# EDGAR Filing Document

**Accession Number:** 0000851680
**File Stem:** 0001193125-26-147411
**Filing Date:** 2026-4
**Character Count:** 313422
**Document Hash:** 313c890aba950dae210e7eace2cd83bf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-147411.hdr.sgml**: 20260408

**ACCESSION NUMBER**: 0001193125-26-147411

**CONFORMED SUBMISSION TYPE**: N-CSRS

**PUBLIC DOCUMENT COUNT**: 25

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260408

**DATE AS OF CHANGE**: 20260408

**EFFECTIVENESS DATE**: 20260408

**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-CSRS
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05823
- **FILM NUMBER:** 26847829

**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: January 31, 2026

------

**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.

Semi-Annual Shareholder Report

January 31, 2026

![Image](g70586iba03bea596f5064561e9.jpg)

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

# Shareholder Report Overview
This semi-annual shareholder report contains important information about the Domini Impact Equity Fund for the period of August 1, 2025 to January 31, 2026. 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 six months?
(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 | $53 | 1.01%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Annualized. |

---

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

---

| | |
|:---|:---|
| Fund's net assets | $1143477051 |
| Total number of portfolio holdings | 195 |
| Portfolio turnover rate | 25% |
| Total advisory fees paid | $3775624 |

---

# 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. | 7.6% |
| Apple, Inc. | 6.4% |
| Alphabet, Inc., Class A | 5.8% |
| Microsoft Corp. | 5.5% |
| Amazon.com, Inc. | 4.0% |
| Broadcom, Inc. | 3.2% |
| JPMorgan Chase & Co. | 2.3% |
| Micron Technology, Inc. | 2.1% |
| Visa, Inc., Class A | 1.6% |
| Tesla, Inc. | 1.4% |

---

#### Semi-Annual Shareholder Report

#### January 31, 2026
DSEFX01312026

Domini Impact Equity Fund℠

Investor shares

![Image](g70586i357696c2f7a10f531089.jpg)

January 31, 2026

# SECTOR ALLOCATION (% of net assets)
![Group By Sector Chart](g70586i0bc1195ac9dca78f157d.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | (0.0%)<sup>Footnote Reference\*</sup> |
| Utilities | 0.3% |
| Consumer Staples | 3.5% |
| Materials | 3.9% |
| Real Estate | 4.9% |
| Industrials | 5.6% |
| Communication Services | 9.5% |
| Consumer Discretionary | 9.9% |
| Health Care | 10.2% |
| Financials | 16.0% |
| Information Technology | 36.2% |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Amount is less then 0.05%. |

---

# 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/](g70586ibdd437b38632a04466ae.jpg)

Scan for more information

#### Semi-Annual Shareholder Report

#### January 31, 2026
Domini Impact Equity Fund℠

Investor shares

Semi-Annual Shareholder Report

January 31, 2026

![Image](g70586iba03bea596f5064561e9.jpg)

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

# Shareholder Report Overview
This semi-annual shareholder report contains important information about the Domini Impact Equity Fund for the period of August 1, 2025 to January 31, 2026. 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 six months?
(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 | $38 | 0.72%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Annualized. |

---

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

---

| | |
|:---|:---|
| Fund's net assets | $1143477051 |
| Total number of portfolio holdings | 195 |
| Portfolio turnover rate | 25% |
| Total advisory fees paid | $3775624 |

---

# 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. | 7.6% |
| Apple, Inc. | 6.4% |
| Alphabet, Inc., Class A | 5.8% |
| Microsoft Corp. | 5.5% |
| Amazon.com, Inc. | 4.0% |
| Broadcom, Inc. | 3.2% |
| JPMorgan Chase & Co. | 2.3% |
| Micron Technology, Inc. | 2.1% |
| Visa, Inc., Class A | 1.6% |
| Tesla, Inc. | 1.4% |

---

#### Semi-Annual Shareholder Report

#### January 31, 2026
DIEQX01312026

Domini Impact Equity Fund℠

Institutional shares

![Image](g70586i357696c2f7a10f531089.jpg)

January 31, 2026

# SECTOR ALLOCATION (% of net assets)
![Group By Sector Chart](g70586i0bc1195ac9dca78f157d.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | (0.0%)<sup>Footnote Reference\*</sup> |
| Utilities | 0.3% |
| Consumer Staples | 3.5% |
| Materials | 3.9% |
| Real Estate | 4.9% |
| Industrials | 5.6% |
| Communication Services | 9.5% |
| Consumer Discretionary | 9.9% |
| Health Care | 10.2% |
| Financials | 16.0% |
| Information Technology | 36.2% |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Amount is less then 0.05%. |

---

# 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/](g70586ibdd437b38632a04466ae.jpg)

Scan for more information

#### Semi-Annual Shareholder Report

#### January 31, 2026
Domini Impact Equity Fund℠

Institutional shares

Semi-Annual Shareholder Report

January 31, 2026

![Image](g70586iba03bea596f5064561e9.jpg)

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

# Shareholder Report Overview
This semi-annual shareholder report contains important information about the Domini Impact Equity Fund for the period of August 1, 2025 to January 31, 2026. 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 six months?
(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 | $42 | 0.80%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Annualized. |

---

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

---

| | |
|:---|:---|
| Fund's net assets | $1143477051 |
| Total number of portfolio holdings | 195 |
| Portfolio turnover rate | 25% |
| Total advisory fees paid | $3775624 |

---

# 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. | 7.6% |
| Apple, Inc. | 6.4% |
| Alphabet, Inc., Class A | 5.8% |
| Microsoft Corp. | 5.5% |
| Amazon.com, Inc. | 4.0% |
| Broadcom, Inc. | 3.2% |
| JPMorgan Chase & Co. | 2.3% |
| Micron Technology, Inc. | 2.1% |
| Visa, Inc., Class A | 1.6% |
| Tesla, Inc. | 1.4% |

---

#### Semi-Annual Shareholder Report

#### January 31, 2026
DSFRX01312026

Domini Impact Equity Fund℠

Class Y shares

![Image](g70586i357696c2f7a10f531089.jpg)

January 31, 2026

# SECTOR ALLOCATION (% of net assets)
![Group By Sector Chart](g70586i0bc1195ac9dca78f157d.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | (0.0%)<sup>Footnote Reference\*</sup> |
| Utilities | 0.3% |
| Consumer Staples | 3.5% |
| Materials | 3.9% |
| Real Estate | 4.9% |
| Industrials | 5.6% |
| Communication Services | 9.5% |
| Consumer Discretionary | 9.9% |
| Health Care | 10.2% |
| Financials | 16.0% |
| Information Technology | 36.2% |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Amount is less then 0.05%. |

---

# 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/](g70586ibdd437b38632a04466ae.jpg)

Scan for more information

#### Semi-Annual Shareholder Report

#### January 31, 2026
Domini Impact Equity Fund℠

Class Y shares

Semi-Annual Shareholder Report

January 31, 2026

![Image](g70586i8784de8f3898e2067481.jpg)

# Domini Sustainable Solutions Fund℠
INVESTOR SHARES \| CAREX

# Shareholder Report Overview
This semi-annual shareholder report contains important information about the Domini Sustainable Solutions Fund for the period of August 1, 2025 to January 31, 2026. 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 six months?
(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 | $74 | 1.36%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Annualized. |

---

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

---

| | |
|:---|:---|
| Fund's net assets | $45496212 |
| Total number of portfolio holdings | 46 |
| Portfolio turnover rate | 11% |
| Total advisory fees paid | $181807 |

---

# 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)

---

| | |
|:---|:---|
| Resona Holdings, Inc. | 3.9% |
| Prysmian SpA | 3.1% |
| Ciena Corp. | 3.0% |
| CaixaBank SA | 3.0% |
| Vertex Pharmaceuticals, Inc. | 2.8% |
| SSE PLC | 2.8% |
| ASML Holding NV | 2.7% |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 2.7% |
| Palo Alto Networks, Inc. | 2.6% |
| Comfort Systems USA, Inc. | 2.6% |

---

#### Semi-Annual Shareholder Report

#### January 31, 2026
CAREX01312026

Domini Sustainable Solutions Fund℠

Investor shares

![Image](g70586i357696c2f7a10f531089.jpg)

January 31, 2026

# SECTOR ALLOCATION (% of net assets)
![Group By Sector Chart](g70586i811d6c8e07b56ed040ee.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 1.2% |
| Real Estate | 1.9% |
| Materials | 2.5% |
| Communication Services | 2.5% |
| Consumer Discretionary | 4.1% |
| Utilities | 4.8% |
| Financials | 15.4% |
| Health Care | 15.5% |
| Information Technology | 23.1% |
| Industrials | 29.0% |

---

#### GEOGRAPHICAL ALLOCATION (% of net assets)
![Credit Rating Chart](g70586i404064d296a8e46a9396.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 1.2% |
| Other<sup>Footnote Reference\*</sup> | 2.8% |
| Finland | 2.3% |
| Australia | 2.3% |
| Brazil | 2.4% |
| Netherlands | 2.7% |
| Spain | 3.0% |
| Germany | 3.6% |
| Italy | 5.1% |
| United Kingdom | 5.3% |
| Japan | 6.3% |
| United States | 63.0% |

---

---

| | |
|:---|:---|
| 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/](g70586ibdd437b38632a04466ae.jpg)

Scan for more information

#### Semi-Annual Shareholder Report

#### January 31, 2026
Domini Sustainable Solutions Fund℠

Investor shares

Semi-Annual Shareholder Report

January 31, 2026

![Image](g70586i8784de8f3898e2067481.jpg)

# Domini Sustainable Solutions Fund℠
INSTITUTIONAL SHARES \| LIFEX

# Shareholder Report Overview
This semi-annual shareholder report contains important information about the Domini Sustainable Solutions Fund for the period of August 1, 2025 to January 31, 2026. 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 six months?
(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 | $60 | 1.11%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Annualized. |

---

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

---

| | |
|:---|:---|
| Fund's net assets | $45496212 |
| Total number of portfolio holdings | 46 |
| Portfolio turnover rate | 11% |
| Total advisory fees paid | $181807 |

---

# 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)

---

| | |
|:---|:---|
| Resona Holdings, Inc. | 3.9% |
| Prysmian SpA | 3.1% |
| Ciena Corp. | 3.0% |
| CaixaBank SA | 3.0% |
| Vertex Pharmaceuticals, Inc. | 2.8% |
| SSE PLC | 2.8% |
| ASML Holding NV | 2.7% |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 2.7% |
| Palo Alto Networks, Inc. | 2.6% |
| Comfort Systems USA, Inc. | 2.6% |

---

#### Semi-Annual Shareholder Report

#### January 31, 2026
LIFEX01312026

Domini Sustainable Solutions Fund℠

Institutional shares

![Image](g70586i357696c2f7a10f531089.jpg)

January 31, 2026

# SECTOR ALLOCATION (% of net assets)
![Group By Sector Chart](g70586i811d6c8e07b56ed040ee.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 1.2% |
| Real Estate | 1.9% |
| Materials | 2.5% |
| Communication Services | 2.5% |
| Consumer Discretionary | 4.1% |
| Utilities | 4.8% |
| Financials | 15.4% |
| Health Care | 15.5% |
| Information Technology | 23.1% |
| Industrials | 29.0% |

---

#### GEOGRAPHICAL ALLOCATION (% of net assets)
![Credit Rating Chart](g70586i404064d296a8e46a9396.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 1.2% |
| Other<sup>Footnote Reference\*</sup> | 2.8% |
| Finland | 2.3% |
| Australia | 2.3% |
| Brazil | 2.4% |
| Netherlands | 2.7% |
| Spain | 3.0% |
| Germany | 3.6% |
| Italy | 5.1% |
| United Kingdom | 5.3% |
| Japan | 6.3% |
| United States | 63.0% |

---

---

| | |
|:---|:---|
| 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/](g70586ibdd437b38632a04466ae.jpg)

Scan for more information

#### Semi-Annual Shareholder Report

#### January 31, 2026
Domini Sustainable Solutions Fund℠

Institutional shares

Semi-Annual Shareholder Report

January 31, 2026

![Image](g70586i8784de8f3898e2067481.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, 2025 to January 31, 2026. 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 six months?
(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 | $70 | 1.29%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Annualized. |

---

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

---

| | |
|:---|:---|
| Fund's net assets | $996960321 |
| Total number of portfolio holdings | 155 |
| Portfolio turnover rate | 39% |
| Total advisory fees paid | $3880891 |

---

# 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 | 3.7% |
| Siemens AG | 3.0% |
| Vodafone Group PLC | 2.4% |
| Fortescue Ltd. | 2.3% |
| BNP Paribas SA | 2.2% |
| DBS Group Holdings Ltd. | 2.2% |
| Cie Financiere Richemont SA, Class A | 2.2% |
| Banco Santander SA | 2.2% |
| ABB Ltd. | 2.1% |
| Nomura Holdings, Inc. | 2.0% |

---

#### Semi-Annual Shareholder Report

#### January 31, 2026
DOMIX01312026

Domini Impact International Equity Fund℠

Investor shares

![Image](g70586i357696c2f7a10f531089.jpg)

January 31, 2026

# SECTOR ALLOCATION (% of net assets)
![Group By Sector Chart](g70586icae1876bdba2d1b7424e.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 1.0% |
| Utilities | 0.9% |
| Materials | 3.7% |
| Consumer Staples | 4.4% |
| Real Estate | 4.6% |
| Communication Services | 5.6% |
| Consumer Discretionary | 9.4% |
| Information Technology | 11.4% |
| Health Care | 13.3% |
| Industrials | 18.4% |
| Financials | 27.3% |

---

#### GEOGRAPHICAL ALLOCATION (% of net assets)
![Credit Rating Chart](g70586iedc67c3808ae5755959c.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 1.0% |
| Other<sup>Footnote Reference\*</sup> | 7.6% |
| Hong Kong | 2.0% |
| Belgium | 2.3% |
| Spain | 2.6% |
| Italy | 2.8% |
| Singapore | 3.3% |
| Australia | 4.1% |
| Sweden | 4.1% |
| Netherlands | 5.0% |
| Switzerland | 6.8% |
| United States | 7.1% |
| France | 8.3% |
| Germany | 11.0% |
| United Kingdom | 11.5% |
| Japan | 20.5% |

---

---

| | |
|:---|:---|
| 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/](g70586ibdd437b38632a04466ae.jpg)

Scan for more information

#### Semi-Annual Shareholder Report

#### January 31, 2026
Domini Impact International Equity Fund℠

Investor shares

Semi-Annual Shareholder Report

January 31, 2026

![Image](g70586i8784de8f3898e2067481.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, 2025 to January 31, 2026. 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 six months?
(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 | $49 | 0.90%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Annualized. |

---

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

---

| | |
|:---|:---|
| Fund's net assets | $996960321 |
| Total number of portfolio holdings | 155 |
| Portfolio turnover rate | 39% |
| Total advisory fees paid | $3880891 |

---

# 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 | 3.7% |
| Siemens AG | 3.0% |
| Vodafone Group PLC | 2.4% |
| Fortescue Ltd. | 2.3% |
| BNP Paribas SA | 2.2% |
| DBS Group Holdings Ltd. | 2.2% |
| Cie Financiere Richemont SA, Class A | 2.2% |
| Banco Santander SA | 2.2% |
| ABB Ltd. | 2.1% |
| Nomura Holdings, Inc. | 2.0% |

---

#### Semi-Annual Shareholder Report

#### January 31, 2026
DOMOX01312026

Domini Impact International Equity Fund℠

Institutional shares

![Image](g70586i357696c2f7a10f531089.jpg)

January 31, 2026

# SECTOR ALLOCATION (% of net assets)
![Group By Sector Chart](g70586icae1876bdba2d1b7424e.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 1.0% |
| Utilities | 0.9% |
| Materials | 3.7% |
| Consumer Staples | 4.4% |
| Real Estate | 4.6% |
| Communication Services | 5.6% |
| Consumer Discretionary | 9.4% |
| Information Technology | 11.4% |
| Health Care | 13.3% |
| Industrials | 18.4% |
| Financials | 27.3% |

