
|:---|:---|
| Novartis AG | 3.5% |
| SAP SE | 3.0% |
| Banco Santander SA | 2.3% |
| Fortescue Ltd. | 2.2% |
| Banco Bilbao Vizcaya Argentaria SA | 2.1% |
| DBS Group Holdings Ltd. | 2.1% |
| Cie Financiere Richemont SA, Class A | 2.1% |
| 3i Group PLC | 2.0% |
| Recruit Holdings Co. Ltd. | 2.0% |
| BNP Paribas SA | 2.0% |

---

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact International Equity Fund℠

Investor shares

![Image](g908799i5c164a20d813c33a62d1.jpg)

July 31, 2025

# SECTOR ALLOCATION (% of net assets)
![Group By Sector Chart](g908799icec2eae41eecb8c3299f.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 2.3% |
| Utilities | 1.1% |
| Communication Services | 3.8% |
| Real Estate | 4.0% |
| Materials | 4.0% |
| Consumer Staples | 5.2% |
| Information Technology | 10.5% |
| Consumer Discretionary | 11.2% |
| Health Care | 13.5% |
| Industrials | 17.0% |
| Financials | 27.4% |

---

#### GEOGRAPHICAL ALLOCATION (% of net assets)
![Group By Country Chart](g908799i0d421408dbef70bbb14e.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 2.3% |
| Other<sup>Footnote Reference\*</sup> | 7.8% |
| Hong Kong | 2.1% |
| Sweden | 2.6% |
| Italy | 3.1% |
| Singapore | 3.9% |
| Netherlands | 4.4% |
| Spain | 4.6% |
| Australia | 6.1% |
| Switzerland | 6.3% |
| France | 6.8% |
| United States | 7.5% |
| Germany | 11.2% |
| United Kingdom | 12.3% |
| Japan | 19.0% |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Amounts represent investments in countries less than 2% of net assets |

---

# Additional Information
You can find additional information on the Fund's website, domini.com/funddocuments, including its:

* Prospectus

* Fund holdings

* Financial information

* Proxy voting information

You can also request this information by contacting us at 1-800-582-6757.

![An image of a QR code that, when scanned, navigates the user to the following URL: https://domini.com/funds/prospectus-fund-documents/](g908799i3c7cb9b5864ae32cac2f.jpg)

Scan for more information

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact International Equity Fund℠

Investor shares

Annual Shareholder Report

July 31, 2025

![Image](g908799i5c164a20d813c33a62d1.jpg)

#### Domini Impact International Equity Fund℠
INSTITUTIONAL SHARES \| DOMOX

# Shareholder Report Overview
This annual shareholder report contains important information about the Domini Impact International Equity Fund for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at domini.com. You can also request information by contacting us at 1-800-582-6757 or by emailing funddocuments@domini.com.

# What were the Fund costs for last year?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Class Name** | **Cost of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Institutional shares | $105 | 0.97% |

---

# How did the Fund perform last year and what affected its performance?
The Fund's Institutional Shares returned 16.50% for the trailing twelve months ended July 31, 2025, outperforming the MSCI EAFE Net Total Return Index (the "benchmark"), which returned 12.77%.

International equities delivered generally solid returns over the period and were particularly strong during the first half of 2025. As uncertainty surrounding U.S. economic policy and tariffs increased, investors increasingly rotated capital into international markets, particularly Europe, which outperformed amid signs of a more accommodative monetary policy, improving leading indicators, and greater fiscal stimulus.

Domini, the Fund's Adviser, determines which companies meet its Impact Investment Standards. Wellington Management, the Fund's Subadviser, then selects Domini-approved securities and manages risk using proprietary quantitative models. Security selections made using Wellington Management's Quantitative Equity Model drove outperformance during the period, with all three of the model's main factor themes—Momentum, Value, and Quality—contributing positively. Within Momentum, both long-term and short-term momentum factors were positive. Within Value, both pure value and fair value factors were additive. Within Quality, positive performance from management behavior factors was partially offset by negative performance from earnings quality factors. Among standard factors, industry and style factors also made positive contributions to relative results. From a sector perspective, outperformance was driven by positive stock selection in the Financials, Health Care, and Information Technology sectors, partially offset by negative security selection in the Industrials sector.

&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Contributors**

# **↑** 
&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Detractors**

**↓**

**Sectors:**

* Financials (overweight) 

* Health Care (overweight) 

* Information Technology (overweight)

&nbsp;&nbsp;&nbsp;&nbsp;**Stocks:**

* Siemens Energy AG (overweight)

* Pro Medicus Limited (overweight)

* Banco Santander S.A. (overweight)

&nbsp;&nbsp;&nbsp;&nbsp;

**Sectors:**

* Industrials (underweight)

* Communication Services (underweight) 

* Utilities (underweight)

 **Stocks:**

* Rolls-Royce Holdings plc (ineligible, not held)

* Givaudan S.A. (overweight)

* Rheinmetall AG (ineligible, not held)

#### Annual Shareholder Report

#### July 31, 2025
DOMOX07312025

Domini Impact International Equity Fund℠

Institutional shares

![Image](g908799i5c164a20d813c33a62d1.jpg)

July 31, 2025

# How has the Fund performed?
**Keep in mind that the Fund's past performance is not a good predictor of how the Fund will perform in the future.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund shares.

# CUMULATIVE RETURNS OF A HYPOTHETICAL $500,000 INVESTMENT (as of 7/31/2025)
![Growth of 10K](g908799id2e96319459691c4532b.jpg)

---

| | | |
|:---|:---|:---|
| | **Institutional shares** | **MSCI EAFE Net Total Return USD Index** |
| **7/31/2015** | $500000 | $500000 |
| **8/31/2015** | $470260 | $463219 |
| **9/30/2015** | $454151 | $439698 |
| **10/31/2015** | $486369 | $474069 |
| **11/30/2015** | $474597 | $466694 |
| **12/31/2015** | $465059 | $460406 |
| **1/31/2016** | $443310 | $427112 |
| **2/29/2016** | $433075 | $419287 |
| **3/31/2016** | $471456 | $446569 |
| **4/30/2016** | $479772 | $459498 |
| **5/31/2016** | $477853 | $455324 |
| **6/30/2016** | $455044 | $440040 |
| **7/31/2016** | $476313 | $462341 |
| **8/31/2016** | $478247 | $462669 |
| **9/30/2016** | $485337 | $468353 |
| **10/31/2016** | $482759 | $458773 |
| **11/30/2016** | $467290 | $449636 |
| **12/31/2016** | $481864 | $465011 |
| **1/31/2017** | $501532 | $478500 |
| **2/28/2017** | $512022 | $485342 |
| **3/31/2017** | $527100 | $498703 |
| **4/30/2017** | $545457 | $511370 |
| **5/31/2017** | $561191 | $530137 |
| **6/30/2017** | $558918 | $529183 |
| **7/31/2017** | $575376 | $544424 |
| **8/31/2017** | $576692 | $544206 |
| **9/30/2017** | $584592 | $557756 |
| **10/31/2017** | $593809 | $566234 |
| **11/30/2017** | $593150 | $572180 |
| **12/31/2017** | $601286 | $581392 |
| **1/31/2018** | $638444 | $610578 |
| **2/28/2018** | $607366 | $583041 |
| **3/31/2018** | $597908 | $572546 |
| **4/30/2018** | $606015 | $585600 |
| **5/31/2018** | $590476 | $572424 |
| **6/30/2018** | $575994 | $565441 |
| **7/31/2018** | $590241 | $579350 |
| **8/31/2018** | $575994 | $568169 |
| **9/30/2018** | $580064 | $573112 |
| **10/31/2018** | $531895 | $527492 |
| **11/30/2018** | $532574 | $526806 |
| **12/31/2018** | $505515 | $501256 |
| **1/31/2019** | $543411 | $534189 |
| **2/28/2019** | $551991 | $547811 |
| **3/31/2019** | $556996 | $551262 |
| **4/30/2019** | $568437 | $566752 |
| **5/31/2019** | $536976 | $539548 |
| **6/30/2019** | $570570 | $571544 |
| **7/31/2019** | $551910 | $564285 |
| **8/31/2019** | $533967 | $549670 |
| **9/30/2019** | $551192 | $565445 |
| **10/31/2019** | $567699 | $585745 |
| **11/30/2019** | $574876 | $592364 |
| **12/31/2019** | $592798 | $611616 |
| **1/31/2020** | $577256 | $598833 |
| **2/29/2020** | $529151 | $544698 |
| **3/31/2020** | $445523 | $471981 |
| **4/30/2020** | $475126 | $502471 |
| **5/31/2020** | $501769 | $524329 |
| **6/30/2020** | $512870 | $542156 |
| **7/31/2020** | $535072 | $554788 |
| **8/31/2020** | $560234 | $583304 |
| **9/30/2020** | $549133 | $568138 |
| **10/31/2020** | $530631 | $545470 |
| **11/30/2020** | $600938 | $630017 |
| **12/31/2020** | $628988 | $659313 |
| **1/31/2021** | $620761 | $652291 |
| **2/28/2021** | $633476 | $666922 |
| **3/31/2021** | $654417 | $682255 |
| **4/30/2021** | $667132 | $702784 |
| **5/31/2021** | $696300 | $725702 |
| **6/30/2021** | $686989 | $717538 |
| **7/31/2021** | $694547 | $722941 |
| **8/31/2021** | $708907 | $735693 |
| **9/30/2021** | $673386 | $714344 |
| **10/31/2021** | $690013 | $731916 |
| **11/30/2021** | $665828 | $697882 |
| **12/31/2021** | $700199 | $733614 |
| **1/31/2022** | $665151 | $698166 |
| **2/28/2022** | $647627 | $685808 |
| **3/31/2022** | $641532 | $690218 |
| **4/30/2022** | $590484 | $645561 |
| **5/31/2022** | $592008 | $650402 |
| **6/30/2022** | $529481 | $590045 |
| **7/31/2022** | $563441 | $619429 |
| **8/31/2022** | $530252 | $590006 |
| **9/30/2022** | $480855 | $534841 |
| **10/31/2022** | $507869 | $563605 |
| **11/30/2022** | $563441 | $627066 |
| **12/31/2022** | $556676 | $627568 |
| **1/31/2023** | $609134 | $678401 |
| **2/28/2023** | $589560 | $664223 |
| **3/31/2023** | $601304 | $680695 |
| **4/30/2023** | $613048 | $699891 |
| **5/31/2023** | $584079 | $670285 |
| **6/30/2023** | $619667 | $700783 |
| **7/31/2023** | $640429 | $723489 |
| **8/31/2023** | $616473 | $695772 |
| **9/30/2023** | $594912 | $672004 |
| **10/31/2023** | $574150 | $644761 |
| **11/30/2023** | $636436 | $704608 |
| **12/31/2023** | $678056 | $742044 |
| **1/31/2024** | $677251 | $746318 |
| **2/29/2024** | $694162 | $759979 |
| **3/31/2024** | $723153 | $784974 |
| **4/30/2024** | $702215 | $764872 |
| **5/31/2024** | $743285 | $794473 |
| **6/30/2024** | $724461 | $781647 |
| **7/31/2024** | $743310 | $804577 |
| **8/31/2024** | $770355 | $830726 |
| **9/30/2024** | $780189 | $838393 |
| **10/31/2024** | $742491 | $792801 |
| **11/30/2024** | $758881 | $788305 |
| **12/31/2024** | $736528 | $770379 |
| **1/31/2025** | $768225 | $810863 |
| **2/28/2025** | $787409 | $826585 |
| **3/31/2025** | $777400 | $823250 |
| **4/30/2025** | $814101 | $860960 |
| **5/31/2025** | $853305 | $900352 |
| **6/30/2025** | $875193 | $920190 |
| **7/31/2025** | $865962 | $907307 |

---

# Average Annual Total Returns (as of 7/31/25)

---

| | | | |
|:---|:---|:---|:---|
| **Name** | **1 Year** | **5 Years** | **10 Years** |
| Institutional shares | 16.50% | 10.11% | 5.65% |
| MSCI EAFE Net Total Return USD Index | 12.77% | 10.34% | 6.14% |

---

Visit domini.com/performance for the most recent performance information.

# Key Fund Statistics
The following table outlines certain key Fund statistics as of the end of the reporting period:

---

| | |
|:---|:---|
| Fund's net assets | $886659432 |
| Total number of portfolio holdings | 175 |
| Portfolio turnover rate | 80% |
| Total advisory fees paid | $6910414 |

---

# What did the Fund invest in?
The following table identifies the Fund's top ten portfolio holdings as of the end of the reporting period:

# TOP TEN HOLDINGS (% of net assets)

---

| | |
|:---|:---|
| Novartis AG | 3.5% |
| SAP SE | 3.0% |
| Banco Santander SA | 2.3% |
| Fortescue Ltd. | 2.2% |
| Banco Bilbao Vizcaya Argentaria SA | 2.1% |
| DBS Group Holdings Ltd. | 2.1% |
| Cie Financiere Richemont SA, Class A | 2.1% |
| 3i Group PLC | 2.0% |
| Recruit Holdings Co. Ltd. | 2.0% |
| BNP Paribas SA | 2.0% |

---

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact International Equity Fund℠

Institutional shares

![Image](g908799i5c164a20d813c33a62d1.jpg)

July 31, 2025

# SECTOR ALLOCATION (% of net assets)
![Group By Sector Chart](g908799i243753bb925573702e94.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 2.3% |
| Utilities | 1.1% |
| Communication Services | 3.8% |
| Real Estate | 4.0% |
| Materials | 4.0% |
| Consumer Staples | 5.2% |
| Information Technology | 10.5% |
| Consumer Discretionary | 11.2% |
| Health Care | 13.5% |
| Industrials | 17.0% |
| Financials | 27.4% |

---

#### GEOGRAPHICAL ALLOCATION (% of net assets)
![Group By Country Chart](g908799ie10dce57a1cdd8376ee7.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 2.3% |
| Other<sup>Footnote Reference\*</sup> | 7.8% |
| Hong Kong | 2.1% |
| Sweden | 2.6% |
| Italy | 3.1% |
| Singapore | 3.9% |
| Netherlands | 4.4% |
| Spain | 4.6% |
| Australia | 6.1% |
| Switzerland | 6.3% |
| France | 6.8% |
| United States | 7.5% |
| Germany | 11.2% |
| United Kingdom | 12.3% |
| Japan | 19.0% |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Amounts represent investments in countries less than 2% of net assets |

---

# Additional Information
You can find additional information on the Fund's website, domini.com/funddocuments, including its:

* Prospectus

* Fund holdings

* Financial information

* Proxy voting information

You can also request this information by contacting us at 1-800-582-6757.

![An image of a QR code that, when scanned, navigates the user to the following URL: https://domini.com/funds/prospectus-fund-documents/](g908799i3c7cb9b5864ae32cac2f.jpg)

Scan for more information

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact International Equity Fund℠

Institutional shares

Annual Shareholder Report

July 31, 2025

![Image](g908799i5c164a20d813c33a62d1.jpg)

#### Domini Impact International Equity Fund℠
CLASS Y SHARES \| DOMYX

# Shareholder Report Overview
This annual shareholder report contains important information about the Domini Impact International Equity Fund for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at domini.com. You can also request information by contacting us at 1-800-582-6757 or by emailing funddocuments@domini.com.

# What were the Fund costs for last year?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Class Name** | **Cost of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class Y shares | $114 | 1.05% |

---

# How did the Fund perform last year and what affected its performance?
The Fund's Class Y Shares returned 16.47% for the trailing twelve months ended July 31, 2025, outperforming the MSCI EAFE Net Total Return Index (the "benchmark"), which returned 12.77%.

International equities delivered generally solid returns over the period and were particularly strong during the first half of 2025. As uncertainty surrounding U.S. economic policy and tariffs increased, investors increasingly rotated capital into international markets, particularly Europe, which outperformed amid signs of a more accommodative monetary policy, improving leading indicators, and greater fiscal stimulus.

Domini, the Fund's Adviser, determines which companies meet its Impact Investment Standards. Wellington Management, the Fund's Subadviser, then selects Domini-approved securities and manages risk using proprietary quantitative models. Security selections made using Wellington Management's Quantitative Equity Model drove outperformance during the period, with all three of the model's main factor themes—Momentum, Value, and Quality—contributing positively. Within Momentum, both long-term and short-term momentum factors were positive. Within Value, both pure value and fair value factors were additive. Within Quality, positive performance from management behavior factors was partially offset by negative performance from earnings quality factors. Among standard factors, industry and style factors also made positive contributions to relative results. From a sector perspective, outperformance was driven by positive stock selection in the Financials, Health Care, and Information Technology sectors, partially offset by negative security selection in the Industrials sector.

&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Contributors**

# **↑** 
&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Detractors**

**↓**

**Sectors:**

* Financials (overweight) 

* Health Care (overweight) 

* Information Technology (overweight)

&nbsp;&nbsp;&nbsp;&nbsp;**Stocks:**

* Siemens Energy AG (overweight)

* Pro Medicus Limited (overweight)

* Banco Santander S.A. (overweight)

&nbsp;&nbsp;&nbsp;&nbsp;

**Sectors:**

* Industrials (underweight)

* Communication Services (underweight) 

* Utilities (underweight)

 **Stocks:**

* Rolls-Royce Holdings plc (ineligible, not held)

* Givaudan S.A. (overweight)

* Rheinmetall AG (ineligible, not held)

#### Annual Shareholder Report

#### July 31, 2025
DOMYX07312025

Domini Impact International Equity Fund℠

Class Y shares

![Image](g908799i5c164a20d813c33a62d1.jpg)

July 31, 2025

# How has the Fund performed?
**Keep in mind that the Fund's past performance is not a good predictor of how the Fund will perform in the future.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund shares.

# CUMULATIVE RETURNS OF A HYPOTHETICAL $10,000 INVESTMENT (as of 7/31/2025)
![Growth of 10K](g908799i01de4676f293f51472fd.jpg)

---

| | | |
|:---|:---|:---|
| | **Class Y shares** | **MSCI EAFE Net Total Return USD Index** |
| **7/31/2015** | $10000 | $10000 |
| **8/31/2015** | $9404 | $9264 |
| **9/30/2015** | $9081 | $8794 |
| **10/31/2015** | $9727 | $9481 |
| **11/30/2015** | $9478 | $9334 |
| **12/31/2015** | $9292 | $9208 |
| **1/31/2016** | $8858 | $8542 |
| **2/29/2016** | $8640 | $8386 |
| **3/31/2016** | $9407 | $8931 |
| **4/30/2016** | $9574 | $9190 |
| **5/31/2016** | $9522 | $9106 |
| **6/30/2016** | $9077 | $8801 |
| **7/31/2016** | $9488 | $9247 |
| **8/31/2016** | $9527 | $9253 |
| **9/30/2016** | $9668 | $9367 |
| **10/31/2016** | $9604 | $9175 |
| **11/30/2016** | $9296 | $8993 |
| **12/31/2016** | $9576 | $9300 |
| **1/31/2017** | $9980 | $9570 |
| **2/28/2017** | $10175 | $9707 |
| **3/31/2017** | $10475 | $9974 |
| **4/30/2017** | $10852 | $10227 |
| **5/31/2017** | $11165 | $10603 |
| **6/30/2017** | $11104 | $10584 |
| **7/31/2017** | $11444 | $10888 |
| **8/31/2017** | $11457 | $10884 |
| **9/30/2017** | $11600 | $11155 |
| **10/31/2017** | $11783 | $11325 |
| **11/30/2017** | $11770 | $11444 |
| **12/31/2017** | $11932 | $11628 |
| **1/31/2018** | $12653 | $12212 |
| **2/28/2018** | $12039 | $11661 |
| **3/31/2018** | $11852 | $11451 |
| **4/30/2018** | $12012 | $11712 |
| **5/31/2018** | $11705 | $11448 |
| **6/30/2018** | $11413 | $11309 |
| **7/31/2018** | $11668 | $11587 |
| **8/31/2018** | $11400 | $11363 |
| **9/30/2018** | $11480 | $11462 |
| **10/31/2018** | $10516 | $10550 |
| **11/30/2018** | $10542 | $10536 |
| **12/31/2018** | $9983 | $10025 |
| **1/31/2019** | $10745 | $10684 |
| **2/28/2019** | $10900 | $10956 |
| **3/31/2019** | $11013 | $11025 |
| **4/30/2019** | $11239 | $11335 |
| **5/31/2019** | $10604 | $10791 |
| **6/30/2019** | $11278 | $11431 |
| **7/31/2019** | $10909 | $11286 |
| **8/31/2019** | $10541 | $10993 |
| **9/30/2019** | $10881 | $11309 |
| **10/31/2019** | $11207 | $11715 |
| **11/30/2019** | $11349 | $11847 |
| **12/31/2019** | $11705 | $12232 |
| **1/31/2020** | $11398 | $11977 |
| **2/29/2020** | $10450 | $10894 |
| **3/31/2020** | $8786 | $9440 |
| **4/30/2020** | $9384 | $10049 |
| **5/31/2020** | $9910 | $10487 |
| **6/30/2020** | $10129 | $10843 |
| **7/31/2020** | $10552 | $11096 |
| **8/31/2020** | $11048 | $11666 |
| **9/30/2020** | $10829 | $11363 |
| **10/31/2020** | $10464 | $10909 |
| **11/30/2020** | $11851 | $12600 |
| **12/31/2020** | $12414 | $13186 |
| **1/31/2021** | $12252 | $13046 |
| **2/28/2021** | $12503 | $13338 |
| **3/31/2021** | $12916 | $13645 |
| **4/30/2021** | $13166 | $14056 |
| **5/31/2021** | $13727 | $14514 |
| **6/30/2021** | $13555 | $14351 |
| **7/31/2021** | $13704 | $14459 |
| **8/31/2021** | $13972 | $14714 |
| **9/30/2021** | $13287 | $14287 |
| **10/31/2021** | $13600 | $14638 |
| **11/30/2021** | $13138 | $13958 |
| **12/31/2021** | $13812 | $14672 |
| **1/31/2022** | $13107 | $13963 |
| **2/28/2022** | $12776 | $13716 |
| **3/31/2022** | $12641 | $13804 |
| **4/30/2022** | $11635 | $12911 |
| **5/31/2022** | $11665 | $13008 |
| **6/30/2022** | $10430 | $11801 |
| **7/31/2022** | $11099 | $12389 |
| **8/31/2022** | $10445 | $11800 |
| **9/30/2022** | $9472 | $10697 |
| **10/31/2022** | $10004 | $11272 |
| **11/30/2022** | $11114 | $12541 |
| **12/31/2022** | $10972 | $12551 |
| **1/31/2023** | $12005 | $13568 |
| **2/28/2023** | $11620 | $13284 |
| **3/31/2023** | $11835 | $13614 |
| **4/30/2023** | $12082 | $13998 |
| **5/31/2023** | $11512 | $13406 |
| **6/30/2023** | $12224 | $14016 |
| **7/31/2023** | $12616 | $14470 |
| **8/31/2023** | $12161 | $13915 |
| **9/30/2023** | $11721 | $13440 |
| **10/31/2023** | $11312 | $12895 |
| **11/30/2023** | $12538 | $14092 |
| **12/31/2023** | $13360 | $14841 |
| **1/31/2024** | $13344 | $14926 |
| **2/29/2024** | $13676 | $15200 |
| **3/31/2024** | $14262 | $15699 |
| **4/30/2024** | $13835 | $15297 |
| **5/31/2024** | $14642 | $15889 |
| **6/30/2024** | $14284 | $15633 |
| **7/31/2024** | $14638 | $16092 |
| **8/31/2024** | $15169 | $16615 |
| **9/30/2024** | $15362 | $16768 |
| **10/31/2024** | $14638 | $15856 |
| **11/30/2024** | $14960 | $15766 |
| **12/31/2024** | $14512 | $15408 |
| **1/31/2025** | $15118 | $16217 |
| **2/28/2025** | $15511 | $16532 |
| **3/31/2025** | $15314 | $16465 |
| **4/30/2025** | $16035 | $17219 |
| **5/31/2025** | $16805 | $18007 |
| **6/30/2025** | $17246 | $18404 |
| **7/31/2025** | $17048 | $18146 |

---

# Average Annual Total Returns (as of 7/31/25)

---

| | | | |
|:---|:---|:---|:---|
| **Name** | **1 Year** | **5 Years** | **10 Years** |
| Class Y shares | 16.47% | 10.07% | 5.48% |
| MSCI EAFE Net Total Return USD Index | 12.77% | 10.34% | 6.14% |

---

Reflects the performance of the Investor shares (DOMIX) for the portion of the period prior to Class Y inception on July 23, 2018. This performance has not been adjusted to take into account the lower expenses applicable to Class Y shares. Visit domini.com/performance for the most recent performance information.

# Key Fund Statistics
The following table outlines certain key Fund statistics as of the end of the reporting period:

---

| | |
|:---|:---|
| Fund's net assets | $886659432 |
| Total number of portfolio holdings | 175 |
| Portfolio turnover rate | 80% |
| Total advisory fees paid | $6910414 |

---

# What did the Fund invest in?
The following table identifies the Fund's top ten portfolio holdings as of the end of the reporting period:

# TOP TEN HOLDINGS (% of net assets)

---

| | |
|:---|:---|
| Novartis AG | 3.5% |
| SAP SE | 3.0% |
| Banco Santander SA | 2.3% |
| Fortescue Ltd. | 2.2% |
| Banco Bilbao Vizcaya Argentaria SA | 2.1% |
| DBS Group Holdings Ltd. | 2.1% |
| Cie Financiere Richemont SA, Class A | 2.1% |
| 3i Group PLC | 2.0% |
| Recruit Holdings Co. Ltd. | 2.0% |
| BNP Paribas SA | 2.0% |

---

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact International Equity Fund℠

Class Y shares

![Image](g908799i5c164a20d813c33a62d1.jpg)

July 31, 2025

# SECTOR ALLOCATION (% of net assets)
![Group By Sector Chart](g908799if02f568d5a7de0e7de9f.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 2.3% |
| Utilities | 1.1% |
| Communication Services | 3.8% |
| Real Estate | 4.0% |
| Materials | 4.0% |
| Consumer Staples | 5.2% |
| Information Technology | 10.5% |
| Consumer Discretionary | 11.2% |
| Health Care | 13.5% |
| Industrials | 17.0% |
| Financials | 27.4% |

---

#### GEOGRAPHICAL ALLOCATION (% of net assets)
![Group By Country Chart](g908799i9bcc3401a3170ef1ed25.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 2.3% |
| Other<sup>Footnote Reference\*</sup> | 7.8% |
| Hong Kong | 2.1% |
| Sweden | 2.6% |
| Italy | 3.1% |
| Singapore | 3.9% |
| Netherlands | 4.4% |
| Spain | 4.6% |
| Australia | 6.1% |
| Switzerland | 6.3% |
| France | 6.8% |
| United States | 7.5% |
| Germany | 11.2% |
| United Kingdom | 12.3% |
| Japan | 19.0% |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Amounts represent investments in countries less than 2% of net assets |

---

# Additional Information
You can find additional information on the Fund's website, domini.com/funddocuments, including its:

* Prospectus

* Fund holdings

* Financial information

* Proxy voting information

You can also request this information by contacting us at 1-800-582-6757.

![An image of a QR code that, when scanned, navigates the user to the following URL: https://domini.com/funds/prospectus-fund-documents/](g908799i3c7cb9b5864ae32cac2f.jpg)

Scan for more information

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact International Equity Fund℠

Class Y shares

Annual Shareholder Report

July 31, 2025

![Image](g908799i531590793d85e32164e4.jpg)

#### Domini Impact Bond Fund℠
INVESTOR SHARES \| DSBFX

# Shareholder Report Overview
This annual shareholder report contains important information about the Domini Impact Bond Fund for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at domini.com. You can also request information by contacting us at 1-800-582-6757 or by emailing funddocuments@domini.com.

# What were the Fund costs for last year?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Class Name** | **Cost of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Investor shares | $88 | 0.87% |

---

# How did the Fund perform last year and what affected its performance?
The Fund's Investor Shares returned 2.39% for the trailing twelve months ended July 31, 2025, underperforming the Bloomberg US Aggregate Bond Index (the "benchmark"), which returned 3.38%.

U.S. fixed-income sectors generated positive returns over the period. Credit sectors produced positive returns over duration-equivalent government bonds as spreads compressed, with higher-yielding sectors generally performing best. Most global sovereign yields ended broadly higher, after fluctuating extensively during the period, and yield curves steepened across most regions. In particular, the second part of the period was marked by increased volatility stemming from concerns over growth, inflation, and U.S. economic policies.

The primary detractor from benchmark-relative results was the Fund's duration and yield-curve positioning, as the portfolio was positioned with a longer duration position relative to the benchmark for most of the period, which detracted from performance as interest rates rose. This offset otherwise strong contributions from the Fund's credit positioning. Throughout the period, the Fund maintained an underweight to investment-grade (IG) corporate bonds in favor of high-yield credit, bank loans, taxable municipal bonds, and securitized sectors where the Fund's Subadviser observed more attractive risk and reward profiles. Within securitized sectors, positive results were led by the Fund's overweight allocation to commercial mortgage-backed securities (CMBS). Its allocation to agency mortgage-backed securities (MBS) also helped performance despite a spike in interest-rate volatility. The Fund's overweight allocation to taxable municipals, as well as out-of-benchmark allocations to high-yield credit and banks loans, also aided performance, benefiting from their coupon advantage. These contributions helped to offset a detraction from the Fund's underweight to IG corporates, particularly in Industrials.

&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Contributors**

## **↑** 
&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Detractors**

## **↓** 
* Commercial Mortgage-Backed Securities (CMBS)

* High-Yield Credit

* Agency Mortgage-Backed Securities (MBS)

&nbsp;&nbsp;&nbsp;&nbsp;

* Duration/Yield-Curve Positioning

* &nbsp;&nbsp;&nbsp;&nbsp;Developed Non-USD Denominated Bonds

* &nbsp;&nbsp;&nbsp;&nbsp;Investment-Grade Credit

#### Annual Shareholder Report

#### July 31, 2025
DSBFX07312025

Domini Impact Bond Fund℠

Investor shares

![Image](g908799i531590793d85e32164e4.jpg)

July 31, 2025

# How has the Fund performed?
**Keep in mind that the Fund's past performance is not a good predictor of how the Fund will perform in the future.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund shares.

# CUMULATIVE RETURNS OF A HYPOTHETICAL $10,000 INVESTMENT (as of 7/31/2025)
![Growth of 10K](g908799ib7601460360f36b25622.jpg)

---

| | | |
|:---|:---|:---|
| | **Investor shares** | **Bloomberg U.S. Aggregate Bond Index** |
| **7/31/2015** | $10000 | $10000 |
| **8/31/2015** | $9979 | $9986 |
| **9/30/2015** | $10047 | $10054 |
| **10/31/2015** | $10044 | $10056 |
| **11/30/2015** | $10041 | $10030 |
| **12/31/2015** | $9995 | $9998 |
| **1/31/2016** | $10132 | $10136 |
| **2/29/2016** | $10179 | $10208 |
| **3/31/2016** | $10308 | $10302 |
| **4/30/2016** | $10374 | $10341 |
| **5/31/2016** | $10394 | $10344 |
| **6/30/2016** | $10551 | $10530 |
| **7/31/2016** | $10673 | $10596 |
| **8/31/2016** | $10685 | $10585 |
| **9/30/2016** | $10683 | $10578 |
| **10/31/2016** | $10580 | $10498 |
| **11/30/2016** | $10328 | $10249 |
| **12/31/2016** | $10340 | $10263 |
| **1/31/2017** | $10358 | $10284 |
| **2/28/2017** | $10432 | $10353 |
| **3/31/2017** | $10422 | $10348 |
| **4/30/2017** | $10515 | $10427 |
| **5/31/2017** | $10599 | $10508 |
| **6/30/2017** | $10590 | $10497 |
| **7/31/2017** | $10639 | $10542 |
| **8/31/2017** | $10733 | $10637 |
| **9/30/2017** | $10686 | $10586 |
| **10/31/2017** | $10690 | $10592 |
| **11/30/2017** | $10691 | $10579 |
| **12/31/2017** | $10737 | $10627 |
| **1/31/2018** | $10606 | $10505 |
| **2/28/2018** | $10523 | $10405 |
| **3/31/2018** | $10582 | $10472 |
| **4/30/2018** | $10507 | $10394 |
| **5/31/2018** | $10577 | $10468 |
| **6/30/2018** | $10571 | $10455 |
| **7/31/2018** | $10560 | $10457 |
| **8/31/2018** | $10621 | $10524 |
| **9/30/2018** | $10555 | $10457 |
| **10/31/2018** | $10458 | $10374 |
| **11/30/2018** | $10501 | $10437 |
| **12/31/2018** | $10639 | $10629 |
| **1/31/2019** | $10771 | $10741 |
| **2/28/2019** | $10799 | $10735 |
| **3/31/2019** | $10982 | $10941 |
| **4/30/2019** | $11015 | $10944 |
| **5/31/2019** | $11206 | $11139 |
| **6/30/2019** | $11338 | $11279 |
| **7/31/2019** | $11381 | $11304 |
| **8/31/2019** | $11671 | $11597 |
| **9/30/2019** | $11613 | $11535 |
| **10/31/2019** | $11636 | $11570 |
| **11/30/2019** | $11624 | $11564 |
| **12/31/2019** | $11612 | $11556 |
| **1/31/2020** | $11816 | $11778 |
| **2/29/2020** | $12014 | $11990 |
| **3/31/2020** | $11842 | $11919 |
| **4/30/2020** | $12133 | $12132 |
| **5/31/2020** | $12245 | $12189 |
| **6/30/2020** | $12414 | $12265 |
| **7/31/2020** | $12645 | $12448 |
| **8/31/2020** | $12611 | $12347 |
| **9/30/2020** | $12596 | $12341 |
| **10/31/2020** | $12511 | $12286 |
| **11/30/2020** | $12702 | $12406 |
| **12/31/2020** | $12780 | $12423 |
| **1/31/2021** | $12754 | $12334 |
| **2/28/2021** | $12560 | $12156 |
| **3/31/2021** | $12417 | $12004 |
| **4/30/2021** | $12528 | $12099 |
| **5/31/2021** | $12552 | $12139 |
| **6/30/2021** | $12682 | $12224 |
| **7/31/2021** | $12778 | $12361 |
| **8/31/2021** | $12781 | $12337 |
| **9/30/2021** | $12677 | $12230 |
| **10/31/2021** | $12678 | $12226 |
| **11/30/2021** | $12691 | $12263 |
| **12/31/2021** | $12672 | $12231 |
| **1/31/2022** | $12383 | $11968 |
| **2/28/2022** | $12216 | $11834 |
| **3/31/2022** | $11844 | $11505 |
| **4/30/2022** | $11385 | $11069 |
| **5/31/2022** | $11404 | $11140 |
| **6/30/2022** | $11141 | $10965 |
| **7/31/2022** | $11433 | $11233 |
| **8/31/2022** | $11158 | $10916 |
| **9/30/2022** | $10645 | $10445 |
| **10/31/2022** | $10447 | $10310 |
| **11/30/2022** | $10817 | $10689 |
| **12/31/2022** | $10814 | $10641 |
| **1/31/2023** | $11165 | $10968 |
| **2/28/2023** | $10910 | $10684 |
| **3/31/2023** | $11132 | $10955 |
| **4/30/2023** | $11199 | $11022 |
| **5/31/2023** | $11100 | $10902 |
| **6/30/2023** | $11056 | $10862 |
| **7/31/2023** | $11025 | $10855 |
| **8/31/2023** | $10960 | $10786 |
| **9/30/2023** | $10682 | $10511 |
| **10/31/2023** | $10506 | $10346 |
| **11/30/2023** | $10994 | $10814 |
| **12/31/2023** | $11433 | $11228 |
| **1/31/2024** | $11424 | $11197 |
| **2/29/2024** | $11303 | $11039 |
| **3/31/2024** | $11396 | $11141 |
| **4/30/2024** | $11096 | $10860 |
| **5/31/2024** | $11306 | $11044 |
| **6/30/2024** | $11427 | $11148 |
| **7/31/2024** | $11718 | $11409 |
| **8/31/2024** | $11875 | $11573 |
| **9/30/2024** | $12040 | $11728 |
| **10/31/2024** | $11697 | $11437 |
| **11/30/2024** | $11796 | $11558 |
| **12/31/2024** | $11630 | $11368 |
| **1/31/2025** | $11685 | $11429 |
| **2/28/2025** | $11940 | $11680 |
| **3/31/2025** | $11924 | $11685 |
| **4/30/2025** | $11955 | $11730 |
| **5/31/2025** | $11855 | $11647 |
| **6/30/2025** | $12038 | $11826 |
| **7/31/2025** | $11998 | $11794 |

---

# Average Annual Total Returns (as of 7/31/25)

---

| | | | |
|:---|:---|:---|:---|
| **Name** | **1 Year** | **5 Years** | **10 Years** |
| Investor shares | 2.39% | (1.04%) | 1.84% |
| Bloomberg U.S. Aggregate Bond Index | 3.38% | (1.07%) | 1.66% |

---

Visit domini.com/performance for the most recent performance information.