---

#### GEOGRAPHICAL ALLOCATION (% of net assets)
![Credit Rating Chart](g70586iedc67c3808ae5755959c.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 1.0% |
| Other<sup>Footnote Reference\*</sup> | 7.6% |
| Hong Kong | 2.0% |
| Belgium | 2.3% |
| Spain | 2.6% |
| Italy | 2.8% |
| Singapore | 3.3% |
| Australia | 4.1% |
| Sweden | 4.1% |
| Netherlands | 5.0% |
| Switzerland | 6.8% |
| United States | 7.1% |
| France | 8.3% |
| Germany | 11.0% |
| United Kingdom | 11.5% |
| Japan | 20.5% |

---

---

| | |
|:---|:---|
| 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/](g70586ibdd437b38632a04466ae.jpg)

Scan for more information

#### Semi-Annual Shareholder Report

#### January 31, 2026
Domini Impact International Equity Fund℠

Institutional shares

Semi-Annual Shareholder Report

January 31, 2026

![Image](g70586i8784de8f3898e2067481.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, 2025 to January 31, 2026. 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 six months?
(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 | $53 | 0.98%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Annualized. |

---

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

---

| | |
|:---|:---|
| Fund's net assets | $996960321 |
| Total number of portfolio holdings | 155 |
| Portfolio turnover rate | 39% |
| Total advisory fees paid | $3880891 |

---

# 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 | 3.7% |
| Siemens AG | 3.0% |
| Vodafone Group PLC | 2.4% |
| Fortescue Ltd. | 2.3% |
| BNP Paribas SA | 2.2% |
| DBS Group Holdings Ltd. | 2.2% |
| Cie Financiere Richemont SA, Class A | 2.2% |
| Banco Santander SA | 2.2% |
| ABB Ltd. | 2.1% |
| Nomura Holdings, Inc. | 2.0% |

---

#### Semi-Annual Shareholder Report

#### January 31, 2026
DOMYX01312026

Domini Impact International Equity Fund℠

Class Y shares

![Image](g70586i357696c2f7a10f531089.jpg)

January 31, 2026

# SECTOR ALLOCATION (% of net assets)
![Group By Sector Chart](g70586icae1876bdba2d1b7424e.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 1.0% |
| Utilities | 0.9% |
| Materials | 3.7% |
| Consumer Staples | 4.4% |
| Real Estate | 4.6% |
| Communication Services | 5.6% |
| Consumer Discretionary | 9.4% |
| Information Technology | 11.4% |
| Health Care | 13.3% |
| Industrials | 18.4% |
| Financials | 27.3% |

---

#### GEOGRAPHICAL ALLOCATION (% of net assets)
![Credit Rating Chart](g70586iedc67c3808ae5755959c.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Assets, Less Liabilities | 1.0% |
| Other<sup>Footnote Reference\*</sup> | 7.6% |
| Hong Kong | 2.0% |
| Belgium | 2.3% |
| Spain | 2.6% |
| Italy | 2.8% |
| Singapore | 3.3% |
| Australia | 4.1% |
| Sweden | 4.1% |
| Netherlands | 5.0% |
| Switzerland | 6.8% |
| United States | 7.1% |
| France | 8.3% |
| Germany | 11.0% |
| United Kingdom | 11.5% |
| Japan | 20.5% |

---

---

| | |
|:---|:---|
| 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/](g70586ibdd437b38632a04466ae.jpg)

Scan for more information

#### Semi-Annual Shareholder Report

#### January 31, 2026
Domini Impact International Equity Fund℠

Class Y shares

Semi-Annual Shareholder Report

January 31, 2026

![Image](g70586iba03bea596f5064561e9.jpg)

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

# Shareholder Report Overview
This semi-annual shareholder report contains important information about the Domini Impact Bond Fund for the period of August 1, 2025 to January 31, 2026. 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 six months?
(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 | $45 | 0.87%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Annualized. |

---

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

---

| | |
|:---|:---|
| Fund's net assets | $256282902 |
| Total number of portfolio holdings | 385 |
| Portfolio turnover rate | 114% |
| Total advisory fees paid | $731220 |

---

# 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)

---

| | |
|:---|:---|
| European Investment Bank, 0.750%, 09/23/30 | 4.4% |
| Federal National Mortgage Association, 0.875%, 08/05/30 | 2.8% |
| Federal Home Loan Bank Discount Notes, 0.000%, 02/11/26 | 2.5% |
| Kreditanstalt fuer Wiederaufbau, 4.375%, 02/28/34 | 2.4% |
| Federal Home Loan Banks, 3.315%, 11/13/35 | 2.3% |
| Federal National Mortgage Association Principal STRIPS, 0.000%, 07/15/37 | 2.1% |
| Federal Home Loan Bank Discount Notes, 0.000%, 02/17/26 | 2.1% |
| Federal Farm Credit Banks Funding Corp., 4.500%, 03/02/26 | 2.0% |
| Federal Home Loan Banks, 3.250%, 11/16/28 | 1.9% |
| Federal National Mortgage Association, 0.750%, 10/08/27 | 1.9% |

---

#### Semi-Annual Shareholder Report

#### January 31, 2026
DSBFX01312026

Domini Impact Bond Fund℠

Investor shares

![Image](g70586i357696c2f7a10f531089.jpg)

January 31, 2026

# PORTFOLIO COMPOSITION (% of net assets)
![Group By Sector Chart](g70586i2598fd0bb318524363cb.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Liabilities, Less Assets | (2.4%) |
| Convertible Bonds | 0.3% |
| Senior Floating Rate Interests | 1.6% |
| Asset Backed Securities | 3.4% |
| Foreign Government & Agency Securities | 3.7% |
| Municipal Bonds | 4.7% |
| U.S. Government Agency Obligations | 24.9% |
| Corporate Bonds and Notes | 31.3% |
| Mortgage Backed Securities | 32.5% |

---

# 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/](g70586ibdd437b38632a04466ae.jpg)

Scan for more information

#### Semi-Annual Shareholder Report

#### January 31, 2026
Domini Impact Bond Fund℠

Investor shares

Semi-Annual Shareholder Report

January 31, 2026

![Image](g70586iba03bea596f5064561e9.jpg)

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

# Shareholder Report Overview
This semi-annual shareholder report contains important information about the Domini Impact Bond Fund for the period of August 1, 2025 to January 31, 2026. 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 six months?
(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 | $29 | 0.57%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Annualized. |

---

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

---

| | |
|:---|:---|
| Fund's net assets | $256282902 |
| Total number of portfolio holdings | 385 |
| Portfolio turnover rate | 114% |
| Total advisory fees paid | $731220 |

---

# 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)

---

| | |
|:---|:---|
| European Investment Bank, 0.750%, 09/23/30 | 4.4% |
| Federal National Mortgage Association, 0.875%, 08/05/30 | 2.8% |
| Federal Home Loan Bank Discount Notes, 0.000%, 02/11/26 | 2.5% |
| Kreditanstalt fuer Wiederaufbau, 4.375%, 02/28/34 | 2.4% |
| Federal Home Loan Banks, 3.315%, 11/13/35 | 2.3% |
| Federal National Mortgage Association Principal STRIPS, 0.000%, 07/15/37 | 2.1% |
| Federal Home Loan Bank Discount Notes, 0.000%, 02/17/26 | 2.1% |
| Federal Farm Credit Banks Funding Corp., 4.500%, 03/02/26 | 2.0% |
| Federal Home Loan Banks, 3.250%, 11/16/28 | 1.9% |
| Federal National Mortgage Association, 0.750%, 10/08/27 | 1.9% |

---

#### Semi-Annual Shareholder Report

#### January 31, 2026
DSBIX01312026

Domini Impact Bond Fund℠

Institutional shares

![Image](g70586i357696c2f7a10f531089.jpg)

January 31, 2026

# PORTFOLIO COMPOSITION (% of net assets)
![Group By Sector Chart](g70586i2598fd0bb318524363cb.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Liabilities, Less Assets | (2.4%) |
| Convertible Bonds | 0.3% |
| Senior Floating Rate Interests | 1.6% |
| Asset Backed Securities | 3.4% |
| Foreign Government & Agency Securities | 3.7% |
| Municipal Bonds | 4.7% |
| U.S. Government Agency Obligations | 24.9% |
| Corporate Bonds and Notes | 31.3% |
| Mortgage Backed Securities | 32.5% |

---

# 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/](g70586ibdd437b38632a04466ae.jpg)

Scan for more information

#### Semi-Annual Shareholder Report

#### January 31, 2026
Domini Impact Bond Fund℠

Institutional shares

Semi-Annual Shareholder Report

January 31, 2026

![Image](g70586iba03bea596f5064561e9.jpg)

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

# Shareholder Report Overview
This semi-annual shareholder report contains important information about the Domini Impact Bond Fund for the period of August 1, 2025 to January 31, 2026. 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 six months?
(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 | $33 | 0.65%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| Footnote<sup>\*</sup> | Annualized. |

---

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

---

| | |
|:---|:---|
| Fund's net assets | $256282902 |
| Total number of portfolio holdings | 385 |
| Portfolio turnover rate | 114% |
| Total advisory fees paid | $731220 |

---

# 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)

---

| | |
|:---|:---|
| European Investment Bank, 0.750%, 09/23/30 | 4.4% |
| Federal National Mortgage Association, 0.875%, 08/05/30 | 2.8% |
| Federal Home Loan Bank Discount Notes, 0.000%, 02/11/26 | 2.5% |
| Kreditanstalt fuer Wiederaufbau, 4.375%, 02/28/34 | 2.4% |
| Federal Home Loan Banks, 3.315%, 11/13/35 | 2.3% |
| Federal National Mortgage Association Principal STRIPS, 0.000%, 07/15/37 | 2.1% |
| Federal Home Loan Bank Discount Notes, 0.000%, 02/17/26 | 2.1% |
| Federal Farm Credit Banks Funding Corp., 4.500%, 03/02/26 | 2.0% |
| Federal Home Loan Banks, 3.250%, 11/16/28 | 1.9% |
| Federal National Mortgage Association, 0.750%, 10/08/27 | 1.9% |

---

#### Semi-Annual Shareholder Report

#### January 31, 2026
DSBYX01312026

Domini Impact Bond Fund℠

Class Y shares

![Image](g70586i357696c2f7a10f531089.jpg)

January 31, 2026

# PORTFOLIO COMPOSITION (% of net assets)
![Group By Sector Chart](g70586i2598fd0bb318524363cb.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other Liabilities, Less Assets | (2.4%) |
| Convertible Bonds | 0.3% |
| Senior Floating Rate Interests | 1.6% |
| Asset Backed Securities | 3.4% |
| Foreign Government & Agency Securities | 3.7% |
| Municipal Bonds | 4.7% |
| U.S. Government Agency Obligations | 24.9% |
| Corporate Bonds and Notes | 31.3% |
| Mortgage Backed Securities | 32.5% |

---

# 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/](g70586ibdd437b38632a04466ae.jpg)

Scan for more information

#### Semi-Annual Shareholder Report

#### January 31, 2026
Domini Impact Bond Fund℠

Class Y shares

------

(b) Not applicable

------

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

(a) Not applicable to a semi-annual report

(c) Not applicable.

(d) Not applicable.

(e) Not applicable.

(f) Not applicable.

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

Not applicable to a semi-annual report.

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

Not applicable to a semi-annual report.

**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](g70586g10a01.jpg)

## Semi-Annual Financials and Other Information
January 31, 2026

![LOGO](g70586g10a02.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](#toc70586_1)** |
| 1 | [Domini Impact Equity Fund](#toc70586_2) |
| 5 | [Domini Sustainable Solutions Fund](#toc70586_3) |
| 7 | [Domini Impact International Equity Fund](#toc70586_4) |
| 12 | [Domini Impact Bond Fund](#toc70586_5) |
|  | **[Financial Statements and Financial Highlights](#toc70586_6)** |
| 24 | [Domini Impact Equity Fund](#toc70586_7) |
| 25 | [Domini Sustainable Solutions Fund](#toc70586_8) |
| 26 | [Domini Impact International Equity Fund](#toc70586_9) |
| 51 | [Domini Impact Bond Fund](#toc70586_10) |
| **68** | **[Changes in and Disagreements with Accountants](#toc70586_11)** |
| **68** | **[Proxy Voting Information](#toc70586_12)** |
| **68** | **[Remuneration Paid to Directors, Officers, and Others](#toc70586_13)** |
| **68** | **[Statement Regarding Basis for Approval of Management and Submanagement Agreements](#toc70586_14)** |

---

------

DOMINI IMPACT EQUITY FUND

PORTFOLIO OF INVESTMENTS

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| SECURITY | SHARES | VALUE |
| **Long Term Investments – 100.0%** |  |  |
| **Common Stocks – 100.0%** |  |  |
| **Communication Services – 9.5%** |  |  |
|  Alphabet, Inc., Class A | 196900 | $66552200 |
|  AT&T, Inc. | 242585 | 6358153 |
|  Charter Communications, Inc., Class A (a) | 2898 | 597336 |
|  Comcast Corp., Class A | 123321 | 3668800 |
|  Electronic Arts, Inc. | 8800 | 1794496 |
|  Netflix, Inc. (a) | 144100 | 12030909 |
|  TKO Group Holdings, Inc. | 6500 | 1316770 |
|  T-Mobile US, Inc. | 16200 | 3194802 |
|  Verizon Communications, Inc. | 131695 | 5863061 |
|  Walt Disney Co. (The) | 61293 | 6913850 |
|  |  | 108290377 |
| **Consumer Discretionary – 9.9%** |  |  |
|  Airbnb, Inc., Class A (a) | 13500 | 1746495 |
|  Amazon.com, Inc. (a) | 188880 | 45198984 |
|  Booking Holdings, Inc. | 1090 | 5452006 |
|  Chipotle Mexican Grill, Inc. (a) | 46250 | 1797738 |
|  DoorDash, Inc., Class A (a) | 12220 | 2500456 |
|  eBay, Inc. | 15600 | 1423032 |
|  Garmin, Ltd. | 5846 | 1178787 |
|  General Motors Co. | 32200 | 2704800 |
|  Home Depot, Inc. (The) | 34031 | 12747672 |
|  Lowe's Cos., Inc. | 19381 | 5175890 |
|  Lululemon Athletica, Inc. (a) | 3600 | 628200 |
|  Marriott International, Inc., Class A | 7460 | 2352138 |
|  O'Reilly Automotive, Inc. (a) | 29000 | 2853890 |
|  Starbucks Corp. | 38567 | 3546236 |
|  Tesla, Inc. (a) | 38240 | 16458878 |
|  TJX Cos., Inc. (The) | 38000 | 5692780 |
|  Ulta Beauty, Inc. (a) | 1618 | 1047429 |
|  Williams-Sonoma, Inc. | 4200 | 859530 |
|  |  | 113364941 |
| **Consumer Staples – 3.5%** |  |  |
|  Church & Dwight Co., Inc. | 8612 | 828905 |
|  Colgate-Palmolive Co. | 27925 | 2521348 |
|  Costco Wholesale Corp. | 15183 | 14275816 |
|  Keurig Dr. Pepper, Inc. | 44300 | 1215592 |
|  Mondelez International, Inc., Class A | 44147 | 2581275 |
|  PepsiCo, Inc. | 42931 | 6595490 |
|  Procter & Gamble Co. (The) | 80325 | 12190925 |
|  |  | 40209351 |
| **Financials – 16.0%** |  |  |
|  Aflac, Inc. | 17915 | 1987669 |
|  AGNC Investment Corp. | 1025200 | 11687280 |
|  Allstate Corp. (The) | 9000 | 1790910 |
|  American Express Co. | 16788 | 5912230 |
|  Annaly Capital Management, Inc. | 163300 | 3757533 |
|  Aon PLC, Class A | 6980 | 2440487 |
|  Arthur J Gallagher & Co. | 8540 | 2129620 |
|  Bank of America Corp. | 230354 | 12254833 |
|  Bank of New York Mellon Corp. (The) | 24000 | 2878080 |
|  Blackrock, Inc. | 4836 | 5411194 |
|  Capital One Financial Corp. | 21381 | 4680942 |
|  Charles Schwab Corp. (The) | 57078 | 5931546 |
|  Chubb, Ltd. | 12367 | 3828328 |

---

------

DOMINI IMPACT EQUITY FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| SECURITY | SHARES | VALUE |
| **Financials** (Continued) |  |  |
|  Citigroup, Inc. | 33308 | $3854069 |
|  CME Group, Inc. | 12418 | 3589547 |
|  Fifth Third Bancorp | 20900 | 1049598 |
|  Hartford Insurance Group, Inc. (The) | 9893 | 1336149 |
|  Huntington Bancshares, Inc. | 50600 | 884488 |
|  Intercontinental Exchange, Inc. | 19395 | 3370463 |
|  JPMorgan Chase & Co. | 87660 | 26814317 |
|  KeyCorp | 38900 | 837128 |
|  M&T Bank Corp. | 4700 | 1041379 |
|  Marsh & McLennan Cos., Inc. | 16330 | 3073143 |
|  Mastercard, Inc., Class A | 27972 | 15071034 |
|  MetLife, Inc. | 18900 | 1490832 |
|  Moody's Corp. | 5151 | 2655650 |
|  Morgan Stanley | 40959 | 7487305 |
|  MSCI, Inc. | 2508 | 1527924 |
|  Nasdaq, Inc. | 17800 | 1724642 |
|  PNC Financial Services Group, Inc. (The) | 12949 | 2891512 |
|  Progressive Corp. (The) | 20058 | 4172064 |
|  Raymond James Financial, Inc. | 6050 | 1003453 |
|  Regions Financial Corp. | 29128 | 830148 |
|  S&P Global, Inc. | 10418 | 5498516 |
|  T Rowe Price Group, Inc. | 7311 | 772626 |
|  Travelers Cos., Inc. (The) | 11536 | 3282107 |
|  Truist Financial Corp. | 42602 | 2190595 |
|  US Bancorp | 52016 | 2918618 |
|  Visa, Inc., A Shares | 57500 | 18505225 |
|  |  | 182563184 |
| **Health Care – 10.2%** |  |  |
|  AbbVie, Inc. | 55652 | 12410953 |
|  Agilent Technologies, Inc. | 9300 | 1244805 |
|  Alnylam Pharmaceuticals, Inc. (a) | 4620 | 1561837 |
|  Amgen, Inc. | 15139 | 5175721 |
|  BeOne Medicines, Ltd. ADR (a) | 35820 | 12192412 |
|  Bristol-Myers Squibb Co. | 50100 | 2758005 |
|  Danaher Corp. | 33315 | 7292320 |
|  DexCom, Inc. (a) | 13373 | 976764 |
|  Edwards Lifesciences Corp. (a) | 20372 | 1657466 |
|  Eli Lilly & Co. | 13720 | 14229698 |
|  GE HealthCare Technologies, Inc. | 15100 | 1192447 |
|  Gilead Sciences, Inc. | 64046 | 9091330 |
|  Halozyme Therapeutics, Inc. (a) | 33800 | 2423798 |
|  IDEXX Laboratories, Inc. (a) | 2819 | 1890027 |
|  Insulet Corp. (a) | 2500 | 639525 |
|  Intuitive Surgical, Inc. (a) | 12160 | 6131315 |
|  Merck & Co., Inc. | 85135 | 9387836 |
|  Mettler-Toledo International, Inc. (a) | 660 | 906338 |
|  Pfizer, Inc. | 160470 | 4242827 |
|  Quest Diagnostics, Inc. | 3715 | 694816 |
|  ResMed, Inc. | 5126 | 1324097 |
|  STERIS PLC | 3600 | 945360 |
|  Stryker Corp. | 11968 | 4422894 |
|  Thermo Fisher Scientific, Inc. | 12968 | 7503414 |
|  Veeva Systems, Inc., Class A (a) | 5206 | 1061608 |
|  Vertex Pharmaceuticals, Inc. (a) | 8723 | 4098938 |
|  Waters Corp. (a) | 2083 | 772210 |
|  |  | 116228761 |

---

------

DOMINI IMPACT EQUITY FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| SECURITY | SHARES | VALUE |
| **Industrials – 5.6%** |  |  |
|  Air Lease Corp. | 157700 | $10192151 |
|  Array Technologies, Inc. (a) | 65200 | 738390 |
|  Broadridge Financial Solutions, Inc. | 4100 | 808151 |
|  Carrier Global Corp. | 27000 | 1608660 |
|  Caterpillar, Inc. | 16120 | 10596643 |
|  Cintas Corp. | 11172 | 2138209 |
|  Comfort Systems USA, Inc. | 1227 | 1401357 |
|  Copart, Inc. (a) | 30300 | 1229574 |
|  Deere & Co. | 8665 | 4575120 |
|  Emerson Electric Co. | 19026 | 2796061 |
|  Equifax, Inc. | 4300 | 866020 |
|  Fastenal Co. | 39516 | 1713414 |
|  Hubbell, Inc. | 1720 | 839257 |
|  Illinois Tool Works, Inc. | 9392 | 2453754 |
|  Ingersoll Rand, Inc. | 13669 | 1176764 |
|  Old Dominion Freight Line, Inc. | 6400 | 1108480 |
|  Otis Worldwide Corp. | 12900 | 1101918 |
|  Quanta Services, Inc. | 5100 | 2420613 |
|  Rockwell Automation, Inc. | 3892 | 1641062 |
|  Snap-on, Inc. | 1700 | 622387 |
|  Thomson Reuters Corp. | 4600 | 508898 |
|  Trane Technologies PLC | 7527 | 3165705 |
|  United Rentals, Inc. | 2179 | 1704109 |
|  Veralto Corp. | 8138 | 805499 |
|  Vertiv Holdings Co., Class A | 19500 | 3630510 |
|  Westinghouse Air Brake Technologies Corp. | 5991 | 1378769 |
|  WW Grainger, Inc. | 1450 | 1565913 |
|  Xylem, Inc. | 8500 | 1171895 |
|  |  | 63959283 |
| **Information Technology – 36.2%** |  |  |
|  Accenture PLC, Class A | 21400 | 5641896 |
|  Adobe, Inc. (a) | 14304 | 4194648 |
|  Advanced Micro Devices, Inc. (a) | 55650 | 13174024 |
|  Analog Devices, Inc. | 17011 | 5288380 |
|  Apple, Inc. | 283896 | 73665334 |
|  Applied Materials, Inc. | 27302 | 8799981 |
|  AppLovin Corp., Class A (a) | 8640 | 4087670 |
|  Arista Networks, Inc. (a) | 36000 | 5102640 |
|  Autodesk, Inc. (a) | 7347 | 1857836 |
|  Broadcom, Inc. | 110800 | 36708040 |
|  Cadence Design Systems, Inc. (a) | 9384 | 2781042 |
|  Cisco Systems, Inc. | 122591 | 9601327 |
|  Cloudflare, Inc., Class A (a) | 10200 | 1808970 |
|  Crowdstrike Holdings, Inc., Class A (a) | 8460 | 3734286 |
|  Datadog, Inc., Class A (a) | 11200 | 1448384 |
|  Fair Isaac Corp. (a) | 800 | 1170536 |
|  First Solar, Inc. (a) | 5700 | 1285464 |
|  Hewlett Packard Enterprise Co. | 46600 | 1002832 |
|  Intel Corp. (a) | 21379 | 993482 |
|  International Business Machines Corp. | 32046 | 9828508 |
|  Intuit, Inc. | 9322 | 4650932 |
|  Marvell Technology, Inc. | 29175 | 2302491 |
|  Micron Technology, Inc. | 56800 | 23565184 |
|  Microsoft Corp. | 145161 | 62461327 |
|  NetApp, Inc. | 6708 | 646316 |
|  NVIDIA Corp. | 455780 | 87113231 |
|  Oracle Corp. | 4160 | 684653 |
|  Palo Alto Networks, Inc. (a) | 24050 | 4256129 |
|  QUALCOMM, Inc. | 37000 | 5608830 |

---

------

DOMINI IMPACT EQUITY FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| SECURITY | SHARES | VALUE |
| **Information Technology** (Continued) |  |  |
|  Roper Technologies, Inc. | 3857 | $1431834 |
|  Salesforce, Inc. | 31734 | 6736811 |
|  ServiceNow, Inc. (a) | 35510 | 4155025 |
|  Shopify, Inc., Class A (a) | 38000 | 4986740 |
|  Super Micro Computer, Inc. (a) | 44500 | 1295395 |
|  Synopsys, Inc. (a) | 6363 | 2959527 |
|  Texas Instruments, Inc. | 31152 | 6714814 |
|  VeriSign, Inc. | 8160 | 1992917 |
|  Zoom Communications, Inc., Class A (a) | 8731 | 804125 |
|  |  | 414541561 |
| **Materials – 3.9%** |  |  |
|  B2Gold Corp. | 1676400 | 8214360 |
|  CRH PLC | 22700 | 2778707 |
|  Ecolab, Inc. | 8848 | 2495047 |
|  Freeport-McMoRan, Inc. | 49700 | 2993431 |
|  International Paper Co. | 17700 | 713664 |
|  Linde PLC | 16010 | 7316090 |
|  Nucor Corp. | 7792 | 1384794 |
|  PPG Industries, Inc. | 7642 | 883644 |
|  Royal Gold, Inc. | 47100 | 12401901 |
|  Sherwin-Williams Co. (The) | 7892 | 2798819 |
|  Smurfit WestRock PLC | 17585 | 732064 |
|  Steel Dynamics, Inc. | 4800 | 861936 |
|  Vulcan Materials Co. | 4644 | 1395708 |
|  |  | 44970165 |
| **Real Estate – 4.9%** |  |  |
|  American Tower Corp. | 15909 | 2852166 |
|  Digital Realty Trust, Inc. | 11992 | 1990072 |
|  Equinix, Inc. | 2491 | 2044937 |
|  NNN REIT, Inc. | 278500 | 11605095 |
|  Omega Healthcare Investors, Inc. | 256700 | 11263996 |
|  Prologis, Inc. | 31522 | 4115512 |
|  Public Storage | 5397 | 1490597 |
|  SBA Communications Corp. | 3607 | 664085 |
|  Simon Property Group, Inc. | 10800 | 2066148 |
|  Ventas, Inc. | 24463 | 1900041 |
|  Welltower, Inc. | 23600 | 4445296 |
|  WP Carey, Inc. | 170300 | 11878425 |
|  |  | 56316370 |
| **Utilities – 0.3%** |  |  |
|  Consolidated Edison, Inc. | 12761 | 1360705 |
|  Eversource Energy | 13658 | 944178 |
|  Fortis, Inc. | 17500 | 933275 |
|  |  | 3238158 |
| **Total Investments – 100.0%** (Cost $565,422,668) |  | 1143682151 |
| **Other Liabilities, less assets – (0.0)% \*** |  | (205100) |
| **Net Assets – 100.0%** |  | $1143477051 |

---

\* Amount is less than 0.05%.

(a) Non-income producing security.

#### Abbreviations
ADR — American Depositary Receipt

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI SUSTAINABLE SOLUTIONS FUND

PORTFOLIO OF INVESTMENTS

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| SECURITY | SHARES | VALUE |
| **Long Term Investments – 98.8%** |  |  |
| **Common Stocks – 98.8%** |  |  |
| **Communication Services – 2.5%** |  |  |
|  New York Times Co. (The), Class A | 15621 | $1145175 |
|  |  | 1145175 |
| **Consumer Discretionary – 4.1%** |  |  |
|  Levi Strauss & Co., Class A | 40027 | 795737 |
|  MercadoLibre, Inc. (a) | 498 | 1069599 |
|  |  | 1865336 |
| **Financials – 15.4%** |  |  |
|  CaixaBank SA | 102230 | 1349454 |
|  DNB Bank ASA | 28587 | 819685 |
|  Federal Agricultural Mortgage Corp., Class C | 4223 | 714954 |
|  Fiserv, Inc. (a) | 8737 | 556809 |
|  Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1992 | 1207304 |
|  Resona Holdings, Inc. | 152362 | 1776560 |
|  Wise PLC, Class A (a) | 44382 | 572427 |
|  |  | 6997193 |
| **Health Care – 15.5%** |  |  |
|  GE HealthCare Technologies, Inc. | 12322 | 973068 |
|  GSK PLC | 41787 | 1080681 |
|  Haleon PLC | 175293 | 916765 |
|  Hologic, Inc. (a) | 12433 | 931605 |
|  Intuitive Surgical, Inc. (a) | 1565 | 789104 |
|  Natera, Inc. (a) | 4605 | 1064400 |
|  Vertex Pharmaceuticals, Inc. (a) | 2756 | 1295044 |
|  |  | 7050667 |
| **Industrials – 29.0%** |  |  |
|  Acuity, Inc. | 2700 | 834948 |
|  Blue Bird Corp. (a) | 11293 | 568151 |
|  Brambles, Ltd. | 68300 | 1060201 |
|  Carlisle Cos., Inc. | 1955 | 666440 |
|  Comfort Systems USA, Inc. | 1035 | 1182074 |
|  Daifuku Co., Ltd. | 29900 | 1072608 |
|  Knorr-Bremse AG | 3869 | 450488 |
|  Metso OYJ | 53687 | 1049620 |
|  Mueller Water Products, Inc., Class A | 27891 | 755009 |
|  Prysmian SpA | 11980 | 1418950 |
|  Quanta Services, Inc. | 2461 | 1168064 |
|  Schneider Electric SE | 3576 | 1025246 |
|  Veralto Corp. | 9228 | 913387 |
|  Xylem, Inc. | 7562 | 1042573 |
|  |  | 13207759 |
| **Information Technology – 23.1%** |  |  |
|  ASML Holding NV, Class G | 867 | 1233741 |
|  Autodesk, Inc. (a) | 2646 | 669094 |
|  Ciena Corp. (a) | 5476 | 1378911 |
|  Corning, Inc. | 11375 | 1174469 |
|  Crowdstrike Holdings, Inc., Class A (a) | 1960 | 865154 |
|  First Solar, Inc. (a) | 3610 | 814127 |
|  Flex, Ltd. (a) | 17766 | 1119969 |
|  International Business Machines Corp. | 3337 | 1023458 |
|  Palo Alto Networks, Inc. (a) | 6708 | 1187115 |

---

------

DOMINI SUSTAINABLE SOLUTIONS FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| SECURITY | SHARES | VALUE |
| **Information Technology** (Continued) |  |  |
|  Sage Group PLC (The) | 43487 | $570254 |
|  Shopify, Inc., Class A (a) | 3476 | 456155 |
|  |  | 10492447 |
| **Materials – 2.5%** |  |  |
|  CRH PLC | 9099 | 1113809 |
|  |  | 1113809 |
| **Real Estate – 1.9%** |  |  |
|  Ventas, Inc. | 11334 | 880312 |
|  |  | 880312 |
| **Utilities – 4.8%** |  |  |
|  SSE PLC | 38648 | 1284561 |
|  Terna - Rete Elettrica Nazionale | 82587 | 894939 |
|  |  | 2179500 |
| **Total Investments – 98.8%** (Cost $31,090,754) |  | 44932198 |
| **Other Assets, less liabilities – 1.2%** |  | 564014 |
| **Net Assets – 100.0%** |  | $45496212 |

---

(a) Non-income producing security.