# Key Fund Statistics
The following table outlines certain key Fund statistics as of the end of the reporting period:

---

| | |
|:---|:---|
| Fund's net assets | $248949472 |
| Total number of portfolio holdings | 385 |
| Portfolio turnover rate | 194% |
| Total advisory fees paid | $1387165 |

---

# What did the Fund invest in?
The following table identifies the Fund's top ten portfolio holdings as of the end of the reporting period:

# TOP TEN HOLDINGS (% of net assets)

---

| | |
|:---|:---|
| Federal National Mortgage Association, 6.000%, 08/01/54 | 9.8% |
| Federal Home Loan Bank Discount Notes, 0.000%, 10/17/25 | 2.9% |
| Federal Home Loan Bank Discount Notes, 0.000%, 09/08/25 | 2.9% |
| Federal National Mortgage Association, 0.875%, 08/05/30 | 2.8% |
| Federal Home Loan Bank Discount Notes, 0.000%, 08/28/25 | 2.5% |
| Kreditanstalt fuer Wiederaufbau, 4.375%, 02/28/34 | 2.4% |
| Federal National Mortgage Association Principal STRIPS, 0.000%, 07/15/37 | 2.0% |
| Federal Farm Credit Banks Funding Corp., 4.500%, 03/02/26 | 2.0% |
| Federal Home Loan Banks, 3.250%, 11/16/28 | 2.0% |
| Federal National Mortgage Association, 0.750%, 10/08/27 | 1.9% |

---

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact Bond Fund℠

Investor shares

![Image](g908799i531590793d85e32164e4.jpg)

July 31, 2025

# PORTFOLIO COMPOSITION (% of net assets)
![Group By Sector Chart](g908799i0d41fc91fa952c7488ff.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Liabilities, Less Assets | (10.4%) |
| Convertible Bonds | 0.2% |
| Senior Floating Rate Interests | 2.0% |
| Foreign Government & Agency Securities | 3.8% |
| Asset Backed Securities | 4.2% |
| Municipal Bonds | 4.3% |
| U.S. Government Agency Obligations | 25.1% |
| Corporate Bonds and Notes | 27.4% |
| Mortgage Backed Securities | 43.4% |

---

# Additional Information
You can find additional information on the Fund's website, domini.com/funddocuments, including its:

* Prospectus

* Fund holdings

* Financial information

* Proxy voting information

You can also request this information by contacting us at 1-800-582-6757.

![An image of a QR code that, when scanned, navigates the user to the following URL: https://domini.com/funds/prospectus-fund-documents/](g908799i3c7cb9b5864ae32cac2f.jpg)

Scan for more information

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact Bond Fund℠

Investor shares

Annual Shareholder Report

July 31, 2025

![Image](g908799i531590793d85e32164e4.jpg)

#### Domini Impact Bond Fund℠
INSTITUTIONAL SHARES \| DSBIX

# Shareholder Report Overview
This annual shareholder report contains important information about the Domini Impact Bond Fund for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at domini.com. You can also request information by contacting us at 1-800-582-6757 or by emailing funddocuments@domini.com.

# What were the Fund costs for last year?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Class Name** | **Cost of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Institutional shares | $58 | 0.57% |

---

# How did the Fund perform last year and what affected its performance?
The Fund's Institutional Shares returned 2.79% for the trailing twelve months ended July 31, 2025, underperforming the Bloomberg US Aggregate Bond Index (the "benchmark"), which returned 3.38%.

U.S. fixed-income sectors generated positive returns over the period. Credit sectors produced positive returns over duration-equivalent government bonds as spreads compressed, with higher-yielding sectors generally performing best. Most global sovereign yields ended broadly higher, after fluctuating extensively during the period, and yield curves steepened across most regions. In particular, the second part of the period was marked by increased volatility stemming from concerns over growth, inflation, and U.S. economic policies.

The primary detractor from benchmark-relative results was the Fund's duration and yield-curve positioning, as the portfolio was positioned with a longer duration position relative to the benchmark for most of the period, which detracted from performance as interest rates rose. This offset otherwise strong contributions from the Fund's credit positioning. Throughout the period, the Fund maintained an underweight to investment-grade (IG) corporate bonds in favor of high-yield credit, bank loans, taxable municipal bonds, and securitized sectors where the Fund's Subadviser observed more attractive risk and reward profiles. Within securitized sectors, positive results were led by the Fund's overweight allocation to commercial mortgage-backed securities (CMBS). Its allocation to agency mortgage-backed securities (MBS) also helped performance despite a spike in interest-rate volatility. The Fund's overweight allocation to taxable municipals, as well as out-of-benchmark allocations to high-yield credit and banks loans, also aided performance, benefiting from their coupon advantage. These contributions helped to offset a detraction from the Fund's underweight to IG corporates, particularly in Industrials.

&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Contributors**

## **↑** 
&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Detractors**

## **↓** 
* Commercial Mortgage-Backed Securities (CMBS)

* High-Yield Credit

* Agency Mortgage-Backed Securities (MBS)

&nbsp;&nbsp;&nbsp;&nbsp;

* Duration/Yield-Curve Positioning

* &nbsp;&nbsp;&nbsp;&nbsp;Developed Non-USD Denominated Bonds

* &nbsp;&nbsp;&nbsp;&nbsp;Investment-Grade Credit

#### Annual Shareholder Report

#### July 31, 2025
DSBIX07312025

Domini Impact Bond Fund℠

Institutional shares

![Image](g908799i531590793d85e32164e4.jpg)

July 31, 2025

# How has the Fund performed?
**Keep in mind that the Fund's past performance is not a good predictor of how the Fund will perform in the future.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund shares.

# CUMULATIVE RETURNS OF A HYPOTHETICAL $500,000 INVESTMENT (as of 7/31/2025)
![Growth of 10K](g908799i3583a8e6d6b5ce839152.jpg)

---

| | | |
|:---|:---|:---|
| | **Institutional shares** | **Bloomberg U.S. Aggregate Bond Index** |
| **7/31/2015** | $500000 | $500000 |
| **8/31/2015** | $499965 | $499300 |
| **9/30/2015** | $503044 | $502695 |
| **10/31/2015** | $502984 | $502796 |
| **11/30/2015** | $502988 | $501489 |
| **12/31/2015** | $500346 | $499884 |
| **1/31/2016** | $507323 | $506782 |
| **2/29/2016** | $509795 | $510380 |
| **3/31/2016** | $516432 | $515076 |
| **4/30/2016** | $519851 | $517033 |
| **5/31/2016** | $520503 | $517188 |
| **6/30/2016** | $529018 | $526498 |
| **7/31/2016** | $534818 | $529815 |
| **8/31/2016** | $535510 | $529232 |
| **9/30/2016** | $535574 | $528914 |
| **10/31/2016** | $530983 | $524894 |
| **11/30/2016** | $518446 | $512454 |
| **12/31/2016** | $518655 | $513172 |
| **1/31/2017** | $519689 | $514198 |
| **2/28/2017** | $523532 | $517643 |
| **3/31/2017** | $523649 | $517385 |
| **4/30/2017** | $527986 | $521368 |
| **5/31/2017** | $532374 | $525383 |
| **6/30/2017** | $532036 | $524858 |
| **7/31/2017** | $534155 | $527114 |
| **8/31/2017** | $539503 | $531858 |
| **9/30/2017** | $537256 | $529306 |
| **10/31/2017** | $537604 | $529623 |
| **11/30/2017** | $537777 | $528935 |
| **12/31/2017** | $540249 | $531368 |
| **1/31/2018** | $533788 | $525257 |
| **2/28/2018** | $529680 | $520267 |
| **3/31/2018** | $532306 | $523597 |
| **4/30/2018** | $529152 | $519702 |
| **5/31/2018** | $532790 | $523392 |
| **6/30/2018** | $532130 | $522764 |
| **7/31/2018** | $532227 | $522868 |
| **8/31/2018** | $535427 | $526214 |
| **9/30/2018** | $532233 | $522847 |
| **10/31/2018** | $527429 | $518716 |
| **11/30/2018** | $529736 | $521828 |
| **12/31/2018** | $536979 | $531430 |
| **1/31/2019** | $543306 | $537063 |
| **2/28/2019** | $544832 | $536741 |
| **3/31/2019** | $554782 | $547046 |
| **4/30/2019** | $556097 | $547211 |
| **5/31/2019** | $565936 | $556951 |
| **6/30/2019** | $572774 | $563968 |
| **7/31/2019** | $575098 | $565209 |
| **8/31/2019** | $589987 | $579848 |
| **9/30/2019** | $587195 | $576775 |
| **10/31/2019** | $588519 | $578505 |
| **11/30/2019** | $588044 | $578216 |
| **12/31/2019** | $587555 | $577811 |
| **1/31/2020** | $598626 | $588905 |
| **2/29/2020** | $608340 | $599506 |
| **3/31/2020** | $599673 | $595968 |
| **4/30/2020** | $614685 | $606577 |
| **5/31/2020** | $620545 | $609428 |
| **6/30/2020** | $629306 | $613267 |
| **7/31/2020** | $641248 | $622405 |
| **8/31/2020** | $639130 | $617363 |
| **9/30/2020** | $638547 | $617055 |
| **10/31/2020** | $634876 | $614278 |
| **11/30/2020** | $644765 | $620298 |
| **12/31/2020** | $648940 | $621166 |
| **1/31/2021** | $647221 | $616694 |
| **2/28/2021** | $637956 | $607813 |
| **3/31/2021** | $630828 | $600216 |
| **4/30/2021** | $636623 | $604957 |
| **5/31/2021** | $638007 | $606954 |
| **6/30/2021** | $644823 | $611202 |
| **7/31/2021** | $649927 | $618048 |
| **8/31/2021** | $650217 | $616874 |
| **9/30/2021** | $644493 | $611507 |
| **10/31/2021** | $645270 | $611323 |
| **11/30/2021** | $646107 | $613157 |
| **12/31/2021** | $644737 | $611563 |
| **1/31/2022** | $630617 | $598414 |
| **2/28/2022** | $622170 | $591712 |
| **3/31/2022** | $603800 | $575263 |
| **4/30/2022** | $580409 | $553460 |
| **5/31/2022** | $581484 | $557002 |
| **6/30/2022** | $568140 | $548265 |
| **7/31/2022** | $582689 | $561661 |
| **8/31/2022** | $569288 | $545822 |
| **9/30/2022** | $543072 | $522243 |
| **10/31/2022** | $533029 | $515506 |
| **11/30/2022** | $552165 | $534456 |
| **12/31/2022** | $552156 | $532046 |
| **1/31/2023** | $570347 | $548380 |
| **2/28/2023** | $557335 | $534177 |
| **3/31/2023** | $568890 | $547745 |
| **4/30/2023** | $572442 | $551086 |
| **5/31/2023** | $566911 | $545085 |
| **6/30/2023** | $564821 | $543122 |
| **7/31/2023** | $563915 | $542746 |
| **8/31/2023** | $560720 | $539279 |
| **9/30/2023** | $547062 | $525574 |
| **10/31/2023** | $537535 | $517281 |
| **11/30/2023** | $562848 | $540705 |
| **12/31/2023** | $585591 | $561403 |
| **1/31/2024** | $585290 | $559861 |
| **2/29/2024** | $579152 | $551951 |
| **3/31/2024** | $584101 | $557049 |
| **4/30/2024** | $568780 | $542977 |
| **5/31/2024** | $579751 | $552182 |
| **6/30/2024** | $586103 | $557412 |
| **7/31/2024** | $600715 | $570432 |
| **8/31/2024** | $609558 | $578627 |
| **9/30/2024** | $617641 | $586376 |
| **10/31/2024** | $600625 | $571834 |
| **11/30/2024** | $605915 | $577879 |
| **12/31/2024** | $597436 | $568422 |
| **1/31/2025** | $600423 | $571437 |
| **2/28/2025** | $613733 | $584009 |
| **3/31/2025** | $612449 | $584229 |
| **4/30/2025** | $614816 | $586525 |
| **5/31/2025** | $609795 | $582326 |
| **6/30/2025** | $619417 | $591279 |
| **7/31/2025** | $617488 | $589719 |

---

# Average Annual Total Returns (as of 7/31/25)

---

| | | | |
|:---|:---|:---|:---|
| **Name** | **1 Year** | **5 Years** | **10 Years** |
| Institutional shares | 2.79% | (0.75%) | 2.13% |
| Bloomberg U.S. Aggregate Bond Index | 3.38% | (1.07%) | 1.66% |

---

Visit domini.com/performance for the most recent performance information.

# Key Fund Statistics
The following table outlines certain key Fund statistics as of the end of the reporting period:

---

| | |
|:---|:---|
| Fund's net assets | $248949472 |
| Total number of portfolio holdings | 385 |
| Portfolio turnover rate | 194% |
| Total advisory fees paid | $1387165 |

---

# What did the Fund invest in?
The following table identifies the Fund's top ten portfolio holdings as of the end of the reporting period:

# TOP TEN HOLDINGS (% of net assets)

---

| | |
|:---|:---|
| Federal National Mortgage Association, 6.000%, 08/01/54 | 9.8% |
| Federal Home Loan Bank Discount Notes, 0.000%, 10/17/25 | 2.9% |
| Federal Home Loan Bank Discount Notes, 0.000%, 09/08/25 | 2.9% |
| Federal National Mortgage Association, 0.875%, 08/05/30 | 2.8% |
| Federal Home Loan Bank Discount Notes, 0.000%, 08/28/25 | 2.5% |
| Kreditanstalt fuer Wiederaufbau, 4.375%, 02/28/34 | 2.4% |
| Federal National Mortgage Association Principal STRIPS, 0.000%, 07/15/37 | 2.0% |
| Federal Farm Credit Banks Funding Corp., 4.500%, 03/02/26 | 2.0% |
| Federal Home Loan Banks, 3.250%, 11/16/28 | 2.0% |
| Federal National Mortgage Association, 0.750%, 10/08/27 | 1.9% |

---

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact Bond Fund℠

Institutional shares

![Image](g908799i531590793d85e32164e4.jpg)

July 31, 2025

# PORTFOLIO COMPOSITION (% of net assets)
![Group By Sector Chart](g908799ibf7255d1c35d65f916a5.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Liabilities, Less Assets | (10.4%) |
| Convertible Bonds | 0.2% |
| Senior Floating Rate Interests | 2.0% |
| Foreign Government & Agency Securities | 3.8% |
| Asset Backed Securities | 4.2% |
| Municipal Bonds | 4.3% |
| U.S. Government Agency Obligations | 25.1% |
| Corporate Bonds and Notes | 27.4% |
| Mortgage Backed Securities | 43.4% |

---

# Additional Information
You can find additional information on the Fund's website, domini.com/funddocuments, including its:

* Prospectus

* Fund holdings

* Financial information

* Proxy voting information

You can also request this information by contacting us at 1-800-582-6757.

![An image of a QR code that, when scanned, navigates the user to the following URL: https://domini.com/funds/prospectus-fund-documents/](g908799i3c7cb9b5864ae32cac2f.jpg)

Scan for more information

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact Bond Fund℠

Institutional shares

Annual Shareholder Report

July 31, 2025

![Image](g908799i531590793d85e32164e4.jpg)

#### Domini Impact Bond Fund℠
CLASS Y SHARES \| DSBYX

# Shareholder Report Overview
This annual shareholder report contains important information about the Domini Impact Bond Fund for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at domini.com. You can also request information by contacting us at 1-800-582-6757 or by emailing funddocuments@domini.com.

# What were the Fund costs for last year?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Class Name** | **Cost of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class Y shares | $66 | 0.65% |

---

# How did the Fund perform last year and what affected its performance?
The Fund's Class Y Shares returned 2.71% for the trailing twelve months ended July 31, 2025, underperforming the Bloomberg US Aggregate Bond Index (the "benchmark"), which returned 3.38%.

U.S. fixed-income sectors generated positive returns over the period. Credit sectors produced positive returns over duration-equivalent government bonds as spreads compressed, with higher-yielding sectors generally performing best. Most global sovereign yields ended broadly higher, after fluctuating extensively during the period, and yield curves steepened across most regions. In particular, the second part of the period was marked by increased volatility stemming from concerns over growth, inflation, and U.S. economic policies.

The primary detractor from benchmark-relative results was the Fund's duration and yield-curve positioning, as the portfolio was positioned with a longer duration position relative to the benchmark for most of the period, which detracted from performance as interest rates rose. This offset otherwise strong contributions from the Fund's credit positioning. Throughout the period, the Fund maintained an underweight to investment-grade (IG) corporate bonds in favor of high-yield credit, bank loans, taxable municipal bonds, and securitized sectors where the Fund's Subadviser observed more attractive risk and reward profiles. Within securitized sectors, positive results were led by the Fund's overweight allocation to commercial mortgage-backed securities (CMBS). Its allocation to agency mortgage-backed securities (MBS) also helped performance despite a spike in interest-rate volatility. The Fund's overweight allocation to taxable municipals, as well as out-of-benchmark allocations to high-yield credit and banks loans, also aided performance, benefiting from their coupon advantage. These contributions helped to offset a detraction from the Fund's underweight to IG corporates, particularly in Industrials.

&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Contributors**

## **↑** 
&nbsp;&nbsp;&nbsp;&nbsp;

**Top Relative Detractors**

## **↓** 
* Commercial Mortgage-Backed Securities (CMBS)

* High-Yield Credit

* Agency Mortgage-Backed Securities (MBS)

&nbsp;&nbsp;&nbsp;&nbsp;

* Duration/Yield-Curve Positioning

* &nbsp;&nbsp;&nbsp;&nbsp;Developed Non-USD Denominated Bonds

* &nbsp;&nbsp;&nbsp;&nbsp;Investment-Grade Credit

#### Annual Shareholder Report

#### July 31, 2025
DSBYX07312025

Domini Impact Bond Fund℠

Class Y shares

![Image](g908799i531590793d85e32164e4.jpg)

July 31, 2025

# How has the Fund performed?
**Keep in mind that the Fund's past performance is not a good predictor of how the Fund will perform in the future.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund shares.

# CUMULATIVE RETURNS OF A HYPOTHETICAL $10,000 INVESTMENT (as of 7/31/2025)
![Growth of 10K](g908799ibafd360f63cae3cda193.jpg)

---

| | | |
|:---|:---|:---|
| | **Class Y shares** | **Bloomberg U.S. Aggregate Bond Index** |
| **7/31/2015** | $10000 | $10000 |
| **8/31/2015** | $9979 | $9986 |
| **9/30/2015** | $10047 | $10054 |
| **10/31/2015** | $10044 | $10056 |
| **11/30/2015** | $10041 | $10030 |
| **12/31/2015** | $9995 | $9998 |
| **1/31/2016** | $10132 | $10136 |
| **2/29/2016** | $10179 | $10208 |
| **3/31/2016** | $10308 | $10302 |
| **4/30/2016** | $10374 | $10341 |
| **5/31/2016** | $10394 | $10344 |
| **6/30/2016** | $10551 | $10530 |
| **7/31/2016** | $10673 | $10596 |
| **8/31/2016** | $10685 | $10585 |
| **9/30/2016** | $10683 | $10578 |
| **10/31/2016** | $10580 | $10498 |
| **11/30/2016** | $10328 | $10249 |
| **12/31/2016** | $10340 | $10263 |
| **1/31/2017** | $10358 | $10284 |
| **2/28/2017** | $10432 | $10353 |
| **3/31/2017** | $10422 | $10348 |
| **4/30/2017** | $10515 | $10427 |
| **5/31/2017** | $10599 | $10508 |
| **6/30/2017** | $10590 | $10497 |
| **7/31/2017** | $10639 | $10542 |
| **8/31/2017** | $10733 | $10637 |
| **9/30/2017** | $10686 | $10586 |
| **10/31/2017** | $10690 | $10592 |
| **11/30/2017** | $10691 | $10579 |
| **12/31/2017** | $10737 | $10627 |
| **1/31/2018** | $10606 | $10505 |
| **2/28/2018** | $10523 | $10405 |
| **3/31/2018** | $10582 | $10472 |
| **4/30/2018** | $10507 | $10394 |
| **5/31/2018** | $10577 | $10468 |
| **6/30/2018** | $10571 | $10455 |
| **7/31/2018** | $10560 | $10457 |
| **8/31/2018** | $10621 | $10524 |
| **9/30/2018** | $10555 | $10457 |
| **10/31/2018** | $10458 | $10374 |
| **11/30/2018** | $10501 | $10437 |
| **12/31/2018** | $10639 | $10629 |
| **1/31/2019** | $10771 | $10741 |
| **2/28/2019** | $10799 | $10735 |
| **3/31/2019** | $10982 | $10941 |
| **4/30/2019** | $11015 | $10944 |
| **5/31/2019** | $11206 | $11139 |
| **6/30/2019** | $11338 | $11279 |
| **7/31/2019** | $11381 | $11304 |
| **8/31/2019** | $11671 | $11597 |
| **9/30/2019** | $11613 | $11535 |
| **10/31/2019** | $11636 | $11570 |
| **11/30/2019** | $11624 | $11564 |
| **12/31/2019** | $11612 | $11556 |
| **1/31/2020** | $11816 | $11778 |
| **2/29/2020** | $12014 | $11990 |
| **3/31/2020** | $11842 | $11919 |
| **4/30/2020** | $12133 | $12132 |
| **5/31/2020** | $12245 | $12189 |
| **6/30/2020** | $12414 | $12265 |
| **7/31/2020** | $12645 | $12448 |
| **8/31/2020** | $12611 | $12347 |
| **9/30/2020** | $12596 | $12341 |
| **10/31/2020** | $12511 | $12286 |
| **11/30/2020** | $12702 | $12406 |
| **12/31/2020** | $12780 | $12423 |
| **1/31/2021** | $12754 | $12334 |
| **2/28/2021** | $12560 | $12156 |
| **3/31/2021** | $12417 | $12004 |
| **4/30/2021** | $12528 | $12099 |
| **5/31/2021** | $12552 | $12139 |
| **6/30/2021** | $12684 | $12224 |
| **7/31/2021** | $12783 | $12361 |
| **8/31/2021** | $12788 | $12337 |
| **9/30/2021** | $12686 | $12230 |
| **10/31/2021** | $12690 | $12226 |
| **11/30/2021** | $12706 | $12263 |
| **12/31/2021** | $12689 | $12231 |
| **1/31/2022** | $12402 | $11968 |
| **2/28/2022** | $12237 | $11834 |
| **3/31/2022** | $11867 | $11505 |
| **4/30/2022** | $11410 | $11069 |
| **5/31/2022** | $11430 | $11140 |
| **6/30/2022** | $11169 | $10965 |
| **7/31/2022** | $11464 | $11233 |
| **8/31/2022** | $11191 | $10916 |
| **9/30/2022** | $10679 | $10445 |
| **10/31/2022** | $10482 | $10310 |
| **11/30/2022** | $10855 | $10689 |
| **12/31/2022** | $10854 | $10641 |
| **1/31/2023** | $11209 | $10968 |
| **2/28/2023** | $10954 | $10684 |
| **3/31/2023** | $11179 | $10955 |
| **4/30/2023** | $11248 | $11022 |
| **5/31/2023** | $11139 | $10902 |
| **6/30/2023** | $11098 | $10862 |
| **7/31/2023** | $11080 | $10855 |
| **8/31/2023** | $11017 | $10786 |
| **9/30/2023** | $10739 | $10511 |
| **10/31/2023** | $10553 | $10346 |
| **11/30/2023** | $11057 | $10814 |
| **12/31/2023** | $11500 | $11228 |
| **1/31/2024** | $11493 | $11197 |
| **2/29/2024** | $11373 | $11039 |
| **3/31/2024** | $11469 | $11141 |
| **4/30/2024** | $11170 | $10860 |
| **5/31/2024** | $11383 | $11044 |
| **6/30/2024** | $11507 | $11148 |
| **7/31/2024** | $11791 | $11409 |
| **8/31/2024** | $11962 | $11573 |
| **9/30/2024** | $12131 | $11728 |
| **10/31/2024** | $11787 | $11437 |
| **11/30/2024** | $11890 | $11558 |
| **12/31/2024** | $11724 | $11368 |
| **1/31/2025** | $11782 | $11429 |
| **2/28/2025** | $12040 | $11680 |
| **3/31/2025** | $12015 | $11685 |
| **4/30/2025** | $12060 | $11730 |
| **5/31/2025** | $11962 | $11647 |
| **6/30/2025** | $12149 | $11826 |
| **7/31/2025** | $12111 | $11794 |

---

# Average Annual Total Returns (as of 7/31/25)

---

| | | | |
|:---|:---|:---|:---|
| **Name** | **1 Year** | **5 Years** | **10 Years** |
| Class Y shares | 2.71% | (0.86%) | 1.93% |
| Bloomberg U.S. Aggregate Bond Index | 3.38% | (1.07%) | 1.66% |

---

Reflects the performance of the Investor shares (DSBFX) for the portion of the period prior to Class Y inception on June 1, 2021. This performance has not been adjusted to take into account the lower expenses applicable to Class Y shares. Visit domini.com/performance for the most recent performance information.

# Key Fund Statistics
The following table outlines certain key Fund statistics as of the end of the reporting period:

---

| | |
|:---|:---|
| Fund's net assets | $248949472 |
| Total number of portfolio holdings | 385 |
| Portfolio turnover rate | 194% |
| Total advisory fees paid | $1387165 |

---

# What did the Fund invest in?
The following table identifies the Fund's top ten portfolio holdings as of the end of the reporting period:

# TOP TEN HOLDINGS (% of net assets)

---

| | |
|:---|:---|
| Federal National Mortgage Association, 6.000%, 08/01/54 | 9.8% |
| Federal Home Loan Bank Discount Notes, 0.000%, 10/17/25 | 2.9% |
| Federal Home Loan Bank Discount Notes, 0.000%, 09/08/25 | 2.9% |
| Federal National Mortgage Association, 0.875%, 08/05/30 | 2.8% |
| Federal Home Loan Bank Discount Notes, 0.000%, 08/28/25 | 2.5% |
| Kreditanstalt fuer Wiederaufbau, 4.375%, 02/28/34 | 2.4% |
| Federal National Mortgage Association Principal STRIPS, 0.000%, 07/15/37 | 2.0% |
| Federal Farm Credit Banks Funding Corp., 4.500%, 03/02/26 | 2.0% |
| Federal Home Loan Banks, 3.250%, 11/16/28 | 2.0% |
| Federal National Mortgage Association, 0.750%, 10/08/27 | 1.9% |

---

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact Bond Fund℠

Class Y shares

![Image](g908799i531590793d85e32164e4.jpg)

July 31, 2025

# PORTFOLIO COMPOSITION (% of net assets)
![Group By Sector Chart](g908799ia8b94eea8426dfa9ba6a.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Liabilities, Less Assets | (10.4%) |
| Convertible Bonds | 0.2% |
| Senior Floating Rate Interests | 2.0% |
| Foreign Government & Agency Securities | 3.8% |
| Asset Backed Securities | 4.2% |
| Municipal Bonds | 4.3% |
| U.S. Government Agency Obligations | 25.1% |
| Corporate Bonds and Notes | 27.4% |
| Mortgage Backed Securities | 43.4% |

---

# Additional Information
You can find additional information on the Fund's website, domini.com/funddocuments, including its:

* Prospectus

* Fund holdings

* Financial information

* Proxy voting information

You can also request this information by contacting us at 1-800-582-6757.

![An image of a QR code that, when scanned, navigates the user to the following URL: https://domini.com/funds/prospectus-fund-documents/](g908799i3c7cb9b5864ae32cac2f.jpg)

Scan for more information

#### Annual Shareholder Report

#### July 31, 2025
Domini Impact Bond Fund℠

Class Y shares

------

(b) Not applicable

------

**Item 2.** **Code of Ethics.** <br>

(a) As of the end of the period covered by this report on Form N-CSR, the registrant has adopted a code of ethics that applies to the registrant's principal executive officer, principal financial officer, and principal accounting officer.

(c) Not applicable.

(d) Not applicable.

(e) Not applicable.

(f) Registrant is filing its code of ethics with this report.

**Item 3.** **Audit Committee Financial Expert.** <br>

John L. Shields, a member of the Audit Committee, has been determined by the Board of Trustees of the registrant in its reasonable business judgment to meet the definition of "audit committee financial expert" as such term is defined in the instructions to Form N-CSR. In addition, Mr. Shields is an "independent" member of the Audit Committee as defined in the instructions to Form N-CSR.

**Item 4.** **Principal Accountant Fees and Services.** <br>

(a) <u>Audit Fees</u>

For the fiscal years ended July 31, 2025, and July 31, 2024, the aggregate audit fees billed to the registrant by KPMG LLP ("KPMG") for professional services rendered for the audits of the financial statements, or services that are normally provided in connection with statutory and regulatory filings or engagements for those fiscal years, are shown in the table below:

---

| | | |
|:---|:---|:---|
| Fund | 2025 | 2024 |
|  Domini Impact Equity Fund | $47085 | $50210 |
|  Domini Impact Bond Fund | $51365 | $42540 |
|  Domini Impact International Equity Fund | $43365 | $42790 |
|  Domini Sustainable Solutions Fund | $41230 | $42290 |
|  Domini International Opportunities Fund | $0 | $42290 |

---

------

(b) <u>Audit-Related Fees</u>

There were no audit-related fees billed by KPMG for services rendered for assurance and related services to the registrant that were reasonably related to the performance of the audit or review of the registrant's financial statements, but not reported as audit fees, for the fiscal years ended July 31, 2025, and July 31, 2024.

There were no audit-related fees billed by KPMG for the fiscal years ended July 31, 2025, and July 31, 2024 that were required to be approved by the registrant's Audit Committee for services rendered on behalf of Domini Impact Investments LLC and entities controlling, controlled by, or under common control with Domini Impact Investments LLC (not including any subadviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser) that provide ongoing services to the registrant ("Service Providers").

(c) <u>Tax Fees</u>

In each of the fiscal years ended July 31, 2025, and July 31, 2024, the aggregate tax fees billed by KPMG for professional services rendered for tax compliance, tax advice, and tax planning for the registrant are shown in the table below:

---

| | | |
|:---|:---|:---|
| Fund | 2025 | 2024 |
|  Domini Impact Equity Fund | $9060 | $8710 |
|  Domini Impact Bond Fund | $9060 | $8710 |
|  Domini Impact International Equity Fund | $9060 | $8710 |
|  Domini Sustainable Solutions Fund<br> Domini International Opportunities Fund | 9060<br> 9060 | 8710<br> 8710 |

---

There were no tax fees billed by KPMG for the fiscal years ended July 31, 2025, and July 31, 2024 that were required to be approved by the registrant's Audit Committee for services rendered on behalf of the registrant's Service Providers.

(d) <u>All Other Fees</u>

There were no other fees billed by KPMG for the fiscal years ended July 31, 2025 and July 31, 2024 for products and services provided by the principal accountant, other than the services reported in paragraphs (a) through (c) of this item.

There were no other fees billed by KPMG for the fiscal years ended July 31, 2025, and July 31, 2024 that were required to be approved by the registrant's Audit Committee for other non-audit services rendered on behalf of the registrant's Service Providers.

------

(e)(1) <u>Audit Committee Preapproval Policy</u>: The Registrant's Audit Committee Preapproval Policy is set forth below:

1. Statement of Principles

The Audit Committee is required to preapprove audit and non-audit services performed for each series of the Domini Investment Trust, (each such series a "Fund" and collectively, the "Funds") by the independent registered public accountant in order to assure that the provision of such services does not impair the accountant's independence. The Audit Committee also is required to preapprove non-audit services performed by the Funds' independent registered public accountant for the Funds' investment adviser, and certain of the adviser's affiliates that provide ongoing services to the Funds, if the services to be provided by the accountant relate directly to the operations and financial reporting of the Funds. The preapproval of these services also is intended to assure that the provision of the services does not impair the accountant's independence.

Unless a type of service to be provided by the independent registered public accountant has received preapproval, it will require separate preapproval by the Audit Committee. Also, any proposed services exceeding preapproved cost levels will require separate preapproval by the Audit Committee. When considering services for preapproval the Audit Committee will take into account such matters as it deems appropriate or advisable, including applicable rules regarding auditor independence.

The appendices to this Policy describe the Audit, Audit-related, Tax and All Other services for the Funds, that have the preapproval of the Audit Committee. The term of any preapproval is 12 months from the date of preapproval, unless the Audit Committee specifically provides for a different period. The Audit Committee will periodically revise the list of preapproved services based on subsequent determinations.

Notwithstanding any provision of this Policy, the Audit Committee is not required to preapprove services for which preapproval is not required by applicable law, including de minimis and grandfathered services.

2. Delegation

The Audit Committee may delegate preapproval authority to one or more of its members. The member or members to whom such authority is delegated shall report any preapproval decisions to the Audit Committee at its next scheduled meeting. By adopting this Policy the Audit Committee does not delegate to management the Audit Committee's responsibilities to preapprove services performed by the independent auditor.

------

3. Audit Services

The annual Audit services engagement terms and fees for the Funds will be subject to the preapproval of the Audit Committee. The Audit Committee will approve, if necessary, any changes in terms, conditions and fees resulting from changes in audit scope or other matters.