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

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;**Portfolio Holdings by Country** | **(% Of Net**<br> **Assets)<br>(Unaudited)** | **Portfolio Holdings by Country** | **(% Of Net**<br> **Assets)<br>(Unaudited)** |
| &nbsp;&nbsp;&nbsp;United States | 63.0% | Brazil | 2.4% |
| &nbsp;&nbsp;&nbsp;Japan | 6.3% | Australia | 2.3% |
| &nbsp;&nbsp;&nbsp;United Kingdom | 5.3% | Finland | 2.3% |
| &nbsp;&nbsp;&nbsp;Italy | 5.1% | Norway | 1.8% |
| &nbsp;&nbsp;&nbsp;Germany | 3.6% | Canada | 1.0% |
| &nbsp;&nbsp;&nbsp;Spain | 3.0% | Other Assets, less liabilities | 1.2% |
| &nbsp;&nbsp;&nbsp;Netherlands | 2.7% | Total | 100.0% |

---

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

January 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| COUNTRY/SECURITY<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INDUSTRY | SHARES | VALUE |
| **Long Term Investments – 99.0%** |  |  |  |
| **Common Stocks – 99.0%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Australia – 4.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Computershare, Ltd.  | Commercial & Professional Services | 112400 | $2552667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortescue, Ltd.  | Materials | 1591330 | 23043834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Liontown, Ltd. (b)  | Materials | 1163600 | 1477215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pro Medicus, Ltd.  | Health Care Equipment & Services | 12302 | 1572728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; QBE Insurance Group, Ltd.  | Insurance | 875700 | 12002146 |
|  |  |  | 40648590 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Austria – 0.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; voestalpine AG  | Materials | 94400 | 4482630 |
|  |  |  | 4482630 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Belgium – 2.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; D'ieteren Group  | Consumer Discretionary Distribution & Retail | 6000 | 1366670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UCB SA  | Pharmaceuticals, Biotechnology & Life Sciences | 58700 | 17887384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Umicore SA  | Materials | 146400 | 3480261 |
|  |  |  | 22734315 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Brazil – 0.0% \**** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco do Brasil SA  | Banks | 838 | 4016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Klabin SA  | Materials | 6203 | 4538 |
|  |  |  | 8554 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***China – 1.0%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China Life Insurance Co., Ltd., Class H  | Insurance | 1328000 | 5909915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lenovo Group, Ltd.  | Technology Hardware & Equipment | 1970900 | 2220640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SITC International Holdings Co., Ltd.  | Transportation | 501600 | 1873061 |
|  |  |  | 10003616 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Côte d'Ivoire (Ivory Coast) – 0.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Endeavour Mining PLC  | Materials | 74400 | 4234716 |
|  |  |  | 4234716 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Denmark – 0.0%\**** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk A/S, Class B  | Pharmaceuticals, Biotechnology & Life Sciences | 358 | 21258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vestas Wind Systems A/S  | Capital Goods | 290 | 8790 |
|  |  |  | 30048 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***France – 8.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amundi SA  | Financial Services | 13200 | 1173600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA  | Banks | 206459 | 22324911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carrefour SA  | Consumer Staples Distribution & Retail | 381 | 6241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Covivio SA  | Equity Real Estate Investment Trusts (REITs) | 9000 | 574973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA  | Banks | 315500 | 6832601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forvia SE (b)  | Automobiles & Components | 235000 | 3836944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gecina SA  | Equity Real Estate Investment Trusts (REITs) | 19500 | 1791099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ipsen SA  | Pharmaceuticals, Biotechnology & Life Sciences | 23300 | 3806410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kering SA  | Consumer Durables & Apparel | 18 | 5619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Klepierre SA  | Equity Real Estate Investment Trusts (REITs) | 301400 | 11610946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Legrand SA  | Capital Goods | 20600 | 3288951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Societe Generale SA  | Banks | 193400 | 16947533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unibail-Rodamco-Westfield (b)  | Equity Real Estate Investment Trusts (REITs) | 95115 | 10516382 |
|  |  |  | 82716210 |

---

------

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| COUNTRY/SECURITY<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INDUSTRY | SHARES | VALUE |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Germany – 11.0%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; adidas AG  | Consumer Durables & Apparel | 33 | $5851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aroundtown SA (b)  | Real Estate Management & Development | 146900 | 466810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG  | Telecommunication Services | 569577 | 19114009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Evonik Industries AG  | Materials | 268 | 4151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GEA Group AG  | Capital Goods | 135900 | 9717234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KION Group AG  | Capital Goods | 21200 | 1497458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group AG  | Automobiles & Components | 259000 | 17701150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SAP SE  | Software & Services | 13600 | 2716850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Scout24 SE  | Media & Entertainment | 29500 | 2937055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens AG  | Capital Goods | 98200 | 29688817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens Energy AG (b)  | Capital Goods | 93928 | 16003454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Talanx AG  | Insurance | 54200 | 6836282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vonovia SE  | Real Estate Management & Development | 87400 | 2559008 |
|  |  |  | 109248129 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Hong Kong – 2.0%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cathay Pacific Airways, Ltd.  | Transportation | 3360400 | 5268821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Exchanges & Clearing, Ltd.  | Financial Services | 153600 | 8468133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific, Ltd., Class A  | Capital Goods | 564600 | 5448327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Techtronic Industries Co., Ltd.  | Capital Goods | 61300 | 836837 |
|  |  |  | 20022118 |
| &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 | 2142469 |
|  |  |  | 2142469 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***India – 0.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dr. Reddy's Laboratories, Ltd.  | Pharmaceuticals, Biotechnology & Life Sciences | 1250 | 16473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TVS Motor Co., Ltd.  | Automobiles & Components | 23600 | 945359 |
|  |  |  | 961832 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Ireland – 1.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AerCap Holdings NV  | Capital Goods | 92756 | 13325327 |
|  |  |  | 13325327 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Israel – 0.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tower Semiconductor, Ltd. (b)  | Semiconductors & Semiconductor Equipment | 36300 | 4935015 |
|  |  |  | 4935015 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Italy – 2.8%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hera SpA  | Utilities | 1295400 | 6410551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UniCredit SpA  | Banks | 111600 | 9725497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unipol Assicurazioni SpA  | Insurance | 541645 | 12063388 |
|  |  |  | 28199436 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Japan – 20.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advantest Corp.  | Semiconductors & Semiconductor Equipment | 72600 | 12007058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aisin Corp.  | Automobiles & Components | 752300 | 13477455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alps Alpine Co., Ltd.  | Technology Hardware & Equipment | 93500 | 1224653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asahi Intecc Co., Ltd.  | Health Care Equipment & Services | 346100 | 5769542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brother Industries, Ltd.  | Technology Hardware & Equipment | 44500 | 907248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Central Japan Railway Co.  | Transportation | 400 | 11159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Bottlers Japan Holdings, Inc.  | Food, Beverage & Tobacco | 157400 | 3511071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Printing Co., Ltd.  | Commercial & Professional Services | 800 | 14354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eisai Co., Ltd.  | Pharmaceuticals, Biotechnology & Life Sciences | 150 | 4182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FANUC Corp.  | Capital Goods | 67800 | 2722480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fast Retailing Co., Ltd.  | Consumer Discretionary Distribution & Retail | 7800 | 2975956 |

---

------

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| COUNTRY/SECURITY<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INDUSTRY | SHARES | VALUE |
| &nbsp;&nbsp;&nbsp;&nbsp; **Japan** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Food & Life Cos., Ltd.  | Consumer Services | 52800 | $2884462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fujikura, Ltd.  | Capital Goods | 37200 | 4675553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hakuhodo DY Holdings, Inc.  | Media & Entertainment | 106900 | 798754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hoya Corp.  | Health Care Equipment & Services | 43600 | 7314154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kakaku.com, Inc.  | Media & Entertainment | 160800 | 2194625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kobe Bussan Co., Ltd.  | Consumer Staples Distribution & Retail | 358200 | 8754221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Konica Minolta, Inc.  | Technology Hardware & Equipment | 733200 | 3209392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kose Holdings Corp.  | Household & Personal Products | 100 | 3568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lasertec Corp.  | Semiconductors & Semiconductor Equipment | 34800 | 7994861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Makita Corp.  | Capital Goods | 359800 | 12501446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MatsukiyoCocokara & Co.  | Consumer Staples Distribution & Retail | 250400 | 4009377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Medipal Holdings Corp.  | Health Care Equipment & Services | 31900 | 578167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MISUMI Group, Inc.  | Capital Goods | 83400 | 1378626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Estate Co., Ltd.  | Real Estate Management & Development | 520 | 13253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nintendo Co., Ltd.  | Media & Entertainment | 80100 | 4960233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nippon Shinyaku Co., Ltd.  | Pharmaceuticals, Biotechnology & Life Sciences | 53900 | 1799176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc.  | Financial Services | 2229300 | 20202668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NSK, Ltd.  | Capital Goods | 1114400 | 7750153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recruit Holdings Co., Ltd.  | Commercial & Professional Services | 352300 | 18556966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rohm Co., Ltd.  | Semiconductors & Semiconductor Equipment | 116000 | 2031363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Santen Pharmaceutical Co., Ltd.  | Pharmaceuticals, Biotechnology & Life Sciences | 88800 | 998967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Seiko Epson Corp.  | Technology Hardware & Equipment | 243000 | 3126852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sompo Holdings, Inc.  | Insurance | 436300 | 15045592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sony Financial Group, Inc. (b)  | Financial Services Consumer Durables & | 850 | 854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp.  | Apparel | 850 | 18741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Realty & Development Co., Ltd.  | Real Estate Management & Development | 649100 | 18075475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOPPAN Holdings, Inc.  | Commercial & Professional Services | 540 | 16680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trend Micro, Inc.  | Software & Services | 174200 | 6833506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unicharm Corp.  | Household & Personal Products | 652200 | 3958883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Yamaha Corp.  | Consumer Durables & Apparel | 244500 | 1777140 |
|  |  |  | 204088866 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Mexico – 0.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gruma SAB de CV, Class B  | Food, Beverage & Tobacco | 241300 | 4348675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grupo Bimbo SAB de CV, Series A  | Food, Beverage & Tobacco | 1174 | 4080 |
|  |  |  | 4352755 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Netherlands – 5.0%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABN AMRO Bank NV  | Banks | 423200 | 15592061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Argenx SE ADR (b)  | Pharmaceuticals, Biotechnology & Life Sciences | 7810 | 6564305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV  | Semiconductors & Semiconductor Equipment | 7244 | 10387209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold Delhaize NV  | Consumer Staples Distribution & Retail | 78764 | 3079684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Magnum Ice Cream Co. NV (The) (b)  | Food, Beverage & Tobacco | 47 | 834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NN Group NV  | Insurance | 177300 | 14054074 |
|  |  |  | 49678167 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Nigeria – 0.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Airtel Africa PLC  | Telecommunication Services | 396900 | 1730496 |
|  |  |  | 1730496 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Norway – 0.7%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norsk Hydro ASA  | Materials | 931 | 8265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Orkla ASA  | Food, Beverage & Tobacco | 585940 | 6971724 |
|  |  |  | 6979989 |

---

------

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| COUNTRY/SECURITY<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INDUSTRY | SHARES | VALUE |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Singapore – 3.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings, Ltd.  | Banks | 476300 | $22139545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oversea-Chinese Banking Corp., Ltd.  | Banks | 224100 | 3740126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore Exchange, Ltd.  | Financial Services | 487900 | 6760393 |
|  |  |  | 32640064 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***South Korea – 0.9%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DB Insurance Co., Ltd.  | Insurance | 40300 | 3978797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrial Bank of Korea  | Banks | 76200 | 1170730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; LG Electronics, Inc.  | Consumer Durables & Apparel | 11800 | 809052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Woori Financial Group, Inc.  | Banks | 143600 | 3003948 |
|  |  |  | 8962527 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Spain – 2.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA  | Banks | 1712568 | 21866176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corp. ACCIONA Energias Renovables SA  | Utilities | 210 | 5316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mapfre SA  | Insurance | 789400 | 3612085 |
|  |  |  | 25483577 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Sweden – 4.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Essity AB, Class B  | Household & Personal Products | 318 | 9416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; H & M Hennes & Mauritz AB, B Shares  | Consumer Discretionary Distribution & Retail | 484 | 9692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB, B Shares  | Capital Goods | 162000 | 827590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrivarden AB, C Shares  | Financial Services | 71300 | 3569569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sandvik AB  | Capital Goods | 183600 | 7249693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Skanska AB, B Shares  | Capital Goods | 245100 | 7444223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swedish Orphan Biovitrum AB (b)  | Pharmaceuticals, Biotechnology & Life Sciences | 42700 | 1621547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM Ericsson, Class B  | Technology Hardware & Equipment | 1839900 | 19926417 |
|  |  |  | 40658147 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Switzerland – 6.8%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABB, Ltd.  | Capital Goods | 239400 | 20611867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accelleron Industries AG  | Capital Goods | 39600 | 3793164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere Richemont SA, Class A  | Consumer Durables & Apparel | 113600 | 22050843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Galderma Group AG  | Pharmaceuticals, Biotechnology & Life Sciences | 35600 | 6635802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Logitech International SA  | Technology Hardware & Equipment | 110600 | 9528422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sonova Holding AG  | Health Care Equipment & Services | 13800 | 3776829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Temenos AG  | Software & Services | 13700 | 1210722 |
|  |  |  | 67607649 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Taiwan – 1.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accton Technology Corp.  | Technology Hardware & Equipment | 113400 | 3964831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asustek Computer, Inc.  | Technology Hardware & Equipment | 132900 | 2087829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Delta Electronics, Inc.  | Technology Hardware & Equipment | 64000 | 2442388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Evergreen Marine Corp. Taiwan, Ltd.  | Transportation | 637500 | 3765199 |
|  |  |  | 12260247 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Thailand – 0.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TMBThanachart Bank PCL  | Banks | 49450500 | 3143207 |
|  |  |  | 3143207 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***United Kingdom – 11.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3i Group PLC  | Financial Services | 366291 | 16827086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC  | Pharmaceuticals, Biotechnology & Life Sciences | 4000 | 745256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC  | Banks | 2347900 | 15670046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Burberry Group PLC (b)  | Consumer Durables & Apparel | 312 | 4714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Halma PLC  | Technology Hardware & Equipment | 92000 | 4468309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; InterContinental Hotels Group PLC  | Consumer Services | 133192 | 17994266 |

---

------

DOMINI IMPACT INTERNATIONAL EQUITY FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| COUNTRY/SECURITY<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INDUSTRY | SHARES | VALUE |
| &nbsp;&nbsp;&nbsp;&nbsp; **United Kingdom** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; J Sainsbury PLC  | Consumer Staples Distribution & Retail | 2139260 | $9373622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kingfisher PLC  | Consumer Discretionary Distribution & Retail | 1713 | 7894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC  | Utilities | 165900 | 2818566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Next PLC  | Consumer Discretionary Distribution & Retail | 44600 | 8097525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RELX PLC  | Commercial & Professional Services | 61300 | 2173209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sage Group PLC (The)  | Software & Services | 974800 | 12782748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC  | Household & Personal Products | 210 | 14286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC  | Telecommunication Services | 16011971 | 23581258 |
|  |  |  | 114558785 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***United States – 7.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSK PLC  | Pharmaceuticals, Biotechnology & Life Sciences | 606227 | 15678036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novartis AG  | Pharmaceuticals, Biotechnology & Life Sciences | 251553 | 37322862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sanofi SA  | Pharmaceuticals, Biotechnology & Life Sciences | 193700 | 18270489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock PLC  | Materials | 119 | 4939 |
|  |  |  | 71276326 |
| **Total Investments – 99.0%** (Cost $712,241,967) | **Total Investments – 99.0%** (Cost $712,241,967) |  | 987113807 |
| **Other Assets, less liabilities – 1.0%** |  |  | 9846514 |
| **Net Assets – 100.0%** |  |  | $996960321 |

---

\* 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.

ADR — American Depositary Receipt

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

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| Security | Principal<br>Amount^ | Value |
| **Long Term Investments – 102.4%** |  |  |
| **Mortgage Backed Securities – 32.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Agency Collateralized Mortgage Obligations – 8.6%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Angel Oak Mortgage Trust, Series 2022-5, Class A1, 4.500%, 5/25/67 (a)(b) | 1277737 | $1273186 |
| &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)(c) | 427288 | 422934 |
| &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)(b) | 159287 | 159552 |
| &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 3806, Class L, 3.500%, 2/15/26 | 782 | 781 |
| &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 | 131872 | 122254 |
| &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 | 25518 | 25379 |
| &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 | 1021958 | 827167 |
| &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 | 162229 | 156513 |
| &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 | 794277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association Connecticut Avenue Securities, Series 2021-R01, Class 1B1, 6.797%, (1 Month USD SOFR + 3.100%), 10/25/41 (a)(c) | 510000 | 517808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Multiclass Certificates, Series 2021-P011, Class X1, 1.748%, 9/25/45 (c)(d) | 2051158 | 218883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Certificates, Series 2021-ML12, Class X, 1.227%, 7/25/41 (c)(d) | 1146860 | 100178 |
| &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, 0.633%, 11/25/29 (c)(d) | 8639921 | 181165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K111, Class X1, 1.563%, 5/25/30 (c)(d) | 1419073 | 79874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K112, Class X1, 1.426%, 5/25/30 (c)(d) | 1473096 | 75304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K113, Class X1, 1.370%, 6/25/30 (c)(d) | 2494709 | 122898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K114, Class X1, 1.110%, 6/25/30 (c)(d) | 2314839 | 95382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K119, Class X1, 0.919%, 9/25/30 (c)(d) | 4867240 | 171570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K121, Class X1, 1.013%, 10/25/30 (c)(d) | 642057 | 24588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K122, Class X1, 0.867%, 11/25/30 (c)(d) | 355517 | 12240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K124, Class X1, 0.714%, 12/25/30 (c)(d) | 1452857 | 42460 |
| &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 (c) | 3270526 | 3300342 |
| &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 (c) | 1500000 | 1575626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K740, Class X1, 0.722%, 9/25/27 (c)(d) | 1239875 | 11777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KG03, Class X1, 1.362%, 6/25/30 (c)(d) | 3113150 | 149519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KG04, Class X1, 0.841%, 11/25/30 (c)(d) | 2379913 | 77527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KG05, Class X1, 0.310%, 1/25/31 (c)(d) | 2459506 | 31643 |
| &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 (c)(d) | 2291718 | 56576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KSG1, Class X1, 1.135%, 9/25/30 (c)(d) | 3954597 | 163654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series Q014, Class X, 2.770%, 10/25/55 (c)(d) | 1904869 | 274294 |
| &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)(c) | 155000 | 154500 |
| &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)(c) | 136000 | 135361 |
| &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, 3.948%, 9/25/49 (a)(c) | 85000 | 84440 |
| &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, 3.948%, 9/25/49 (a)(c) | 100000 | 98761 |
| &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)(c) | 90000 | 89038 |
| &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)(c) | 40000 | 39212 |
| &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)(c) | 220000 | 216786 |
| &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)(c) | 65000 | 63932 |
| &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)(c) | 67000 | 59155 |
| &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)(c) | 1070000 | 1062518 |
| &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)(c) | 550000 | 543688 |
| &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, 4.107%, 10/25/31 (a)(c) | 461000 | 422910 |
| &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)(c) | 700000 | 666955 |
| &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, 3.458%, 12/25/51 (a)(c) | 525000 | 497112 |
| &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, 3.915%, 8/25/52 (a)(c) | 500000 | 491552 |
| &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, 3.915%, 8/25/52 (a)(c) | 307000 | 298516 |
| &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)(c) | 204000 | 196906 |
| &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, 3.645%, 10/25/52 (a)(c) | 565000 | 543776 |
| &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)(c) | 520000 | 501314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GCAT Trust, Series 2021-CM2, Class A1, 2.352%, 8/25/66 (a)(c) | 157853 | 151056 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| Security | Principal<br>Amount^ | Value |
| **Agency Collateralized Mortgage Obligations** (Continued) |  |  |
| &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 | 401267 | $278220 |
| &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 | 1107315 |
| &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 | 663179 | 461597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Residential Mortgage Loan Trust, Series 2025-SPL1, Class A1, 4.250%, 2/25/65 (a)(c) | 478471 | 471427 |
| &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)(b) | 548392 | 549327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; X-Caliber Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-VFN1, Class A, 6.674%, (1 Month USD SOFR CME + 2.975%), 6/17/30 (a)(c) | 1050000 | 1051177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-HPL, Class A, 6.800%, (1 Month USD SOFR CME + 3.150%), 12/6/28 (a)(c). | 650000 | 650000 |
|  |  | 21951902 |
| **Commercial Mortgage-Backed Securities – 4.6%** |  |  |
| &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 | 789039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280 Park Avenue Mortgage Trust, Series 2017-280P, Class E, 6.092%, (1 Month USD SOFR CME + 2.419%), 9/15/34 (a)(c) | 228000 | 226132 |
| &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 | 56938 | 56524 |
| &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, 0.880%, 5/15/62 (c)(d) | 2073898 | 53249 |
| &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 (c)(d) | 5401355 | 117703 |
| &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 (c)(d) | 1852465 | 119902 |
| &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, 1.221%, 3/15/62 (c)(d) | 1903834 | 60566 |
| &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, 1.737%, 7/15/53 (c)(d) | 407400 | 20202 |
| &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, 1.489%, 1/15/54 (c)(d) | 868348 | 51013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BWAY Mortgage Trust, Series 2013-1515, Class A2, 3.454%, 3/10/33 (a) | 938491 | 906709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2024-VLT5, Class A, 5.591%, 11/13/46 (a)(c) | 1000000 | 1019734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DBJPM Mortgage Trust, Series 2020-C9, Class XA, 1.589%, 9/15/53 (c)(d) | 506019 | 20987 |
| &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)(c) | 732000 | 748529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grace Trust, Series 2020-GRCE, Class A, 2.347%, 12/10/40 (a) | 925000 | 831108 |
| &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 | 906870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JP Morgan Chase Commercial Mortgage Securities Corp., Series 2022-OPO, Class A, 3.024%, 1/5/39 (a) | 1750000 | 1591721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MAD Commercial Mortgage Trust, Series 11MD, Class B, 5.265%, 10/15/42 (a)(c) | 340000 | 342465 |
| &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 | 398674 |
| &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 | 746582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STWD Mortgage Trust, Series 2021-LIH, Class E, 6.698%, (1 Month USD SOFR CME + 3.017%), 11/15/36 (a)(c) | 955000 | 954367 |
| &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 | 1468955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TEXAS Commercial Mortgage Trust, Series 2025-TWR, Class B, 5.273%, (1 Month USD SOFR CME + 1.593%), 4/15/42 (a)(c) | 385000 | 385798 |
|  |  | 11816829 |
| **Federal Home Loan Mortgage Corporation – 4.6%** |  |  |
| &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 | 3617 | 3581 |
| &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 | 8769 | 8679 |
| &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 | 6926 | 6887 |
| &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 | 16252 | 15078 |
| &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 | 138044 | 127223 |
| &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 | 52608 | 52057 |
| &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 | 281675 | 264622 |
| &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 | 29808 | 29672 |
| &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 | 14931 | 14758 |
| &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 | 29403 | 29062 |
| &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 | 26342 | 26069 |
| &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 | 13240 | 13076 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 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; 4.000%, 10/1/40 | 45029 | $44397 |
| &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 | 38843 | 38290 |
| &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 | 7114 | 7016 |
| &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 | 5217 | 5149 |
| &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 | 19072 | 18801 |
| &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 | 3538 | 3478 |
| &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 | 33109 | 33348 |
| &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 | 48398 | 48737 |
| &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 | 37680 | 37944 |
| &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 | 67919 | 68395 |
| &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 | 10087 | 10145 |
| &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 | 20806 | 20927 |
| &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 | 1109529 | 1095877 |
| &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 | 6229 | 6335 |
| &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 | 2350 | 2393 |
| &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 | 6616 | 6778 |
| &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 | 47378 | 48537 |
| &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 | 7796 | 7932 |
| &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 | 28854 | 29578 |
| &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 | 24877 | 25550 |
| &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 | 19566 | 20095 |
| &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 | 30238 | 31588 |
| &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 | 46004 | 47896 |
| &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 | 1980878 | 2015884 |
| &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 | 2004822 | 2039424 |
| &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 | 5224 | 5505 |
| &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 | 23955 | 25246 |
| &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 | 2712214 | 2793677 |
| &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 | 2476455 | 2545241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.371%, (1-year RFUCCT + 1.622%), 10/1/43 (c) | 21249 | 21990 |
|  |  | 11696917 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Federal National Mortgage Association – 10.9%*** |  |  |
| &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 | 12685 | 12490 |
| &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 | 17426 | 17127 |
| &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 | 3808865 | 3148826 |
| &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 | 3563102 | 2954240 |
| &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 | 17002 | 16272 |
| &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 | 7246 | 7010 |
| &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 | 62071 | 55670 |
| &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 | 92709 | 81680 |
| &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 | 4517789 | 3852284 |
| &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 | 2446209 | 2112946 |
| &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 | 20780 | 18842 |
| &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 | 406148 | 369169 |
| &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 | 510109 | 464647 |
| &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 | 199424 | 181164 |
| &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 | 2261942 | 2011179 |
| &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 | 3882133 | 3515579 |
| &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 | 2483 | 2449 |
| &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 | 42775 | 42176 |
| &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 | 25124 | 24787 |
| &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 | 36915 | 36089 |
| &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 | 370601 | 353510 |
| &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 | 277557 | 262234 |
| &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 | 152004 | 142693 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| Security | Principal<br>Amount^ | Value |
| **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; 4.000%, 11/1/30 | 4073 | $4065 |
| &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 | 35467 | 35259 |
| &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 | 10545 | 10472 |
| &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 | 15492 | 15302 |
| &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 | 9758 | 9630 |
| &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 | 13493 | 13322 |
| &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 | 126394 | 124631 |
| &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 | 12857 | 12686 |
| &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 | 29210 | 28803 |
| &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 | 5084 | 5008 |
| &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 | 67780 | 66779 |
| &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 | 9085 | 8952 |
| &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 | 9818 | 9668 |
| &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 | 7377 | 7270 |
| &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 | 24357 | 23987 |
| &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 | 24771 | 24370 |
| &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 | 1803802 | 1748262 |
| &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 | 9433 | 9488 |
| &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 | 5057 | 5043 |
| &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 | 22912 | 23046 |
| &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 | 32740 | 32931 |
| &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 | 13211 | 13288 |
| &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 | 17272 | 17369 |
| &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 | 35210 | 35398 |
| &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 | 11849 | 11906 |
| &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 | 25022 | 25112 |
| &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 | 1375 | 1410 |
| &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 | 19589 | 20116 |
| &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 | 9969 | 10217 |
| &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 | 72742 | 76808 |
| &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 | 23647 | 24971 |
| &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 | 5760 | 5983 |
| &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 | 13710 | 14479 |
| &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%, 2/1/41 (e) | 1100000 | 1016457 |
| &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%, 2/1/56 (e) | 3200000 | 2596818 |
| &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%, 2/1/56 (e) | 1125000 | 955108 |
| &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%, 2/1/56 (e) | 1400000 | 1337231 |
|  |  | 28064708 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Government National Mortgage Association – 3.8%*** |  |  |
| &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 | 849782 | 864072 |
| &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%, 2/20/56 (e) | 2900000 | 2412613 |
| &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%, 2/20/56 (e) | 2200000 | 1905924 |
| &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%, 3/20/56 (e) | 3400000 | 3112764 |
| &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%, 2/20/56 (e) | 1600000 | 1562690 |
|  |  | 9858063 |
|  Total Mortgage Backed Securities<br>(Cost $86,861,485) |  | 83388419 |
| **Corporate Bonds and Notes – 31.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Basic Materials – 0.2%*** |  |  |
| &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 | 135267 |
| &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 | 139435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 2/15/33 (a) | 140000 | 166664 |
|  |  | 441366 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| Security | Principal<br>Amount^ | Value |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Communications – 2.5%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Africell Holding, Ltd., 10.500%, 10/23/29 (a) | 835000 | $839220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Axian Telecom Holding & Management PLC, 7.250%, 7/11/30 (a) | 855000 | 867454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., 4.500%, 6/1/33 (a) | 320000 | 280259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating Capital, 6.484%, 10/23/45 | 1325000 | 1248076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gen Digital, Inc., 6.250%, 4/1/33 (a) | 115000 | 115678 |
| &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 | 442587 |
| &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 | 416417 |
| &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 | 393799 |
| &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 | 942683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Telecom Argentina SA, 8.500%, 1/20/36 (a) | 545000 | 550450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC, 6.150%, 2/27/37 | 66000 | 72012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WULF Compute LLC, 7.750%, 10/15/30 (a) | 180000 | 187911 |
|  |  | 6356546 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Consumer, Cyclical – 0.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toll Brothers Finance Corp., 4.350%, 2/15/28 | 600000 | 603290 |
| &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 | 756390 |
| &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 | 321595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025, 5.184%, 8/1/30 | 125000 | 125534 |
|  |  | 1806809 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Consumer, Non-cyclical – 6.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advocate Health & Hospitals Corp., 2.211%, Series 2020, 6/15/30 | 325000 | 299635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ascension Health, 4.923%, Series 2025, 11/15/35 | 175000 | 175200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Benefis Health System, Inc., 5.582%, Series 2025, 2/15/35 | 625000 | 643381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beth Israel Lahey Health, Inc., 2.220%, Series L, 7/1/28 | 1400000 | 1325877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Block, Inc., 6.500%, 5/15/32 | 700000 | 727656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boston Medical Center Corp., 4.519%, 7/1/26 | 705000 | 705015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Conservation Fund A Nonprofit Corp. (The), 3.474%, Series 2019, 12/15/29 | 800000 | 767816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cornell University, 4.169%, Series 2025, 6/15/30 | 1035000 | 1038458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Darling Global Finance BV, 4.500%, 7/15/32 (a) | 100000 | 121131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Darling Ingredients, Inc., 6.000%, 6/15/30 (a) | 360000 | 365098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Genmab A/S/Genmab Finance LLC, 6.250%, 12/15/32 (a) | 200000 | 205147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grifols SA, 3.875%, 10/15/28 (f) | 165000 | 193791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Henry J Kaiser Family Foundation, 4.214%, Series 2025, 12/1/30 | 1280000 | 1282140 |
| &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, 2.657%, 10/1/26 (AG) | 100000 | 98860 |
| &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 | 678812 |
| &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 | 406878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; John D & Catherine T MacArthur Foundation, 1.299%, 12/1/30 | 1440000 | 1257535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Leland Stanford Junior University, 4.249%, 5/1/54 | 1200000 | 991791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lifespan Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 5/15/31 | 330000 | 331448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025, 5.050%, 2/15/30 (AG) | 465000 | 471999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PeaceHealth Obligated Group, 4.335%, 11/15/28 | 90000 | 90496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Picard Groupe SAS, 6.375%, 7/1/29 (f) | 100000 | 123574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rossini Sarl, 6.750%, 12/31/29 (f) | 205000 | 253865 |
| &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 | 309327 |
| &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 | 971943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stanford Health Care, 3.310%, Series 2020, 8/15/30 | 595000 | 574258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sutter Health, 5.537%, Series 2025, 8/15/35 | 390000 | 406603 |
| &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 | 973346 |
|  |  | 15791080 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| Security | Principal<br>Amount^ | Value |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Financial – 13.5%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Air Lease Corp., 3.625%, 12/1/27 | 500000 | $496166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AXA SA, 8.600%, 12/15/30 | 400000 | 469031 |
| &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 (c)(f) | 560000 | 645439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group PLC, 5.601%, (SOFR + 1.620%), 3/20/30 (a)(c) | 1240000 | 1289931 |
| &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 (c)(f) | 1000000 | 1225132 |
| &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)(c) | 1640000 | 1697071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boston Properties LP, 3.650%, 2/1/26 | 430000 | 430000 |
| &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 | 500526 |
| &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)(c) | 770000 | 804141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brandywine Operating Partnership LP, 4.550%, 10/1/29 | 500000 | 476301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bridge Housing Corp., 5.321%, 7/15/35 | 390000 | 392968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brighthouse Financial, Inc., 5.625%, 5/15/30 | 1500000 | 1526896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canary Wharf Group Investment Holdings PLC, 3.375%, 4/23/28 (f) | 200000 | 260821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ceska sporitelna A/S, 0.500%, (3 Month EUR-EURIBOR + 0.78%), 9/13/28 (c)(f) | 1200000 | 1373063 |
| &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 (c) | 500000 | 453658 |
| &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 (c) | 750000 | 750066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CPI Property Group SA, 6.000%, 1/27/32 (f) | 305000 | 368804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA, 4.125%, 1/10/27 (a) | 1000000 | 1002714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure Capital, Inc., 6.375%, 7/1/34 | 600000 | 613642 |
| &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 | 186652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hudson Pacific Properties LP, 3.950%, 11/1/27 | 400000 | 384771 |
| &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 (c) | 590000 | 608675 |
| &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 (c) | 1090000 | 1107075 |
| &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 | 3662509 |
| &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 | 6100364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; mBank SA, 0.966%, (3 Month EUR-EURIBOR + 1.25%), 9/21/27 (c)(f) | 600000 | 704553 |
| &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 GMTN, 2.699%, (SOFR + 1.143%), 1/22/31 (c) | 640000 | 600714 |
| &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 (c) | 1000000 | 897859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NHP Foundation (The), 5.850%, 12/1/28 | 800000 | 830664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PennyMac Financial Services, Inc., 7.125%, 11/15/30 (a) | 235000 | 242768 |
| &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 | 617608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Bank, Ltd., 1.550%, 3/25/26 (a) | 1500000 | 1495177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trust 2401, 7.375%, 2/13/34 (a) | 605000 | 661734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trust Fibra Uno, 7.375%, 2/13/34 (f) | 245000 | 269133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USAA Capital Corp., 2.125%, 5/1/30 (a) | 885000 | 813938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WLB Asset VII Pte., Ltd., 5.880%, 7/30/29 (a) | 675250 | 681255 |
|  |  | 34641819 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Government – 4.4%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; European Investment Bank, 0.750%, 9/23/30 | 12910000 | 11255036 |
|  |  | 11255036 |
| &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 | 125700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HTA Group, Ltd., 7.500%, 6/4/29 (f) | 250000 | 258586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IHS Holding, Ltd., 8.250%, 11/29/31 (a) | 300000 | 313561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nature Conservancy (The), 1.154%, Series A, 7/1/27 | 430000 | 410484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sitios Latinoamerica SAB de CV, 6.000%, 11/25/29 (a) | 570000 | 589722 |
|  |  | 1698053 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| Security | Principal<br>Amount^ | Value |
| &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 | $186910 |
| &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 | 1119828 |
| &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 | 722494 |
| &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 | 1193959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; McAfee Corp., 7.375%, 2/15/30 (a) | 275000 | 219145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp., 3.041%, 3/17/62 | 1000000 | 617111 |
|  |  | 4059447 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Utilities – 1.6%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aegea Finance Sarl, 9.000%, 1/20/31 (a) | 960000 | 1020854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aydem Yenilenebilir Enerji A/S, 9.875%, 9/30/30 (a) | 640000 | 642856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Clearway Energy Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 2/15/31 (a) | 560000 | 524767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 1/15/34 (a) | 30000 | 30123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Limak Yenilenebilir Enerji A/S, 9.625%, 8/12/30 (a) | 575000 | 571657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ReNew Wind Energy AP2/ReNew Power Pvt, Ltd. other 9 Subsidiaries, 4.500%, 7/14/28 (f) | 925000 | 894603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zorlu Enerji Elektrik Uretim A/S, 11.000%, 4/23/30 (a) | 370000 | 345642 |
|  |  | 4030502 |
|  Total Corporate Bonds and Notes<br>(Cost $82,584,298) |  | 80080658 |
| **U.S. Government Agency Obligations – 24.9%** |  |  |
| &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)(c) | 1150000 | 1205800 |
| &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 | 2114015 |
| &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 | 1478755 |
| &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 | 779029 |
| &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 | 798655 |
| &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 | 5003861 |
| &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%, 2/11/26 | 6300000 | 6292713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 2/17/26 | 5300000 | 5290805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 2/18/26 | 2080000 | 2076191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 2/23/26 | 200000 | 199537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 3/31/26 | 4075000 | 4050686 |
| &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 | 2917438 |
| &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 | 4967301 |
| &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 | 6480000 | 5933628 |
| &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 | 3502211 |
| &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 | 4774685 |
| &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 | 7059258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association Principal STRIPS, 0.000%, 7/15/37 | 9000000 | 5295822 |
|  Total U.S. Government Agency Obligations<br>(Cost $66,587,518) |  | 63740390 |
| **Municipal Bonds – 4.7%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of New York |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series E2, 5.392%, 10/1/55 | 365000 | 356710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series H, 6.385%, 2/1/55 | 465000 | 493821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colorado Health Facilities Authority Series B, 4.480%, 12/1/40 | 940000 | 826470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts Series B, 4.110%, 7/15/31 | 320205 | 320763 |
| &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 | 427261 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| Security | Principal<br>Amount^ |  | Value |
| **Municipal Bonds** (Continued) |  |  |  |
| &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 |  | $663646 |
| &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 |  | 658100 |
| &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 |  | 180835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Iowa Student Loan Liquidity Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series A, 5.343%, 12/1/34 | 165000 |  | 165398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series A, 5.426%, 12/1/35 | 70000 |  | 70860 |
| &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 |  | 205567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Massachusetts Development Finance Agency |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series G, 6.375%, 10/1/28 | 305000 |  | 309629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series G, 6.625%, 10/1/30 (AG) | 170000 |  | 181642 |
| &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 |  | 100558 |
| &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 |  | 940800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series A, 2.641%, 7/1/37 | 455000 |  | 400131 |
| &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 |  | 609167 |
| &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 |  | 182568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New York Transportation Development Corp., 4.248%, 9/1/35 | 315000 |  | 311171 |
| &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 |  | 492295 |
| &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 |  | 443330 |
| &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 |  | 765305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Nations Development Corp. Series A, 6.536%, 8/1/55 | 1750000 |  | 1857559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; University of Virginia Series C, 4.179%, 9/1/17 | 1000000 |  | 733848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uptown Development Authority Series B, 2.581%, 9/1/31 (AG) | 100000 |  | 91208 |
| &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 |  | 239724 |
| &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 |  | 107975 |
|  Total Municipal Bonds<br>(Cost $12,395,718) |  |  | 12136341 |
| **Foreign Government & Agency Securities – 3.7%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bundesrepublik Deutschland Bundesanleihe, 1.800%, 8/15/53 (f) | 2605000 | EUR | 2179807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Ottawa Ontario, 2.500%, 5/11/51 | 2390000 | CAD | 1184179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Toronto Canada, 2.600%, 9/24/39 | 1060000 | CAD | 641076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia Government International Bond, 8.000%, 11/14/35 | 850000 |  | 909415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary Government International Bond, 5.375%, 9/12/33 (f) | 705000 | EUR | 899851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Romania Government International Bond, 2.000%, 1/28/32 (f) | 1360000 | EUR | 1414354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom Gilt, 1.500%, 7/31/53 (f) | 3665000 | GBP | 2274745 |
|  Total Foreign Government & Agency Securities<br>(Cost $10,168,197) |  |  | 9503427 |
| **Asset Backed Securities – 3.4%** |  |  |  |
| &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 |  | 650674 |
| &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 |  | 541217 |
| &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 |  | 281913 |
| &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 |  | 340848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CoreVest American Finance, Ltd. Series 2020-4 , 2.250%, 12/15/52 (a) | 100000 |  | 93781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enterprise Fleet Financing LLC Series 2025-2, 4.580%, 12/22/31 (a) | 180000 |  | 182872 |
| &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 2023-1A, 6.920%, 8/15/28 (a) | 115126 |  | 116504 |
| &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) | 134366 |  | 136081 |
| &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) | 188133 |  | 191669 |
| &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) | 343111 |  | 345437 |
| &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) | 349272 |  | 349481 |
| &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) | 784508 |  | 788690 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| Security | Principal<br>Amount^ |  | Value |
| **Asset Backed Securities** (Continued) |  |  |  |
| &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) | 81155 |  | $68898 |
| &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) | 90099 |  | 87435 |
| &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) | 278370 |  | 278895 |
| &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) | 72060 |  | 72124 |
| &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 |  | 124791 |
| &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) | 640000 |  | 636227 |
| &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 |  | 96077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunnova Helios IV Issuer LLC Series 2020-AA, 2.980%, 6/20/47 (a) | 618309 |  | 548741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunnova Helios V Issuer LLC Series2021-A, 1.800%, 2/20/48 (a) | 176009 |  | 138626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunnova Hestia II Issuer LLC Series 2024-GRID1, 5.630%, 7/20/51 (a) | 116849 |  | 114022 |
| &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) | 933529 |  | 937529 |
| &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 |  | 164991 |
| &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 |  | 518797 |
| &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 |  | 903808 |
|  Total Asset Backed Securities<br>(Cost $8,561,326) |  |  | 8710128 |
| **Senior Floating Rate Interests – 1.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Communication Services – 0.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunrise Financing Partnership Term Loan AAA, 6.129%, (6 mo. USD SOFR CME + 2.500%), 2/15/32 (c) | 210000 |  | 209831 |
|  |  |  | 209831 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Consumer Discretionary – 0.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Builders & Contractors Supply Co., Inc. 2024 Term Loan B, 5.422%, (1 mo. USD SOFR CME + 1.750%), 1/31/31 (c) | 204600 |  | 205493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Core & Main LP 2024 Term Loan E, 5.690%, (3 mo. USD SOFR CME + 2.000%), 2/9/31 (c) | 279327 |  | 280141 |
|  |  |  | 485634 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Consumer Staples – 0.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boels Topholding BV 2025 EUR Term Loan B3, 4.721%, (1 mo. EUR-EURIBOR + 2.750%), 5/23/31 (c) | 344827 | EUR | 410274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Genmab A/S Term Loan B, 6.733%, (3 mo. USD SOFR CME + 3.000%), 12/13/32 (c) | 185000 |  | 185810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insulet Corp. 2025 Term Loan, 5.672%, (1 mo. USD SOFR CME + 2.000%), 8/1/31 (c) | 352234 |  | 354523 |
|  |  |  | 950607 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Financials – 0.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blackhawk Network Holdings, Inc. 2025 Term Loan B, 7.672%, (3 mo. USD SOFR CME + 4.000%), 3/12/29 (c) | 167557 |  | 167892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USI, Inc. 2024 Term Loan D, 5.922%, (3 mo. USD SOFR CME + 2.250%), 11/21/29 (c) | 160909 |  | 161022 |
|  |  |  | 328914 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Industrials – 0.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Altium Packaging LLC 2024 Term Loan B, 6.172%, (1 mo. USD SOFR CME + 2.500%), 6/11/31 (c) | 423550 |  | 405196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Proampac PG Borrower LLC 2024 Term Loan, 7.878%, (3 mo. USD SOFR CME + 4.000%), 9/15/28 (c) | 397455 |  | 398076 |
| &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 3.250%, (3 mo. USD CME Term SOFR + 3.250%), 8/6/30 (c)(g) | 27108 |  | 27222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan 6.922%, (3 mo. USD SOFR CME + 3.250%), 8/6/30 (c) | 197892 |  | 198716 |
|  |  |  | 1029210 |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| Security | Principal<br>Amount^ | Value |
| &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, 6.422%, (1 mo. USD SOFR CME + 2.750%), 2/15/29 (c) | 345072 | $341147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cotiviti Corp. 2025 2nd Amendment Term Loan, 6.450%, (1 mo. USD SOFR CME + 2.750%), 3/26/32 (c) | 238800 | 221089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zelis Payments Buyer, Inc. Term Loan B, 6.422%, (1 mo. USD SOFR CME + 2.750%), 9/28/29 (c) | 450412 | 439433 |
|  |  | 1001669 |
|  Total Senior Floating Rate Interests<br>(Cost $3,989,935) |  | 4005865 |
| **Convertible Bonds – 0.3%** |  |  |
| &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 | 159471 |
|  |  | 159471 |
| &nbsp;&nbsp;&nbsp;&nbsp; ***Health Care – 0.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cytokinetics, Inc., 1.750%, 10/1/31 (a) | 325000 | 410922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ionis Pharmaceuticals, Inc. 0.00%, 12/1/30 (a) | 158000 | 174999 |
|  |  | 585921 |
|  Total Convertible Bonds<br>(Cost $719,818) |  | 745392 |
|  Total Long Term Investments<br>(Cost $271,868,295) |  | 262310620 |
| **Total Investments – 102.4%** (Cost $271,868,295) |  | 262310620 |
| **Less Unfunded Loan Commitments – (0.0)%** \* |  | (10616) |
| **Net Investments – 102.4%** (Cost $271,857,723) |  | 262300004 |
| **Other Liabilities, less assets – (2.4)%** |  | (6017102) |
| **Net Assets – 100.0%** |  | $256282902 |