In addition to the annual Audit services engagement approved by the Audit Committee, the Audit Committee may grant preapproval for other Audit services, which are those services that only the independent registered public accountant reasonably can provide. The Audit Committee has preapproved the Audit services listed in Appendix A. All Audit services not listed in Appendix A must be separately preapproved by the Audit Committee.

4. Audit-Related Services

Audit-related services are assurance and related services for the Funds that are reasonably related to the performance of the audit or review of the Funds' financial statements or that are traditionally performed by the independent registered public accountant. The Audit Committee believes that the provision of Audit-related services does not impair the independence of the accountant, and has preapproved the Audit-related services listed in Appendix B. All Audit-related services not listed in Appendix B must be separately preapproved by the Audit Committee.

5. Tax Services

The Audit Committee believes that the independent registered public accountant can provide Tax services to the Funds such as tax compliance, tax planning and tax advice without impairing the accountant's independence. However, the Audit Committee will not permit the retention of the independent registered public accountant in connection with a transaction initially recommended by the independent registered public accountant, the purpose of which may be tax avoidance and the tax treatment of which may not be supported in the Internal Revenue Code and related regulations. The Audit Committee has preapproved the Tax services listed in Appendix C. All Tax services not listed in Appendix C must be separately preapproved by the Audit Committee.

6. All Other Services

The Audit Committee may grant preapproval to those permissible non-audit services for the Funds classified as All Other services that it believes are routine and recurring services, and would not impair the independence of the accountant. The Audit Committee has preapproved the All Other services listed in Appendix D. Permissible All Other services not listed in Appendix D must be separately preapproved by the Audit Committee.

A list of the SEC's prohibited non-audit services is attached to this policy as Exhibit 1. The SEC's rules and relevant guidance should be consulted to determine the precise definitions of these services and the applicability of exceptions to certain of the prohibitions.

------

7. Preapproval Fee Levels

Preapproval fee levels for all services to be provided by the independent registered public accountant to the Funds, and applicable non-audit services to be provided by the accountant to the Funds' investment adviser and its affiliates, will be established periodically by the Audit Committee. Any proposed services exceeding these levels will require specific preapproval by the Audit Committee.

8. Supporting Documentation

With respect to each service that is separately preapproved, the independent auditor will provide detailed back-up documentation, which will be provided to the Audit Committee, regarding the specific services to be provided.

9. Procedures

Requests or applications to provide services that require separate approval by the Audit Committee will be submitted to the Audit Committee by both the independent registered public accountant and the Funds' treasurer, and must include a joint statement as to whether, in their view, the request or application is consistent with the SEC's rules on auditor independence.

Management will promptly report to the Chair of the Audit Committee any violation of this Policy of which it becomes aware.

#### Appendix A – Audit Committee Preapproval Policy

#### Preapproved Audit Services

#### for

#### October 26, 2024 through October 31, 2025

---

| | |
|:---|:---|
| **Service** | **Fee Range** |
| Statutory audits or financial audits (including tax services associated with non-audit services) | As presented to Audit Committee in a separate engagement letter<u><sup>1</sup></u> |
| Services associated with SEC registration statements, periodic reports and other documents filed with the SEC or other documents issued in connection with securities offerings (e.g., consents), and assistance in responding to SEC comment letters | Not to exceed $9,000 per filing |

---

<u><sup>1</sup></u> For new funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing funds, pro-rated in accordance with inception dates as provided in the auditors' proposal or any engagement letter covering the period at issue. Fees in the engagement letter will be controlling. 

------

#### Appendix B - Audit Committee Preapproval Policy

#### Preapproved Audit-Related Services

#### for

#### October 26, 2024 through October 31, 2025

---

| | |
|:---|:---|
| **Service** | **Fee Range** |
| Consultations by Fund management with respect to the accounting or disclosure treatment of securities, transactions or events and/or the actual or potential impact of final or proposed rules, standards or interpretations by the SEC, FASB, or other regulatory or standard-setting bodies | Not to exceed $5,000 per occurrence during the Pre-Approval Period |
| Review of Funds' semi-annual financial statements | Not to exceed $2,000 per set of financial statements per fund |
| Regulatory compliance assistance | Not to exceed $5,000 per quarter |
| Training Courses | Not to exceed $5,000 per course |

---

#### Appendix C – Audit Committee Preapproval Policy

#### Preapproved Tax Services

#### for

#### October 26, 2024 through October 31, 2025

---

| | |
|:---|:---|
| **Service** | **Fee Range** |
| Review of federal and state income tax returns and federal excise tax returns for the Funds including assistance and review with excise tax distributions. | As presented to Audit Committee in a separate engagement letter<sup>2</sup> |
| Tax assistance and advice regarding statutory, regulatory or administrative developments | Not to exceed $5,000 for the Funds' or for the Funds' investment adviser during the Pre-Approval period |
| Assistance with custom tax audits and related matters | Not to exceed $15,000 per Fund during the Pre-Approval Period |

---

<u><sup>2</sup></u> For new funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing funds, pro-rated in accordance with inception dates as provided in the auditors' proposal or any engagement letter covering the period at issue. Fees in the engagement letter will be controlling. 

------

---

| | |
|:---|:---|
| Tax Training Courses | Not to exceed $5,000 per course during the Pre-Approval Period |
| M & A tax due diligence services associated with Fund mergers including: review of the target fund's historical tax filings, review of the target fund's tax audit examination history, and hold discussions with target management and external tax advisors. Advice regarding the target fund's overall tax posture and historical and future tax exposures. | Not to exceed $8,000 per merger during the Pre-Approval Period |
| Tax services related to the preparation of annual PFIC statements and annual Form 5471 (Controlled Foreign Corporation for structured finance vehicles) | Not to exceed $20,000 during the Pre-Approval Period |

---

#### Appendix D – Audit Committee Preapproval Policy

#### Preapproved All Other Services

#### for

#### October 27, 2024 through October 31, 2025

---

| | |
|:---|:---|
| **Service** | **Fee Range** |
| *With respect to any service set forth in Appendices A, B, or C, and any other permitted services not listed herein, the Audit Committee Chair is delegated pre-approval authority.* | *Not to exceed $20,000 per service, or $75,000 per annum in the aggregate for all such services.* |
| *No other services for the Pre-Approval Period have been specifically preapproved by the Audit Committee.* | *N/A* |

---

#### Exhibit 1 – Audit Committee Preapproval Policy

#### Prohibited Non-Audit Services
• Bookkeeping or other services related to the accounting records or financial statements of the audit client

• Financial information systems design and implementation

------

• Appraisal or valuation services, fairness opinions or contribution-in-kind reports

• Actuarial services

• Internal audit outsourcing services

• Management functions

• Human resources

• Broker-dealer, investment adviser or investment banking services

• Legal services

• Expert services unrelated to the audit

<u><sup>1</sup></u> For new funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing funds, pro-rated in accordance with inception dates as provided in the auditors' proposal or any engagement letter covering the period at issue. Fees in the engagement letter will be controlling. 

(e)(2) None, or 0%, of the services relating to the audit-related fees, tax fees, and all other fees paid by the registrant disclosed above were approved by the Audit Committee pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X (which permits audit committee approval after the start of the engagement with respect to services other than audit review or attest services, if certain conditions are satisfied).

(f) According to KPMG for the fiscal year ended July 31, 2025, the percentage of hours spent on the audit of the registrant's financial statements for the most recent fiscal year that were attributed to work performed by persons other than KPMG's full-time, permanent employees is as follows:

---

| | |
|:---|:---|
| Fund | 2025 |
|  Domini Impact Equity Fund | 0% |
|  Domini Impact Bond Fund | 0% |
|  Domini Impact International Equity Fund | 0% |
|  Domini Sustainable Solutions Fund | 0% |
|  Domini International Opportunities Fund | 0% |

---

------

(g) There were no non-audit services rendered to the registrant's Service Providers for the fiscal years ended July 31, 2025 and July 31, 2024.

The aggregate non-audit fees billed by KPMG for services rendered to the registrant for the fiscal year ended July 31, 2025 was $45,300. These fees related to the 2025 Tax Fees described in Item 4 (c). The aggregate non-audit fees billed by KPMG for services rendered to the registrant for the fiscal year ended July 31, 2024, were $43,550. These fees related to the 2024 Tax Fees described in Item 4 (c).

(h) Not applicable.

(i) Not applicable.

(j) Not applicable.

**Item 5.** **Audit Committee of Listed Registrants.** <br>

Not applicable to the registrant.

**Item 6.** **Investments.** <br>

(a) The Schedule of Investments is included as part of the Financial Statements filed under Item 7.

(b) Not applicable

**Item 7.** **Financial Statements and Financial Highlights for Open-End Management Investment Companies.** <br>

------

![LOGO](g908799g19a20.jpg)

## Annual Financials and Other Information
July 31, 2025

![LOGO](g908799g19a19.jpg)

Domini Impact Equity Fund<sup>SM</sup>

Investor shares (DSEFX), Institutional shares (DIEQX), and Class Y shares (DSFRX)

Domini Sustainable Solutions Fund<sup>SM</sup>

Investor shares (CAREX) and Institutional shares (LIFEX)

Domini Impact International Equity Fund<sup>SM</sup>

Investor shares (DOMIX), Institutional shares (DOMOX), and Class Y shares (DOMYX),

Domini Impact Bond Fund<sup>SM</sup>

Investor shares (DSBFX), Institutional shares (DSBIX), and Class Y shares (DSBYX)

------

---

| | |
|:---|:---|
| **TABLE OF CONTENTS** | **TABLE OF CONTENTS** |
|  | **[Fund Holdings](#tx908799_6a)** |
| 1 | [Domini Impact Equity Fund](#tx908799_6) |
| 7 | [Domini Sustainable Solutions Fund](#tx908799_7) |
| 9 | [Domini Impact International Equity Fund](#tx908799_8) |
| 14 | [Domini Impact Bond Fund](#tx908799_9) |
|  | **[Financial Statements and Financial Highlights](#tx908799_10a)** |
| 27 | [Domini Impact Equity Fund](#tx908799_10) |
| 28 | [Domini Sustainable Solutions Fund](#tx908799_11) |
| 29 | [Domini Impact International Equity Fund](#tx908799_12) |
| 56 | [Domini Impact Bond Fund](#tx908799_13) |
| **75** | **[Changes in and Disagreements with Accountants](#tx908799_2)** |
| **75** | **[Proxy Voting Information](#tx908799_3)** |
| **75** | **[Remuneration Paid to Directors, Officers, and Others](#tx908799_4)** |
| **75** | **[Statement Regarding Basis for Approval of Management and Submanagement Agreements](#tx908799_5)** |

---

------

DOMINI IMPACT EQUITY FUND

PORTFOLIO OF INVESTMENTS

July 31, 2025

---

| | | |
|:---|:---|:---|
| SECURITY | SHARES | VALUE |
| **Long Term Investments – 99.9%** |  |  |
| **Common Stocks – 99.9%** |  |  |
| **Communication Services – 9.1%** |  |  |
|  Alphabet, Inc., Class A | 253500 | $48646650 |
|  AT&T, Inc. | 242685 | 6651996 |
|  Charter Communications, Inc., Class A (a) | 3058 | 823703 |
|  Comcast Corp., Class A | 124921 | 4151125 |
|  Deutsche Telekom AG ADR | 114200 | 4090644 |
|  Electronic Arts, Inc. | 8300 | 1265667 |
|  Netflix, Inc. (a) | 14238 | 16507537 |
|  Omnicom Group, Inc. | 6200 | 446710 |
|  Orange SA ADR | 67400 | 1027176 |
|  Take-Two Interactive Software, Inc. (a) | 6000 | 1336380 |
|  TELUS Corp. | 50094 | 806514 |
|  T-Mobile US, Inc. | 15400 | 3671514 |
|  Verizon Communications, Inc. | 129995 | 5558586 |
|  Walt Disney Co. (The) | 60893 | 7252965 |
|  |  | 102237167 |
| **Consumer Discretionary – 11.3%** |  |  |
|  adidas AG ADR | 10913 | 1039572 |
|  Airbnb, Inc., Class A (a) | 13100 | 1734571 |
|  Amazon.com, Inc. (a) | 230380 | 53934262 |
|  Best Buy Co., Inc. | 6749 | 439090 |
|  Booking Holdings, Inc. | 1100 | 6054466 |
|  BYD Co., Ltd. ADR | 193200 | 2830380 |
|  Chipotle Mexican Grill, Inc. (a) | 44950 | 1927456 |
|  DoorDash, Inc., Class A (a) | 11800 | 2952950 |
|  eBay, Inc. | 15400 | 1412950 |
|  Ford Motor Co. | 132200 | 1463454 |
|  Garmin, Ltd. | 8346 | 1825771 |
|  Hermes International SCA ADR | 10960 | 2688707 |
|  Home Depot, Inc. (The) | 33451 | 12293577 |
|  Industria de Diseno Textil SA ADR | 148600 | 1769826 |
|  Lowe's Cos., Inc. | 19041 | 4256996 |
|  Lululemon Athletica, Inc. (a) | 3800 | 762014 |
|  Marriott International, Inc., Class A | 7500 | 1978725 |
|  MercadoLibre, Inc. (a) | 1723 | 4090213 |
|  Mercedes-Benz Group AG ADR | 101900 | 1449018 |
|  NIKE, Inc., Class B | 39049 | 2916570 |
|  O'Reilly Automotive, Inc. (a) | 28500 | 2802120 |
|  Starbucks Corp. | 37567 | 3349474 |
|  TJX Cos., Inc. | 37600 | 4682328 |
|  Toyota Motor Corp. ADR | 34300 | 6138671 |
|  Ulta Beauty, Inc. (a) | 1598 | 822986 |
|  Williams-Sonoma, Inc. | 4200 | 785610 |
|  |  | 126401757 |
| **Consumer Staples – 5.1%** |  |  |
|  Church & Dwight Co., Inc. | 8012 | 751285 |
|  Clorox Co. (The) | 4000 | 502240 |
|  Colgate-Palmolive Co. | 27425 | 2299586 |
|  Costco Wholesale Corp. | 15003 | 14097419 |
|  General Mills, Inc | 18699 | 915877 |
|  Keurig Dr. Pepper, Inc. | 42400 | 1384360 |
|  Kimberly-Clark Corp. | 11318 | 1410449 |
|  Kraft Heinz Co. (The) | 27923 | 766766 |
|  Kroger Co. (The) | 20711 | 1451841 |
|  L'Oreal SA ADR | 40500 | 3585465 |
|  McCormick & Co., Inc. | 8800 | 621544 |

---

------

DOMINI IMPACT EQUITY FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | |
|:---|:---|:---|
| SECURITY | SHARES | VALUE |
| **Consumer Staples** (Continued) |  |  |
|  Mondelez International, Inc., Class A | 43447 | $2810586 |
|  PepsiCo, Inc. | 46331 | 6389972 |
|  Procter & Gamble Co. (The) | 79125 | 11905939 |
|  Sprouts Farmers Market, Inc. (a) | 3300 | 500082 |
|  Sysco Corp. | 16103 | 1281799 |
|  Target Corp. | 15551 | 1562875 |
|  Unilever PLC ADR | 81685 | 4772855 |
|  |  | 57010940 |
| **Financials – 15.3%** |  |  |
|  Aflac, Inc. | 18315 | 1819778 |
|  Allstate Corp. | 8700 | 1768275 |
|  American Express Co. | 17048 | 5102637 |
|  Aon PLC, Class A | 7000 | 2489970 |
|  Arthur J Gallagher & Co. | 8700 | 2499075 |
|  Bank of America Corp. | 232154 | 10973920 |
|  Bank of New York Mellon Corp. (The) | 23800 | 2414510 |
|  Blackrock, Inc. | 4786 | 5293364 |
|  Capital One Financial Corp. | 21081 | 4532415 |
|  Charles Schwab Corp. (The) | 57278 | 5597779 |
|  Chubb, Ltd. | 12587 | 3348646 |
|  Citigroup, Inc. | 62408 | 5847630 |
|  CME Group, Inc. | 12098 | 3366631 |
|  FactSet Research Systems, Inc. | 1300 | 523770 |
|  Fifth Third Bancorp | 22500 | 935325 |
|  Fiserv, Inc. (a) | 18700 | 2598178 |
|  Hartford Insurance Group, Inc. (The) | 9293 | 1155956 |
|  Huntington Bancshares, Inc. | 46600 | 765638 |
|  Intercontinental Exchange, Inc. | 19195 | 3547812 |
|  JPMorgan Chase & Co. | 93000 | 27550320 |
|  KeyCorp | 37000 | 663040 |
|  M&T Bank Corp. | 3600 | 679320 |
|  Marsh & McLennan Cos., Inc. | 16630 | 3312696 |
|  Mastercard, Inc., Class A | 27352 | 15494087 |
|  MetLife, Inc. | 19200 | 1458240 |
|  Moody's Corp. | 5071 | 2615267 |
|  Morgan Stanley | 41059 | 5849265 |
|  MSCI, Inc. | 2568 | 1441573 |
|  Nasdaq, Inc. | 15900 | 1529898 |
|  Northern Trust Corp. | 6100 | 793000 |
|  PayPal Holdings, Inc. (a) | 21900 | 1505844 |
|  PNC Financial Services Group, Inc. (The) | 13349 | 2539914 |
|  Principal Financial Group, Inc. | 7700 | 599291 |
|  Progressive Corp. (The) | 19658 | 4758022 |
|  Prudential Financial, Inc. | 12061 | 1249278 |
|  Raymond James Financial, Inc. | 6050 | 1011137 |
|  Regions Financial Corp. | 31028 | 785939 |
|  S&P Global, Inc. | 10658 | 5873624 |
|  T Rowe Price Group, Inc. | 7311 | 741701 |
|  Travelers Cos., Inc. (The) | 7616 | 1981988 |
|  Truist Financial Corp. | 43602 | 1905843 |
|  US Bancorp | 51716 | 2325151 |
|  Visa, Inc., A Shares | 57600 | 19899072 |
|  |  | 171144819 |
| **Health Care – 9.4%** |  |  |
|  AbbVie, Inc. | 59552 | 11256519 |
|  Agilent Technologies, Inc. | 9600 | 1102176 |
|  Alcon AG | 16562 | 1450003 |

---

------

DOMINI IMPACT EQUITY FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | |
|:---|:---|:---|
| SECURITY | SHARES | VALUE |
| **Health Care** (Continued) |  |  |
|  Align Technology, Inc. (a) | 2400 | $309624 |
|  Alnylam Pharmaceuticals, Inc. (a) | 4300 | 1686632 |
|  Amgen, Inc. | 18119 | 5346917 |
|  AstraZeneca PLC ADR | 101600 | 7425944 |
|  Becton Dickinson & Co. | 9551 | 1702466 |
|  Biogen, Inc. (a) | 4967 | 635776 |
|  CSL, Ltd. ADR | 32500 | 2828800 |
|  Danaher Corp. | 22015 | 4340477 |
|  DexCom, Inc. (a) | 12973 | 1047829 |
|  Edwards Lifesciences Corp. (a) | 19672 | 1560186 |
|  GE HealthCare Technologies, Inc. | 14800 | 1055536 |
|  Gilead Sciences, Inc. | 63246 | 7101893 |
|  GSK PLC ADR | 65900 | 2448185 |
|  Haleon PLC ADR | 153125 | 1443969 |
|  Hologic, Inc. (a) | 7452 | 497943 |
|  IDEXX Laboratories, Inc. (a) | 2719 | 1452789 |
|  Illumina, Inc. (a) | 5349 | 549396 |
|  Insulet Corp. (a) | 2300 | 663320 |
|  Intuitive Surgical, Inc. (a) | 8000 | 3848720 |
|  Lonza Group AG ADR | 23300 | 1625175 |
|  Merck & Co., Inc. | 84635 | 6611686 |
|  Merck KGaA ADR | 20700 | 517914 |
|  Mettler-Toledo International, Inc. (a) | 690 | 851239 |
|  Novo Nordisk A/S ADR | 114656 | 5396858 |
|  Pfizer, Inc. | 190870 | 4445362 |
|  Quest Diagnostics, Inc. | 3715 | 621928 |
|  Regeneron Pharmaceuticals, Inc. | 3400 | 1854564 |
|  ResMed, Inc. | 4846 | 1317821 |
|  Sanofi SA ADR | 77116 | 3519574 |
|  STERIS PLC | 3300 | 747417 |
|  Stryker Corp. | 11728 | 4605938 |
|  Takeda Pharmaceutical Co., Ltd. ADR | 98400 | 1350048 |
|  Thermo Fisher Scientific, Inc. | 12588 | 5887156 |
|  Veeva Systems, Inc., Class A (a) | 4906 | 1394285 |
|  Vertex Pharmaceuticals, Inc. (a) | 8643 | 3948728 |
|  Waters Corp. (a) | 1963 | 566836 |
|  |  | 105017629 |
| **Industrials – 8.1%** |  |  |
|  Assa Abloy AB ADR | 64042 | 1054131 |
|  Atlas Copco AB, Class A ADR | 129600 | 1981584 |
|  Automatic Data Processing, Inc. | 13668 | 4230246 |
|  Brambles, Ltd. ADR | 23100 | 706398 |
|  Broadridge Financial Solutions, Inc. | 3900 | 965289 |
|  Builders FirstSource, Inc. (a) | 3800 | 483094 |
|  Carlisle Cos., Inc. | 1500 | 532065 |
|  Carrier Global Corp. | 26700 | 1832154 |
|  Caterpillar, Inc. | 15800 | 6920716 |
|  Central Japan Railway Co. ADR | 57800 | 670480 |
|  Cintas Corp. | 11572 | 2575349 |
|  Comfort Systems USA, Inc. | 1227 | 862949 |
|  Copart, Inc. (a) | 29900 | 1355367 |
|  Deere & Co. | 8445 | 4428305 |
|  Deutsche Post AG ADR | 30900 | 1390809 |
|  Emerson Electric Co. | 18926 | 2753922 |
|  Equifax, Inc. | 4100 | 984943 |
|  FANUC Corp. ADR | 61700 | 863800 |
|  Fastenal Co. | 38916 | 1795195 |
|  Hubbell, Inc. | 1800 | 787464 |
|  IDEX Corp. | 2600 | 425126 |

---

------

DOMINI IMPACT EQUITY FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | |
|:---|:---|:---|
| SECURITY | SHARES | VALUE |
| **Industrials** (Continued) |  |  |
|  Illinois Tool Works, Inc. | 9352 | $2393831 |
|  Ingersoll Rand, Inc. | 13669 | 1156807 |
|  Kone OYJ ADR | 25100 | 770821 |
|  Lennox International, Inc. | 1100 | 669900 |
|  Nidec Corp. ADR | 134712 | 643923 |
|  Old Dominion Freight Line, Inc. | 6600 | 985050 |
|  Otis Worldwide Corp. | 13500 | 1156815 |
|  Owens Corning | 2933 | 408948 |
|  PACCAR, Inc. | 17500 | 1728300 |
|  Paychex, Inc. | 10931 | 1577671 |
|  Pentair PLC | 5500 | 562100 |
|  Quanta Services, Inc. | 5000 | 2030650 |
|  Recruit Holdings Co., Ltd. ADR | 223700 | 2662030 |
|  RELX PLC ADR | 62300 | 3232747 |
|  Rockwell Automation, Inc. | 3872 | 1361821 |
|  Schneider Electric SE ADR | 94600 | 4942850 |
|  Siemens AG ADR | 53236 | 6806223 |
|  SMC Corp. ADR | 40500 | 707130 |
|  Snap-on, Inc. | 1700 | 546023 |
|  Thomson Reuters Corp. | 4600 | 924186 |
|  Trane Technologies PLC | 11307 | 4953371 |
|  United Parcel Service, Inc., Class B | 24693 | 2127549 |
|  United Rentals, Inc. | 2159 | 1906267 |
|  Veralto Corp. | 7838 | 821658 |
|  Vertiv Holdings Co., Class A | 19000 | 2766400 |
|  Watsco, Inc. | 1200 | 541056 |
|  Westinghouse Air Brake Technologies Corp. | 5791 | 1112162 |
|  Wolters Kluwer NV ADR | 8000 | 1244080 |
|  WW Grainger, Inc. | 1470 | 1528124 |
|  Xylem, Inc. | 8200 | 1185884 |
|  |  | 91053763 |
| **Information Technology – 36.4%** |  |  |
|  Accenture PLC, Class A | 21200 | 5662520 |
|  Adobe, Inc. (a) | 14424 | 5159321 |
|  Advanced Micro Devices, Inc. (a) | 54450 | 9600079 |
|  Analog Devices, Inc. | 16611 | 3731329 |
|  Apple, Inc. | 352696 | 73209109 |
|  Applied Materials, Inc | 27002 | 4861980 |
|  AppLovin Corp., Class A (a) | 8400 | 3281880 |
|  Arista Networks, Inc. (a) | 33100 | 4078582 |
|  Atlassian Corp., Class A (a) | 3700 | 709586 |
|  Autodesk, Inc. (a) | 10907 | 3306021 |
|  Cadence Design Systems, Inc. (a) | 9184 | 3348211 |
|  Cisco Systems, Inc | 120891 | 8230259 |
|  Cloudflare, Inc., Class A (a) | 14800 | 3073664 |
|  Crowdstrike Holdings, Inc., Class A (a) | 8080 | 3672926 |
|  Datadog, Inc., Class A (a) | 10200 | 1427796 |
|  First Solar, Inc. (a) | 3400 | 594082 |
|  Fortinet, Inc. (a) | 32400 | 3236760 |
|  Hewlett Packard Enterprise Co. | 43900 | 908291 |
|  Intel Corp. | 133279 | 2638924 |
|  International Business Machines Corp. | 31166 | 7889673 |
|  Intuit, Inc. | 9222 | 7240469 |
|  Marvell Technology, Inc. | 29275 | 2352832 |
|  Micron Technology, Inc. | 37900 | 4136406 |
|  Microsoft Corp. | 179261 | 95635743 |
|  MongoDB, Inc. (a) | 2400 | 570936 |
|  NetApp, Inc. | 7008 | 729743 |
|  NVIDIA Corp. | 565080 | 100510780 |

---

------

DOMINI IMPACT EQUITY FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | |
|:---|:---|:---|
| SECURITY | SHARES | VALUE |
| **Information Technology** (Continued) |  |  |
|  Palo Alto Networks, Inc. (a) | 33550 | $5824280 |
|  QUALCOMM, Inc. | 36800 | 5400768 |
|  Roper Technologies, Inc. | 3657 | 2012813 |
|  Salesforce, Inc. | 31534 | 8146178 |
|  ServiceNow, Inc. (a) | 6958 | 6562229 |
|  Shopify, Inc., Class A (a) | 59400 | 7259274 |
|  Snowflake, Inc., Class A (a) | 14900 | 3330150 |
|  Synopsys, Inc. (a) | 5143 | 3257936 |
|  Texas Instruments, Inc. | 30852 | 5586063 |
|  Tyler Technologies, Inc. (a) | 1000 | 584560 |
|  Zoom Communications, Inc., Class A (a) | 7731 | 572480 |
|  |  | 408334633 |
| **Materials – 2.2%** |  |  |
|  Air Liquide SA ADR | 97741 | 3850995 |
|  Air Products & Chemicals, Inc. | 7259 | 2089721 |
|  Avery Dennison Corp. | 2600 | 436202 |
|  Ball Corp | 9500 | 543970 |
|  Ecolab, Inc. | 8548 | 2237525 |
|  International Flavors & Fragrances, Inc. | 8300 | 589549 |
|  International Paper Co. | 17700 | 827298 |
|  Linde PLC | 15930 | 7331942 |
|  Nucor Corp. | 7792 | 1114801 |
|  PPG Industries, Inc. | 7642 | 806231 |
|  Sherwin-Williams Co. (The) | 7792 | 2578217 |
|  Smurfit WestRock PLC | 17585 | 780422 |
|  Steel Dynamics, Inc. | 4800 | 612288 |
|  Vulcan Materials Co. | 4344 | 1193167 |
|  |  | 24992328 |
| **Real Estate – 2.4%** |  |  |
|  Alexandria Real Estate Equities, Inc. | 5800 | 443294 |
|  American Tower Corp. | 15709 | 3273599 |
|  CBRE Group, Inc., Class A (a) | 9722 | 1514104 |
|  CoStar Group, Inc. (a) | 13810 | 1314574 |
|  Crown Castle, Inc. | 14722 | 1547135 |
|  Digital Realty Trust, Inc. | 11292 | 1992361 |
|  Equinix, Inc. | 3331 | 2615401 |
|  Essex Property Trust, Inc. | 2200 | 572396 |
|  Mid-America Apartment Communities, Inc. | 3800 | 541234 |
|  Prologis, Inc. | 31222 | 3333885 |
|  Public Storage | 5377 | 1462221 |
|  SBA Communications Corp. | 3507 | 788093 |
|  Simon Property Group, Inc. | 10400 | 1703416 |
|  Ventas, Inc. | 15163 | 1018650 |
|  Welltower, Inc. | 22300 | 3681061 |
|  Weyerhaeuser Co. | 24600 | 616230 |
|  |  | 26417654 |
| **Utilities – 0.6%** |  |  |
|  Alliant Energy Corp. | 8500 | 552585 |
|  Consolidated Edison, Inc. | 11761 | 1217264 |
|  Eversource Energy | 12158 | 803644 |

---

------

DOMINI IMPACT EQUITY FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | |
|:---|:---|:---|
| SECURITY | SHARES | VALUE |
| **Utilities** (Continued) |  |  |
|  Fortis, Inc. | 17000 | $832490 |
|  National Grid PLC ADR | 31719 | 2232700 |
|  SSE PLC ADR | 37400 | 915178 |
|  |  | 6553861 |
| **Total Investments – 99.9%** (Cost $524,876,038) (b) |  | 1119164551 |
| **Other Assets, less liabilities – 0.1%** |  | 1031733 |
| **Net Assets – 100.0%** |  | $1120196284 |

---

(a) Non-income producing security.

(b) The aggregate cost for federal income tax purposes is $530,298,740. The aggregate gross unrealized appreciation is 604,921,780 and the aggregate gross unrealized depreciation is $16,055,969, resulting in net unrealized appreciation of $588,865,811.

#### Abbreviations
ADR — American Depositary Receipt

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI SUSTAINABLE SOLUTIONS FUND

PORTFOLIO OF INVESTMENTS

July 31, 2025

---

| | | |
|:---|:---|:---|
| SECURITY | SHARES | VALUE |
| **Long Term Investments – 93.8%** |  |  |
| **Common Stocks – 93.8%** |  |  |
| **Communication Services – 1.5%** |  |  |
|  New York Times Co. (The), Class A | 10750 | $557818 |
|  |  | 557818 |
| **Consumer Discretionary – 6.5%** |  |  |
|  BYD Co., Ltd., Class H | 22008 | 321335 |
|  Levi Strauss & Co., Class A | 30903 | 608480 |
|  MercadoLibre, Inc. (a) | 448 | 1063503 |
|  On Holding AG, Class A (a) | 10056 | 488420 |
|  |  | 2481738 |
| **Financials – 16.3%** |  |  |
|  CaixaBank SA | 103403 | 972847 |
|  DNB Bank ASA | 20475 | 518012 |
|  Federal Agricultural Mortgage Corp., Class C | 2889 | 497688 |
|  Fiserv, Inc. (a) | 6101 | 847673 |
|  Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 2493 | 1632094 |
|  Resona Holdings, Inc. | 154062 | 1402581 |
|  Wise PLC, Class A (a) | 26877 | 359049 |
|  |  | 6229944 |
| **Health Care – 16.0%** |  |  |
|  DexCom, Inc. (a) | 7832 | 632591 |
|  GE HealthCare Technologies, Inc. | 9492 | 676969 |
|  GSK PLC | 33138 | 609540 |
|  Haleon PLC | 132417 | 621124 |
|  Hologic, Inc. (a) | 12533 | 837455 |
|  Inspire Medical Systems, Inc. (a) | 3508 | 436886 |
|  Intuitive Surgical, Inc. (a) | 1376 | 661980 |
|  Natera, Inc. (a) | 4705 | 628870 |
|  Vertex Pharmaceuticals, Inc. (a) | 2258 | 1031613 |
|  |  | 6137028 |
| **Industrials – 28.5%** |  |  |
|  Acuity, Inc. | 2401 | 747551 |
|  Arcadis NV | 18473 | 921945 |
|  Blue Bird Corp. (a) | 11393 | 510292 |
|  Brambles, Ltd. | 55021 | 841791 |
|  Comfort Systems USA, Inc. | 1356 | 953675 |
|  Daifuku Co., Ltd. | 20700 | 524045 |
|  Metso OYJ | 54310 | 682095 |
|  Mueller Water Products, Inc., Class A | 28191 | 698009 |
|  Prysmian SpA | 12117 | 967705 |
|  Quanta Services, Inc. | 1873 | 760682 |
|  Schneider Electric SE | 3617 | 936055 |
|  Veralto Corp. | 7115 | 745865 |
|  Wolters Kluwer NV | 3906 | 608394 |
|  Xylem, Inc. | 6942 | 1003952 |
|  |  | 10902056 |
| **Information Technology – 19.9%** |  |  |
|  ASML Holding NV, Class G | 972 | 675258 |
|  Autodesk, Inc. (a) | 2646 | 802029 |
|  Ciena Corp. (a) | 7138 | 662692 |
|  Corning, Inc. | 10427 | 659403 |
|  Crowdstrike Holdings, Inc., Class A (a) | 1735 | 788679 |
|  First Solar, Inc. (a) | 2164 | 378116 |

---

------

DOMINI SUSTAINABLE SOLUTIONS FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | |
|:---|:---|:---|
| SECURITY | SHARES | VALUE |
| **Information Technology** (Continued) |  |  |
|  Flex, Ltd. (a) | 16217 | $808742 |
|  International Business Machines Corp. | 3337 | 844761 |
|  Palo Alto Networks, Inc. (a) | 4981 | 864702 |
|  Sage Group PLC (The) | 43997 | 706444 |
|  Shopify, Inc., Class A (a) | 3476 | 424802 |
|  |  | 7615628 |
| **Materials – 1.6%** |  |  |
|  CRH PLC | 6481 | 618612 |
|  |  | 618612 |
| **Real Estate – 2.0%** |  |  |
|  Ventas, Inc. | 11434 | 768136 |
|  |  | 768136 |
| **Utilities – 1.5%** |  |  |
|  SSE PLC | 23058 | 565203 |
|  |  | 565203 |
| **Total Investments – 93.8%** (Cost $28,030,957) (b) |  | 35876163 |
| **Other Assets, less liabilities – 6.2%** |  | 2381142 |
| **Net Assets – 100.0%** |  | $38257305 |

---

(a) Non-income producing security.

(b) The aggregate cost for federal income tax purposes is $28,177,953. The aggregate gross unrealized appreciation is $8,547,974 and the aggregate gross unrealized depreciation is $849,764, resulting in net unrealized appreciation of $7,698,210.

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.

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;**Portfolio Holdings by Country** | **(% Of Net**<br> **Assets)<sup>(a)</sup>**  | **Portfolio Holdings by Country** | **(% Of Net<br>Assets)<sup>(a)</sup>** |
| &nbsp;&nbsp;&nbsp;United States | 58.0% | Australia | 2.2% |
| &nbsp;&nbsp;&nbsp;Netherlands | 5.8% | Finland | 1.8% |
| &nbsp;&nbsp;&nbsp;Japan | 5.0% | Norway | 1.4% |
| &nbsp;&nbsp;&nbsp;Germany | 4.3% | Switzerland | 1.3% |
| &nbsp;&nbsp;&nbsp;United Kingdom | 4.3% | Canada | 1.1% |
| &nbsp;&nbsp;&nbsp;Brazil | 2.8% | China | 0.8% |
| &nbsp;&nbsp;&nbsp;Spain | 2.5% | Other Assets, less liabilities | 6.2% |
| &nbsp;&nbsp;&nbsp;Italy | 2.5% | Total | 100.0% |

---

(a) These country classifications are used for financial reporting purposes only. For compliance purposes, the Fund may not use the same classification system.

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIO OF INVESTMENTS

July 31, 2025

---

| | | | |
|:---|:---|:---|:---|
| COUNTRY/SECURITY<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INDUSTRY | SHARES | VALUE |
| **Long Term Investments – 97.7%** |  |  |  |
| **Common Stocks – 97.7%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Australia – 6.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BlueScope Steel, Ltd.  | Materials | 129200 | $1958709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Hall Group  | Equity Real Estate Investment Trusts (REITs) | 30624 | 397546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Computershare, Ltd.  | Commercial & Professional Services | 242300 | 6522571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortescue, Ltd.  | Materials | 1694830 | 19175740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JB Hi-Fi, Ltd.  | Consumer Discretionary Distribution & Retail | 59700 | 4251954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pro Medicus, Ltd.  | Health Care Equipment & Services | 57452 | 11798031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; QBE Insurance Group, Ltd.  | Insurance | 433700 | 6433600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Scentre Group  | Equity Real Estate Investment Trusts (REITs) | 1468100 | 3513514 |
|  |  |  | 54051665 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Austria – 0.0% \**** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; voestalpine AG  | Materials | 7350 | 203153 |
|  |  |  | 203153 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Belgium – 1.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; D'ieteren Group  | Consumer Discretionary Distribution & Retail | 9750 | 1925947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UCB SA  | Pharmaceuticals, Biotechnology & Life Sciences | 58700 | 12611979 |
|  |  |  | 14537926 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Brazil – 0.0% \**** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco do Brasil SA  | Banks | 838 | 2948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Klabin SA | Materials | 6142 | 4135 |
|  |  |  | 7083 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***China – 1.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alibaba Group Holding, Ltd.  | Consumer Discretionary Distribution & Retail | 59300 | 891561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BYD Co., Ltd., Class H  | Automobiles & Components | 229800 | 3355275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China Life Insurance Co., Ltd., Class H  | Insurance | 1695700 | 4898215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lenovo Group, Ltd.  | Technology Hardware & Equipment | 1970900 | 2527185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SITC International Holdings Co., Ltd.  | Transportation | 321400 | 1041991 |
|  |  |  | 12714227 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Côte d'Ivoire (Ivory Coast) – 0.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Endeavour Mining PLC | Materials | 12375 | 375890 |
|  |  |  | 375890 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Denmark – 0.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk A/S, Class B  | Pharmaceuticals, Biotechnology & Life Sciences | 358 | 16650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pandora A/S  | Consumer Durables & Apparel | 21526 | 3553847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rockwool A/S, B Shares  | Capital Goods | 37700 | 1652037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vestas Wind Systems A/S  | Capital Goods | 290 | 5295 |
|  |  |  | 5227829 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Finland – 0.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ ADR | Technology Hardware & Equipment | 522882 | 2133359 |
|  |  |  | 2133359 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***France – 6.8%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accor SA  | Consumer Services | 24800 | 1256960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amundi SA  | Financial Services | 13200 | 975486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA  | Banks | 193259 | 17621013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carrefour SA  | Consumer Staples Distribution & Retail | 381 | 5460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Covivio SA  | Equity Real Estate Investment Trusts (REITs) | 21800 | 1411371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA  | Banks | 197100 | 3627529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ipsen SA  | Pharmaceuticals, Biotechnology & Life Sciences | 23300 | 2745488 |

---

------

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | | |
|:---|:---|:---|:---|
| Country/Security<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INDUSTRY | SHARES | VALUE |
| **France** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kering SA  | Consumer Durables & Apparel | 18 | $4420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Klepierre SA  | Equity Real Estate Investment Trusts (REITs) | 301400 | 11505018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Societe Generale SA  | Banks | 231400 | 14769916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unibail-Rodamco-Westfield (b)  | Equity Real Estate Investment Trusts (REITs) | 67615 | 6554549 |
|  |  |  | 60477210 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Germany – 11.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; adidas AG  | Consumer Durables & Apparel | 21733 | 4153803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aroundtown SA (b)  | Real Estate Management & Development | 332400 | 1198665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG  | Telecommunication Services | 477 | 17108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Wohnen SE  | Real Estate Management & Development | 45600 | 1156681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Evonik Industries AG  | Materials | 47368 | 940637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GEA Group AG  | Capital Goods | 105200 | 7556541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HelloFresh SE (b)  | Consumer Staples Distribution & Retail | 69900 | 735534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group AG  | Automobiles & Components | 259000 | 14664644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Merck KGaA  | Pharmaceuticals, Biotechnology & Life Sciences | 11750 | 1468566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nemetschek SE  | Software & Services | 13900 | 2071003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SAP SE  | Software & Services | 91750 | 26236419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Scout24 SE  | Media & Entertainment | 39100 | 5225387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens AG  | Capital Goods | 6500 | 1655570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens Energy AG (b)  | Capital Goods | 104728 | 12125268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens Healthineers AG  | Health Care Equipment & Services | 138900 | 7481519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Talanx AG  | Insurance | 54200 | 7184049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TeamViewer SE (b)  | Software & Services | 192000 | 1963573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zalando SE (b)  | Consumer Discretionary Distribution & Retail | 125900 | 3670998 |
|  |  |  | 99505965 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Hong Kong – 2.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cathay Pacific Airways, Ltd.  | Transportation | 3743800 | 5564469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Exchanges & Clearing, Ltd.  | Financial Services | 109800 | 5942244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific, Ltd., Class A  | Capital Goods | 416400 | 3763979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Techtronic Industries Co., Ltd.  | Capital Goods | 258000 | 3085073 |
|  |  |  | 18355765 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Hungary – 0.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Richter Gedeon Nyrt  | Pharmaceuticals, Biotechnology & Life Sciences | 64012 | 1921348 |
|  |  |  | 1921348 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***India – 0.0%\**** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dr. Reddy's Laboratories, Ltd.  | Pharmaceuticals, Biotechnology & Life Sciences | 1250 | 17989 |
|  |  |  | 17989 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Ireland – 1.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AerCap Holdings NV  | Capital Goods | 92756 | 9948081 |
|  |  |  | 9948081 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Israel – 0.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wix.com, Ltd. (b)  | Software & Services | 17495 | 2379845 |
|  |  |  | 2379845 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Italy – 3.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola HBC AG  | Food, Beverage & Tobacco | 27500 | 1429235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hera SpA  | Utilities | 824900 | 3529714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Terna - Rete Elettrica Nazionale  | Utilities | 229437 | 2220020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UniCredit SpA  | Banks | 111600 | 8210832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unipol Assicurazioni SpA  | Insurance | 611445 | 12264181 |
|  |  |  | 27653982 |

---

------

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | | |
|:---|:---|:---|:---|
| Country/Security<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INDUSTRY | SHARES | VALUE |
| **Japan – 19.0%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advantest Corp.  | Semiconductors & Semiconductor Equipment | 37600 | $2500366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aisin Corp.  | Automobiles & Components Technology | 112400 | 1553369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alps Alpine Co., Ltd.  | Hardware & Equipment | 93500 | 990566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bandai Namco Holdings, Inc.  | Consumer Durables & Apparel | 15500 | 501222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brother Industries, Ltd.  | Technology Hardware & Equipment | 116400 | 1980644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Central Japan Railway Co.  | Transportation | 77000 | 1795038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Bottlers Japan Holdings, Inc.  | Food, Beverage & Tobacco | 352400 | 5388318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Printing Co., Ltd.  | Commercial & Professional Services | 800 | 12320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dai-ichi Life Holdings, Inc.  | Insurance | 599600 | 4744145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eisai Co., Ltd.  | Pharmaceuticals, Biotechnology & Life Sciences | 150 | 4207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fast Retailing Co., Ltd.  | Commercial & Professional Services | 800 | 15251485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Food & Life Cos., Ltd.  | Consumer Services | 17000 | 856229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kakaku.com, Inc.  | Media & Entertainment | 160800 | 2733034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kao Corp.  | Household & Personal Products | 337400 | 15181800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Konica Minolta, Inc. (b)  | Technology Hardware & Equipment | 382200 | 1242568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kose Corp.  | Household & Personal Products | 100 | 3838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kuraray Co., Ltd.  | Materials | 76500 | 945805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lion Corp.  | Household & Personal Products | 79300 | 772601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Makita Corp.  | Capital Goods | 359800 | 11138731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MatsukiyoCocokara & Co.  | Consumer Staples Distribution & Retail | 25600 | 526769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mazda Motor Corp.  | Automobiles & Components | 685800 | 4112399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Medipal Holdings Corp.  | Health Care Equipment & Services | 83700 | 1385869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MISUMI Group, Inc.  | Capital Goods | 185700 | 2674086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Estate Co., Ltd.  | Real Estate Management & Development | 46220 | 865350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MonotaRO Co., Ltd.  | Capital Goods | 550900 | 9809830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MS&AD Insurance Group Holdings, Inc.  | Insurance | 40200 | 864780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nexon Co., Ltd.  | Media & Entertainment | 50400 | 927119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nippon Express Holdings, Inc.  | Transportation | 87500 | 1922107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nippon Shinyaku Co., Ltd.  | Pharmaceuticals, Biotechnology & Life Sciences | 46900 | 1009806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nisshin Seifun Group, Inc.  | Food, Beverage & Tobacco | 45000 | 521632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc.  | Financial Services | 2225800 | 14704293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NSK, Ltd.  | Capital Goods | 1114400 | 5333009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Otsuka Holdings Co., Ltd.  | Pharmaceuticals, Biotechnology & Life Sciences | 41200 | 1961520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Panasonic Holdings Corp.  | Consumer Durables & Apparel | 90000 | 859715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Persol Holdings Co., Ltd.  | Commercial & Professional Services | 1670000 | 3192118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recruit Holdings Co., Ltd.  | Commercial & Professional Services | 299100 | 17745937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Seiko Epson Corp.  | Technology Hardware & Equipment | 190900 | 2422197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sompo Holdings, Inc.  | Insurance | 248200 | 7318680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp.  | Consumer Durables & Apparel | 75850 | 1824443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Realty & Development Co., Ltd.  | Real Estate Management & Development | 246800 | 9015398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tokyo Electron, Ltd.  | Semiconductors & Semiconductor Equipment | 9500 | 1510297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOPPAN Holdings, Inc.  | Commercial & Professional Services | 540 | 14552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trend Micro, Inc.  | Software & Services | 174200 | 10622440 |
|  |  |  | 168740632 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Mexico – 0.0% \**** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grupo Bimbo SAB de CV Series A  | Food, Beverage & Tobacco | 1174 | 3409 |
|  |  |  | 3409 |
| **Netherlands – 4.4%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABN AMRO Bank NV  | Banks | 483750 | 13984455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arcadis NV  | Commercial & Professional Services | 25675 | 1281380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Argenx SE ADR (b)  | Pharmaceuticals, Biotechnology & Life Sciences | 14820 | 9934291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV  | Semiconductors & Semiconductor Equipment | 2144 | 1485948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold Delhaize NV  | Consumer Staples Distribution & Retail | 164 | 6477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NN Group NV  | Insurance | 177300 | 11938601 |
|  |  |  | 38631152 |

---

------

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | | |
|:---|:---|:---|:---|
| Country/Security<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INDUSTRY | SHARES | VALUE |
| **Norway – 0.0% \*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norsk Hydro ASA  | Materials | 931 | $5518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Orkla ASA  | Food, Beverage & Tobacco | 1040 | 10937 |
|  |  |  | 16455 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Singapore – 3.9%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings, Ltd.  | Banks | 503700 | 18488041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grab Holdings, Ltd., Class A (b)  | Transportation | 804144 | 3932264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore Exchange, Ltd.  | Financial Services | 252700 | 3098507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics NV  | Semiconductors & Semiconductor Equipment | 91700 | 2333675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank, Ltd.  | Banks | 242700 | 6742870 |
|  |  |  | 34595357 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***South Korea – 0.9%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DB Insurance Co., Ltd.  | Insurance | 48400 | 4448661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrial Bank of Korea  | Banks | 76200 | 1063101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Woori Financial Group, Inc.  | Banks | 143600 | 2547920 |
|  |  |  | 8059682 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Spain – 4.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria SA  | Banks | 1117324 | 18635016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA  | Banks | 2336618 | 20073375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corp. ACCIONA Energias Renovables SA  | Utilities | 210 | 5654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mapfre SA  | Insurance | 503500 | 2050542 |
|  |  |  | 40764587 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Sweden – 2.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AddTech AB, B Shares  | Capital Goods | 18381 | 617936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alfa Laval AB  | Capital Goods | 78700 | 3419326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Assa Abloy AB, Class B  | Capital Goods | 47161 | 1559949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB, B Shares  | Capital Goods | 76100 | 1029873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Essity AB, Class B  | Household & Personal Products | 318 | 7841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; H & M Hennes & Mauritz AB, B Shares  | Consumer Discretionary Distribution & Retail | 484 | 6520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB, B Shares  | Capital Goods | 162000 | 877409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lifco AB, B Shares  | Capital Goods | 26800 | 954645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SSAB AB, B Shares  | Materials | 117001 | 663335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM Ericsson, B Shares  | Technology Hardware & Equipment | 1737150 | 12617929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trelleborg AB, B Shares  | Capital Goods | 25000 | 908370 |
|  |  |  | 22663133 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Switzerland – 6.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABB, Ltd.  | Capital Goods | 264750 | 17287669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accelleron Industries AG  | Capital Goods | 39600 | 3606841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere Richemont SA, Class A  | Consumer Durables & Apparel | 112450 | 18360406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DSM-Firmenich AG  | Materials | 26200 | 2517282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Galderma Group AG  | Pharmaceuticals, Biotechnology & Life Sciences | 13550 | 2126962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Givaudan SA  | Materials | 2170 | 9071353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Logitech International SA  | Technology Hardware & Equipment | 13900 | 1288903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sonova Holding AG  | Health Care Equipment & Services | 4425 | 1211053 |
|  |  |  | 55470469 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Taiwan – 1.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accton Technology Corp.  | Technology Hardware & Equipment | 82400 | 2433617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asustek Computer, Inc.  | Technology Hardware & Equipment | 66900 | 1483803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Evergreen Marine Corp. Taiwan, Ltd.  | Transportation | 637500 | 4206795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MediaTek, Inc.  | Semiconductors & Semiconductor Equipment | 90000 | 4075611 |
|  |  |  | 12199826 |

---

------

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | | |
|:---|:---|:---|:---|
| Country/Security<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INDUSTRY | SHARES | VALUE |
| **United Kingdom – 12.3%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3i Group PLC  | Financial Services | 329591 | $18009550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Associated British Foods PLC  | Food, Beverage & Tobacco | 240000 | 6949317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC  | Pharmaceuticals, Biotechnology & Life Sciences | 35200 | 5135385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Auto Trader Group PLC  | Media & Entertainment | 605800 | 6687905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC  | Banks | 2347900 | 11476578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Burberry Group PLC (b)  | Consumer Durables & Apparel | 312 | 5292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Compass Group PLC  | Consumer Services | 72850 | 2563979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; InterContinental Hotels Group PLC  | Consumer Services | 133192 | 15322424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investec PLC  | Financial Services | 77900 | 573046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; J Sainsbury PLC  | Consumer Staples Distribution & Retail | 1507260 | 6026918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kingfisher PLC  | Consumer Discretionary Distribution & Retail | 1713 | 6091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marks & Spencer Group PLC  | Consumer Staples Distribution & Retail | 1955768 | 8982038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC  | Utilities | 256200 | 3600140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sage Group PLC (The)  | Software & Services | 534300 | 8579066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC  | Household & Personal Products | 237 | 13751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC  | Telecommunication Services | 14155671 | 15347532 |
|  |  |  | 109279012 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***United States – 7.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSK PLC  | Pharmaceuticals, Biotechnology & Life Sciences | 843727 | 15519499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novartis AG  | Pharmaceuticals, Biotechnology & Life Sciences | 270053 | 30755538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sanofi SA  | Pharmaceuticals, Biotechnology & Life Sciences | 143700 | 12900039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE  | Capital Goods | 15900 | 4114812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock PLC  | Materials | 119 | 5346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spotify Technology SA (b)  | Media & Entertainment | 5356 | 3355748 |
|  |  |  | 66650982 |
| **Total Investments – 97.7%** (Cost $680,505,464) (c) | **Total Investments – 97.7%** (Cost $680,505,464) (c) |  | 866586013 |
| **Other Assets, less liabilities – 2.3%** |  |  | 20073419 |
| **Net Assets – 100.0%** |  |  | $886659432 |

---

\* Amount is less than 0.05%.

(a) These country classifications are used for financial reporting purposes only. For compliance purposes, the Fund may not use the same classification system.

(b) Non-income producing security.

(c) The aggregate cost for federal income tax purposes is $693,116,689. The aggregate gross unrealized appreciation is $191,177,919 and the aggregate gross unrealized depreciation is $17,708,595, resulting in net unrealized appreciation of $173,469,324.

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.