---

\* 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 January 31, 2026, the aggregate value of these securities was $53,048,954, representing 20.7% of net assets.

(b) Step coupon bond.

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

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

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

(f) Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At January 31, 2026, the aggregate value of these securities is $13,614,823 or 5.3% 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 January 31, 2026, the total value of unfunded loan commitments is $10,572.

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

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

#### At January 31, 2026, 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 | CAD | Deutsche Bank AG | 3/18/26 | 2449000 | $1801910 | $(17575) |
|  United States Dollar | EUR | Deutsche Bank AG | 2/27/26 | 1629274 | 1933447 | 2435 |
|  United States Dollar | EUR | Deutsche Bank AG | 3/18/26 | 7019000 | 8336837 | (85220) |
|  United States Dollar | GBP | UBS AG | 3/18/26 | 2693000 | 3684767 | (88659) |
|  |  |  |  |  |  | $(189019) |

---

#### At January 31, 2026, 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) | 140 | $10628175 | $10641108 | 3/16/26 | $12933 |
|  Euro-Btp (Long) | 24 | 3439585 | 3445384 | 3/6/26 | 5799 |
|  |  |  |  |  | $18732 |

---

#### At January 31, 2026, 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 4.500% Receive Floating rate annually 12 month SONIA | Morgan Stanley/LCH | 9/18/34 | GBP | 100000 | $10180 | $(83) | $10263 |
|  Pay Fixed rate annually 2.720% Receive Floating rate annually 12 month ESTR | Morgan Stanley/LCH | 9/18/27 | EUR | 2320000 | (42817) | (56) | (42761) |
|  Pay Fixed rate annually 2.590% Receive Floating rate annually 12 month ESTR | Morgan Stanley/LCH | 9/18/29 | EUR | 2625000 | (62519) | (33983) | (28536) |
|  Pay Fixed rate annually 3.750% Receive Floating rate annually 12 month SONIA | Morgan Stanley/LCH | 9/18/54 | GBP | 2285000 | 426027 | (1841) | 427868 |
|  Pay Fixed rate annually 2.280% Receive Floating rate annually 12 month ESTR | Morgan Stanley/LCH | 9/18/34 | EUR | 695000 | 15820 | (1590) | 17410 |
|  Pay Fixed rate annually 3.000% Receive Floating rate annually 6 month CORRA | Morgan Stanley/LCH | 9/18/34 | CAD | 4600000 | 14834 | 1792 | 13042 |
|  Pay Fixed rate annually 2.310% Receive Floating rate annually 12 month ESTR | Morgan Stanley/LCH | 9/18/54 | EUR | 2180000 | 351814 | (26326) | 378140 |
|  Pay Fixed rate annually 2.593% Receive Floating rate annually 12 month USCPI | Morgan Stanley/LCH | 11/8/34 | USD | 2860000 | (16524) |  | (16524) |
|  Receive Fixed rate annually 3.750% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/55 | USD | 10455000 | (864671) | (381348) | (483323) |