ADR — American Depositary Receipt

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS

July 31, 2025

---

| | | |
|:---|:---|:---|
| Security | Principal<br>Amount^ | Value |
| **Long Term Investments – 110.4%** |  |  |
| **Mortgage Backed Securities – 43.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Agency Collateralized Mortgage Obligations – 8.0%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CHNGE Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-2, Class A1, 3.757%, 3/25/67 (a)(b) | 457531 | $443729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-2, Class A1, 6.525% to 5/1/27, 6/25/58 (a)(c) | 228127 | 228787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA4, Class M1, 5.300%, (1 Month USD SOFR + 0.950%), 12/25/41 (a)(b) | 570566 | 570500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 3768, Class CB, 3.500%, 12/15/25 | 3224 | 3211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 3800, Class CB, 3.500%, 2/15/26 | 4804 | 4785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 3806, Class L, 3.500%, 2/15/26 | 31181 | 31022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 3877, Class LM, 3.500%, 6/15/26 | 11673 | 11630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 4961, Class JB, 2.500%, 12/15/42 | 138504 | 126685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2012-17, Class BC, 3.500%, 3/25/27 | 55846 | 55257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-105, Class ZE, 3.000%, 1/25/48 | 1006762 | 781827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class AC, 3.500%, 8/25/58 | 174174 | 164184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class L, 2.500%, 2/25/50 | 1246009 | 766075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association Connecticut Avenue Securities,<br>Series 2021-R01, Class 1B1, 7.450%, (1 Month USD SOFR + 3.100%), 10/25/41 (a)(b) | 510000 | 521571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Multiclass Certificates, Series 2021-P011, Class X1, 1.757%, 9/25/45 (b)(d) | 2071669 | 223490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Certificates, Series 2021-ML12, Class X, 1.226%, 7/25/41 (b)(d) | 1155591 | 102004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured Pass Through Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K103, Class X1, 0.634%, 11/25/29 (b)(d) | 8727079 | 203443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K111, Class X1, 1.566%, 5/25/30 (b)(d) | 1430081 | 87467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K112, Class X1, 1.430%, 5/25/30 (b)(d) | 1483478 | 83389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K113, Class X1, 1.374%, 6/25/30 (b)(d) | 2513523 | 135753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K114, Class X1, 1.113%, 6/25/30 (b)(d) | 2328421 | 104823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K119, Class X1, 0.923%, 9/25/30 (b)(d) | 4901719 | 188425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K121, Class X1, 1.016%, 10/25/30 (b)(d) | 646725 | 27079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K122, Class X1, 0.871%, 11/25/30 (b)(d) | 357775 | 13365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K124, Class X1, 0.716%, 12/25/30 (b)(d) | 1456310 | 46319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K160, Class A2, 4.500%, 8/25/33 (b) | 3270526 | 3250669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K162, Class A2, 5.150%, 12/25/33 (b) | 1500000 | 1553778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K740, Class X1, 0.730%, 9/25/27 (b)(d) | 1259837 | 16142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KG03, Class X1, 1.367%, 6/25/30 (b)(d) | 3139462 | 166220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KG04, Class X1, 0.844%, 11/25/30 (b)(d) | 2395223 | 85115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KG05, Class X1, 0.311%, 1/25/31 (b)(d) | 2462704 | 34618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KG06, Class X1, 0.532%, 10/25/31 (b)(d) | 2292959 | 60874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KSG1, Class X1, 1.139%, 9/25/30 (b)(d) | 3980965 | 180461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series Q014, Class X, 2.774%, 10/25/55 (b)(d) | 1970399 | 286143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FREMF Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K65, Class B, 4.083%, 7/25/50 (a)(b) | 155000 | 152681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K66, Class B, 4.037%, 7/25/27 (a)(b) | 136000 | 133494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K67, Class B, 3.946%, 9/25/49 (a)(b) | 85000 | 83354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K67, Class C, 3.946%, 9/25/49 (a)(b) | 100000 | 97506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K68, Class B, 3.840%, 10/25/49 (a)(b) | 90000 | 88061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K69, Class C, 3.726%, 10/25/49 (a)(b) | 40000 | 38679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K71, Class B, 3.752%, 11/25/50 (a)(b) | 220000 | 214087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K71, Class C, 3.752%, 11/25/50 (a)(b) | 65000 | 63132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-K154, Class B, 4.024%, 11/25/32 (a)(b) | 67000 | 58139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-K77, Class B, 4.160%, 5/25/51 (a)(b) | 1070000 | 1050439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-K85, Class C, 4.320%, 12/25/50 (a)(b) | 550000 | 531280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-KW07, Class B, 4.108%, 10/25/31 (a)(b) | 461000 | 412992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K100, Class C, 3.495%, 11/25/52 (a)(b) | 700000 | 656584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K103, Class B, 3.456%, 12/25/51 (a)(b) | 525000 | 489182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K95, Class B, 3.922%, 8/25/52 (a)(b) | 500000 | 477787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K95, Class C, 3.922%, 8/25/52 (a)(b) | 307000 | 289850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K97 , Class C, 3.768%, 9/25/51 (a)(b) | 204000 | 194134 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | |
|:---|:---|:---|
| Security | Principal<br>Amount^ | Value |
| **Agency Collateralized Mortgage Obligations** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K99, Class B, 3.646%, 10/25/52 (a)(b) | 565000 | $536048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-K104, Class B, 3.534%, 2/25/52 (a)(b) | 520000 | 492960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GCAT Trust, Series 2021-CM2, Class A1, 2.352%, 8/25/66 (a)(b) | 197124 | 182336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-132, Class NZ, 3.500%, 10/20/49 | 394316 | 262496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-66, Class PY, 2.000%, 3/20/50 | 1885902 | 1066543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-136, Class KZ, 4.000%, 8/20/52 | 650069 | 436700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PRPM LLC, Series 2025-2, Class A1, 6.469% to 5/1/28, 5/25/30 (a)(c) | 587105 | 588244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; X-Caliber Funding LLC, Series 2025-VFN1, Class A, 7.011%, (1 Month USD SOFR CME + 2.682%), 6/17/30 (a)(b) | 845000 | 846503 |
|  |  | 20002051 |
| **Commercial Mortgage-Backed Securities – 5.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 Park Avenue Trust, Series 2017-245P, Class A, 3.508%, 6/5/37 (a) | 800000 | 777420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280 Park Avenue Mortgage Trust, Series 2017-280P, Class E, 6.755%, (1 Month USD SOFR CME + 2.419%), 9/15/34 (a)(b) | 228000 | 220895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-BNK8, Class ASB, 3.314%, 11/15/50 | 71553 | 70649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-BN18, Class XA, 0.881%, 5/15/62 (b)(d) | 2083142 | 57010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-BN24, Class XA, 0.632%, 11/15/62 (b)(d) | 5421076 | 132494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-BN28, Class XA, 1.759%, 3/15/63 (b)(d) | 1860789 | 132870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-B10, Class XA, 1.218%, 3/15/62 (b)(d) | 1914671 | 70950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-B18, Class XA, 1.798%, 7/15/53 (b)(d) | 409247 | 22149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-B22, Class XA, 1.501%, 1/15/54 (b)(d) | 875309 | 56322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BWAY Mortgage Trust, Series 2013-1515, Class A2, 3.454%, 3/10/33 (a) | 975418 | 929658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2024-VLT5, Class A, 5.410%, 11/13/46 (a)(b) | 1000000 | 1003339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Trust, Series 2022-CLS, Class B, 6.300%, 10/13/27 (a) | 375000 | 376861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; COMM Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-CX, Class B, 2.446%, 11/10/46 (a) | 524000 | 439535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-CX, Class C, 2.683%, 11/10/46 (a)(b) | 100000 | 82795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-CX, Class D, 2.683%, 11/10/46 (a)(b) | 100000 | 81396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-SBX, Class A, 1.670%, 1/10/38 (a) | 595000 | 592089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DBJPM Mortgage Trust, Series 2020-C9, Class XA, 1.705%, 9/15/53 (b) | 508568 | 24046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Durst Commercial Mortgage Trust, Series 2025-151, Class A, 5.317%, 8/10/42 (a)(b) | 180000 | 180000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grace Trust, Series 2020-GRCE, Class A, 2.347%, 12/10/40 (a) | 925000 | 809233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hudson Yards Mortgage Trust, Series 2016-10HY, Class A, 2.835%, 8/10/38 (a) | 915000 | 892920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JP Morgan Chase Commercial Mortgage Securities Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-NYAH, Class G, 7.346%, (1 Month USD SOFR CME + 3.004%), 6/15/38 (a)(b) | 655000 | 547506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-OPO, Class A, 3.024%, 1/5/39 (a) | 1750000 | 1595506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SLG Office Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-OVA, Class B, 2.707%, 7/15/41 (a) | 445000 | 388622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-OVA, Class C, 2.851%, 7/15/41 (a) | 835000 | 727734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STWD Mortgage Trust, Series 2021-LIH, Class E, 7.359%, (1 Month USD SOFR CME + 3.017%), 11/15/36 (a)(b) | 955000 | 954691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SUMIT Mortgage Trust, Series 2022-BVUE, Class A, 2.789%, 2/12/41 (a) | 1615000 | 1438035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TEXAS Commercial Mortgage Trust, Series 2025-TWR, Class B, 5.935%, (1 Month USD SOFR CME + 1.593%), 4/15/42 (a)(b) | 385000 | 384672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class A4, 3.617%, 9/15/57 | 260390 | 259797 |
|  |  | 13249194 |
| **Federal Home Loan Mortgage Corporation – 5.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 8/1/27 | 5420 | 5324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/1/27 | 13466 | 13228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 1/1/27 | 14516 | 14357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 7/1/42 | 17072 | 15323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 5/1/45 | 142239 | 126226 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | |
|:---|:---|:---|
| Security | Principal<br>Amount^ | Value |
| **Federal Home Loan Mortgage Corporation** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 12/1/32 | 57340 | $56188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 6/1/48 | 297158 | 270234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 2/1/37 | 31436 | 30738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 8/1/39 | 17187 | 16540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/39 | 31374 | 30186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/39 | 27983 | 26958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/1/39 | 14116 | 13571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/40 | 47474 | 45607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/1/40 | 41757 | 40111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/1/40 | 7600 | 7301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/1/40 | 5425 | 5215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/1/40 | 20049 | 19258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 6/1/41 | 3924 | 3827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 4/1/35 | 36897 | 36506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 9/1/35 | 50898 | 50407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 7/1/36 | 39641 | 39250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 6/1/39 | 72744 | 71996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 9/1/40 | 10749 | 10632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 2/1/41 | 22192 | 21940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 11/1/52 | 1162497 | 1105402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 8/1/33 | 6845 | 6903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 10/1/33 | 2644 | 2674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 4/1/35 | 7281 | 7344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 7/1/35 | 52528 | 52984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 7/1/35 | 8613 | 8687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 1/1/37 | 32685 | 32989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 7/1/40 | 25591 | 25782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 4/1/41 | 20145 | 20296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 12/1/36 | 33885 | 34859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 8/1/40 | 49307 | 50402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 5/1/53 | 2153300 | 2146830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 9/1/53 | 2185020 | 2177778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 8/1/36 | 5605 | 5870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 7/1/39 | 27518 | 28735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 8/1/53 | 2898460 | 2943578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 4/1/54 | 2855543 | 2899204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.258%, (1-year RFUCCT + 1.622%), 10/1/43 (b) | 21598 | 22125 |
|  |  | 12543365 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Federal National Mortgage Association – 21.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 10/1/27 | 18459 | 18025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 1/1/28 | 23540 | 22914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 2/1/52 | 3949526 | 3144120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 3/1/52 | 3749023 | 3000784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/1/31 | 23033 | 21850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 12/1/31 | 8182 | 7827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 12/1/43 | 63624 | 55575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 4/1/45 | 95183 | 80819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 12/1/51 | 4643120 | 3827409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 12/1/51 | 2533729 | 2103327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 8/1/46 | 21956 | 19292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 10/1/46 | 427588 | 376143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 11/1/46 | 521002 | 454520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 12/1/46 | 204550 | 177816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 1/1/52 | 2391619 | 2052622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 6/1/52 | 4071389 | 3557627 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | |
|:---|:---|:---|
| Security | Principal<br>Amount^ | Value |
| &nbsp;&nbsp;&nbsp;&nbsp; **Federal National Mortgage Association** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 12/1/31 | 2847 | $2780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 1/1/32 | 47158 | 46028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 1/1/32 | 29011 | 28328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 10/1/32 | 39621 | 38590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 8/1/43 | 393544 | 362993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 6/1/46 | 288334 | 264448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 1/1/48 | 169679 | 154104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/1/30 | 4763 | 4711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/33 | 38882 | 38298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/1/36 | 11302 | 11016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 8/1/39 | 16172 | 15550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/39 | 10587 | 10171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/1/39 | 14422 | 13862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 1/1/40 | 132736 | 127452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 3/1/40 | 14138 | 13577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 8/1/40 | 31407 | 30157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 8/1/40 | 5470 | 5249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/40 | 75527 | 72490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/40 | 9706 | 9315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/1/40 | 10402 | 9982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/1/40 | 7641 | 7334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/1/40 | 26158 | 25100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 2/1/41 | 26073 | 25003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/49 | 1826718 | 1707027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 8/1/35 | 10427 | 10301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 8/1/36 | 5386 | 5320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 8/1/38 | 24787 | 24616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 3/1/39 | 35593 | 35205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 9/1/39 | 13909 | 13740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 2/1/40 | 19015 | 18784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 8/1/40 | 37948 | 37487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 1/1/41 | 12476 | 12325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 9/1/41 | 25687 | 25237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 10/1/39 | 1470 | 1479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 8/1/37 | 21398 | 21932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 12/1/35 | 11069 | 11274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 3/1/36 | 78309 | 81916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 6/1/36 | 25457 | 26630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 8/1/37 | 6341 | 6509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 3/1/38 | 14546 | 15216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 15 Yr, 2.000%, 8/1/39 (e) | 1100000 | 999001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 2.000%, 8/1/54 (e) | 3200000 | 2504173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 2.500%, 8/1/54 (e) | 1125000 | 921981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 4.000%, 8/1/54 (e) | 1400000 | 1291415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 6.000%, 8/1/54 (e) | 24135000 | 24472361 |
|  |  | 52481137 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Government National Mortgage Association – 3.9%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 6/20/53 | 934953 | 937432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 2.000%, 8/20/54 (e) | 2900000 | 2341907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 2.500%, 8/20/54 (e) | 2200000 | 1850422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 3.500%, 8/20/54 (e) | 3400000 | 3055628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 4.500%, 8/20/54 (e) | 1600000 | 1518710 |
|  |  | 9704099 |
|  Total Mortgage Backed Securities<br>(Cost $113,324,760) |  | 107979846 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | |
|:---|:---|:---|
| Security | Principal<br>Amount^ | Value |
| **Corporate Bonds and Notes – 27.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Basic Materials – 0.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Olympus Water US Holding Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 10/1/28 (f) | 115000 | $130231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 10/1/29 (f) | 125000 | 133068 |
|  |  | 263299 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Communications – 2.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Africell Holding, Ltd., 10.500%, 10/23/29 (a) | 835000 | 817882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Axian Telecom Holding & Management PLC, 7.250%, 7/11/30 (a) | 855000 | 858499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating Capital, 6.484%, 10/23/45 | 1325000 | 1290139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gen Digital, Inc., 6.250%, 4/1/33 (a) | 115000 | 117527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Millicom International Cellular SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 4/27/31 (a) | 475000 | 438078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 4/2/32 (a) | 400000 | 411250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 1/15/27 | 400000 | 389068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 1/15/31 | 985000 | 960910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC, 6.150%, 2/27/37 | 66000 | 70490 |
|  |  | 5353843 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Consumer, Cyclical – 0.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forvia SE, 2.375%, 6/15/29 (f) | 190000 | 204391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toll Brothers Finance Corp., 4.350%, 2/15/28 | 600000 | 596969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; YMCA of Greater New York |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.303%, 8/1/26 | 765000 | 743434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 3.230%, 8/1/32 | 375000 | 315162 |
|  |  | 1859956 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Consumer, Non-cyclical – 5.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advocate Health & Hospitals Corp., 2.211%, Series 2020, 6/15/30 | 325000 | 294544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beth Israel Lahey Health, Inc., 2.220%, Series L, 7/1/28 | 1400000 | 1299616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Block, Inc., 6.500%, 5/15/32 | 700000 | 718769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boston Medical Center Corp., 4.519%, 7/1/26 | 705000 | 702396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Conservation Fund A Nonprofit Corp. (The), 3.474%, Series 2019, 12/15/29 | 800000 | 751565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Darling Global Finance BV, 4.500%, 7/15/32 (a) | 100000 | 116002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Darling Ingredients, Inc., 6.000%, 6/15/30 (a) | 360000 | 362670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grifols SA, 3.875%, 10/15/28 (f) | 165000 | 185550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Howard University |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 1.991%, 10/1/25 (AG) | 120000 | 119272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 2.657%, 10/1/26 (AG) | 100000 | 97554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 3.476%, 10/1/41 (AG) | 865000 | 627446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 22A, 5.209%, 10/1/52 | 470000 | 402499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; John D & Catherine T MacArthur Foundation, 1.299%, 12/1/30 | 1440000 | 1209054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Leland Stanford Junior University, 4.249%, 5/1/54 | 1200000 | 979930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lifespan Corp., 5.050%, Series 2025, 2/15/30 (AG) | 465000 | 468547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PeaceHealth Obligated Group, 1.375%, Series 2020, 11/15/25 | 1000000 | 989054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Picard Groupe SAS, 6.375%, 7/1/29 (f) | 200000 | 239485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rossini Sarl, 6.750%, 12/31/29 (f) | 205000 | 247359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.150%, 9/2/31 | 350000 | 299962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 9/2/40 | 1250000 | 938067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stanford Health Care, 3.310%, Series 2020, 8/15/30 | 595000 | 565319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sutter Health, 5.537%, Series 2025, 8/15/35 | 390000 | 400364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trustees of Columbia University in the City of New York/(The), 4.355%, Series 2024, 10/1/35 | 995000 | 953092 |
|  |  | 12968116 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | |
|:---|:---|:---|
| Security | Principal<br>Amount^ | Value |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Energy – 0.5%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Greenko Dutch BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 3/29/26 (a) | 800800 | $789778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 3/29/26 (f) | 413600 | 407908 |
|  |  | 1197686 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Financial – 14.3%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Air Lease Corp., 3.625%, 12/1/27 | 500000 | 490227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AXA SA, 8.600%, 12/15/30 | 400000 | 474240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp., 0.583%, (3 Month EUR-EURIBOR + 0.76%), 8/24/28 (b)(f) | 560000 | 615470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.601%, (SOFR + 1.620%), 3/20/30 (a)(b) | 1240000 | 1277640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.253%, (1-Yr. CMT + 2.65%), 9/16/26 (a)(b) | 1200000 | 1202174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.253%, (1-Yr. CMT + 2.65%), 9/16/26 (b)(f) | 465000 | 465843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, (3 Month EUR-EURIBOR + 1.45%), 1/13/29 (b)(f) | 1000000 | 1189545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.906%, (SOFR + 1.920%), 11/19/35 (a)(b) | 1640000 | 1670639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boston Properties LP, 3.650%, 2/1/26 | 430000 | 427747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 4/1/26 (a) | 500000 | 500021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.876%, (SOFR + 1.680%), 1/14/31 (a)(b) | 770000 | 798261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brandywine Operating Partnership LP, 4.550%, 10/1/29 | 500000 | 470511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brighthouse Financial, Inc., 5.625%, 5/15/30 | 1500000 | 1504044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canary Wharf Group Investment Holdings PLC, 3.375%, 4/23/28 (f) | 200000 | 245093 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ceska sporitelna AS, 0.500%, (3 Month EUR-EURIBOR + 0.78%), 9/13/28 (b)(f) | 1200000 | 1305523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.561%, (SOFR + 1.167%), 5/1/32 (b) | 500000 | 442794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.412%, (SOFR + 3.914%), 3/31/31 (b) | 750000 | 741432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA, 4.125%, 1/10/27 (a) | 1000000 | 994539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure Capital, Inc., 6.375%, 7/1/34 | 600000 | 594839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HAT Holdings I LLC/HAT Holdings II LLC, 3.750%, 9/15/30 (a) | 200000 | 182012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV, 4.625%, 1/6/26 (a) | 750000 | 750063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, Inc., 3.625%, 9/1/28 | 200000 | 195662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.103%, (SOFR + 1.435%), 4/22/31 (b) | 590000 | 603521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.070%, (SOFR + 1.330%), 10/22/27 (b) | 1090000 | 1109984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 6/29/37 | 6000000 | 3515564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 2/28/34 | 6000000 | 6031265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; mBank SA, 0.966%, (3 Month EUR-EURIBOR + 1.25%), 9/21/27 (b)(f) | 600000 | 673851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series MTN, 2.511%, (SOFR + 1.200%), 10/20/32 (b) | 1000000 | 875637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series GMTN, 2.699%, (SOFR + 1.143%), 1/22/31 (b) | 640000 | 589998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NHP Foundation, 5.850%, 12/1/28 | 800000 | 821802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PennyMac Financial Services, Inc., 7.125%, 11/15/30 (a) | 235000 | 242463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Scentre Group Trust 1/Scentre Group Trust 2, 4.375%, 5/28/30 (a) | 615000 | 609118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Bank, Ltd., 1.550%, 3/25/26 (a) | 1500000 | 1472123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trust Fibra Uno, 7.375%, 2/13/34 (f) | 850000 | 880852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USAA Capital Corp., 2.125%, 5/1/30 (a) | 885000 | 801608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WLB Asset VII Pte. Ltd., 5.880%, 7/30/29 (a) | 730000 | 730000 |
|  |  | 35496105 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Government – 1.0%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; European Investment Bank, 0.750%, 9/23/30 | 3000000 | 2553078 |
|  |  | 2553078 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | |
|:---|:---|:---|
| Security | Principal<br>Amount^ | Value |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Industrial – 0.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beacon Mobility Corp., 7.250%, 8/1/30 (a) | 120000 | $122345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HTA Group, Ltd., 7.500%, 6/4/29 (f) | 250000 | 258700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IHS Holding, Ltd., 8.250%, 11/29/31 (a) | 300000 | 306992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nature Conservancy (The), 1.154%, Series A, 7/1/27 | 430000 | 401316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sitios Latinoamerica SAB de CV, 6.000%, 11/25/29 (a) | 570000 | 584991 |
|  |  | 1674344 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Technology – 1.6%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apple, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 5/11/50 | 300000 | 186868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.100%, 8/8/62 | 1435000 | 1131212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.187%, 11/15/36 (a) | 852000 | 703424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 11/15/30 | 1200000 | 1175677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; McAfee Corp., 7.375%, 2/15/30 (a) | 275000 | 255270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp., 3.041%, 3/17/62 | 1000000 | 634459 |
|  |  | 4086910 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Utilities – 1.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aegea Finance Sarl |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 5/20/29 (a) | 200000 | 201998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.000%, 1/20/31 (a) | 960000 | 1032707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Clearway Energy Operating LLC, 3.750%, 2/15/31 (a) | 560000 | 511511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Limak Yenilenebilir Enerji AS, 9.625%, 8/12/30 (a) | 575000 | 574258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zorlu Enerji Elektrik Uretim A/S, 11.000%, 4/23/30 (a) | 370000 | 358765 |
|  |  | 2679239 |
|  Total Corporate Bonds and Notes<br>(Cost $71,521,079) |  | 68132576 |
| **U.S. Government Agency Obligations – 25.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Farm Credit Bank of Texas , 7.750%, (5-Yr. CMT + 3.291%), 6/15/29 (a)(b) | 1150000 | 1193883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Farm Credit Banks Funding Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 10/15/49 | 3250000 | 2014763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.780%, 11/2/37 | 1800000 | 1450165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.430%, 4/6/45 | 1000000 | 766115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.660%, 3/7/44 | 974000 | 785251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 3/2/26 | 5000000 | 5007207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Bank Discount Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 8/28/25 | 6125000 | 6104849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 9/8/25 | 7360000 | 7326353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 10/17/25 | 7395000 | 7327145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Banks |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.900%, 2/26/27 | 3000000 | 2857904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 11/16/28 | 5000000 | 4912359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.315%, 11/13/35 | 3000000 | 2665896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 3/13/26 | 3500000 | 3496355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 10/8/27 | 5000000 | 4671422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 8/5/30 | 8000000 | 6893764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association Principal STRIPS, 0.000%, 7/15/37 | 9000000 | 5018782 |
|  Total U.S. Government Agency Obligations<br>(Cost $66,066,785) |  | 62492213 |
| **Municipal Bonds – 4.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of New York Series H, 6.385%, 2/1/55 | 465000 | 481678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colorado Health Facilities Authority Series B, 4.480%, 12/1/40 | 940000 | 796960 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | |
|:---|:---|:---|
| Security | Principal<br>Amount^ | Value |
| **Municipal Bonds** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts Series B, 4.110%, 7/15/31 | 365965 | $363729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cook County Community High School District No. 228, IL Series A, 5.019%, 12/1/41 (AG) | 435000 | 417311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; County of Riverside, CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.963%, 2/15/27 | 670000 | 655838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.070%, 2/15/28 | 670000 | 649799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; District of Columbia, (Ingleside at Rock Creek) Series A, 4.125%, 7/1/27 | 180000 | 180571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Iowa Student Loan Liquidity Corp. Series A, 5.343%, 12/1/34 | 165000 | 163117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Maryland Health and Higher Educational Facilities Authority, (Meritus Medical Center) Series C, 3.968%, 7/1/27 | 205000 | 203470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Massachusetts Development Finance Agency, (NewBridge on the Charles, Inc.), 4.000%, 10/1/27 | 100000 | 100917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Massachusetts Educational Financing Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series A, 2.305%, 7/1/29 | 1000000 | 922540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series A, 5.455%, 7/1/33 | 600000 | 607010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series A, 6.069%, 7/1/33 | 175000 | 181857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New York Transportation Development Corp., 4.248%, 9/1/35 | 380000 | 371655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New York Transportation Development Corp., (LaGuardia Airport Terminal B Redevelopment) Series B, 3.473%, 7/1/28 | 500000 | 485585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oklahoma Development Finance Authority, (OU Medicine) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series C, 4.650%, 8/15/30 (AG) | 445000 | 435295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series C, 5.450%, 8/15/28 | 770000 | 748462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Nations Development Corp. Series A, 6.536%, 8/1/55 | 1750000 | 1822684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; University of Virginia Series C, 4.179%, 9/1/17 | 1000000 | 733565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uptown Development Authority Series B, 2.581%, 9/1/31 (AG) | 100000 | 88888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wisconsin Health & Educational Facilities Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series B, 3.940%, 8/15/41 | 335000 | 231568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series B, 4.190%, 8/15/55 | 190000 | 105076 |
|  Total Municipal Bonds<br>(Cost $11,185,325) |  | 10747575 |
| **Asset Backed Securities – 4.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aligned Data Centers Issuer LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, 1.937%, 8/15/46 (a) | 660000 | 638325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1A, 6.350%, 10/15/47 (a) | 540000 | 540792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-1A, 6.000%, 8/17/48 (a) | 280000 | 281573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Avid Automobile Receivables Trust Series 2023-1, 7.120%, 3/15/27 (a) | 28017 | 28029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Compass Datacenters Issuer II LLC Series 2024-2A, 5.022%, 8/25/49 (a) | 340000 | 339734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CoreVest American Finance, Ltd. Series 2020-4 , 2.250%, 12/15/52 (a) | 100000 | 91952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enterprise Fleet Financing LLC Series 2025-2, 4.580%, 12/22/31 (a) | 180000 | 180944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHF Trust Series 2022-1A, 4.430%, 1/18/28 (a) | 61294 | 61266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lendbuzz Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1A, 4.220%, 5/17/27 (a) | 160297 | 159965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-1A, 6.920%, 8/15/28 (a) | 178777 | 181152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-2A, 7.090%, 10/16/28 (a) | 208225 | 211478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-3A, 7.500%, 12/15/28 (a) | 276813 | 282408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2A, 5.990%, 5/15/29 (a) | 516703 | 520717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-3A, 4.970%, 10/15/29 (a) | 500552 | 500768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, 5.180%, 5/15/30 (a) | 835000 | 836725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mosaic Solar Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-2A, 1.440%, 8/20/46 (a) | 89507 | 75667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1A, 5.500%, 9/20/49 (a) | 96393 | 93637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, 6.120%, 8/22/50 (a) | 298210 | 294121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prestige Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1A, 5.710%, 5/15/28 (a) | 225000 | 225670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2A, 4.560%, 2/15/29 (a) | 125000 | 124868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Retained Vantage Data Centers Issuer LLC Series 2024-1A, 4.992%, 9/15/49 (a) | 340000 | 334546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sabey Data Center Issuer LLC Series 2024-1, 6.000%, 4/20/49 (a) | 95000 | 96188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunnova Helios IV Issuer LLC Series 2020-AA, 2.980%, 6/20/47 (a) | 644603 | 558436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunnova Helios V Issuer LLC Series2021-A, 1.800%, 2/20/48 (a) | 182593 | 142065 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | | |
|:---|:---|:---|:---|
| Security | Principal<br>Amount^ |  | Value |
| **Asset Backed Securities** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunnova Hestia II Issuer LLC Series 2024-GRID1, 5.630%, 7/20/51 (a) | 119766 |  | $119127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tesla Sustainable Energy Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1A, 5.080%, 6/21/50 (a) | 1124353 |  | 1126790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1A, 6.250%, 6/21/50 (a) | 165000 |  | 164679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tricolor Auto Securitization Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1A, 6.610%, 10/15/27 (a) | 26239 |  | 26294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2A, 6.360%, 12/15/27 (a) | 78757 |  | 78937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, 5.340%, 9/17/29 (a) | 840000 |  | 843220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vantage Data Centers Issuer LLC Series 2024-1A, 5.100%, 9/15/54 (a) | 520000 |  | 514765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vantage Data Centers Jersey Borrower SPV, Ltd. Series 2024-1A, 6.172%, 5/28/39 (a) | 645000 |  | 876426 |
|  Total Asset Backed Securities<br>(Cost $10,462,499) |  |  | 10551264 |
| **Foreign Government & Agency Securities – 3.8%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bundesrepublik Deutschland Bundesanleihe, 1.800%, 8/15/53 (f) | 2605000 | EUR | 2241861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Ottawa Ontario, 2.500%, 5/11/51 | 2390000 | CAD | 1138441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Toronto Canada, 2.600%, 9/24/39 | 1060000 | CAD | 612942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia Government International Bond, 8.000%, 11/14/35 | 1090000 |  | 1119975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary Government International Bond, 5.375%, 9/12/33 (f) | 705000 | EUR | 873747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Romania Government International Bond, 2.000%, 1/28/32 (f) | 1360000 | EUR | 1293137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom Gilt, 1.500%, 7/31/53 (f) | 3665000 | GBP | 2156141 |
|  Total Foreign Government & Agency Securities<br>(Cost $10,365,141) |  |  | 9436244 |
| **Senior Floating Rate Interests – 2.0%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Communication Services – 0.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC 2024 Term Loan B5, 6.541%, (3 mo. USD SOFR CME + 2.250%), 12/15/31 (b) | 274433 |  | 274691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Go Daddy Operating Co. LLC 2024 Term Loan B7, 6.106%, (1 mo. USD SOFR CME + 1.750%), 5/30/31 (b) | 295391 |  | 295965 |
|  |  |  | 570656 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Consumer Discretionary – 0.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Builders & Contractors Supply Co., Inc. 2024 Term Loan B, 6.106%, (1 mo. USD SOFR CME + 1.750%), 1/31/31 (b) | 205641 |  | 206457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USI, Inc. 2024 Term Loan D, 6.546%, (3 mo. USD SOFR CME + 2.250%), 11/21/29 (b) | 161724 |  | 161774 |
|  |  |  | 368231 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Consumer Staples – 0.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Core & Main LP 2024 Term Loan E, 6.270%, (6 mo. USD SOFR CME + 2.000%), 2/9/31 (b) | 281448 |  | 282386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insulet Corporation 2025 Term Loan, 6.356%, (1 mo. USD SOFR CME + 2.000%), 8/4/31 (b) | 354078 |  | 355849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Verisure Holding AB 2021 Term Loan, 4.980%, (3 mo. EUR-EURIBOR + 3.000%), 3/27/28 (b) | 300000 | EUR | 343715 |
|  |  |  | 981950 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Energy – 0.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boels Topholding BV 2025 Term Loan B, 4.654%, (1 mo. EUR-EURIBOR + 2.750%), 5/23/31 (b) | 344828 | EUR | 395067 |
|  |  |  | 395067 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Financials – 0.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blackhawk Network Holdings, Inc. 2025 Term Loan B, 8.356%, (1 mo. USD SOFR CME + 4.000%), 3/12/29 (b) | 168403 |  | 169290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Russell Investments US Inst'l Holdco, Inc. 2024 PIK Term Loan, 9.308%, (3 mo. USD SOFR CME + 5.000%), 5/30/27 (b) | 395859 |  | 383983 |
|  |  |  | 553273 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | |
|:---|:---|:---|
| Security | Principal<br>Amount^ | Value |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Industrials – 0.5%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Altium Packaging LLC 2024 Term Loan B, 6.856%, (1 mo. USD SOFR CME + 2.500%), 6/11/31 (b) | 425700 | $425345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Proampac PG Borrower LLC 2024 Term Loan, 8.324%, (3 mo. USD SOFR CME + 4.000%), 9/15/28 (b) | 399477 | 401787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Student Transportation of America Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Delayed Draw Term Loan 7.564%, (3 mo. USD SOFR CME + 3.250%), 6/24/32 (b)(g) | 6667 | 6710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Term Loan B 7.571%, (3 mo. USD SOFR CME + 3.250%), 6/24/32 (b) | 93333 | 93936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Van Pool Transportation LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Delayed Draw Term Loan , 6/17/30 (b)(h) | 27108 | 27171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan , 6/17/30 (b)(h) | 197892 | 198345 |
|  |  | 1153294 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Information Technology – 0.4%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Athenahealth Group, Inc. 2022 Term Loan B, 7.106%, (1 mo. USD SOFR CME + 2.750%), 2/15/29 (b) | 346811 | 346872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cotiviti Corp. 2025 2nd Amendment Term Loan, 7.079%, (1 mo. USD SOFR CME + 2.750%), 3/26/32 (b) | 240000 | 239850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zelis Payments Buyer, Inc. Term Loan B, 7.106%, (1 mo. USD SOFR CME + 2.750%), 9/28/29 (b) | 452704 | 451891 |
|  |  | 1038613 |
|  Total Senior Floating Rate Interests<br>(Cost $5,038,647) |  | 5061084 |
| **Convertible Bonds – 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Consumer Discretionary – 0.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Etsy, Inc., 1.000%, 6/15/30 (a) | 160000 | 162000 |
|  |  | 162000 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Health Care – 0.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dexcom, Inc., 0.250%, 11/15/25 | 205000 | 202691 |
|  |  | 202691 |
|  Total Convertible Bonds<br>(Cost $375,899) |  | 364691 |
|  Total Long Term Investments<br>(Cost $288,340,135) |  | 274765493 |
| **Total Investments – 110.4%** (Cost $288,340,135) (i) |  | 274765493 |
| **Less Unfunded Loan Commitments – (0.0)%** \***** |  | (4563) |
| **Net Investments – 110.4%** (Cost $288,335,602) |  | 274760930 |
| **Other Liabilities, less assets – (10.4)%** |  | (25811458) |
| **Net Assets – 100.0%** |  | $248949472 |

---

\* Amount is less than 0.05%.

^ 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 July 31, 2025, the aggregate value of these securities was $53,566,721, representing 21.5% of net assets.

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

(c) Step coupon bond.

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

(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.

(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 July 31, 2025, the aggregate value of these securities is $13,747,755 or 5.5% of the Fund's net assets.

(g) Unfunded or partially unfunded loan commitments. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. At July 31, 2025, the total value of unfunded loan commitments is $4,533.

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

(i) The aggregate cost for federal income tax purposes is $288,352,415. The aggregate gross unrealized appreciation is $1,912,243 and the aggregate gross unrealized depreciation is $15,549,181, resulting in net unrealized depreciation of $13,636,938.

AG — Assured Guaranty Inc.

EURIBOR — Euro Interbank Offered Rate

RFUCCT — Refinitiv USD IBOR Consumer Cash Fallbacks Term

SOFR — Secured Overnight Financing Rate Data

TBA — To Be Announced

#### Currency Abbreviations
CAD — Canadian Dollar

EUR — Euro

GBP — British Pound Sterling

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

#### At July 31, 2025, the Fund had the following forward currency contracts outstanding.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Currency Bought | Currency Sold | Counterparty | Settlement<br>Date | Quantity | Value | Unrealized<br>Appreciation<br>(Depreciation) |
|  United States Dollar | Canadian Dollar | Royal Bank of Canada | 9/17/25 | 2449000 | $1771526 | $26031 |
|  United States Dollar | Euro Currency | Deutsche Bank AG | 8/29/25 | 2064274 | 2359654 | 73980 |
|  United States Dollar | Euro Currency | Deutsche Bank AG | 9/17/25 | 7019000 | 8033440 | 36936 |
|  United States Dollar | Pound Sterling | UBS AG | 9/17/25 | 2693000 | 3558035 | 98763 |
|  |  |  |  |  |  | $235710 |

---

#### At July 31, 2025, the Fund had the following future contracts outstanding.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Number<br>of<br>Contracts | Notional<br>Amount | Value | Expiration<br>Date | Unrealized<br>Appreciation<br>(Depreciation) |
|  10-Year Australian Bond Futures (Long) | 63 | $4603153 | $4606881 | 9/15/25 | $3728 |
|  10-Year Canadian Government Bond (Long) | 74 | 6475174 | 6436547 | 9/18/25 | (38627) |
|  Euro-Bund (Long) | 10 | 1496235 | 1480136 | 9/8/25 | (16099) |
|  Euro-Btp (Short) | 36 | (4968670) | (4961205) | 9/8/25 | 7465 |
|  Euro-Buxl (Short) | 5 | (691220) | (669770) | 9/8/25 | 21450 |
|  Euro-Oat (Short) | 42 | (5960538) | (5909336) | 9/8/25 | 51202 |
|  |  |  |  |  | $29119 |

---

#### At July 31, 2025, the Fund had the following centrally cleared interest rate swap contracts outstanding.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Description | Counterparty/<br>Exchange | Expiration<br>Date | Notional Amount | Notional Amount | Value | Upfront<br>Premiums<br>Paid<br>(Received) | Unrealized<br>Appreciation<br>(Depreciation) |
|  Pay Fixed rate annually 2.970% Receive Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/15/53 | USD | 1655000 | $312036 | $53090 | $258946 |
|  Pay Fixed rate annually 4.500% Receive Floating rate annually 12 month SONIA | Morgan Stanley/LCH | 9/18/34 | GBP | 100000 | 3725 | (88) | 3813 |
|  Pay Fixed rate annually 2.720% Receive Floating rate annually 12 month ESTR | Morgan Stanley/LCH | 9/18/27 | EUR | 2320000 | (48759) | (75) | (48684) |
|  Pay Fixed rate annually 2.590% Receive Floating rate annually 12 month ESTR | Morgan Stanley/LCH | 9/18/29 | EUR | 950000 | (21954) | 487 | (22441) |
|  Pay Fixed rate annually 3.750% Receive Floating rate annually 12 month SONIA | Morgan Stanley/LCH | 9/18/54 | GBP | 2285000 | 407407 | (1875) | 409282 |
|  Pay Fixed rate annually 2.280% Receive Floating rate annually 12 month ESTR | Morgan Stanley/LCH | 9/18/34 | EUR | 695000 | 12941 | (1698) | 14639 |
|  Pay Fixed rate annually 3.000% Receive Floating rate annually 6 month CORRA | Morgan Stanley/LCH | 9/18/34 | CAD | 4600000 | 25831 | 1892 | 23939 |
|  Pay Fixed rate annually 2.310% Receive Floating rate annually 12 month ESTR | Morgan Stanley/LCH | 9/18/54 | EUR | 2180000 | 215740 | (26817) | 242557 |
|  Pay Fixed rate annually 3.630% Receive Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 12/18/31 | USD | 3545000 | 20485 | 52700 | (32215) |
|  Pay Fixed rate annually 2.593% Receive Floating rate annually 12 month USCPI | Morgan Stanley/LCH | 11/8/34 | USD | 2860000 | (6885) |  | (6885) |
|  Receive Fixed rate annually 3.750% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/55 | USD | 12795000 | (695221) | (302644) | (392577) |
|  Receive Fixed rate annually 4.250% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/45 | USD | 10400000 | 206459 | 443116 | (236657) |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

July 31, 2025

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Description | Counterparty/<br>Exchange | Expiration<br>Date | Notional Amount | Notional Amount | Value | Upfront<br>Premiums<br>Paid<br>(Received) | Unrealized<br>Appreciation<br>(Depreciation) |
|  Receive Fixed rate annually 4.000% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/28 | USD | 14340000 | 114752 | 106185 | 8567 |
|  Pay Fixed rate annually 4.060% Receive Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/35 | USD | 6200000 | (114481) | (118741) | 4260 |
|  Pay Fixed rate annually 4.220% Receive Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/27 | USD | 4475000 | (25557) | (843) | (24714) |
|  Receive Fixed rate annually 3.880% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/27 | USD | 12900000 | (11548) | 1007 | (12555) |
|  Receive Fixed rate annually 3.780% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/30 | USD | 14865000 | 93011 | 96482 | (3471) |
|  Receive Fixed rate annually 3.560% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 6/18/30 | USD | 2723000 | (5854) | (16040) | 10186 |
|  Pay Fixed rate annually 3.530% Receive Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 9/17/32 | USD | 2370000 | 20758 | (444) | 21202 |
|  |  |  |  |  |  | $285694 | $217192 |

---

#### At July 31, 2025, the Fund had the following OTC interest rate swap contracts outstanding.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Rate Type | Rate Type | | | | | |
| Counterparty | Payments<br>made by<br>the Fund | Payments received<br>by the Fund | Expiration<br>Date | Notional<br>Amount | Value | Upfront<br>Premiums<br>Paid<br>(Received) | Unrealized<br>Appreciation<br>(Depreciation) |
|  Morgan Stanley & Co. International | 2.470% | USA-CPI-U | 7/10/53 | $2280000 | $371 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;- | $371 |
|  Morgan Stanley & Co. International | 2.360% | USA-CPI-U | 5/9/55 | 915000 | 12339 | (5789) | 18128 |
|  |  |  |  |  |  | $(5789) | $18499 |

---

#### Abbreviations
AG — Assured Guaranty Inc.

CORRA — Canadian Overnight Repo Rate Average

ESTR — Euro Short-Term Rate

LCH — London Clearing House

SOFR — Secured Overnight Financing Rate Data

SONIA — Sterling Overnight Index Average

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

#### Currency Abbreviations
CAD — Canadian Dollar

EUR — Euro

GBP — British Pound Sterling

SEE NOTES TO FINANCIAL STATEMENTS

------

STATEMENT OF ASSETS AND LIABILITIES

July 31, 2025

---

| | |
|:---|:---|
|  | **Domini Impact<br>Equity Fund** |
|  ASSETS |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments, at value (cost $524,876,038) | $1119164551 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cash | 1564560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Receivable for capital shares | 21371 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividend receivable | 835911 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tax reclaim receivable | 172986 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total assets | 1121759379 |
|  LIABILITIES |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Payable for capital shares | 522839 |
| &nbsp;&nbsp;&nbsp;&nbsp; Management fee payable | 619204 |
| &nbsp;&nbsp;&nbsp;&nbsp; Distribution fee payable | 151477 |
| &nbsp;&nbsp;&nbsp;&nbsp; Other accrued expenses | 264228 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign tax payable | 5347 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total liabilities | 1563095 |
|  NET ASSETS | $1120196284 |
|  NET ASSETS CONSISTS OF |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Paid-in capital | $472738293 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total distributable earnings (loss) | 647457991 |
|  NET ASSETS | $1120196284 |
|  NET ASSET VALUE PER SHARE |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **Investor Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 948282044 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 24259428 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $39.09 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Institutional Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 151443855 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 3918713 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $38.65 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Class Y Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 20470385 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 528650 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $38.72 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

STATEMENT OF ASSETS AND LIABILITIES

July 31, 2025

---

| | |
|:---|:---|
|  | **Domini<br>Sustainable<br>Solutions<br>Fund** |
|  ASSETS |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments, at value (cost $28,030,957) | $35876163 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cash | 2329203 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign currency, at value (cost $127,023) | 126490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Receivable for capital shares | 30130 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividend receivable | 22821 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tax reclaim receivable | 29040 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total assets | 38413847 |
|  LIABILITIES |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Payable for capital shares | 40750 |
| &nbsp;&nbsp;&nbsp;&nbsp; Management fee payable | 26638 |
| &nbsp;&nbsp;&nbsp;&nbsp; Other accrued expenses | 88598 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign tax payable | 556 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total liabilities | 156542 |
|  NET ASSETS | $38257305 |
|  NET ASSETS CONSISTS OF |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Paid-in capital | $32645680 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total distributable earnings (loss) | 5611625 |
|  NET ASSETS | $38257305 |
|  NET ASSET VALUE PER SHARE |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **Investor Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 24737657 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 1524658 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $16.23 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Institutional Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 13519648 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 825957 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $16.37 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

STATEMENT OF ASSETS AND LIABILITIES

July 31, 2025

---

| | |
|:---|:---|
|  | **Domini Impact<br>International<br>Equity Fund** |
|  ASSETS |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments, at value (cost $680,505,464) | $866586013 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cash | 12592511 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign currency, at value (cost $565,863) | 555538 |
| &nbsp;&nbsp;&nbsp;&nbsp; Receivable for securities sold | 41792557 |
| &nbsp;&nbsp;&nbsp;&nbsp; Receivable for capital shares | 236538 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividend receivable | 833658 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tax reclaim receivable | 4918832 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total assets | 927515647 |
|  LIABILITIES |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Payable for securities purchased | 39778760 |
| &nbsp;&nbsp;&nbsp;&nbsp; Payable for capital shares | 86088 |
| &nbsp;&nbsp;&nbsp;&nbsp; Management fee payable | 625213 |
| &nbsp;&nbsp;&nbsp;&nbsp; Distribution fee payable | 16222 |
| &nbsp;&nbsp;&nbsp;&nbsp; Other accrued expenses | 287817 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign tax payable | 62115 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total liabilities | 40856215 |
|  NET ASSETS | $886659432 |
|  NET ASSETS CONSISTS OF |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Paid-in capital | $757304951 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total distributable earnings (loss) | 129354481 |
|  NET ASSETS | $886659432 |
|  NET ASSET VALUE PER SHARE |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **Investor Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 205289541 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 19457079 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $10.55 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Institutional Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 434946531 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 42141524 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $10.32 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Class Y Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 246423360 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 23806109 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $10.35 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

STATEMENT OF OPERATIONS

For the Year Ended July 31, 2025

---

| | |
|:---|:---|
|  | **Domini Impact<br>Equity Fund** |
|  INCOME |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (net of foreign taxes $273,709) | $14406048 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interest income | 42062 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Income | 14448110 |
|  EXPENSES |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Management/Sponsorship fees | 7168331 |
| &nbsp;&nbsp;&nbsp;&nbsp; Distribution fees – Investor Shares | 2331203 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Investor Shares | 593225 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Institutional Shares | 5758 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Class Y Shares | 21811 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custody and accounting fees | 161550 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional fees | 180430 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Investor Shares | 30271 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Institutional Shares | 22025 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Class Y Shares | 22478 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder communication fees | 87175 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miscellaneous | 259268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trustees fees | 81752 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder service fees – Investor Shares | 40801 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder service fees – Institutional Shares | 160 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder service fees – Class Y Shares | 97 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total expenses | 11006335 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fees waived and expenses reimbursed | (27825) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net expenses | 10978510 |
|  NET INVESTMENT INCOME (LOSS) | 3469600 |
|  REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY |  |
|  NET REALIZED GAIN (LOSS) FROM: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments | 70989955 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign currency | (1304) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized gain (loss) | 70988651 |
|  NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments | 39350039 |
| &nbsp;&nbsp;&nbsp;&nbsp; Translation of assets and liabilities in foreign currencies | (136) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) | 39349903 |
|  NET REALIZED AND UNREALIZED GAIN (LOSS) | 110338554 |
|  NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $113808154 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

STATEMENT OF OPERATIONS

For the Year Ended July 31, 2025

---

| | |
|:---|:---|
|  | **Domini<br>Sustainable<br>Solutions<br>Fund** |
|  INCOME |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (net of foreign taxes $31,275) | $417137 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interest income | 74158 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Income | 491295 |
|  EXPENSES |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Management fees | 307931 |
| &nbsp;&nbsp;&nbsp;&nbsp; Distribution fees – Investor Shares | 54808 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Investor Shares | 72929 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Institutional Shares | 961 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custody and accounting fees | 63221 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional fees | 78914 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Investor Shares | 27075 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Institutional Shares | 26587 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder communication fees | 9857 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miscellaneous | 17501 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trustees fees | 2699 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder service fees – Investor Shares | 3155 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder service fees – Institutional Shares | 49 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total expenses | 665687 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fees waived and expenses reimbursed | (194267) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net expenses | 471420 |
|  NET INVESTMENT INCOME (LOSS) | 19875 |
|  REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY |  |
|  NET REALIZED GAIN (LOSS) FROM: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments | 2512042 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign currency | 2194 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized gain (loss) | 2514236 |
|  NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments | (1990215) |
| &nbsp;&nbsp;&nbsp;&nbsp; Translation of assets and liabilities in foreign currencies | 1333 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) | (1988882) |
|  NET REALIZED AND UNREALIZED GAIN (LOSS) | 525354 |
|  NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $545229 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

STATEMENT OF OPERATIONS

For the Year Ended July 31, 2025

---

| | |
|:---|:---|
|  | **Domini Impact<br>International<br>Equity Fund** |
|  INCOME |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (net of foreign taxes $2,545,325) | $23024729 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interest income | 116752 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Income | 23141481 |
|  EXPENSES |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Management fees | 6910414 |
| &nbsp;&nbsp;&nbsp;&nbsp; Distribution fees – Investor Shares | 478511 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Investor Shares | 273180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Institutional Shares | 3330 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Class Y Shares | 206669 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custody and accounting fees | 314710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional fees | 170493 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Investor Shares | 18765 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Institutional Shares | 24687 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Class Y Shares | 23514 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder communication fees | 97870 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miscellaneous | 274439 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trustees fees | 61249 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder service fees – Investor Shares | 15785 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder service fees – Institutional Shares | 295 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder service fees – Class Y Shares | 108 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net expenses | 8874019 |
|  NET INVESTMENT INCOME (LOSS) | 14267462 |
|  REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY |  |
|  NET REALIZED GAIN (LOSS) FROM: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments | 72817980 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign currency | (2561) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized gain (loss) | 72815419 |
|  NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments | 41166650 |
| &nbsp;&nbsp;&nbsp;&nbsp; Translation of assets and liabilities in foreign currencies | 270808 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) | 41437458 |
|  NET REALIZED AND UNREALIZED GAIN (LOSS) | 114252877 |
|  NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $128520339 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT EQUITY FUND

STATEMENTS OF CHANGES IN NET ASSETS

---

| | | |
|:---|:---|:---|
|  | Year Ended<br>July 31, 2025 | Year Ended<br>July 31, 2024 |
|  INCREASE IN NET ASSETS FROM OPERATIONS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | $3469600 | $4313829 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized gain (loss) | 70988651 | 42828643 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) | 39349903 | 142057040 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 113808154 | 189199512 |
|  DISTRIBUTIONS TO SHAREHOLDERS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investor Shares | (47648560) | (8035635) |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A Shares |  | (58205)<sup>1</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Institutional Shares | (8469669) | (1983906) |
| &nbsp;&nbsp;&nbsp;&nbsp; Class Y Shares | (1177018) | (182146) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Decrease in Net Assets from Distributions | (57295247) | (10259892) |
|  CAPITAL SHARE TRANSACTIONS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Proceeds from sale of shares | 32298021 | 36560906 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value of shares issued in reinvestment of distributions and dividends | 52664198 | 9283858 |
| &nbsp;&nbsp;&nbsp;&nbsp; Payments for shares redeemed | (122772803) | (84761923) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets from Capital Share Transactions | (37810584) | (38917159) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 18702323 | 140022461 |
|  NET ASSETS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of period | $1101493961 | $961471500 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of period | $1120196284 | $1101493961 |

---

<sup>1</sup> For the period August 1, 2023 to July 26, 2024. Effective at the close of business on July 26, 2024, Class A Shares were converted to Investor Shares and no longer offered by the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI SUSTAINABLE SOLUTIONS FUND

STATEMENTS OF CHANGES IN NET ASSETS

---

| | | |
|:---|:---|:---|
|  | Year Ended<br>July 31, 2025 | Year Ended<br>July 31, 2024 |
|  INCREASE IN NET ASSETS FROM OPERATIONS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | $19875 | $(26562) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized gain (loss) | 2514236 | (16291) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) | (1988882) | 4940133 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 545229 | 4897280 |
|  DISTRIBUTIONS TO SHAREHOLDERS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investor Shares |  | (3296) |
| &nbsp;&nbsp;&nbsp;&nbsp; Institutional Shares | (23349) | (17868) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Decrease in Net Assets from Distributions | (23349) | (21164) |
|  CAPITAL SHARE TRANSACTIONS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Proceeds from sale of shares | 6064647 | 2885341 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value of shares issued in reinvestment of distributions and dividends | 21614 | 20084 |
| &nbsp;&nbsp;&nbsp;&nbsp; Payments for shares redeemed | (4841388) | (4537036) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets from Capital Share Transactions | 1244873 | (1631611) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 1766753 | 3244505 |
|  NET ASSETS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of period | $36490552 | $33246047 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of period | $38257305 | $36490552 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT INTERNATIONAL EQUITY FUND

STATEMENTS OF CHANGES IN NET ASSETS

---

| | | |
|:---|:---|:---|
|  | Year Ended<br>July 31, 2025 | Year Ended<br>July 31, 2024 |
|  INCREASE IN NET ASSETS FROM OPERATIONS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | $14267462 | $17481390 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized gain (loss) | 72815419 | 67371963 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) | 41437458 | 30046581 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 128520339 | 114899934 |
|  DISTRIBUTIONS TO SHAREHOLDERS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investor Shares | (3378004) | (3448252) |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A Shares |  | (151385)<sup>1</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Institutional Shares | (9424867) | (10718427) |
| &nbsp;&nbsp;&nbsp;&nbsp; Class Y Shares | (5198531) | (5358138) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Decrease in Net Assets from Distributions | (18001402) | (19676202) |
|  CAPITAL SHARE TRANSACTIONS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Proceeds from sale of shares | 135843879 | 86907351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value of shares issued in reinvestment of distributions and dividends | 14294353 | 15633240 |
| &nbsp;&nbsp;&nbsp;&nbsp; Payments for shares redeemed | (192182639) | (222551940) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets from Capital Share Transactions | (42044407) | (120011349) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 68474530 | (24787617) |
|  NET ASSETS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of period | $818184902 | $842972519 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of period | $886659432 | $818184902 |

---

<sup>1</sup> For the period August 1, 2023 to July 26, 2024. Effective at the close of business on July 26, 2024, Class A Shares were converted to Investor Shares and no longer offered by the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT EQUITY FUND — INVESTOR SHARES

FINANCIAL HIGHLIGHTS

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, |
|  | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $37.08 | $31.12 | $28.71 | $34.82 | $26.72 |
|  Income from investment operations: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | 0.14 | 0.17 | 0.16 | 0.03 | 0.08 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | 3.82 | 6.11 | 2.80 | (4.08) | 8.74 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 3.96 | 6.28 | 2.96 | (4.05) | 8.82 |
|  Less dividends and/or distributions: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends to shareholders from net investment income | (0.10) | (0.12) | (0.11) | (0.01) | (0.09) |
| &nbsp;&nbsp;&nbsp;&nbsp; Distributions to shareholders from net realized gain | (1.85) | (0.20) | (0.44) | (2.05) | (0.63) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (1.95) | (0.32) | (0.55) | (2.06) | (0.72) |
| &nbsp;&nbsp;&nbsp;&nbsp; Redemption fee proceeds<sup>1</sup>  |  |  |  | 0.00<sup>2</sup> | 0.00<sup>2</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, end of period | $39.09 | $37.08 | $31.12 | $28.71 | $34.82 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return | 10.88% | 20.30% | 10.60% | (12.65)% | 33.43% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 21% | 9% | 9% | 6% | 23% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $948 | $931 | $810 | $776 | $927 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 1.04% | 0.98% | 1.00% | 1.05% | 1.09% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 1.04% | 0.98% | 1.00% | 1.05% | 1.09% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | 0.27% | 0.39% | 0.45% | 0.14% | 0.24% |

---

<sup>1</sup> Based on average shares outstanding.

<sup>2</sup> Amount represents less than $0.005 per share.

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT EQUITY FUND — INSTITUTIONAL SHARES

FINANCIAL HIGHLIGHTS

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, |
|  | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $36.72 | $30.88 | $28.56 | $34.60 | $26.59 |
| &nbsp;&nbsp;&nbsp;&nbsp; Income from investment operations: |  |  |  |  |  |
|  Net investment income (loss) | 0.10 | 0.12 | 0.18 | 0.12 | 0.28 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | 3.94 | 6.18 | 2.83 | (4.05) | 8.60 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 4.04 | 6.30 | 3.01 | (3.93) | 8.88 |
|  Less dividends and/or distributions: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends to shareholders from net investment income | (0.26) | (0.26) | (0.25) | (0.06) | (0.24) |
| &nbsp;&nbsp;&nbsp;&nbsp; Distributions to shareholders from net realized gain | (1.85) | (0.20) | (0.44) | (2.05) | (0.63) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (2.11) | (0.46) | (0.69) | (2.11) | (0.87) |
| &nbsp;&nbsp;&nbsp;&nbsp; Redemption fee proceeds<sup>1</sup>  |  |  |  |  | 0.00<sup>2</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, end of period | $38.65 | $36.72 | $30.88 | $28.56 | $34.60 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return | 11.24% | 20.62% | 10.91% | (12.36)% | 33.89% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 21% | 9% | 9% | 6% | 23% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $151 | $151 | $134 | $125 | $154 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 0.74% | 0.70% | 0.71% | 0.73% | 0.74% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 0.74% | 0.70% | 0.71% | 0.73% | 0.74% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | 0.57% | 0.69% | 0.73% | 0.46% | 0.59% |

---

<sup>1</sup> Based on average shares outstanding.

<sup>2</sup> Amount represents less than $0.005 per share.

SEE NOTES TO FINANCIAL STATEMENTS

------

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

FINANCIAL HIGHLIGHTS

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, |
|  | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value, beginning of period | $36.77 | $30.92 | $28.60 | $34.66 | $26.62 |
|  Income from investment operations: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | 1.24 | 11.59 | 5.43 | 7.56 | 7.50 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | 2.78 | (5.31) | (2.44) | (11.52) | 1.37 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 4.02 | 6.28 | 2.99 | (3.96) | 8.87 |
|  Less dividends and/or distributions: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends to shareholders from net investment income | (0.22) | (0.23) | (0.23) | (0.05) | (0.20) |
| &nbsp;&nbsp;&nbsp;&nbsp; Distributions to shareholders from net realized gain | (1.85) | (0.20) | (0.44) | (2.05) | (0.63) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (2.07) | (0.43) | (0.67) | (2.10) | (0.83) |
| &nbsp;&nbsp;&nbsp;&nbsp; Redemption fee proceeds<sup>1</sup>  |  |  |  |  | 0.00<sup>2</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, end of period | $38.72 | $36.77 | $30.92 | $28.60 | $34.66 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return | 11.17% | 20.51% | 10.78% | (12.42)% | 33.81% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 21% | 9% | 9% | 6% | 23% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $21 | $19 | $11 | $9 | $10 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 0.80%<sup>3</sup> | 0.80%<sup>3</sup> | 0.80%<sup>3</sup> | 0.80%<sup>3</sup> | 0.80%<sup>3</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 0.94% | 0.97% | 0.95% | 1.02% | 1.05% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | 0.51% | 0.56% | 0.64% | 0.40% | 0.51% |

---

<sup>1</sup> Based on average shares outstanding.

<sup>2</sup> Amount represents less than $0.005 per share.

<sup>3</sup> Reflects a waiver of fees by the Manager and the Sponsor of the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI SUSTAINABLE SOLUTIONS FUND — INVESTOR SHARES

FINANCIAL HIGHLIGHTS

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, |
|  | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $15.98 | $13.89 | $13.79 | $19.06 | $15.28 |
|  Income from investment operations: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | 0.00<sup>1</sup> | (0.02) | (0.03) | (0.10) | (0.12) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | 0.25 | 2.11 | 0.13 | (4.45) | 4.54 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 0.25 | 2.09 | 0.10 | (4.55) | 4.42 |
|  Less dividends and/or distributions: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends to shareholders from net investment income |  | (0.00)<sup>1</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Distributions to shareholders from net realized gain |  |  |  | (0.72) | (0.64) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Distributions |  |  |  | (0.72) | (0.64) |
| &nbsp;&nbsp;&nbsp;&nbsp; Redemption fee proceeds<sup>2</sup>  |  |  |  |  | 0.00<sup>1</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, end of period | $16.23 | $15.98 | $13.89 | $13.79 | $19.06 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return | 1.50% | 15.06% | 0.73% | (24.60)% | 28.94% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 64% | 45% | 39% | 51% | 65% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $25 | $21 | $18 | $16 | $19 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 1.40%<sup>3</sup> | 1.40%<sup>3</sup> | 1.40%<sup>3</sup> | 1.40%<sup>3</sup> | 1.40%<sup>3</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 2.05% | 2.13% | 2.05% | 1.99% | 2.12% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | (0.04)% | (0.19)% | (0.25)% | (0.59)% | (0.87)% |

---

<sup>1</sup> Amount represents less than $0.005 per share.

<sup>2</sup> Based on average shares outstanding.

<sup>3</sup> Reflects a waiver of fees by the Manager and the Distributor of the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI SUSTAINABLE SOLUTIONS FUND — INSTITUTIONAL SHARES

FINANCIAL HIGHLIGHTS

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, |
|  | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $16.11 | $13.98 | $13.85 | $19.12 | $15.29 |
|  Income from investment operations: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | 0.04 | 0.02 | (0.00)<sup>1</sup> | (0.06) | (0.10) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | 0.25 | 2.13 | 0.13 | (4.46) | 4.57 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 0.29 | 2.15 | 0.13 | (4.52) | 4.47 |
|  Less dividends and/or distributions: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends to shareholders from net investment income | (0.03) | (0.02) |  | (0.03) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Distributions to shareholders from net realized gain |  |  |  | (0.72) | (0.64) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.03) | (0.02) |  | (0.75) | (0.64) |
| &nbsp;&nbsp;&nbsp;&nbsp; Redemption fee proceeds<sup>2</sup>  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, end of period | $16.37 | $16.11 | $13.98 | $13.85 | $19.12 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return | 1.79% | 15.37% | 0.94% | (24.39)% | 29.25% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 64% | 45% | 39% | 51% | 65% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $14 | $15 | $16 | $13 | $19 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 1.15%<sup>3</sup> | 1.15%<sup>3</sup> | 1.15%<sup>3</sup> | 1.15%<sup>3</sup> | 1.15%<sup>3</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 1.51% | 1.56% | 1.53% | 1.40% | 1.43% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | 0.20% | 0.06% | 0.02% | (0.37)% | (0.62)% |

---

<sup>1</sup> Amount represents less than $0.005 per share.

<sup>2</sup> Based on average shares outstanding.

<sup>3</sup> Reflects a waiver of fees by the Manager of the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT INTERNATIONAL EQUITY FUND — INVESTOR SHARES

FINANCIAL HIGHLIGHTS

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, |
|  | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $9.25 | $8.16 | $7.39 | $9.29 | $7.28 |
|  Income from investment operations: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | 0.16 | 0.19 | 0.21 | 0.16 | 0.19 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | 1.31 | 1.08 | 0.76 | (1.95) | 1.94 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 1.47 | 1.27 | 0.97 | (1.79) | 2.13 |
|  Less dividends and/or distributions: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends to shareholders from net investment income | (0.17) | (0.18) | (0.20) | (0.11) | (0.12) |
| &nbsp;&nbsp;&nbsp;&nbsp; Distributions to shareholders from net realized gain |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.17) | (0.18) | (0.20) | (0.11) | (0.12) |
| &nbsp;&nbsp;&nbsp;&nbsp; Redemption fee proceeds<sup>1</sup>  |  |  |  | 0.00<sup>2</sup> | 0.00<sup>2</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, end of period | $10.55 | $9.25 | $8.16 | $7.39 | $9.29 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return | 16.14% | 15.59% | 13.17% | (19.23)% | 29.34% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 80% | 89% | 90% | 88% | 88% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $205 | $187 | $171 | $201 | $292 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 1.28% | 1.31% | 1.33% | 1.34% | 1.37% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 1.28% | 1.31% | 1.33% | 1.34% | 1.37% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | 1.49% | 1.93% | 1.75% | 1.40% | 1.32% |

---

<sup>1</sup> Based on average shares outstanding.

<sup>2</sup> Amount represents less than $0.005 per share.

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT INTERNATIONAL EQUITY FUND — INSTITUTIONAL SHARES

FINANCIAL HIGHLIGHTS

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, |
|  | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $9.07 | $8.02 | $7.30 | $9.19 | $7.23 |
|  Income from investment operations: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | 0.17 | 0.18 | 0.16 | 0.16 | 0.16 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | 1.30 | 1.10 | 0.82 | (1.89) | 1.99 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 1.47 | 1.28 | 0.98 | (1.73) | 2.15 |
|  Less dividends and/or distributions: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends to shareholders from net investment income | (0.22) | (0.23) | (0.26) | (0.16) | (0.19) |
| &nbsp;&nbsp;&nbsp;&nbsp; Distributions to shareholders from net realized gain |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.22) | (0.23) | (0.26) | (0.16) | (0.19) |
| &nbsp;&nbsp;&nbsp;&nbsp; Redemption fee proceeds<sup>1</sup>  |  |  |  | 0.00<sup>2</sup> | 0.00<sup>2</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, end of period | $10.32 | $9.07 | $8.02 | $7.30 | $9.19 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return | 16.50% | 16.06% | 13.66% | (18.88)% | 29.80% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 80% | 89% | 90% | 88% | 88% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $435 | $411 | $407 | $525 | $636 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 0.97% | 0.96% | 0.92% | 0.89% | 0.91% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 0.97% | 0.96% | 0.92% | 0.89% | 0.91% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | 1.81% | 2.29% | 2.11% | 1.91% | 1.79% |

---

<sup>1</sup> Based on average shares outstanding.

<sup>2</sup> Amount represents less than $0.005 per share.

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT INTERNATIONAL EQUITY FUND — CLASS Y SHARES

FINANCIAL HIGHLIGHTS

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, |
|  | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $9.09 | $8.03 | $7.30 | $9.20 | $7.23 |
|  Income from investment operations: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | 0.16 | 0.19 | 0.19 | 0.16 | 0.11 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | 1.31 | 1.09 | 0.79 | (1.90) | 2.04 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 1.47 | 1.28 | 0.98 | (1.74) | 2.15 |
|  Less dividends and/or distributions: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends to shareholders from net investment income | (0.21) | (0.22) | (0.25) | (0.16) | (0.18) |
| &nbsp;&nbsp;&nbsp;&nbsp; Distributions to shareholders from net realized gain |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.21) | (0.22) | (0.25) | (0.16) | (0.18) |
| &nbsp;&nbsp;&nbsp;&nbsp; Redemption fee proceeds<sup>1</sup>  |  |  |  |  | 0.00<sup>2</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, end of period | $10.35 | $9.09 | $8.03 | $7.30 | $9.20 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return | 16.47% | 16.02% | 13.67% | (19.01)% | 29.88% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 80% | 89% | 90% | 88% | 88% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $246 | $219 | $256 | $528 | $627 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 1.05% | 0.97% | 0.96% | 0.95% | 0.98% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 1.05% | 0.97% | 0.96% | 0.95% | 0.98% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | 1.71% | 2.26% | 2.09% | 1.87% | 1.82% |

---

<sup>1</sup> Based on average shares outstanding.

<sup>2</sup> Amount represents less than $0.005 per share.

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS

July 31, 2025

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 four separate series: Domini Impact Equity 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 elsewhere in this report. Each Fund is an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (the "FASB") Accounting Standard Codification Topic 946 "Financial Services — Investment Companies".

The Domini Impact Equity Fund offers three classes of shares: Investor shares, Institutional shares, and Class Y shares. The Domini Sustainable Solutions Fund offers two classes of shares: Investor shares and Institutional shares. The Domini Impact International Equity Fund offers three classes of shares: Investor 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.

On July 26, 2024, the Class A shares of the Domini Impact Equity Fund and Domini Impact International Equity Fund converted into each Fund's respective Investor shares with the same relative aggregate net asset value as the original shares held immediately prior to such conversion. Prior to this conversion, the Class A shares were sold with a front-end sales charge (load) of up to 4.75%.

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

2. SIGNIFICANT ACCOUNTING POLICIES

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

(A) **Valuation of Investments.** The net asset value (or NAV) of each class of shares of each Fund is determined as of the scheduled close of regular trading on the NYSE, normally 4 p.m., Eastern Time, on each day the NYSE is open for trading.

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.

When a market price is not available, or when Domini Impact Investments LLC (Domini), the Funds' valuation designee, has reason to believe that the price does not represent market realities, the securities will be valued using fair value methods.

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

Because trading hours for certain foreign securities end before the close of the NYSE, closing market quotations may become unreliable. Domini generally will apply adjusted prices provided by an independent pricing service for foreign securities held by the Domini Sustainable Solutions Fund and Domini Impact International Equity Fund in an effort to reflect valuation changes through the close of the NYSE.

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 quotations 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 July 31, 2025, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1 | Level 2 | Level 3 | Total |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $102237167 | $- | $- | $102237167 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 126401757 |  |  | 126401757 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 57010940 |  |  | 57010940 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | 171144819 |  |  | 171144819 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | 105017629 |  |  | 105017629 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | 91053763 |  |  | 91053763 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 408334633 |  |  | 408334633 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | 24992328 |  |  | 24992328 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 26417654 |  |  | 26417654 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | 6553861 |  |  | 6553861 |
|  Total | $1119164551 | $- | $- | $1119164551 |

---

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

The following is a summary of the inputs used by the Domini Sustainable Solutions Fund, as of July 31, 2025, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1 | Level 2 | Level 3 | Total |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $557818 | $- | $- | $557818 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 2160403 | 321335 |  | 2481738 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | 1345361 | 4884583 |  | 6229944 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | 4906364 | 1230664 |  | 6137028 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | 5420026 | 5482030 |  | 10902056 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 6909184 | 706444 |  | 7615628 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | 618612 |  |  | 618612 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 768136 |  |  | 768136 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities |  | 565203 |  | 565203 |
|  Total | $22685904 | $13190259 | $- | $35876163 |

---

The following is a summary of the inputs used by the Domini Impact International Equity Fund, as of July 31, 2025, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1 | Level 2 | Level 3 | Total |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | $- | $54051665 | $- | $54051665 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 203153 |  | 203153 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 14537926 |  | 14537926 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | 7083 |  |  | 7083 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | 1041991 | 11672236 |  | 12714227 |
| &nbsp;&nbsp;&nbsp;&nbsp; Côte d'Ivoire (Ivory Coast) |  | 375890 |  | 375890 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 5227829 |  | 5227829 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | 2133359 |  |  | 2133359 |
| &nbsp;&nbsp;&nbsp;&nbsp; France |  | 60477210 |  | 60477210 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 99505965 |  | 99505965 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 18355765 |  | 18355765 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary | 1921348 |  |  | 1921348 |
| &nbsp;&nbsp;&nbsp;&nbsp; India |  | 17989 |  | 17989 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | 9948081 |  |  | 9948081 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | 2379845 |  |  | 2379845 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 27653982 |  | 27653982 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 168740632 |  | 168740632 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | 3409 |  |  | 3409 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 9934291 | 28696861 |  | 38631152 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 16455 |  | 16455 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | 3932264 | 30663093 |  | 34595357 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 8059682 |  | 8059682 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 40764587 |  | 40764587 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 22663133 |  | 22663133 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 55470469 |  | 55470469 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 12199826 |  | 12199826 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 109279012 |  | 109279012 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | 3355748 | 63295234 |  | 66650982 |
|  Total | $34657419 | $831928594 | $- | $866586013 |

---

(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

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

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.

(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.

(**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 are usually declared and paid semi-annually 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 July 31, 2025, tax years 2021 through 2024 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.

(**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

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

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.

(**I**) **Segment Reporting.** During this reporting period, each of the Funds adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) - Improvements to Reportable Segment Disclosures (ASU 2023-07), which requires incremental disclosures related to a public entity's reportable segments. Each Fund operates as a single reportable segment, an investment company whose objective is included in Note 1. In connection with the adoption of ASU 2023-07, the Funds' President acts as the Funds' Chief Operating Decision Maker (CODM), who is responsible for assessing the performance of the Funds' single segment and deciding how to allocate the segment's resources. To perform this function, the CODM reviews the information in the Funds' financial statements.

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 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 Sustainable Solutions Fund | <br> 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 | <br> 0.94% of the first $250 million of net assets managed, |
|  | 0.83% of the next $250 million of net assets managed, |
|  | 0.75% of the next $250 million of net assets managed, |
|  | 0.73% of the next $250 million of net assets managed, and |
|  | 0.70% of net assets managed in excess of $1 billion |

---

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, 2024, 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, 2025, absent an earlier modification as mutually agreed

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

to by the Adviser and Board of Trustees which 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 Institutional Shares | 0.74% |
|  Domini Impact Equity Fund Class Y Shares | 0.80% |
|  Domini Sustainable Solutions Fund Investor Shares | 1.40% |
|  Domini Sustainable Solutions Fund Institutional Shares | 1.15% |
|  Domini Impact International Equity Fund Class Y Shares | 1.12% |

---

For the year ended July 31, 2025, Domini waived fees and reimbursed expenses as follows:

---

| | | |
|:---|:---|:---|
|  | FEES WAIVED | EXPENSES REIMBURSED |
|  Domini Impact Equity Fund | $– $| 27825 |
|  Domini Sustainable Solutions Fund | – | 139459 |
|  Domini Impact International Equity Fund | – |  |

---

As of July 31, 2025, Domini owned less than 3% of any class of the outstanding shares of each Fund.

(B) **Submanager.** SSGA Funds Management, Inc. ("SSGA") provides investment submanagement services to the Domini Impact Equity Fund, 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.

(C) **Distributor.** The Board of Trustees of the Funds has adopted a Distribution Plan with respect to the Funds' Investor 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 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. For the year ended July 31, 2025, fees waived were as follows:

---

| | |
|:---|:---|
|  | FEES WAIVED |
|  Domini Sustainable Solutions Fund Investor Shares | $54808 |

---

**(D) Shareholder Service Agent.** Through May 31, 2025, the Trust 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"), as transfer agent to the Funds, pursuant to a master services agreement between the Funds and Ultimus. For these services, Domini received fees from each Fund paid monthly at an annual rate of $4.00 per active account. For the year ended July 31, 2025, there were no fees waived.

**(E) Trustees and Officers.** Each of the Independent Trustees receives an annual retainer for serving as a Trustee of the Trust of $39,000. The Lead Independent Trustee, Chair of the Audit Committee, and Chair of the Nominating Committee receive an additional chairperson fee of $5,000 annually. From August 1, 2024 through July 31, 2025, each Independent Trustee also received $1,000 for attendance at each regular quarterly meeting of the Board of the Trust. Effective August 1, 2025, each Independent Trustee will receive $1,500 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.

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

As of July 31, 2025, all Trustees and officers of the Trust as a group owned less than 1% of each Fund's outstanding shares.

4. INVESTMENT TRANSACTIONS

For the year ended July 31, 2025, cost of purchase and proceeds from sales of investments other than short-term obligations were as follows:

---

| | | |
|:---|:---|:---|
|  | PURCHASE | SALES |
|  Domini Impact Equity Fund | $230975713 | $320906111 |
|  Domini Sustainable Solutions Fund | 22279312 | 22575080 |
|  Domini Impact International Equity Fund | 658495926 | 710990471 |

---

5. SHARES OF BENEFICIAL INTEREST

At July 31, 2025, there was an unlimited number of shares authorized ($0.00001 par value). Transactions in the Funds' shares were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Year Ended | Year Ended | Year Ended | Year Ended |
|  | July 31, 2025 | July 31, 2025 | July 31, 2024 | July 31, 2024 |
|  | Shares | Amount | Shares | Amount |
|  **Domini Impact Equity Fund** | **Domini Impact Equity Fund** | **Domini Impact Equity Fund** |  |  |
|  **Investor Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 476087 | $17812232 | 514666 | $16819022 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 1219793 | 46030646 | 236871 | 7767105 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares converted<sup>1</sup>  |  |  | 185240 | 6783274 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (2554610) | (95085969) | (1860767) | (61179470) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net decrease | (858730) | $(31243091) | (923990) | $(29810069) |
|  **Class A Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold |  | $- | 1008 | $32932 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions |  |  | 1446 | 47129 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares converted<sup>1</sup>  |  |  | (186009) | (6783274) |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed |  |  | (16063) | (506411) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net decrease |  | $- | (199618) | $(7209624) |
|  **Institutional Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 205519 | $7641469 | 321562 | $10583259 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 146343 | 5456533 | 39656 | 1287478 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (558507) | (20684582) | (561863) | (18663697) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net decrease | (206645) | $(7586580) | (200645) | $(6792960) |
|  **Class Y Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 179471 | $6844320 | 280998 | $9125693 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 31500 | 1177019 | 5566 | 182146 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (191853) | (7002252) | (142431) | (4412345) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net increase | 19118 | $1019087 | 144133 | $4895494 |
|  **Total** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 861077 | $32298021 | 1118234 | $36560906 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 1397636 | 52664198 | 283539 | 9283858 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares converted |  |  | (769) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (3304970) | (122772803) | (2581124) | (84761923) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net decrease | (1046257) | $(37810584) | (1180120) | $(38917159) |

---

<sup>1</sup> On July 26, 2024, Class A shares converted into the Fund's Investor shares.

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Year Ended | Year Ended | Year Ended | Year Ended |
|  | July 31, 2025 | July 31, 2025 | July 31, 2024 | July 31, 2024 |
|  | Shares | Amount | Shares | Amount |
|  **Domini Sustainable Solutions Fund** |  |  |  |  |
|  **Investor Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 362509 | $5843711 | 195526 | $2848841 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions |  |  | 201 | 3268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (164493) | (2589113) | (130575) | (1882462) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net increase | 198016 | $3254598 | 65152 | $969647 |
|  **Institutional Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 13514 | $220936 | 2525 | $36500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 1329 | 21614 | 1025 | 16816 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (138092) | (2252275) | (179744) | (2654574) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net decrease | (123249) | $(2009725) | (176194) | $(2601258) |
|  **Total** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 376023 | $6064647 | 198051 | $2885341 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 1329 | 21614 | 1226 | 20084 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (302585) | (4841388) | (310319) | (4537036) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net increase (decrease) | 74767 | $1244873 | (111042) | $(1631611) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Year Ended | Year Ended | Year Ended | Year Ended |
|  | July 31, 2025 | July 31, 2025 | July 31, 2024 | July 31, 2024 |
|  | Shares | Amount | Shares | Amount |
|  **Domini Impact International Equity Fund** | **Domini Impact International Equity Fund** | **Domini Impact International Equity Fund** |  |  |
|  **Investor Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 3036447 | $29572239 | 2156062 | $18406391 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 301777 | 2835578 | 325279 | 2929132 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares converted<sup>1</sup>  |  |  | 978791 | 8934795 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (4148809) | (39987507) | (4146742) | (35342998) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net decrease | (810585) | $(7579690) | (686610) | $(5072680) |
|  **Class A Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold |  | $- | 94871 | $866330 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions |  |  | 15060 | 148062 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares converted<sup>1</sup>  |  |  | (909746) | (8934795) |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed |  |  | (327845) | (3026674) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net decrease |  | $- | (1127660) | $(10947077) |
|  **Institutional Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 6639117 | $62653836 | 4939974 | $41107849 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 718678 | 6621948 | 873414 | 7606283 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (10568579) | (100012484) | (11158339) | (92734678) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net decrease | (3210784) | $(30736700) | (5344951) | $(44020546) |
|  **Class Y Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 4640526 | $43617804 | 3196136 | $26526781 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 524141 | 4836827 | 565987 | 4949763 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (5495932) | (52182648) | (11459893) | (91447590) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net decrease | (331265) | $(3728017) | (7697770) | $(59971046) |

---

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Year Ended | Year Ended | Year Ended | Year Ended |
|  | July 31, 2025 | July 31, 2025 | July 31, 2024 | July 31, 2024 |
|  | Shares | Amount | Shares | Amount |
|  **Total** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 14316090 | $135843879 | 10387043 | $86907351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 1544596 | 14294353 | 1779740 | 15633240 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares converted |  |  | 69045 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (20213320) | (192182639) | (27092819) | (222551940) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net decrease | (4352634) | $(42044407) | (14856991) | $(120011349) |

---

<sup>1</sup> On July 26, 2024, Class A shares converted into the Fund's Investor shares.

6. FEDERAL TAX STATUS

The tax basis of the components of distributable earnings for the Funds at July 31, 2025, are as follows:

---

| | | | |
|:---|:---|:---|:---|
|  | Domini<br>Impact Equity<br>Fund | Domini<br>Sustainable<br>Solutions Fund | Domini Impact<br>International<br>Equity Fund |
|  Undistributed ordinary income | $1557498 | $- | $15524376 |
|  Undistributed capital gains | 57034682 |  |  |
|  Unrealized appreciation/(depreciation) | 588865811 | 7697554 | 173865552 |
|  Capital losses, other losses and other temporary differences |  | (2085242) | (60035447) |
|  Late year ordinary and post Oct capital loss deferrals |  | (687) |  |
|  Distributable net earnings/(deficit) | $647457991 | $5611625 | $129354481 |

---

For the year ended July 31, 2025, the Funds made the following reclassification to the components of net assets to align financial reporting with tax reporting:

---

| | | | |
|:---|:---|:---|:---|
|  | Domini<br>Impact Equity<br>Fund | Domini<br>Sustainable<br>Solutions Fund | Domini Impact<br>International<br>Equity Fund |
|  Paid-in Capital | $893909 | $(23545) | $- |
|  Distributable Earnings | (893909) | 23545 |  |

---

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, 2025, the Domini Sustainable Solutions Fund had a short-term capital loss carryover of $2,085,242 and the Domini Impact International Equity Fund had a short-term capital loss carryover of $60,035,447.

Permanent book and tax differences could result from distributions in excess of income; however such amounts, if any, would have no effect on net assets.

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, 2025, the Domini Sustainable Solutions Fund had late year ordinary losses of $687.

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | Domini Impact<br>Equity Fund | Domini Impact<br>Equity Fund | Domini<br>Sustainable<br>Solutions Fund | Domini<br>Sustainable<br>Solutions Fund | Domini Impact<br>International<br>Equity Fund | Domini Impact<br>International<br>Equity Fund |
|  | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, |
|  | 2025 | 2024 | 2025 | 2024 | 2025 | 2024 |
|  Ordinary income | $3721968 | $4164953 | $23349 | $21164 | $18001402 | $19676202 |
|  Long-term capital gain | 53573279 | 6094939 |  |  |  |  |
|  Total | $57295247 | $10259892 | $23349 | $21164 | $18001402 | $19676202 |

---

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.** For each Domini Fund, 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 a 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.

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 or may experience 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. 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. In addition, inflation, rising interest rates, global supply chain disruptions and other market events could adversely affect the companies or issuers in which the Fund invests. Following Russia's invasion of Ukraine, Russian securities have lost all, or nearly all, their market value. Other securities or markets could be similarly affected by past or future geopolitical or other events or conditions.

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

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 a 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.

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 such as between Russia and Ukraine or in the Middle East, 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 a Fund invests in securities of issuers located in or with significant exposure to the countries or regions directly affected, the value and liquidity of a Fund's investments may be negatively affected.

------

---

| | |
|:---|:---|
| ![LOGO](g908799g01n07.jpg) |  |
|  | KPMG LLP<br> Two Financial Center<br> 60 South Street<br> Boston, MA 02111 |

---

#### Report of Independent Registered Public Accounting Firm
To the Shareholders of the Funds and Board of Trustees

Domini Investment Trust:

*Opinion on the Financial Statements* 

We have audited the accompanying statements of assets and liabilities of Domini Impact Equity Fund, Domini Sustainable Solutions Fund, and Domini Impact International Equity Fund (the Funds), three of the funds comprising Domini Investment Trust, including the portfolios of investments, as of July 31, 2025, the related statements of operations for the year then ended, the statements of changes in net assets for each of the years in the two-year period then ended, and the related notes (collectively, the financial statements) and the financial highlights for each of the years in the five-year period then ended. In our opinion, the financial statements and financial highlights present fairly, in all material respects, the financial position of the Funds as of July 31, 2025, the results of their operations for the year then ended, the changes in their net assets for each of the years in the two-year period then ended, and the financial highlights for each of the years in the five-year period then ended, in conformity with U.S. generally accepted accounting principles.

*Basis for Opinion* 

These financial statements and financial highlights are the responsibility of the Funds' management. Our responsibility is to express an opinion on these financial statements and financial highlights based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements and financial highlights are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements and financial highlights, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements and financial highlights. Such procedures also included confirmation of securities owned as of July 31, 2025, by correspondence with custodians and brokers; when replies were not received from brokers, we performed other auditing procedures. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements and financial highlights. We believe that our audits provide a reasonable basis for our opinion.

![LOGO](g908799g02n07.jpg)

We have served as the auditor of one or more Domini investment companies since 1993.

Boston, Massachusetts

September 24, 2025

KPMG LLP, a Delaware limited liability partnership and a member firm of

the KPMG global organization of independent member firms affiliated with

KPMG International Limited, a private English company limited by guarantee.