---

------

DOMINI IMPACT BOND FUND

PORTFOLIO OF INVESTMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| 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 4.250% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/45 | USD | 11120000 | 85366 | 455993 | (370627) |
|  Receive Fixed rate annually 4.000% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/28 | USD | 15365000 | 174858 | 99389 | 75469 |
|  Pay Fixed rate annually 4.060% Receive Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/35 | USD | 9545000 | (175334) | (191096) | 15762 |
|  Receive Fixed rate annually 3.880% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/27 | USD | 12900000 | 27241 | 696 | 26545 |
|  Receive Fixed rate annually 3.780% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/30 | USD | 14045000 | 117139 | 195523 | (78384) |
|  Pay Fixed rate annually 3.530% Receive Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 9/17/32 | USD | 655000 | 5672 | (1422) | 7094 |
|  Pay Fixed rate annually 2.440% Receive Floating rate annually 12 month ESTR | Morgan Stanley/LCH | 9/17/35 | EUR | 3840000 | 57351 | 39624 | 17727 |
|  Receive Fixed rate annually 3.530% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 9/17/32 | USD | 4360000 | (37657) | (14379) | (23278) |
|  Receive Fixed rate annually 3.910% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 9/17/45 | USD | 4845000 | (194643) | (94883) | (99760) |
|  Pay Fixed rate annually 3.940% Receive Floating rate annually 12 month SONIA | Morgan Stanley/LCH | 12/17/35 | GBP | 4725000 | 91192 | 22705 | 68488 |
|  Receive Fixed rate annually 2.750% Pay Floating rate annually 12 month ESTR | Morgan Stanley/LCH | 12/17/55 | EUR | 1715000 | (105262) | (74752) | (30510) |
|  Pay Fixed rate annually 3.810% Receive Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/18/36 | USD | 3100000 | 15357 | 23873 | (8516) |
|  |  |  |  |  |  | $17836 | $(124411) |

---

#### At January 31, 2026, the Fund had the following OTC interest rate swap contracts outstanding.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Rate Type | Rate Type | | | | | |
| Counterparty | Payments<br>made by<br>the Fund | Payments<br>received by<br>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% | USCPI | 7/10/53 | $2280000 | $10330 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;- | $10330 |
|  Morgan Stanley & Co. International | 2.360% | USCPI | 5/9/55 | 915000 | 16417 | (5692) | 22109 |
|  |  |  |  |  |  | $(5692) | $32439 |

---

#### Abbreviations
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

USCPI — U.S.A. Consumers Price Index

#### Currency Abbreviations
CAD — Canadian Dollar

EUR — Euro

GBP — British Pound Sterling

SEE NOTES TO FINANCIAL STATEMENTS

------

STATEMENT OF ASSETS AND LIABILITIES

January 31, 2026 (Unaudited)

---

| | |
|:---|:---|
|  | **Domini Impact<br>Equity Fund** |
|  ASSETS |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments, at value (cost $565,422,668) | $1143682151 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cash | 169154 |
| &nbsp;&nbsp;&nbsp;&nbsp; Receivable for capital shares | 21847 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividend receivable | 1327532 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tax reclaim receivable | 105392 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total assets | 1145306076 |
|  LIABILITIES |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Payable for capital shares | 768792 |
| &nbsp;&nbsp;&nbsp;&nbsp; Management fee payable | 636841 |
| &nbsp;&nbsp;&nbsp;&nbsp; Distribution fee payable | 208334 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custody and accounting fees payable | 93694 |
| &nbsp;&nbsp;&nbsp;&nbsp; Other accrued expenses | 121364 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total liabilities | 1829025 |
|  NET ASSETS | $1143477051 |
|  NET ASSETS CONSISTS OF |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Paid-in capital | $523628124 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total distributable earnings (loss) | 619848927 |
|  NET ASSETS | $1143477051 |
|  NET ASSET VALUE PER SHARE |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **Investor Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 973828277 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 25646343 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $37.97 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Institutional Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 150589311 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 4017508 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $37.48 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Class Y Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 19059463 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 506866 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $37.60 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

STATEMENT OF ASSETS AND LIABILITIES

January 31, 2026 (Unaudited)

---

| | |
|:---|:---|
|  | **Domini<br>Sustainable<br>Solutions<br>Fund** |
|  ASSETS |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments, at value (cost $31,090,754) | $44932198 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cash | 1790649 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign currency, at value (cost $256,026) | 261997 |
| &nbsp;&nbsp;&nbsp;&nbsp; Receivable for securities sold | 1688878 |
| &nbsp;&nbsp;&nbsp;&nbsp; Receivable for capital shares | 68844 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividend receivable | 16195 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tax reclaim receivable | 31240 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total assets | 48790001 |
|  LIABILITIES |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Payable for securities purchased | 3140740 |
| &nbsp;&nbsp;&nbsp;&nbsp; Payable for capital shares | 14535 |
| &nbsp;&nbsp;&nbsp;&nbsp; Management fee payable | 32422 |
| &nbsp;&nbsp;&nbsp;&nbsp; Other accrued expenses | 105367 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign tax payable | 725 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total liabilities | 3293789 |
|  NET ASSETS | $45496212 |
|  NET ASSETS CONSISTS OF |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Paid-in capital | $34168001 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total distributable earnings (loss) | 11328211 |
|  NET ASSETS | $45496212 |
|  NET ASSET VALUE PER SHARE |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **Investor Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 30995238 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 1667351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $18.59 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Institutional Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 14500974 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 772313 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $18.78 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

STATEMENT OF ASSETS AND LIABILITIES

January 31, 2026 (Unaudited)

---

| | |
|:---|:---|
|  | **Domini Impact<br>International<br>Equity Fund** |
|  ASSETS |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments, at value (cost $712,241,967) | $987113807 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cash | 6009551 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign currency, at value (cost $600,777) | 613469 |
| &nbsp;&nbsp;&nbsp;&nbsp; Receivable for capital shares | 254446 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividend receivable | 779970 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tax reclaim receivable | 4069446 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total assets | 998840689 |
|  LIABILITIES |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Payable for capital shares | 792342 |
| &nbsp;&nbsp;&nbsp;&nbsp; Management fee payable | 678660 |
| &nbsp;&nbsp;&nbsp;&nbsp; Distribution fee payable | 47675 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custody and accounting fees payable | 205200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Other accrued expenses | 132402 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign tax payable | 24089 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total liabilities | 1880368 |
|  NET ASSETS | $996960321 |
|  NET ASSETS CONSISTS OF |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Paid-in capital | $740503100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total distributable earnings (loss) | 256457221 |
|  NET ASSETS | $996960321 |
|  NET ASSET VALUE PER SHARE |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **Investor Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 228990244 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 18979899 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $12.06 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Institutional Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 493408888 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 41759184 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $11.82 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Class Y Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 274561189 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 23174720 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $11.85 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

STATEMENT OF OPERATIONS

For the Six Months Ended January 31, 2026 (Unaudited)

---

| | |
|:---|:---|
|  | **Domini Impact<br>Equity Fund** |
|  INCOME |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (net of foreign taxes $122,998) | $7242076 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interest income | 18993 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Income | 7261069 |
|  EXPENSES |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Management/Sponsorship fees | 3775624 |
| &nbsp;&nbsp;&nbsp;&nbsp; Distribution fees – Investor Shares | 1229154 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Investor Shares | 292620 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Institutional Shares | 2984 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Class Y Shares | 9462 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custody and accounting fees | 64859 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional fees | 62252 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Investor Shares | 19897 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Institutional Shares | 16326 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Class Y Shares | 12478 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder communication fees | 46095 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miscellaneous | 57787 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trustees fees | 39986 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total expenses | 5629524 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fees waived and expenses reimbursed | (11135) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net expenses | 5618389 |
|  NET INVESTMENT INCOME (LOSS) | 1642680 |
|  REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY |  |
|  NET REALIZED GAIN (LOSS) FROM: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments | 102730053 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign currency | (26) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized gain (loss) | 102730027 |
|  NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments | (16029030) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) | (16029030) |
|  NET REALIZED AND UNREALIZED GAIN (LOSS) | 86700997 |
|  NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $88343677 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

STATEMENT OF OPERATIONS

For the Six Months Ended January 31, 2026 (Unaudited)

---

| | |
|:---|:---|
|  | **Domini<br>Sustainable<br>Solutions<br>Fund** |
|  INCOME |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (net of foreign taxes $7,167) | $185081 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interest income | 9995 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Income | 195076 |
|  EXPENSES |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Management fees | 181807 |
| &nbsp;&nbsp;&nbsp;&nbsp; Distribution fees – Investor Shares | 35773 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Investor Shares | 40334 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Institutional Shares | 606 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custody and accounting fees | 35142 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional fees | 38478 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Investor Shares | 9734 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Institutional Shares | 13029 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder communication fees | 4357 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miscellaneous | 6628 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trustees fees | 1501 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total expenses | 367389 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fees waived and expenses reimbursed | (93206) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net expenses | 274183 |
|  NET INVESTMENT INCOME (LOSS) | (79107) |
|  REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY |  |
|  NET REALIZED GAIN (LOSS) FROM: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments | (200633) |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign currency | (5831) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized gain (loss) | (206464) |
|  NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments | 5996238 |
| &nbsp;&nbsp;&nbsp;&nbsp; Translation of assets and liabilities in foreign currencies | 5919 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) | 6002157 |
|  NET REALIZED AND UNREALIZED GAIN (LOSS) | 5795693 |
|  NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $5716586 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

STATEMENT OF OPERATIONS

For the Six Months Ended January 31, 2026 (Unaudited)

---

| | |
|:---|:---|
|  | **Domini Impact<br>International<br>Equity Fund** |
|  INCOME |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (net of foreign taxes $639,557) | $8379194 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interest income | 53431 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Income | 8432625 |
|  EXPENSES |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Management fees | 3880891 |
| &nbsp;&nbsp;&nbsp;&nbsp; Distribution fees – Investor Shares | 270430 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Investor Shares | 145710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Institutional Shares | 1327 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Class Y Shares | 102014 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custody and accounting fees | 151476 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional fees | 56419 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Investor Shares | 15140 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Institutional Shares | 15103 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Class Y Shares | 11363 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder communication fees | 52181 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miscellaneous | 58050 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trustees fees | 33989 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net expenses | 4794093 |
|  NET INVESTMENT INCOME (LOSS) | 3638532 |
|  REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY |  |
|  NET REALIZED GAIN (LOSS) FROM: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments | 50089883 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign currency | 40816 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized gain (loss) | 50130699 |
|  NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments | 88783548 |
| &nbsp;&nbsp;&nbsp;&nbsp; Translation of assets and liabilities in foreign currencies | 74339 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) | 88857887 |
|  NET REALIZED AND UNREALIZED GAIN (LOSS) | 138988586 |
|  NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $142627118 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT EQUITY FUND

STATEMENTS OF CHANGES IN NET ASSETS

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br>January 31, 2026<br>(unaudited) | Year Ended<br>July 31, 2025 |
|  INCREASE IN NET ASSETS FROM OPERATIONS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | $1642680 | $3469600 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized gain (loss) | 102730027 | 70988651 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) | (16029030) | 39349903 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 88343677 | 113808154 |
|  DISTRIBUTIONS TO SHAREHOLDERS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investor Shares | (97476791) | (47648560) |
| &nbsp;&nbsp;&nbsp;&nbsp; Institutional Shares | (16634387) | (8469669) |
| &nbsp;&nbsp;&nbsp;&nbsp; Class Y Shares | (1841563) | (1177018) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Decrease in Net Assets from Distributions | (115952741) | (57295247) |
|  CAPITAL SHARE TRANSACTIONS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Proceeds from sale of shares | 15964863 | 32298021 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value of shares issued in reinvestment of distributions and dividends | 106925357 | 52664198 |
| &nbsp;&nbsp;&nbsp;&nbsp; Payments for shares redeemed | (72000389) | (122772803) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets from Capital Share Transactions | 50889831 | (37810584) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 23280767 | 18702323 |
|  NET ASSETS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of period | $1120196284 | $1101493961 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of period | $1143477051 | $1120196284 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI SUSTAINABLE SOLUTIONS FUND

STATEMENTS OF CHANGES IN NET ASSETS

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br>January 31, 2026<br>(unaudited) | Year Ended<br>July 31, 2025 |
|  INCREASE IN NET ASSETS FROM OPERATIONS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | $(79107) | $19875 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized gain (loss) | (206464) | 2514236 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) | 6002157 | (1988882) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 5716586 | 545229 |
|  DISTRIBUTIONS TO SHAREHOLDERS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Institutional Shares |  | (23349) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Decrease in Net Assets from Distributions |  | (23349) |
|  CAPITAL SHARE TRANSACTIONS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Proceeds from sale of shares | 4204926 | 6064647 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value of shares issued in reinvestment of distributions and dividends |  | 21614 |
| &nbsp;&nbsp;&nbsp;&nbsp; Payments for shares redeemed | (2682605) | (4841388) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets from Capital Share Transactions | 1522321 | 1244873 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 7238907 | 1766753 |
|  NET ASSETS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of period | $38257305 | $36490552 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of period | $45496212 | $38257305 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT INTERNATIONAL EQUITY FUND

STATEMENTS OF CHANGES IN NET ASSETS

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br>January 31, 2026<br>(unaudited) | Year Ended<br>July 31, 2025 |
|  INCREASE IN NET ASSETS FROM OPERATIONS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | $3638532 | $14267462 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized gain (loss) | 50130699 | 72815419 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) | 88857887 | 41437458 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 142627118 | 128520339 |
|  DISTRIBUTIONS TO SHAREHOLDERS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investor Shares | (3396754) | (3378004) |
| &nbsp;&nbsp;&nbsp;&nbsp; Institutional Shares | (7866996) | (9424867) |
| &nbsp;&nbsp;&nbsp;&nbsp; Class Y Shares | (4260628) | (5198531) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Decrease in Net Assets from Distributions | (15524378) | (18001402) |
|  CAPITAL SHARE TRANSACTIONS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Proceeds from sale of shares | 52847586 | 135843879 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value of shares issued in reinvestment of distributions and dividends | 12357664 | 14294353 |
| &nbsp;&nbsp;&nbsp;&nbsp; Payments for shares redeemed | (82007101) | (192182639) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets from Capital Share Transactions | (16801851) | (42044407) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 110300889 | 68474530 |
|  NET ASSETS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of period | $886659432 | $818184902 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of period | $996960321 | $886659432 |

---

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, |
|  | Six Months<br>Ended<br>January 31,<br>2026<br>(unaudited) | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $39.09 | $37.08 | $31.12 | $28.71 | $34.82 | $26.72 |
|  Income from investment operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | (0.01) | 0.14 | 0.17 | 0.16 | 0.03 | 0.08 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | 3.02 | 3.82 | 6.11 | 2.80 | (4.08) | 8.74 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 3.01 | 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 | (0.01) | (0.10) | (0.12) | (0.11) | (0.01) | (0.09) |
| &nbsp;&nbsp;&nbsp;&nbsp; Distributions to shareholders from net realized gain | (4.12) | (1.85) | (0.20) | (0.44) | (2.05) | (0.63) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (4.13) | (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 | $37.97 | $39.09 | $37.08 | $31.12 | $28.71 | $34.82 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return<sup>3</sup>  | 8.00% | 10.88% | 20.30% | 10.60% | (12.65)% | 33.43% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 25% | 21% | 9% | 9% | 6% | 23% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $974 | $948 | $931 | $810 | $776 | $927 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 1.01% | 1.04% | 0.98% | 1.00% | 1.05% | 1.09% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 1.01% | 1.04% | 0.98% | 1.00% | 1.05% | 1.09% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | 0.24% | 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.

<sup>3</sup> Not annualized for periods less than one year.

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, |
|  | Six Months<br>Ended<br>January 31,<br>2026<br>(unaudited) | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $38.65 | $36.72 | $30.88 | $28.56 | $34.60 | $26.59 |
|  Income from investment operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | 0.16 | 0.10 | 0.12 | 0.18 | 0.12 | 0.28 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | 2.87 | 3.94 | 6.18 | 2.83 | (4.05) | 8.60 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 3.03 | 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 | (0.08) | (0.26) | (0.26) | (0.25) | (0.06) | (0.24) |
| &nbsp;&nbsp;&nbsp;&nbsp; Distributions to shareholders from net realized gain | (4.12) | (1.85) | (0.20) | (0.44) | (2.05) | (0.63) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (4.20) | (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 | $37.48 | $38.65 | $36.72 | $30.88 | $28.56 | $34.60 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return<sup>3</sup>  | 8.14% | 11.24% | 20.62% | 10.91% | (12.36)% | 33.89% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 25% | 21% | 9% | 9% | 6% | 23% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $151 | $151 | $151 | $134 | $125 | $154 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 0.72% | 0.74% | 0.70% | 0.71% | 0.73% | 0.74% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 0.72% | 0.74% | 0.70% | 0.71% | 0.73% | 0.74% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | 0.53% | 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.