------

DOMINI IMPACT BOND FUND

STATEMENT OF ASSETS AND LIABILITIES

July 31, 2025

---

| | |
|:---|:---|
|  ASSETS |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments, at value (cost $288,335,602) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274760930 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cash | 9615138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign currency, at value (cost $431,916) | 419334 |
| &nbsp;&nbsp;&nbsp;&nbsp; Receivable for securities sold | 3460562 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interest receivable | 1747742 |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateral on certain derivative contracts | 1440000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Premium paid for swap contracts | 754959 |
| &nbsp;&nbsp;&nbsp;&nbsp; Receivable for variation margin swaps | 997391 |
| &nbsp;&nbsp;&nbsp;&nbsp; Receivable for capital shares | 48944 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cash held at other banks (cost $477,718) | 479869 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on OTC swap contracts | 18499 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on forward currency contracts | 235710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Receivable for variation margin futures | 5756 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on unfunded loan commitments | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total assets | 293984864 |
|  LIABILITIES |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Payable for securities purchased | 42797235 |
| &nbsp;&nbsp;&nbsp;&nbsp; Payable for capital shares | 193116 |
| &nbsp;&nbsp;&nbsp;&nbsp; Payable for variation margin swaps | 780199 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cash due to broker (cost $466,475) | 466475 |
| &nbsp;&nbsp;&nbsp;&nbsp; Premium received for swap contracts | 475054 |
| &nbsp;&nbsp;&nbsp;&nbsp; Management fee payable | 118671 |
| &nbsp;&nbsp;&nbsp;&nbsp; Distribution fee payable | 11456 |
| &nbsp;&nbsp;&nbsp;&nbsp; Other accrued expenses | 116929 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividend payable | 76257 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total liabilities | 45035392 |
|  NET ASSETS | $248949472 |
|  NET ASSETS CONSISTS OF |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Paid-in capital | $283716719 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total distributable earnings (loss) | (34767247) |
|  NET ASSETS | $248949472 |
|  NET ASSET VALUE PER SHARE |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **Investor Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 111858249 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 11073772 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $10.10 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Institutional Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 101236449 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 10093616 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $10.03 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Class Y Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 35854774 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 3546607 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $10.11 |

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SEE NOTES TO FINANCIAL STATEMENTS

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DOMINI IMPACT BOND FUND

STATEMENT OF OPERATIONS

For the Year Ended July 31, 2025

---

| | |
|:---|:---|
|  INCOME |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Interest income | $9894245 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Income | 9894245 |
|  EXPENSES |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Management fee | 1387165 |
| &nbsp;&nbsp;&nbsp;&nbsp; Distribution fees – Investor Shares | 282094 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Investor Shares | 171120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Institutional Shares | 1361 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Class Y Shares | 31180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custody and accounting fees | 120220 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional fees | 95388 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Investor Shares | 26900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Institutional Shares | 20721 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Class Y Shares | 25783 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder communication fees | 39290 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miscellaneous | 49133 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trustees fees | 17649 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder service fees – Investor Shares | 9663 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder service fees – Institutional Shares | 110 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder service fees – Class Y Shares | 31 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2277808 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fees waived and expenses reimbursed | (524710) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net expenses | 1753098 |
|  NET INVESTMENT INCOME (LOSS) | 8141147 |
|  REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY |  |
|  NET REALIZED GAIN (LOSS) FROM: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments | (1986182) |
| &nbsp;&nbsp;&nbsp;&nbsp; Swap contracts | (2699551) |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures contracts | (560419) |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign currency | 35641 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward contracts | (650088) |
| &nbsp;&nbsp;&nbsp;&nbsp; Options | 39713 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized gain (loss) | (5820886) |
|  NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments | 2936133 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swap contracts | 724371 |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures contracts | 68394 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward contracts | 273209 |
| &nbsp;&nbsp;&nbsp;&nbsp; Translation of assets and liabilities in foreign currencies | (2939) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) | 3999168 |
|  NET REALIZED AND UNREALIZED GAIN (LOSS) | (1821718) |
|  NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $6319429 |

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SEE NOTES TO FINANCIAL STATEMENTS

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DOMINI IMPACT BOND FUND

STATEMENTS OF CHANGES IN NET ASSETS

---

| | | |
|:---|:---|:---|
|  | Year Ended<br>July 31, 2025 | Year Ended<br>July 31, 2024 |
|  INCREASE IN NET ASSETS FROM OPERATIONS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | $8141147 | $7015694 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized gain (loss) | (5820886) | (1702823) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) | 3999168 | 9054532 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 6319429 | 14367403 |
|  DISTRIBUTIONS TO SHAREHOLDERS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investor Shares | (3662934) | (3254417) |
| &nbsp;&nbsp;&nbsp;&nbsp; Institutional Shares | (3523940) | (2887270) |
| &nbsp;&nbsp;&nbsp;&nbsp; Class Y Shares | (1093220) | (795941) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Decrease in Net Assets from Distributions | (8280094) | (6937628) |
|  CAPITAL SHARE TRANSACTIONS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Proceeds from sale of shares | 53593178 | 54293269 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value of shares issued in reinvestment of distributions and dividends | 7367357 | 6193436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Payments for shares redeemed | (53355960) | (46589262) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets from Capital Share Transactions | 7604575 | 13897443 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 5643910 | 21327218 |
|  NET ASSETS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of period | $243305562 | $221978344 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of period | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248949472 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243305562 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT BOND FUND — INVESTOR SHARES

FINANCIAL HIGHLIGHTS

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, |
|  | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $10.19 | $9.87 | $10.51 | $12.04 | $12.49 |
|  Income from investment operations: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | 0.32 | 0.29 | 0.24 | 0.16 | 0.18 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | (0.08) | 0.32 | (0.62) | (1.41) | (0.05) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 0.24 | 0.61 | (0.38) | (1.25) | 0.13 |
|  Less dividends and/or distributions: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends to shareholders from net investment income | (0.33) | (0.29) | (0.26) | (0.17) | (0.18) |
| &nbsp;&nbsp;&nbsp;&nbsp; Distributions to shareholders from net realized gain |  |  | (0.00)<sup>1</sup> | (0.11) | (0.40) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.33) | (0.29) | (0.26) | (0.28) | (0.58) |
| &nbsp;&nbsp;&nbsp;&nbsp; Redemption fee proceeds<sup>2</sup>  |  |  |  | 0.00<sup>1</sup> | 0.00<sup>1</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, end of period | $10.10 | $10.19 | $9.87 | $10.51 | $12.04 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return | 2.39% | 6.29% | (3.56)% | (10.53)% | 1.06% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 194% | 258% | 278% | 383% | 378% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $112 | $115 | $116 | $133 | $151 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 0.87%<sup>3</sup> | 0.87%<sup>3</sup> | 0.87%<sup>3</sup> | 0.87%<sup>3</sup> | 0.87%<sup>3</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 1.14% | 1.15% | 1.13% | 1.08% | 1.10% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | 3.19% | 2.94% | 2.41% | 1.47% | 1.47% |

---

<sup>1</sup> Amount represents less than $0.005 per share.

<sup>2</sup> Based on average shares outstanding.

<sup>3</sup> Reflects a waiver of fees by the Manager and the Distributor of the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT BOND FUND — INSTITUTIONAL SHARES

FINANCIAL HIGHLIGHTS

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, |
|  | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $10.11 | $9.80 | $10.43 | $11.96 | $12.41 |
|  Income from investment operations: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | 0.35 | 0.32 | 0.27 | 0.20 | 0.23 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | (0.07) | 0.30 | (0.61) | (1.42) | (0.07) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 0.28 | 0.62 | (0.34) | (1.22) | 0.16 |
|  Less dividends and/or distributions: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends to shareholders from net investment income | (0.36) | (0.31) | (0.29) | (0.20) | (0.21) |
| &nbsp;&nbsp;&nbsp;&nbsp; Distributions to shareholders from net realized gain |  |  | (0.00)<sup>1</sup> | (0.11) | (0.40) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.36) | (0.31) | (0.29) | (0.31) | (0.61) |
| &nbsp;&nbsp;&nbsp;&nbsp; Redemption fee proceeds<sup>2</sup>  |  |  |  |  | 0.00<sup>1</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, end of period | $10.03 | $10.11 | $9.80 | $10.43 | $11.96 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return | 2.79% | 6.53% | (3.22)% | (10.34)% | 1.35% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 194% | 258% | 278% | 383% | 378% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $101 | $100 | $84 | $93 | $91 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 0.57%<sup>3</sup> | 0.57%<sup>3</sup> | 0.57%<sup>3</sup> | 0.57%<sup>3</sup> | 0.57%<sup>3</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 0.72% | 0.75% | 0.74% | 0.72% | 0.73% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | 3.49% | 3.25% | 2.71% | 1.74% | 1.72% |

---

<sup>1</sup> Amount represents less than $0.005 per share.

<sup>2</sup> Based on average shares outstanding.

<sup>3</sup> Reflects a waiver of fees by the Manager of the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT BOND FUND — CLASS Y SHARES

FINANCIAL HIGHLIGHTS

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | For the Period<br>June 1, 2021<br>(commencement of<br>operations) through<br>July 31, 2021 |
|  | 2025 | 2024 | 2023 | 2022 | For the Period<br>June 1, 2021<br>(commencement of<br>operations) through<br>July 31, 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $10.19 | $9.88 | $10.52 | $12.05 | $11.85 |
|  Income from investment operations: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | 0.35 | 0.32 | 0.27 | 0.19 | 0.03 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | (0.08) | 0.30 | (0.63) | (1.41) | 0.20 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 0.27 | 0.62 | (0.36) | (1.22) | 0.23 |
|  Less dividends and/or distributions: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends to shareholders from net investment income | (0.35) | (0.31) | (0.28) | (0.20) | (0.03) |
| &nbsp;&nbsp;&nbsp;&nbsp; Distributions to shareholders from net realized gain |  |  | (0.00)<sup>1</sup> | (0.11) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.35) | (0.31) | (0.28) | (0.31) | (0.03) |
| &nbsp;&nbsp;&nbsp;&nbsp; Redemption fee proceeds |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, end of period | $10.11 | $10.19 | $9.88 | $10.52 | $12.05 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return<sup>2</sup>  | 2.71% | 6.41% | (3.35)% | (10.32)% | 1.93% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 194% | 258% | 278% | 383% | 378% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $36 | $28 | $23 | $18 | $11 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 0.65%<sup></sup><sup>3</sup> | 0.65%<sup></sup><sup>3</sup> | 0.65%<sup>3</sup> | 0.65%<sup>3</sup> | 0.65%<sup></sup><sup>3</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 0.88% | 0.90% | 0.91% | 0.96% | 1.03% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | 3.41% | 3.17% | 2.65% | 1.74% | 1.36% |

---

<sup>1</sup> Amount represents less than $0.005 per share.

<sup>2</sup> Not annualized for periods less than one year.

<sup>3</sup> Reflects a waiver of fees by the Manager of the Fund.

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS

July 31, 2025

1. ORGANIZATION

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

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

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

2. SIGNIFICANT ACCOUNTING POLICIES

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

**(A) Valuation of Investments.** The net asset value (or NAV) of each class of shares of the Fund is determined as of the scheduled close of regular trading on the NYSE, normally 4 p.m., Eastern Time, on each day the NYSE is open for trading.

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 observable inputs such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics, and other market data, without exclusive reliance upon quoted prices or exchange or over-the-counter prices, since such valuations are believed to reflect more accurately the fair value of such securities.

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

------

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

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 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

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 July 31, 2025, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1 | Level 2 | Level 3 | Total |
|  **Assets:** |  |  |  |  |
|  **Long Term Investments in Securities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Mortgage Backed Securities | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;- | $107979846 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;- | $107979846 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds and Notes |  | 68132576 |  | 68132576 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Agency Obligations |  | 62492213 |  | 62492213 |
| &nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds |  | 10747575 |  | 10747575 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Securities |  | 10551264 |  | 10551264 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Government & Agency Securities |  | 9436244 |  | 9436244 |
| &nbsp;&nbsp;&nbsp;&nbsp; Senior Floating Rate Interests |  | 5061084 |  | 5061084 |
| &nbsp;&nbsp;&nbsp;&nbsp; Convertible Bonds |  | 364691 |  | 364691 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Long Term Investments | $- | $274765493 | $- | $274765493 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Investment in Securities | $- | $274765493 | $- | $274765493 |
|  **Other Financial Instruments:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  | 235710 |  | 235710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures |  | 83845 |  | 83845 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap - CCP |  | 997391 |  | 997391 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap - OTC |  | 18499 |  | 18499 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unfunded Loans |  | 30 |  | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Other Financial Instruments | $- | $1335475 | $- | $1335475 |
|  **Liabilities:** |  |  |  |  |
|  **Other Financial Instruments:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures | $- | $(54726) | $- | $(54726) |
| &nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap - CCP |  | (780199) |  | (780199) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Other Financial Instruments | $- | $(834925) | $- | $(834925) |

---

------

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

(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.

**(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.

**(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

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DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

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 July 31, 2025.

**(H) Futures Contracts.**The Fund may purchase and sell futures contracts based on various securities, securities indexes, and other financial instruments and indexes. The Fund intends to use futures contracts for hedging purposes. Futures contracts provide for the future sale by one party and purchase by another party of a specified amount of a specified security or financial instrument at a specified future time and at a specified price. When the Fund purchases or sells a futures contract, the Fund must allocate certain of its assets as an initial deposit on the contract. The futures contract is marked to market daily thereafter, and the Fund may be required to pay or entitled to receive additional "variation margin," based on decrease or increase in the value of the futures contract. Future contracts outstanding at July 31, 2025 are listed in the Fund's Portfolio of Investments. Amounts pledged, which are considered restricted, are included in cash held at other banks for future contracts in the Statement of Assets and Liabilities.

**(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 July 31, 2025 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 through 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 July 31, 2025, are listed in the Fund's Portfolio of Investments.

**(K) Credit Default Swap Contracts.**The Fund may enter into credit default swap contracts primarily to manage and/or gain exposure to credit risk. A credit default swap is an agreement between the fund and a counterparty whereby the buyer of the contract receives credit protection and the seller of the contract guarantees the credit worthiness of a referenced debt obligation. These agreements may be privately negotiated in the over-the-counter market (OTC credit default swaps) or may be executed in a multilateral trade facility platform, such as a registered exchange (centrally cleared credit default swaps). The underlying referenced debt obligation may be a single issuer of corporate or sovereign debt, a credit index,

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DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

or a tranche of 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. The fund had no outstanding OTC or centrally cleared credit default swap contracts as of July 31, 2025.

**(L) 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 the measurement period are recorded as realized gain or loss in the Statement of Operations.

**(M) 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.

**(N) 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

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DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

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.

**(O) 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 July 31, 2025, tax years 2021 through 2024 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.

**(P) 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.

**(Q) 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.

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

**(S) Segment Reporting.** During this reporting period, the Fund adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) - Improvements to Reportable Segment Disclosures (ASU 2023-07), which requires incremental disclosures related to a public entity's reportable segments. The Fund operates as a single reportable segment, an investment company whose objective is included in Note 1. In connection with the adoption of ASU 2023-07, the Fund's President acts as the Fund's Chief Operating Decision Maker (CODM), who is responsible for assessing the performance of the Fund's single segment and deciding how to allocate the segment's resources. To perform this function, the CODM reviews the information in the Fund's financial statements.

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

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DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

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, 2024, 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, 2025, absent an earlier modification by the Board of Trustees which oversee the Fund. For the year ended July 31, 2025, Domini reimbursed expenses totaling $354,703.

As of July 31, 2025, 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.

**(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 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 year ended July 31, 2025, fees waived by DSIL for the Investor shares totaled $169,895.

**(D) Shareholder Service Agent.** Through May 31, 2025, the Trust 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 Solutions, LLC ("Ultimus"), as transfer agent to the Fund, pursuant to a master services agreement between the Fund and Ultimus. For these services, Domini received a fee from the Fund paid monthly at an annual rate of $4.00 per active account. For the year ended July 31, 2025, Domini waived fees as follows:

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| | |
|:---|:---|
|  | FEES WAIVED |
|  Domini Impact Bond Fund Investor Shares | $- |
|  Domini Impact Bond Fund Institutional Shares | 112 |
|  Domini Impact Bond Fund Class Y Shares |  |

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**(E) Trustees and Officers.** Each of the Independent Trustees receives an annual retainer for serving as a Trustee of the Trust of $39,000. The Lead Independent Trustee, Chair of the Audit Committee, and Chair of the Nominating Committee receive an additional chairperson fee of $5,000 annually. From August 1, 2024 through July 31, 2025, each Independent Trustee also received $1,000 for attendance at each regular quarterly meeting of the Board of the Trust. Effective August 1, 2025, each Independent Trustee will receive $1,500 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 July 31, 2025, all Trustees and officers of the Trust as a group owned less than 1% of the Fund's outstanding shares.

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DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

4. INVESTMENT TRANSACTIONS

For the year ended July 31, 2025, cost of purchase and proceeds from sales of investments other than short-term obligations were as follows:

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| | | |
|:---|:---|:---|
|  | PURCHASES | SALES |
|  U.S. Government Securities | $457890291 | $467028212 |
|  Investments in Securities | 33300675 | 28589360 |

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5. SHARES OF BENEFICIAL INTEREST

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Year Ended<br> July 31, 2025 | Year Ended<br> July 31, 2025 | Year Ended<br> July 31, 2024 | Year Ended<br> July 31, 2024 |
|  | Shares | Amount | Shares | Amount |
|  **Investor Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 1772665 | $17909118 | 1540240 | $15190100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 356545 | 3611273 | 326441 | 3215876 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (2339402) | (23666077) | (2283997) | (22390507) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net decrease | (210192) | $(2145686) | (417316) | $(3984531) |
|  **Institutional Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 2229116 | $22362317 | 2780457 | $27211549 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 264762 | 2662967 | 222964 | 2182126 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (2302480) | (23138825) | (1660545) | (16245943) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net increase | 191398 | $1886459 | 1342876 | $13147732 |
|  **Class Y Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 1318424 | $13321743 | 1207626 | $11891620 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 107852 | 1093117 | 80617 | 795434 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (648976) | (6551058) | (805098) | (7952812) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net increase | 777300 | $7863802 | 483145 | $4734242 |
|  **Total** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 5320205 | $53593178 | 5528323 | $54293269 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 729159 | 7367357 | 630022 | 6193436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (5290858) | (53355960) | (4749640) | (46589262) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net increase | 758506 | $7604575 | 1408705 | $13897443 |

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6. SUMMARY OF DERIVATIVE ACTIVITY

At July 31, 2025, the Fund's investments in derivative contracts are reflected on the Statement of Assets and Liabilities as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Asset Derivatives | Asset Derivatives | Liability Derivatives | Liability Derivatives |
| Derivative Contracts Not<br> Accounted for as<br> Hedging Instruments | Statement of Assets<br> and Liabilities Location | Fair Value | Statement of Assets<br> 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 | $1099735 \* | Payable for variation margin swaps / Payable for variation margin futures / Net assets consist of - Total distributable earnings | $834925 \* |
|  Foreign Exchange Risk | Unrealized appreciation on forward currency contracts/Net assets consist of - Total distributable earnings | 235710 | Unrealized depreciation on forward currency contracts/Net assets consist of - Total distributable earnings |  |
|  Total |  | $1335445 |  | $834925 |

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\* 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

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DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

For the year ended July 31, 2025, the effect of derivative contracts on the Fund's Statement of Operations was as follows:

---

| | | | |
|:---|:---|:---|:---|
| Derivative Contracts Not<br> Accounted for as Hedging<br> Instruments | Statement of Operations<br> Location | Realized Gain<br>(Loss) | Change in Unrealized<br>Appreciation<br>(Depreciation) |
|  Interest Rate Risk | Net realized gain (loss) from swap and future contracts/ Net change in unrealized appreciation (depreciation) from swap and future contracts | (3201365) | 792765 |
|  Credit Risk | Net realized gain (loss) from swap contracts and options/ Net change in unrealized appreciation (depreciation) from swap contracts | (18892) |  |
|  Foreign Exchange Risk | Net realized gain (loss) from forward contracts/ Net change in unrealized appreciation (depreciation) from forward contracts | (650088) | 273209 |
|  Total |  | $(3870345) | 1065974 |

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The average notional cost of futures contracts and average notional amounts of other derivative contracts outstanding during the year ended July 31, 2025, which are indicative of the volume of these derivative types, were approximately as follows:

---

| | |
|:---|:---|
|  Futures contracts (notional) | $15059898.0 |
|  Forward currency contracts (contract amount) | $14963836.0 |
|  OTC interest rate swap contracts (notional) | $2491154.0 |
|  OTC credit default swaption contracts (notional) | $271538.0 |
|  Centrally cleared interest rate swap contracts (notional) | $111979385.0 |
|  Centrally cleared credit default contracts (notional) | $537308.0 |

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7. FEDERAL TAX STATUS

The tax basis of the components of distributable earnings for the Funds at July 31, 2025, are as follows:

---

| | |
|:---|:---|
|  Unrealized appreciation/(depreciation) | $(13355183) |
|  Capital losses, other losses and other temporary differences | (20962527) |
|  Late year ordinary and post Oct capital loss deferrals | (373282) |
|  Distributable net earnings/(deficit) | $(34690992) |

---

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, 2025, the Fund had a short-term capital loss carryover of $11,694,303 and long-term capital loss carryover of $9,268,224.

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, 2025, the Fund had deferred late year ordinary losses of $373,282.

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

---

| | | |
|:---|:---|:---|
|  | Year Ended July 31, | Year Ended July 31, |
|  | 2025 | 2024 |
|  Ordinary income | $8280094 | $6937628 |
|  Long-term capital gain |  |  |
|  Total | $8280094 | $6937628 |

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DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

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.* For each Domini Fund, 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 a 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.

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 or may experience 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. 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. In addition, inflation, rising interest rates, global supply chain disruptions and other market events could adversely affect the companies or issuers in which the Fund invests. Following Russia's invasion of Ukraine, Russian securities have lost all, or nearly all, their market value. Other securities or markets could be similarly affected by past or future 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 a 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.

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DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

July 31, 2025

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 such as between Russia and Ukraine or in the Middle East, 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 a Fund invests in securities of issuers located in or with significant exposure to the countries or regions directly affected, the value and liquidity of a Fund's investments may be negatively affected.

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| | |
|:---|:---|
| ![LOGO](g908799g01n07.jpg) |  |
|  | KPMG LLP<br> Two Financial Center<br> 60 South Street<br> Boston, MA 02111 |

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To the Shareholders of the Fund and Board of Trustees

Domini Investment Trust:

*Opinion on the Financial Statements* 

We have audited the accompanying statement of assets and liabilities of Domini Impact Bond Fund (the Fund), one of the funds comprising Domini Investment Trust, including the portfolio of investments, as of July 31, 2025, the related statement of operations for the year then ended, the statements of changes in net assets for each of the years in the two-year period then ended, and the related notes (collectively, the financial statements) and the financial highlights for each of the years or periods in the five-year period then ended. In our opinion, the financial statements and financial highlights present fairly, in all material respects, the financial position of the Fund as of July 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the years in the two-year period then ended, and the financial highlights for each of the years or periods in the five-year period then ended, in conformity with U.S. generally accepted accounting principles.

*Basis for Opinion* 

These financial statements and financial highlights are the responsibility of the Fund's management. Our responsibility is to express an opinion on these financial statements and financial highlights based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements and financial highlights are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements and financial highlights, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements and financial highlights. Such procedures also included confirmation of securities owned as of July 31, 2025, by correspondence with custodians and brokers; when replies were not received from brokers, we performed other auditing procedures. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements and financial highlights. We believe that our audits provide a reasonable basis for our opinion.

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We have served as the auditor of one or more Domini investment companies since 1993.

Boston, Massachusetts

September 24, 2025

KPMG LLP, a Delaware limited liability partnership and a member firm of

the KPMG global organization of independent member firms affiliated with

KPMG International Limited, a private English company limited by guarantee.

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THE DOMINI FUNDS

TAX INFORMATION (UNAUDITED)

FOR THE YEAR ENDED JULY 31, 2025

The amount of long-term capital gains paid for the year ended July 31, 2025 was as follows:

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| | |
|:---|:---|
|  Domini Impact Equity Fund | $53573279 |
|  Domini Sustainable Solutions Fund |  |
|  Domini Impact International Equity Fund |  |
|  Domini Impact Bond Fund |  |

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For dividends paid from net investment income during the year ended July 31, 2025, the Funds designated the following as Qualified Dividend Income:

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| | |
|:---|:---|
|  Domini Impact Equity Fund | $3721968 |
|  Domini Sustainable Solutions Fund | 23349 |
|  Domini Impact International Equity Fund | 20592766 |
|  Domini Impact Bond Fund |  |

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Of the ordinary distributions made by the Domini Impact Bond Fund during the fiscal year ended July 31, 2025, 46% has been derived from investments in US Government and Agency Obligations. All or a portion of the distributions from this income may be exempt from taxation at the state level. Consult your tax advisor for state specific information.

For corporate shareholders, 100% of dividends paid from net investment income for the Domini Impact Equity Fund were eligible for the corporate dividends received deduction.

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Foreign Tax Paid | Foreign Tax Paid | Foreign Source Income | Foreign Source Income |
|  | TOTAL | PER SHARE | TOTAL | PER SHARE |
|  Domini Impact Equity Fund | $- | $- | $- | $- |
|  Domini Sustainable Solutions Fund |  |  |  |  |
|  Domini Impact International Equity Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25570055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.30 |
|  Domini Impact Bond Fund |  |  |  |  |

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The foreign taxes paid or withheld per share represent taxes incurred by the Funds on interest and dividends received by the Fund from foreign sources. Foreign taxes paid or withheld should be included in taxable income with an offsetting deduction from gross income or as a credit for taxes paid to foreign governments. Consult your tax advisor regarding the appropriate treatment of foreign taxes paid.

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CHANGES IN AND DISAGREEMENTS WITH ACCOUNTANTS

Not Applicable.

PROXY VOTING INFORMATION

Not Applicable.

REMUNERATION PAID TO DIRECTORS, OFFICERS, AND OTHERS

Refer to information in the Financial Statements.

STATEMENT REGARDING BASIS FOR APPROVAL OF MANAGEMENT AND SUBMANAGEMENT AGREEMENTS

Section 15(c) of the Investment Company Act of 1940, as amended (the "1940 Act") requires that each mutual fund's board of trustees, including a majority of those trustees who are not "interested persons" of the mutual fund, as defined in the 1940 Act (the "Independent Trustees"), annually review and consider the fund's investment management and submanagement agreements. At its meeting held on April 29, 2025, the Board of Trustees ("Board" or "Trustees") of the Domini Investment Trust (the Trust"), including all of the Independent Trustees, voted to approve the continuance of: (i) the Amended and Restated Management Agreement with Domini Impact Investments LLC ("Domini" or the "Adviser") for the Domini Impact Equity Fund (the "Equity Fund"), Domini Sustainable Solutions Fund (the "Sustainable Solutions Fund"), and Domini Impact International Equity Fund (the "International Equity Fund"), (ii) the Amended and Restated Management Agreement with Domini with respect to the Domini Impact Bond Fund (the "Bond Fund") (each a "Management Agreement" and collectively, the "Management Agreements"), (iii) the Submanagement Agreements between Domini and SSGA Funds Management, Inc. ("SSGA" or "Subadviser") with respect to the Equity Fund and the Sustainable Solutions Fund, respectively, (iv) the Amended and Restated Submanagement Agreement between Domini and Wellington Management Company LLP ("Wellington Management" or "Subadviser") with respect to the International Equity Fund, and (v) the Amended and Restated Submanagement Agreement between Domini and Wellington Management with respect to the Bond Fund (each a "Submanagement Agreement" and collectively, the "Submanagement Agreements" and with the Management Agreements, the "Agreements"). The Equity Fund, the Sustainable Solutions Fund, the International Equity Fund, and the Bond Fund are each referred to as a "Fund" and collectively, the "Funds."

Prior to the April 29, 2025, meeting, the Board requested, received, and reviewed written responses from Domini, SSGA, and Wellington Management to questions posed to them on behalf of the Independent Trustees and supporting materials relating to those questions and responses. The Board reviewed and evaluated information, both written and verbal information furnished to the Board at its meetings throughout the year, as well as information specifically prepared in connection with the approval of the continuation of the Agreements at the meeting of the Independent Trustees on April 15, 2025. Information provided to the Board at its meetings throughout the year included, among other things, reports on each Fund's performance, legal and compliance matters, sales and marketing activity, shareholder services, and the other service provided to the Funds by SSGA, Wellington Management, and Domini and their affiliates.

The Board considered the Management Agreements and the Submanagement Agreements separately in the course of its review. In doing so, the Board noted the respective roles of the Adviser and Subadviser in providing services to the Funds

Throughout the process, the Board had the opportunity to ask questions of and request additional information from Domini, SSGA, and Wellington Management. The Board was assisted by legal counsel for the Trust and the Independent Trustees were also separately assisted by independent legal counsel throughout the process. The Independent Trustees also received memoranda from counsel to the Trust discussing the legal standards for their consideration of the Agreements. The Independent Trustees were

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advised by and met in executive sessions with their independent legal counsel at which no representatives of management were present to discuss the proposed continuation of the Agreements, including prior to the April 29, 2025, meeting.

In connection with the Board's consideration of the renewal of the Agreements with respect to each of the Funds, the Board received written materials in advance of the meeting, which included information regarding: (i) the nature, extent, and quality of services provided to the Funds by Domini, SSGA, and by Wellington Management; (ii) a description of Domini's, SSGA's, and Wellington Management's investment management and other personnel and their background and experience; (iii) an overview of Domini's, SSGA's, and Wellington Management's operations and financial condition; (iv) a comparison of each Funds' advisory fee and overall expenses with those of comparable mutual funds selected by ISS Corporate Solutions, Inc. ("ISS Corporate Solutions"), an independent third party provider of mutual fund data; (v) performance information for comparable mutual funds and for comparatively managed accounts, if any; (vi) the level of profitability from Domini, SSGA, and Wellington Management's relationships with the Funds; (vii) a description of Domini's, SSGA's, and Wellington Management's brokerage practices (including any soft dollar arrangements); and (viii) Domini's, SSGA's, and Wellington Management's compliance policies and procedures, including policies and procedures for personal securities transactions and with respect to cybersecurity, business continuity and disaster recovery.

In reaching their determination to approve the continuance of the Agreements with respect to each Fund, the Trustees reviewed and evaluated information, both written and oral, and a variety of factors that they believed relevant and appropriate through the exercise of their reasonable business judgment. The Trustees' determination to continue each of the Agreements was based on a comprehensive consideration of all information provided to the Board throughout the year and specifically with respect to the continuation of the Agreements, as well as information considered in connection with continuation or initial approval of the Agreements in prior years. In addition to the April 29, 2025, meeting at which continuation of the Agreements was considered, the Independent Trustees met separately on April 15, 2025, and reviewed and discussed such Agreements and information provided to them in connection with the same. The Independent Trustees also met with management, as well as separately with their independent counsel on April 28, 2025, to further review and discuss information in connection with the same.

APPROVAL OF THE MANAGEMENT AGREEMENTS

The primary factors and the conclusions regarding the Management Agreement with respect to each Fund are described below. The Trustees did not identify any particular information or factor that was all-important or controlling, and each Trustee may have weighed certain factors differently. The Trustees noted that the evaluation process with respect to Domini and the Management Agreements is an ongoing one. In evaluating the Management Agreements, the Trustees also took into account their knowledge of Domini, its services, and the Funds, resulting from the Trustees' meetings and other information, and interactions in past years, including quarterly performance reports containing reviews of investment results and prior presentations from the Adviser and the submanagers with respect to the Funds. The Board also considered other factors (including conditions and trends prevailing generally in the economy, the securities markets, and the industry). The Board considered renewal of the Management Agreement with respect to each Fund separately.

Throughout the process, the Board asked questions of and requested additional information from management. The Independent Trustees are also separately assisted by independent legal counsel throughout the process. The Independent Trustees also received a memorandum discussing the legal standards for their consideration of the proposed continuation of the Management Agreements and discussed the proposed continuation of the Management Agreements in private sessions with their independent legal counsel at which no representatives of management were present.

**Nature, Quality, and Extent of Services Provided.** The Trustees reviewed information and materials provided by Domini related to the Management Agreement with respect to each Fund, including each Management Agreement, Domini's Form ADV, a description of the firm and its organizational and

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management structure, its operational history and its legal and regulatory history, the manner in which investment decisions are made and executed, the financial condition of Domini and its ability to provide the services required under the Management Agreements, an overview of the personnel that perform services for the Funds, and Domini's compliance policies and procedures. The Board also considered Domini's risk management processes and its policies and procedures with respect to cybersecurity, business continuity and disaster recovery.

The Trustees reviewed the terms of the Management Agreements and considered that, pursuant to each Management Agreement, Domini, subject to the direction of the Board, is responsible for providing advice and guidance with respect to each Fund and for managing the investment of the assets of each Fund, including by engaging and overseeing the activities of each Fund's submanager. It was noted that, with respect to the Equity Fund and the Sustainable Solutions Fund, Domini applies its environmental and social standards to select such Fund's investments and that SSGA Funds Management, Inc. ("SSGA"), the Fund's submanager, purchases and sells securities to implement Domini's selections and for managing the amount of the Fund's assets to be held in short-term investments. It was noted that, with respect to the International Equity Fund and the Bond Fund, Domini applies its environmental and social standards to a universe of securities provided by Wellington Management Company LLP ("Wellington Management"), such Funds' submanager, and that Wellington Management provides the day-to-day portfolio management of such Funds, including making purchases and sales of eligible portfolio securities consistent with each such Fund's investment objective and policies.

The Trustees considered the scope and the quality of the services provided by Domini to each Fund under the respective Management Agreement. They considered the professional experience, tenure, and qualifications of the investment management team and the other senior personnel at Domini who are responsible for the management of the day-to-day operations of the Funds, including but not limited to the oversight and monitoring of each Fund's submanager and other third-party service providers. They also considered Domini's capabilities and experience in the development and application of environmental and social investment standards and its reputation and leadership in the socially responsible investment community. The Trustees considered the information they had received from Domini concerning the professional experience of its research team. They noted that the senior members of Domini's research team had years of experience in the development and application of environmental and social investment standards. The terms of each Management Agreement were also reviewed by the Trustees. It was noted that no change to services was proposed. In addition, they considered Domini's compliance record. The Trustees also noted that, on a regular basis, they receive information from the Trust's Chief Compliance Officer (CCO) regarding Domini's compliance policies and procedures, including its Code of Ethics. The Trustees also took into account that the scope of services provided by Domini and the undertakings required of Domini in connection with those services, including maintaining and monitoring its own and the Funds' compliance programs, valuation of portfolio securities, risk management programs, liquidity risk management programs, derivatives risk management programs, and cybersecurity programs, had expanded over time as a result of regulatory, market, and other developments. They also considered the quality of Domini's compliance oversight program with respect to the Funds' service providers, including each Fund's submanager. They also considered both the investment advisory services and the nature, quality, and extent of the administrative and other non-advisory services, including shareholder servicing and distribution support services that are provided to the Funds and its shareholders by Domini and its affiliates. The Board also considered the significant risks assumed by Domini in connection with the services provided to the Funds, including entrepreneurial risk and ongoing risks including investment, operational, enterprise, litigation, regulatory, and compliance risks with respect to the Funds.

The Trustees noted that Domini administers each Fund's business and other affairs pursuant to the Management Agreements, and with respect to the Equity Fund, also pursuant to a Sponsorship Agreement, and with respect to the Bond Fund, also pursuant to an Administration Agreement. It was noted that, among other things, Domini provides each Fund with office space, administrative services and personnel as are necessary for operations, and that Domini pays all of the compensation of the officers and the Trustees who are not Independent Trustees. The Trustees considered the quality of the administrative services

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Domini provided to each Fund, including Domini's role in coordinating and monitoring the activities of service providers. They noted that they were satisfied with the quality of the management and administrative services provided by Domini to each Fund, particularly Domini's oversight of each Fund's submanager and development and application of environmental and social investment standards.

Based on the foregoing, the Trustees concluded that they were satisfied with the nature, quality and extent of services provided by Domini to each Fund under the respective Management Agreement.

**Performance Information.** The Trustees considered the investment performance of each of the Funds. They considered whether the Funds had operated within their respective investment objectives, as well as their compliance with their investment restrictions. Among other performance data considered, the Trustees reviewed the investment performance of the Funds over various time periods based on data provided to them by Domini, including for the 1-, 3-, 5-, and 10-year periods ended December 31, 2024 (or, for the Sustainable Solutions Fund, which commenced operations in 2020, for the 1-year, 3-year, and since inception periods). The Trustees compared these investment returns to the returns of each Fund's respective benchmark index for the same periods. The Trustees also compared the investment performance of each Fund for the 1-, 3-, 5-, and 10-year periods ended January 31, 2025 (or, for the Sustainable Solutions Fund which commenced operations in 2020, for the 1-year and 3-year periods) to the performance of a peer group of socially responsible (SRI) funds and non-SRI Funds, as applicable, as identified by ISS Corporate Solutions, Inc. ("ISS Corporate Solutions"), an independent third-party data provider.

The Board noted that while it found the data provided by the third-party data provider generally useful, the Board recognized the data's limitations, including in particular that the data may vary depending on the end date selected and that the results of the performance comparisons may vary depending on the selection of the performance peer group. The Board also took into account management's discussion of the Morningstar categories in which the Funds were placed, including any differences between each Fund's investment strategy and the strategy of the funds in that Fund's respective category, as well as compared to the peer group selected by the independent third-party data provider.

Among other performance data considered, the Trustees took into account the following:

*Equity Fund* 

The Trustees considered that, based on data provided by ISS Corporate Solutions, the Equity Fund's Investor shares had outperformed relative to the average performance of the applicable SRI peer group for the 1- and 5-year periods ended January 31, 2025, and underperformed relative to the average performance of the applicable SRI peer group for the 3- and 10-year periods ended January 31, 2025. The Trustees also noted that the Fund's Investor shares had underperformed relative to the Fund's benchmark for the 1-, 3-, 5- and 10-year periods ended December 31, 2024, and since the change to the Fund's investment strategy that took effect December 1, 2018.

The Trustees took into account Domini's discussion of the Fund's performance relative to its peers and benchmark, and the impact of current and past market conditions on the Fund's investment style and its performance. The Trustees concluded that they had continued confidence in Domini's overall capability to manage the Equity Fund.

*Sustainable Solutions Fund* 

The Trustees noted that the Sustainable Solutions Fund commenced operations on April 1, 2020. The Trustees considered that, based on data provided by ISS Corporate Solutions, the Fund's Institutional shares had outperformed relative to the average performance of the applicable SRI peer group for the 1-year period ended January 31, 2025, and underperformed relative to the average performance of the applicable SRI peer group for the 3-year period ended January 31, 2025. The Trustees also noted that the Fund's Institutional shares had outperformed relative to the Fund's benchmark for the 1-year period and underperformed relative to the Fund's benchmark for the 1-year, 3-year and since inception periods ended December 31, 2024.

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The Trustees took into account Domini's discussion of the Fund's performance relative to its peers and benchmark, and the impact of current and past market conditions on the Fund's investment style and its performance. The Board also noted the Fund's more recent relative performance. The Trustees concluded that they had continued confidence in Domini's overall capability to manage the Sustainable Solutions Fund.

*International Equity Fund* 

The Trustees considered that, based on data provided by ISS Corporate Solutions, the International Equity Fund's Institutional shares had outperformed relative to the average performance of the applicable SRI peer group for the 1- and 3- year periods ended January 31, 2025 and underperformed relative to the average performance of the applicable SRI peer group for the 5- and 10-year periods ended January 31, 2025. The Trustees also noted that the Fund's Institutional shares had outperformed relative to the Fund's benchmark for the 1- and 3-year periods ended December 31, 2024, and underperformed relative to the Fund's benchmark for the 5- and 10-year periods ended December 31, 2024.

The Trustees considered Domini's and Wellington Management's discussion of the Fund's performance relative to its peers and benchmark over various periods, including the performance of its quantitative model, the impact of current market conditions on the Fund's investment style and took into account management's discussion of the Fund's performance over the longer term, including any actions taken to address the Fund's performance. The Trustees concluded that they had continued confidence in Domini's overall capability to manage the International Equity Fund.

*Bond Fund* 

The Trustees considered that, based on data provided by ISS Corporate Solutions, the Bond Fund's Institutional shares had outperformed relative to the average performance of the applicable SRI peer group for the 5- and 10-year periods ended January 31, 2025, and underperformed relative to the average performance of the applicable SRI peer group for the 1- and 3-year periods ended January 31, 2025. The Trustees noted that the Bond Fund's Institutional shares had underperformed relative to the average performance of the non-SRI peer group for the 1-, 3-, and 10-year periods and outperformed relative to the average performance of the non-SRI peer group for the 5-year period ended January 31, 2025. The Trustees also noted that the Fund's Institutional shares had outperformed relative to the Fund's benchmark for the 1-, 5- and 10-year periods ended December 31, 2024, and underperformed relative to the Fund's benchmark for 3-year period ended December 31, 2024.

The Trustees considered Domini's and Wellington Management's discussion of the Fund's performance relative to its peers and benchmark, including the factors that contributed to the Fund's performance including current and past market conditions and the peer group in which it was placed, as well as the Fund's overall performance history over the longer term. The Trustees concluded that they had continued confidence in Domini's overall capability to manage the Bond Fund.

**Fees and Other Expenses.** The Trustees considered the management fees paid by each Fund to Domini, the submanagement fees paid by Domini to each Fund's submanager with respect to each Fund and the portion of the fees retained by Domini, in each case in light of the services rendered for those amounts and the risks undertaken by Domini. The Trustees also considered the sponsorship fee rate paid by the Equity Fund to Domini under the Sponsorship Agreement and the administrative fee paid by the Bond Fund to Domini under the Administration Agreement and the services provided under each such agreement.

The Trustees also considered the information provided to them by ISS Corporate Solutions, including data relating to the level of each Fund's management fee (aggregate of any sponsorship or administrative fee, as applicable) versus the aggregate management fee (which includes advisory and administrative fees) for the relevant ISS Corporate Solutions, peer groups of SRI and non-SRI funds (for the Bond Fund), as applicable, and compared each Fund's total expense ratio to the total expense ratio of those peers, after giving effect to applicable contractual fee waiver arrangement. The Trustees also considered that Domini (and not the Funds) pays each Fund's submanager from its advisory fee. The Board also considered the investment advisory fee charged by Domini to any of the Funds having similar investment mandates, if any.

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Among other expense data considered, the Trustees took into account the following:

*Equity Fund* 

Based on the information provided by ISS Corporate Solutions, the Trustees noted that the aggregate management fees for the Equity Fund were the same as the median and lower than the average aggregate management fees of the Fund's SRI peer group. They also considered that the total expense ratio of the Equity Fund's Investor shares was lower than the median and average total expense ratios of the SRI peer group, after giving effect to the applicable contractual expense waiver arrangements.

*Sustainable Solutions Fund* 

Based on the information provided by ISS Corporate Solutions, the Trustees considered that the aggregate management fees for the Sustainable Solutions Fund were higher than the median and average aggregate management fees of the Fund's SRI peer group. They also noted that the total expense ratio of the Sustainable Solutions Fund's Institutional shares was higher than the median and average total expense ratios of the SRI peer group, after giving effect to the applicable contractual expense waiver arrangements. The Trustees considered additional contractual expense waiver arrangements that would be effective as of November 30, 2025.

*International Equity Fund* 

Based on the information provided by ISS Corporate Solutions, the Trustees considered that the aggregate management fees for the International Equity Fund were higher than the median and average aggregate management fees of the Fund's SRI peer group. They also noted that the total expense ratio of the International Equity Fund's Institutional shares, was higher than the median and the average total expense ratios of the SRI peer group, after giving effect to the applicable contractual expense waiver arrangements. The Trustees considered a reduction in the Fund's management fee that went into effect as of August 1, 2024.

*Bond Fund* 

Based on the information provided by ISS Corporate Solutions, the Trustees considered that the aggregate management fees for the Bond Fund were higher than the median and average aggregate management fees of the relevant SRI and non-SRI peer groups. They also noted that the total expense ratio of the Bond Fund's Institutional shares was higher than the median and average total expense ratios of the SRI and non-SRI peer groups, in each case after giving effect to the applicable contractual expense waiver arrangements.

The Board took into account management's discussion of each Funds' expenses, including the differences between the amount of those expenses and the expenses borne by the funds in the Fund's peer group, as well as the impact of the size of the Domini Fund complex on expenses relative to the expenses of the funds in the Fund's peer group. The Board also took into account the level and type of services provided by Domini to the Funds. The Board also noted management's discussion of the management fee structure with respect to each Fund and considered that Domini was waiving and/or reimbursing certain expenses for each of the Funds. The Board also took into account other comparative data compiled from Morningstar related to the Funds' fees and expenses.

Based on the foregoing, the Trustees concluded that management fees payable by each of the Funds were fair and reasonable in relation to the nature and quality of services provided and supported approval of the continuance of the Management Agreement with respect to each Fund.

**Costs of Services Provided and Profitability.** The Trustees reviewed information provided to them by Domini concerning the costs borne by and profitability of Domini in respect of its management relationship with each Fund and sponsorship relationship with the Equity Fund and administrative relationship with the Bond Fund for the 2024 calendar year, along with a description of the methodology used by Domini in preparing the profitability information. The Trustees also reviewed the financial results realized by Domini

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in connection with the operations of each Fund for December 31, 2024. The Trustees also noted that Domini paid the submanagement fees for each of the Funds out of the management fees that it received from each Fund. The Trustees also considered that Domini had entered into expense limitation arrangements with respect to the Funds. The Board also took into account the risks that Domini assumes as each Fund's Adviser, including entrepreneurial, operational, reputational, litigation and regulatory risk. The Trustees concluded that they were satisfied that the level of profitability of Domini and its affiliates, if any, with respect to the services provided to each Fund was not excessive in view of the nature, quality and extent of services provided.

**Economies of Scale.** The Trustees also considered whether economies of scale would be realized by Domini as each Fund's assets increased and the extent to which such economies of scale were reflected in the fees charged with respect to each Fund under the Management Agreements. The Trustees noted that there were breakpoints in the fee schedules with respect to each Fund. The Trustees concluded that breakpoints were an effective way to share economies of scale and that this was a positive factor in support of the approval of the continuance of the Management Agreement with respect to each Fund.

**Other Benefits.** The Trustees considered the other benefits that Domini and its affiliates receive from their relationship with each Fund. The Trustees also considered the fees payable to Domini under the Sponsorship Agreement and Administration Agreement. The Trustees considered the brokerage practices of Domini and noted that, based on information provided to them, Domini does not currently receive the benefits of soft dollar commissions with respect to the Funds. The Trustees also considered the intangible benefits that may accrue to Domini and its affiliates by virtue of their relationship with the Funds. The Trustees concluded that the benefits received by Domini and its affiliates were reasonable in the context of the relationship between Domini and each of the Funds, and supported the approval of the continuance of the Management Agreement with respect to each Fund.

APPROVAL OF THE SUBMANAGEMENT AGREEMENTS

The primary factors and the conclusions regarding the Submanagement Agreements with respect to each Fund are described below. The Trustees did not identify any particular information or factor that was all-important or controlling, and each Trustee may have weighed certain factors differently. The Trustees noted that the evaluation process with respect to SSGA, Wellington Management, and the Submanagement Agreements is an ongoing one. In evaluating the Submanagement Agreements, the Trustees took into account their knowledge of SSGA and Wellington Management, and each of their services and the Funds resulting from the Trustees meetings and other information and interactions in past years, including quarterly performance reports containing reviews of investment results and prior presentations from the Adviser and the submanagers with respect to the Funds. The Trustees also took into account the recommendations and performance evaluations of Domini with respect to SSGA and Wellington Management and considered other factors (including conditions and trends prevailing generally in the economy, the securities markets and the industry). The Board considered renewal of the Submanagement Agreement with respect to each Fund separately.

Throughout the process, the Board asked questions of and requested additional information from management. The Independent Trustees are also separately assisted by independent legal counsel throughout the process. The Independent Trustees also received a memorandum discussing the legal standards for their consideration of the proposed continuation of the Submanagement Agreements and discussed the proposed continuation of the Submanagement Agreements in private sessions with their independent legal counsel at which no representatives of management were present.

**Nature, Quality, and Extent of Services Provided.** The Trustees reviewed information and materials provided by SSGA and Wellington Management related to the applicable Submanagement Agreement with respect to each Fund, including the Submanagement Agreement, SSGA's and Wellington Management's Form ADV, a description of each firm and its organizational and management structure, its operational history and its legal and regulatory history, the manner in which investment decisions are made and executed, the financial condition of SSGA and Wellington Management and each firm's ability to provide

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the services required under the applicable Submanagement Agreement, an overview of the personnel that perform services for each Fund, and SSGA and Wellington Management's compliance policies and procedures. The Board also considered SSGA's and Wellington Management's risk management processes and its policies and procedures with respect to cybersecurity, business continuity, and disaster recovery.

The Trustees reviewed the terms of each Submanagement Agreement and considered the scope and quality of the services provided by SSGA and Wellington Management to each Fund under the respective Submanagement Agreement. The Trustees noted that pursuant to each Submanagement Agreement, Domini, subject to the direction of the Board, is responsible for providing advice and guidance with respect to each Fund and for managing the investment of the assets of each Fund, which it does including by engaging and overseeing the activities of SSGA and Wellington Management, as applicable. It was noted, with respect to the Equity Fund and Sustainable Solutions Fund, that Domini applies its environmental and social standards to select such Fund's investments and that SSGA, the Fund's submanager, purchases and sells securities to implement Domini's selections and for managing the amount of the Fund's assets to be held in short-term investments. It was noted with respect to the International Equity Fund and Bond Fund, that Domini applies its environmental and social standards to a universe of securities provided by Wellington Management with respect to each Fund and that Wellington Management provides the day-to-day portfolio management of each Fund, including making purchases and sales of securities consistent with each Fund's investment objective and policies and Domini's environmental and social standards.

The Trustees then considered the professional experience, tenure, and qualifications of the portfolio management team of each Fund and the other senior personnel at SSGA and Wellington Management. They also reviewed SSGA and Wellington Management's compliance record. The Trustees also noted that, on a regular basis, it receives information from the Trust's Chief Compliance Officer (CCO) regarding SSGA and Wellington Management's compliance policies and procedures, including its Code of Ethics. The Trustees noted that there were no material changes to the teams providing services to each Fund. The Trustees also received information with respect to SSGA and Wellington Management's brokerage policies and practices, including with respect to best execution and soft dollars. The terms of the Submanagement Agreements were also reviewed by the Trustees.

Based on the foregoing, the Trustees concluded that they were satisfied with the nature, quality, and extent of services provided by SSGA and Wellington Management to each Fund under the applicable Submanagement Agreement.

**Performance Information.** As noted above, the Trustees considered the investment performance of each Fund over various time periods based on data provided by Domini including for the 1-, 3-, 5-, and 10-year periods ended December 31, 2024 (or, for the Sustainable Solutions Fund, which commenced operations in 2020, for the 1-year, 3-year, and since inception periods). This information was compared to performance information with respect to each Fund's respective benchmark. The Trustees also compared the investment performance of each Fund for the 1-, 3-, 5-, and 10-year periods ended January 31, 2025 (or, for the Sustainable Solutions Fund, which commenced operations in 2020, for the 1-year and 3-year periods), to the performance of a peer group of socially responsible (SRI) funds and non-SRI Funds, as applicable, as identified by ISS Corporate Solutions, Inc. ("ISS Corporate Solutions"), an independent third-party data provider. The Trustees also took into account Domini's evaluation of SSGA's and Wellington Management's performance with respect to each Fund.

The Trustees concluded that they had continued confidence in SSGA's and Wellington Management's overall capability to manage the respective Funds for which they served as Submanager.

**Fees and Other Expenses.** The Trustees considered the submanagement fees paid by Domini to SSGA and Wellington Management under the Submanagement Agreement with respect to each Fund. The Trustees noted that each Submanagement Agreement had been negotiated at arms-length between Domini and SSGA or Wellington Management, as applicable. The Trustees noted SSGA's representation that it does not

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manage any other client portfolios that have similar investment objectives and strategies to the Equity Fund or the Sustainable Solutions Fund, because of the unique investment approach applied to such Funds (combining investment selection from Domini and trade implementation and management of short-term investments by SSGA). The Trustees noted Wellington Management's representation that it does not manage any other client portfolios that have similar investment objectives and strategies to the International Equity Fund or the Bond Fund because of the unique investment approach applied to such Funds (combining proprietary analysis from Domini and Wellington Management). The Trustees also compared SSGA's and Wellington Management's fee with respect to each Fund against the other Funds and took into account the different investment strategies of each Fund. The Trustees also noted the comparative sub-advisory fee information, as available, in the report provided by ISS Corporate Solutions, with respect to each Fund. The Trustees considered a reduction in the submanagement fee for the International Equity Fund that went into effect as of August 1, 2024. The Trustees noted that, with respect to each Fund, Domini (and not the applicable Fund) pays SSGA and Wellington Management from its management fee and that they had reviewed the management fee and comparative fee information in connection with their consideration of the Management Agreement with respect to each Fund.

The Trustees determined, based on the nature and quality of the services provided by SSGA and Wellington Management, and in light of the preceding factors, that the fees paid by Domini to SSGA and Wellington Management with respect to each Fund were fair and reasonable in relation to the nature and quality of services provided and supported approval of the continuance of the Submanagement Agreement with respect to each Fund.

#### Costs of Services Provided and Profitability.
*Equity Fund and Sustainable Solutions Fund* 

The Trustees reviewed financial information provided by SSGA, including a summary profitability statement which identified the revenues and expenses generated by the Funds as separate items. Based on the allocation methodology described and information provided, the Trustees concluded that they were satisfied that SSGA's level of profitability with respect to services provided to the Fund was not excessive. However, the Board also took into account that each Submanagement Agreement was negotiated on an arms-length basis and that Domini, and not the Funds, pays the submanagement fees to SSGA from its advisory fee and that, therefore, the costs of the services provided and the profitability realized by SSGA was not a material factor in the Board consideration.

*International Equity Fund and Bond Fund* 

The Trustees reviewed financial information provided by Wellington Management, including a pro-forma income statement. Based on the information provided, the Trustees concluded that they were satisfied that Wellington Management's level of profitability with respect to services provided to that Fund was not excessive. However, the Board also took into account that the Submanagement Agreements were negotiated on an arms-length basis and that Domini, and not the Funds, pays the submanagement fees to Wellington Management from its advisory fee and that, therefore, the costs of the services provided and the profitability realized by Wellington Management was not a material factor in the Board consideration.

**Economies of Scale.** The Trustees also considered whether economies of scale would be realized by SSGA and Wellington Management as the assets in each Fund increased and the extent to which economies of scale were reflected in the fee schedule for that Fund under each Submanagement Agreement. The Trustees noted that the submanagement fees are paid by Domini and not the Fund. However, the Trustees noted the breakpoints in fees payable under each Submanagement Agreement with respect to each Fund, as well as breakpoints in the fees payable to Domini under the Management Agreement for each Fund, and concluded that such breakpoints were an effective way to share economies of scale with shareholders as the assets in each Fund grew and supported the approval of the applicable Submanagement Agreement.

**Other Benefits.** The Trustees considered the other benefits that SSGA and Wellington Management and their respective affiliates received from their relationship with the Funds. The Board noted that one of

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SSGA's affiliates currently serves as the Funds' Custodian. The Board noted that none of Wellington Management or any of its affiliates provided any other services to the Funds. The Trustees also considered the brokerage practices of SSGA and Wellington Management, including each entity's use of soft dollar arrangements. In addition, the Trustees considered the intangible benefits that accrued to SSGA and Wellington Management and their respective affiliates by virtue of their relationship with the Funds.

The Trustees concluded that the benefits received by SSGA, Wellington Management, and their respective affiliates were reasonable in the context of the relationship between SSGA or Wellington Management, and each applicable Fund, and supported the approval of the Submanagement Agreement with respect to each Fund.

\* \* \* \* \* \*

Based on the Board's evaluation of all factors that the Board deemed to be material, including those factors described above, the Board, including the Independent Trustees, concluded that renewal of the Agreements would be in the best interest of each respective Fund and its shareholders. Accordingly, the Board, and the Independent Trustees voting separately, approved the Agreements, respectively, for an additional one-year period.

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**Item 8.** **Changes in and Disagreements with Accountants for Open-End Management Investment Companies.** <br>

There were no changes in or disagreements with accountants on accounting and financial disclosure during the period covered by the report.

**Item 9.** **Proxy Disclosures for Open-End Management Investment Companies.** <br>

Not applicable

**Item 10.** **Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies.** <br>

The remuneration paid by the Registrant during the period covered by the report to the Registrant's Trustees is disclosed as part of the financial statements included above in Item 7.

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**Item 11.** **Statement Regarding Basis for Approval of Investment Advisory Contract.** <br>

The disclosure regarding the Basis for Approval of Advisory Contracts is included as part of the financial statements included above in Item 7.

**Item 12.** **Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.** <br>

Not applicable to the registrant.

**Item 13.** **Portfolio Managers of Closed-End Management Investment Companies.** <br>

Not applicable to the registrant.

**Item 14.** **Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.** <br>

Not applicable to the registrant.

**Item 15.** **Submission of Matters to a Vote of Security Holders.** <br>

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

**Item 16.** **Controls and Procedures.** <br>

(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 Danielle Thebeau, the registrant's Treasurer and Principal Financial Officer, reviewed the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) of the Investment Company Act of 1940) and evaluated their effectiveness. Based on their evaluation, Ms. Laible and Ms. Thebeau 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, including ensuring that information required to be disclosed in this report on Form N-CSR is accumulated and communicated to the registrant's management, including the Ms. Laible and Ms. Thebeau, as appropriate to allow timely decisions regarding required disclosures.

(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 17.** **Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.** <br>

Not applicable to the registrant.

**Item 18.** **Recovery of Erroneously Awarded Compensation.** <br>

Not applicable to the registrant.

**Item 19.** **Exhibits.** <br>

[(a)(1) The Code of Ethics referred to in Item 2 is filed herewith.](d908799dex9919a1.htm)

(a)(2) Not applicable

[(a)(3) 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.](d908799dex9919a3.htm)

(a)(4) Not applicable

[(b) A 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 President (Principal Executive Officer) and the Treasurer (Principal Financial Officer) of the registrant is filed herewith.](d908799dex9919b.htm)

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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.

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| | |
|:---|:---|
| DOMINI INVESTMENT TRUST | DOMINI INVESTMENT TRUST |
| By: | /s/ Carole M. Laible |
|  | Carole M. Laible |
|  | President (Principal Executive Officer) |

---

Date: October 6, 2025

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.

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| | |
|:---|:---|
| By: | /s/ Carole M. Laible |
|  | Carole M. Laible |
|  | President (Principal Executive Officer) |

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Date: October 6, 2025

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| | |
|:---|:---|
| By: | /s/ Danielle Thebeau |
|  | Danielle Thebeau |
|  | Treasurer (Principal Financial Officer) |

---

Date: October 6, 2025

## Exhibit 99.19

**DOMINI INVESTMENT TRUST** 

**Code of Ethics for Purposes of** 

**Section 406 of the Sarbanes-Oxley Act of 2002** 

**Dated as of July 31, 2003** 

**(Updated November 28, 2008 to reflect reorganization of the Domini Funds,** 

**November 30, 2016, August 1, 2017, April 8, 2024, August 30, 2024, and August 15, 2025)** 

**I.** **Covered Officers/Purpose of This Code** 

This code of ethics (this "Code") for purposes of Section 406 of the Sarbanes-Oxley Act of 2002 has been adopted by the Domini Investment Trust (the "Trust")and each of its series (collectively, the "Funds" and each, a "Fund") and applies to the Trust's principal executive officer, principal financial officer, and principal accounting officer (collectively, the "Covered Officers" and each, a "Covered Officer"), each of whom is set forth on Exhibit A, for the purpose of promoting:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between
personal and professional relationships;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• full, fair, accurate, timely, and understandable disclosure in reports and documents that the Trust files with,
or submits to, the Securities and Exchange Commission (the "SEC"), and in other public communications made by the Trust;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• compliance with applicable laws and governmental rules and regulations;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the prompt internal reporting of violations of this Code to an appropriate person or persons identified in this
Code; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• accountability for adherence to this Code.

Each Covered Officer should adhere to a high standard of business ethics and should be sensitive to situations that may give rise to actual as well as apparent conflicts of interest.

**II.** **Covered Officers Should Handle Ethically Actual and Apparent Conflicts of Interest** 

**Overview.** A "conflict of interest" occurs when a Covered Officer's private interest interferes with the interests of, or his or her service to, the Trust. For example, a conflict of interest would arise if a Covered Officer, or a member of his or her family, receives improper personal benefits as a result of his or her position with the Trust.

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Certain conflicts of interest arise out of the relationships between Covered Officers and the Trust and already are subject to conflict of interest provisions in the Investment Company Act of 1940 (including the regulations thereunder, the "Investment Company Act") and the Investment Advisers Act of 1940 (including the regulations thereunder, the "Investment Advisers Act"). For example, Covered Officers may not individually engage in certain transactions (such as the purchase or sale of securities or other property) with the Trust because of their status as "affiliated persons" of the Trust. The compliance programs and procedures of the Trust and of Domini Impact Investments LLC, its investment adviser and administrator ("Domini"), are designed to prevent, or identify and correct, violations of these provisions. This Code does not, and is not intended to, repeat or replace these programs and procedures, and such conflicts fall outside of the parameters of this Code. See also Section V of this Code.

Although typically not presenting an opportunity for improper personal benefit, conflicts arise from, or as a result of, the contractual relationship between the Trust and Domini, of which the Covered Officers are also officers or employees. As a result, this Code recognizes that the Covered Officers will, in the normal course of their duties (whether for the Trust or for Domini, or for both), be involved in establishing policies and implementing decisions that will have different effects on Domini and the Trust. The participation of the Covered Officers in such activities is inherent in the contractual relationship between the Trust and Domini and is consistent with the performance by the Covered Officers of their duties as officers of the Trust. Thus, if performed in conformity with the provisions of the Investment Company Act and the Investment Advisers Act, such activities will be deemed to have been handled ethically. In addition, it is recognized by the Trust's Board of Trustees (the "Board") that the Covered Officers may also be officers or employees of one or more other investment companies covered by this or other codes and that service, by itself, does not give rise to a conflict of interest.

Other conflicts of interest are covered by this Code, even if such conflicts of interest are not subject to provisions in the Investment Company Act and the Investment Advisers Act. The following list provides examples of conflicts of interest under this Code, but Covered Officers should keep in mind that these examples are not exhaustive. The overarching principle is that the personal interest of a Covered Officer should not be placed improperly before the interest of the Trust.

Each Covered Officer must not:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• use his or her personal influence or personal relationships improperly to influence investment decisions or
financial reporting by the Trust whereby such Covered Officer would benefit personally to the detriment of the Trust;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• cause the Trust to take action, or fail to take action, for the individual personal benefit of such Covered
Officer rather than the benefit of the Trust; or

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• retaliate against any other Covered Officer or any employee of the Trust or its affiliated persons for reports of
potential violations that are made in good faith.

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There are some conflict of interest situations that should always be discussed with and approved by Domini's General Counsel if material. Examples of these include:<sup>1</sup>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• service as a director of a company (other than the Trust) that files or is required to file with the SEC periodic
reports under Section 13 or Section 15(d) of the Securities Exchange Act of 1934 (such as 10-Ks, 10-Qs, and 8-Ks);

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the receipt of any gift or gratuity from any person or entity that does business with the Trust or has reasonably
foreseeable prospective business dealings with the Trust, other than:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i) any gifts or gratuities received in any 90-day period from any one
person or business entity, or several related persons or business entities, having an aggregate fair market value of not more than $150;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(ii) travel, lodging, entertainment, food, and beverages provided in connection with a business or professional
meeting or function; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(iii) goods and services, such as investment research reports and newsletters, that are used in the conduct of the
business of Domini;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• any ownership interest in, or any consulting or employment relationship with, any of the Trust's service
providers, other than Domini or any affiliated person thereof; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• a direct or indirect financial interest in commissions, transaction charges, or spreads paid by the Trust for
effecting portfolio transactions or for selling or redeeming shares other than an interest arising from a Covered Officer's employment, such as compensation or equity ownership.

**III.** **Disclosure and Compliance** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Each Covered Officer should familiarize himself or herself with the disclosure requirements generally applicable
to the Trust.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Each Covered Officer should not knowingly misrepresent, or cause others to misrepresent, facts about the Trust to
others, whether within or outside the Trust, including to the Trust's Board and auditors, and to governmental regulators and self-regulatory organizations.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Each Covered Officer should, to the extent appropriate within his or her area of responsibility, consult with
other officers and employees of the Trust and of Domini and, as applicable, the Trust's other service providers, with the goal of promoting full, fair, accurate, timely, and understandable disclosure in the reports and documents the Trust
files with, or submit to, the SEC, and in other public communications made by the Trust.

<sup>1</sup> Please note that any activity or relationship that would present a conflict for a Covered Officer would likely also present a conflict for such Covered Officer if a member of such Covered Officer's family engages in such an activity or has such a relationship. This should not be considered an exhaustive list of every possible type of conflict of interest that might arise and should be discussed with Domini's General Counsel. Additional conflicts of interest are covered by Domini's Code of Ethics, and are not described here. 

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• It is the responsibility of each Covered Officer to promote compliance with the standards and restrictions
imposed by applicable laws, rules, and regulations.

**IV.** **Reporting and Accountability** 

Each Covered Officer must:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• upon adoption of this Code (or thereafter as applicable, upon becoming a Covered Officer), affirm in writing to
each Board that he or she has received, read, and understands this Code;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• annually thereafter affirm to each Board that he or she has complied with the requirements of this Code; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• notify Domini's General Counsel promptly if he or she knows of any violation of this Code; failure to do so
is itself a violation of this Code.

Domini's General Counsel is responsible for applying this Code to specific situations in which questions are presented under it and has the authority to interpret this Code in any particular situation. However, any approvals or waivers sought by any Covered Officer will be considered by the Audit Committee of the Trust.<sup>2</sup>

The Trust will follow these procedures in investigating and enforcing this Code:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the General Counsel will take all appropriate action to investigate any potential violations reported to him/her;<sup></sup>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• if, after such investigation, the General Counsel believes that no violation has occurred, the General Counsel is
not required to take any further action;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• any matter that the General Counsel believes is a violation will be reported to the Trust's Audit Committee
in writing;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• if the Audit Committee concurs that a violation has occurred, it will inform and make a recommendation to the
Board, which will consider appropriate action, which may include review of, and appropriate modifications to, applicable policies and procedures; notification to appropriate personnel of Domini; or a recommendation to dismiss such Covered Officer;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the Audit Committee will be responsible for granting waivers, as it deems appropriate; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• any changes to or waivers of this Code will, to the extent required, be disclosed as provided by SEC rules.

<sup>2</sup> Item 2 of Form N-CSR defines "waiver" as the "approval by the registrant of a material departure from a provision of the code of ethics" and "implicit waiver," which must also be disclosed, as "the registrant's failure to take action within a reasonable period of time regarding a material departure from a provision of the code of ethics that has been made known to an executive officer" of the registrant. 

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**V.** **Other Policies and Procedures** 

This Code shall be the sole code of ethics adopted by the Trust for purposes of Section 406 of the Sarbanes-Oxley Act and the rules and forms applicable to registered investment companies thereunder. Insofar as other policies or procedures of the Trust, Domini, the principal underwriter, or other service providers govern or purport to govern the behavior or activities of the Covered Officers who are subject to this Code, they are superseded by this Code to the extent that they overlap or conflict with the provisions of this Code. The Trust's and Domini's and the principal underwriter's codes of ethics under Rule 17j-1 under the Investment Company Act and Domini's more detailed policies and procedures contained in Domini's Code of Ethics binder are separate requirements applying to the Covered Officers and others, and are not part of this Code.

**VI.** **Amendments** 

Any amendments to this Code, other than amendments to Exhibit A, must be approved or ratified by a majority vote of each Board.

**VII.** **Confidentiality** 

All reports and records prepared or maintained pursuant to this Code will be considered confidential and shall be maintained and protected accordingly. Except as otherwise required by law or this Code, such matters shall not be disclosed to anyone other than the appropriate Board and its counsel and Domini.

**VIII.** **Internal Use** 

This Code is intended solely for the internal use by the Trust and does not constitute an admission, by or on behalf of the Trust or Domini, as to any fact, circumstance, or legal conclusion.

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**Exhibit A** 

Persons Covered by This Code of Ethics

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| | | | |
|:---|:---|:---|:---|
| **TRUST** | **PRINCIPAL**<br> **EXECUTIVE**<br> **OFFICER** | **PRINCIPAL**<br> **FINANCIAL**<br> **OFFICER** | **PRINCIPAL**<br> **ACCOUNTING**<br> **OFFICER** |
| **Domini Investment Trust** | Carole M. Laible, President | Danielle Thebeau, Treasurer | Danielle Thebeau, Treasurer |

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## Exhibit 99.19

Exhibit 19(a)(3)

I, Carole M. Laible, certify that:

1. I have reviewed this report on Form N-CSR of Domini Investment Trust;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a
material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the
periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Disclosed in this report any change in the registrant's internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

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5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and
the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in
the registrant's internal control over financial reporting.

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| |
|:---|
| Date: October 6, 2025 |
| /s/ Carole M. Laible |
| President (Principal Executive Officer) |
| Domini Investment Trust |

---

------

I, Danielle Thebeau, certify that:

1. I have reviewed this report on Form N-CSR of Domini Investment Trust;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a
material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the
periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Disclosed in this report any change in the registrant's internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

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5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and
the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in
the registrant's internal control over financial reporting.

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| |
|:---|
| Date: October 6, 2025 |
| /s/ Danielle Thebeau |
| Treasurer (Principal Financial Officer) |
|  Domini Investment Trust |

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## Exhibit 99.19

Exhibit 19(b)

We, Carole M. Laible, President, and Danielle Thebeau, Treasurer, of Domini Investment Trust, certify that:

1. This report on Form N-CSR fully complies with the requirements
of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2. The information contained in this report on Form N-CSR fairly presents,
in all material respects, the financial condition and results of operations of Domini Investment Trust.

---

| |
|:---|
| Date: October 6, 2025 |
| /s/ Carole M. Laible |
| President (Principal Executive Officer) |
| Domini Investment Trust |

---

---

| |
|:---|
| Date: October 6, 2025 |
| /s/ Danielle Thebeau |
| Treasurer (Principal Financial Officer) |
| Domini Investment Trust |

---