<sup>3</sup> Not annualized for periods less than one year.

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, |
|  | Six Months<br>Ended<br>January 31,<br>2026<br>(unaudited) | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value, beginning of period | $38.72 | $36.77 | $30.92 | $28.60 | $34.66 | $26.62 |
|  Income from investment operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | (1.11) | 1.24 | 11.59 | 5.43 | 7.56 | 7.50 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | 4.14 | 2.78 | (5.31) | (2.44) | (11.52) | 1.37 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 3.03 | 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 | (0.03) | (0.22) | (0.23) | (0.23) | (0.05) | (0.20) |
| &nbsp;&nbsp;&nbsp;&nbsp; Distributions to shareholders from net realized gain | (4.12) | (1.85) | (0.20) | (0.44) | (2.05) | (0.63) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (4.15) | (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 | $37.60 | $38.72 | $36.77 | $30.92 | $28.60 | $34.66 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return<sup>3</sup>  | 8.11% | 11.17% | 20.51% | 10.78% | (12.42)% | 33.81% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 25% | 21% | 9% | 9% | 6% | 23% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $19 | $21 | $19 | $11 | $9 | $10 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 0.80%<sup>4</sup> | 0.80%<sup>4</sup> | 0.80%<sup>4</sup> | 0.80%<sup>4</sup> | 0.80%<sup>4</sup> | 0.80%<sup>4</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 0.91% | 0.94% | 0.97% | 0.95% | 1.02% | 1.05% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | 0.44% | 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> Not annualized for periods less than one year.

<sup>4</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, |
|  | Six Months<br>Ended<br>January 31,<br>2026<br>(unaudited) | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $16.23 | $15.98 | $13.89 | $13.79 | $19.06 | $15.28 |
|  Income from investment operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | (0.03) | 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 | 2.39 | 0.25 | 2.11 | 0.13 | (4.45) | 4.54 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 2.36 | 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 | $18.59 | $16.23 | $15.98 | $13.89 | $13.79 | $19.06 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return<sup>3</sup>  | 14.61% | 1.50% | 15.06% | 0.73% | (24.60)% | 28.94% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 11% | 64% | 45% | 39% | 51% | 65% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $31 | $25 | $21 | $18 | $16 | $19 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 1.36%<sup>4</sup> | 1.40%<sup>4</sup> | 1.40%<sup>4</sup> | 1.40%<sup>4</sup> | 1.40%<sup>4</sup> | 1.40%<sup>4</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 1.85% | 2.05% | 2.13% | 2.05% | 1.99% | 2.12% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | (0.45)% | (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> Not annualized for periods less than one year.

<sup>4</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, |
|  | Six Months<br>Ended<br>January 31,<br>2026<br>(unaudited) | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $16.37 | $16.11 | $13.98 | $13.85 | $19.12 | $15.29 |
|  Income from investment operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | (0.01) | 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 | 2.42 | 0.25 | 2.13 | 0.13 | (4.46) | 4.57 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 2.41 | 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 | $18.78 | $16.37 | $16.11 | $13.98 | $13.85 | $19.12 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return<sup>3</sup>  | 14.72% | 1.79% | 15.37% | 0.94% | (24.39)% | 29.25% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 11% | 64% | 45% | 39% | 51% | 65% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $15 | $14 | $15 | $16 | $13 | $19 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 1.11%<sup>4</sup> | 1.15%<sup>4</sup> | 1.15%<sup>4</sup> | 1.15%<sup>4</sup> | 1.15%<sup>4</sup> | 1.15%<sup>4</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 1.44% | 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)% | 0.20% | 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> Not annualized for periods less than one year.

<sup>4</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, |
|  | Six Months<br>Ended<br>January 31,<br>2026<br>(unaudited) | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $10.55 | $9.25 | $8.16 | $7.39 | $9.29 | $7.28 |
|  Income from investment operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | 0.04 | 0.16 | 0.19 | 0.21 | 0.16 | 0.19 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | 1.65 | 1.31 | 1.08 | 0.76 | (1.95) | 1.94 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 1.69 | 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 | (0.18) | (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 | (0.18) | (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 | $12.06 | $10.55 | $9.25 | $8.16 | $7.39 | $9.29 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return<sup>3</sup>  | 16.13% | 16.14% | 15.59% | 13.17% | (19.23)% | 29.34% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 39% | 80% | 89% | 90% | 88% | 88% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $229 | $205 | $187 | $171 | $201 | $292 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 1.29% | 1.28% | 1.31% | 1.33% | 1.34% | 1.37% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 1.29% | 1.28% | 1.31% | 1.33% | 1.34% | 1.37% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | 0.48% | 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.

<sup>3</sup> Not annualized for periods less than one year.

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, |
|  | Six Months<br>Ended<br>January 31,<br>2026<br>(unaudited) | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $10.32 | $9.07 | $8.02 | $7.30 | $9.19 | $7.23 |
|  Income from investment operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | 0.05 | 0.17 | 0.18 | 0.16 | 0.16 | 0.16 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | 1.64 | 1.30 | 1.10 | 0.82 | (1.89) | 1.99 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 1.69 | 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 | (0.19) | (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 | (0.19) | (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 | $11.82 | $10.32 | $9.07 | $8.02 | $7.30 | $9.19 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return<sup>3</sup>  | 16.45% | 16.50% | 16.06% | 13.66% | (18.88)% | 29.80% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 39% | 80% | 89% | 90% | 88% | 88% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $493 | $435 | $411 | $407 | $525 | $636 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 0.90% | 0.97% | 0.96% | 0.92% | 0.89% | 0.91% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 0.90% | 0.97% | 0.96% | 0.92% | 0.89% | 0.91% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | 0.88% | 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.

<sup>3</sup> Not annualized for periods less than one year.

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, |
|  | Six Months<br>Ended<br>January 31,<br>2026<br>(unaudited) | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $10.35 | $9.09 | $8.03 | $7.30 | $9.20 | $7.23 |
|  Income from investment operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | 0.04 | 0.16 | 0.19 | 0.19 | 0.16 | 0.11 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | 1.64 | 1.31 | 1.09 | 0.79 | (1.90) | 2.04 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 1.68 | 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 | (0.18) | (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 | (0.18) | (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 | $11.85 | $10.35 | $9.09 | $8.03 | $7.30 | $9.20 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return<sup>3</sup>  | 16.38% | 16.47% | 16.02% | 13.67% | (19.01)% | 29.88% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 39% | 80% | 89% | 90% | 88% | 88% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $275 | $246 | $219 | $256 | $528 | $627 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 0.98% | 1.05% | 0.97% | 0.96% | 0.95% | 0.98% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 0.98% | 1.05% | 0.97% | 0.96% | 0.95% | 0.98% |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of net investment income (loss) to average net assets | 0.80% | 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.

<sup>3</sup> Not annualized for periods less than one year.

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS

January 31, 2026 (Unaudited)

1. ORGANIZATION

The Domini Investment Trust is a Massachusetts business trust registered under the Investment Company Act of 1940 as an open-end management investment company. The Domini Investment Trust comprises 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.

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.

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.

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

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

Level 1 — quoted prices in active markets for identical securities

Level 2 — other significant observable inputs (including quoted prices for similar securities, interest rates, and evaluated 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 January 31, 2026, 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 | $108290377 | $- | $- | $108290377 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 113364941 |  |  | 113364941 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 40209351 |  |  | 40209351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | 182563184 |  |  | 182563184 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | 116228761 |  |  | 116228761 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | 63959283 |  |  | 63959283 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 414541561 |  |  | 414541561 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | 44970165 |  |  | 44970165 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 56316370 |  |  | 56316370 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | 3238158 |  |  | 3238158 |
|  Total | $1143682151 | $- | $- | $1143682151 |

---

The following is a summary of the inputs used by the Domini Sustainable Solutions Fund, as of January 31, 2026, 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 | $1145175 | $- | $- | $1145175 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 1865336 |  |  | 1865336 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | 1271763 | 5725430 |  | 6997193 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | 5053221 | 1997446 |  | 7050667 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | 7581134 | 5626625 |  | 13207759 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 9922193 | 570254 |  | 10492447 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | 1113809 |  |  | 1113809 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 880312 |  |  | 880312 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities |  | 2179500 |  | 2179500 |
|  Total | $28832943 | $16099255 | $- | $44932198 |

---

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

The following is a summary of the inputs used by the Domini Impact International Equity Fund, as of January 31, 2026, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1 | Level 2 | Level 3 | Total |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | $- | $40648590 | $- | $40648590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 4482630 |  | 4482630 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 22734315 |  | 22734315 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | 8554 |  |  | 8554 |
| &nbsp;&nbsp;&nbsp;&nbsp; China |  | 10003616 |  | 10003616 |
| &nbsp;&nbsp;&nbsp;&nbsp; Côte d'Ivoire (Ivory Coast) |  | 4234716 |  | 4234716 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 30048 |  | 30048 |
| &nbsp;&nbsp;&nbsp;&nbsp; France |  | 82716210 |  | 82716210 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 109248129 |  | 109248129 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 20022118 |  | 20022118 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 2142469 |  | 2142469 |
| &nbsp;&nbsp;&nbsp;&nbsp; India |  | 961832 |  | 961832 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | 13325327 |  |  | 13325327 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel |  | 4935015 |  | 4935015 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 28199436 |  | 28199436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | 7969114 | 196119752 |  | 204088866 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | 4352755 |  |  | 4352755 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 6564305 | 43113862 |  | 49678167 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nigeria |  | 1730496 |  | 1730496 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 6979989 |  | 6979989 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 32640064 |  | 32640064 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 8962527 |  | 8962527 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 25483577 |  | 25483577 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 40658147 |  | 40658147 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 67607649 |  | 67607649 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 12260247 |  | 12260247 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | 3143207 |  |  | 3143207 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 114558785 |  | 114558785 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States |  | 71276326 |  | 71276326 |
|  Total | $35363262 | $951750545 | $- | $987113807 |

---

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

(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

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

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 may be subject to foreign taxes on income, a portion of which may be recoverable. Each Fund recognizes tax reclaims when the Fund determines that it is due the reclaim. The Funds may file withholding tax reclaims to recover a portion of amounts previously withheld. These filings are subject to various administrative and judicial proceedings within the applicable country. The collectability of such reclaims is monitored based on factors such as changes in applicable tax laws, judicial interpretations, and the processing and payment patterns of foreign tax authorities. 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 January 31, 2026, tax years 2022 through 2025 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 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.

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

(I) **Segment Reporting.** 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 from the Fund a fee accrued daily and paid monthly at the annual rate below of the 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, 2025, 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, 2026, absent an earlier modification as mutually agreed 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

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

---

| | |
|:---|:---|
|  Domini Impact Equity Fund Class Y Shares | 0.80% |
|  Domini Sustainable Solutions Fund Investor Shares | 1.30% |
|  Domini Sustainable Solutions Fund Institutional Shares | 1.05% |
|  Domini Impact International Equity Fund Class Y Shares | 1.12% |

---

For the six months ended January 31, 2026, Domini waived fees and reimbursed expenses as follows:

---

| | |
|:---|:---|
|  | EXPENSES REIMBURSED |
|  Domini Impact Equity Fund | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11135 |
|  Domini Sustainable Solutions Fund | 57433 |
|  Domini Impact International Equity Fund |  |

---

As of January 31, 2026, 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 six months ended January 31, 2026, fees waived were as follows:

---

| | |
|:---|:---|
|  | FEES WAIVED |
|  Domini Sustainable Solutions Fund Investor Shares | $35773 |

---

(D) **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. Each Independent Trustee also receives $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 January 31, 2026, 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 six months ended January 31, 2026, cost of purchase and proceeds from sales of investments other than short-term obligations were as follows:

---

| | | |
|:---|:---|:---|
|  | PURCHASE | SALES |
|  Domini Impact Equity Fund | $284405861 | $346242191 |
|  Domini Sustainable Solutions Fund | 7935415 | 4671582 |
|  Domini Impact International Equity Fund | 357081730 | 375275493 |

---

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

5. SHARES OF BENEFICIAL INTEREST

At January 31, 2026, there was an unlimited number of shares authorized ($0.00001 par value). Transactions in the Funds' shares were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Six Months Ended | Six Months Ended | Year Ended | Year Ended |
|  | January 31, 2026 (unaudited) | January 31, 2026 (unaudited) | July 31, 2025 | July 31, 2025 |
|  | Shares | Amount | Shares | Amount |
|  **Domini Impact Equity Fund** | **Domini Impact Equity Fund** | **Domini Impact Equity Fund** |  |  |
|  **Investor Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 159616 | $6380373 | 476087 | $17812232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 2549954 | 94195293 | 1219793 | 46030646 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (1322655) | (52152246) | (2554610) | (95085969) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net increase (decrease) | 1386915 | $48423420 | (858730) | $(31243091) |
|  **Institutional Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 165927 | $6694690 | 205519 | $7641469 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 298725 | 10888501 | 146343 | 5456533 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (365857) | (13942059) | (558507) | (20684582) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net increase (decrease) | 98795 | $3641132 | (206645) | $(7586580) |
|  **Class Y Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 73881 | $2889800 | 179471 | $6844320 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 50357 | 1841563 | 31500 | 1177019 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (146022) | (5906084) | (191853) | (7002252) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net increase (decrease) | (21784) | $(1174721) | 19118 | $1019087 |
|  **Total** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 399424 | $15964863 | 861077 | $32298021 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 2899036 | 106925357 | 1397636 | 52664198 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (1834534) | (72000389) | (3304970) | (122772803) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net increase (decrease) | 1463926 | $50889831 | (1046257) | $(37810584) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Six Months Ended | Six Months Ended | Year Ended | Year Ended |
|  | January 31, 2026 (unaudited) | January 31, 2026 (unaudited) | July 31, 2025 | July 31, 2025 |
|  | Shares | Amount | Shares | Amount |
|  **Domini Sustainable Solutions Fund** |  |  |  |  |
|  **Investor Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 241789 | $4204926 | 362509 | $5843711 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (99096) | (1748683) | (164493) | (2589113) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net increase | 142693 | $2456243 | 198016 | $3254598 |
|  **Institutional Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold |  | $- | 13514 | $220936 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions |  |  | 1329 | 21614 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (53644) | (933922) | (138092) | (2252275) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net decrease | (53644) | $(933922) | (123249) | $(2009725) |
|  **Total** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 241789 | $4204926 | 376023 | $6064647 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions |  |  | 1329 | 21614 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (152740) | (2682605) | (302585) | (4841388) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net increase | 89049 | $1522321 | 74767 | $1244873 |

---

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Six Months Ended | Six Months Ended | Year Ended | Year Ended |
|  | January 31, 2026 (unaudited) | January 31, 2026 (unaudited) | July 31, 2025 | July 31, 2025 |
|  | 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 | 960125 | $10907377 | 3036447 | $29572239 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 254446 | 2900680 | 301777 | 2835578 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (1691751) | (18982967) | (4148809) | (39987507) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net decrease | (477180) | $(5174910) | (810585) | $(7579690) |
|  **Institutional Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 2434360 | $26841795 | 6639117 | $62653836 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 492931 | 5501114 | 718678 | 6621948 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (3309631) | (37074610) | (10568579) | (100012484) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net decrease | (382340) | $(4731701) | (3210784) | $(30736700) |
|  **Class Y Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 1356943 | $15098414 | 4640526 | $43617804 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 353518 | 3955870 | 524141 | 4836827 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (2341850) | (25949524) | (5495932) | (52182648) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net decrease | (631389) | $(6895240) | (331265) | $(3728017) |
|  **Total** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 4751428 | $52847586 | 14316090 | $135843879 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 1100895 | 12357664 | 1544596 | 14294353 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (7343232) | (82007101) | (20213320) | (192182639) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net decrease | (1490909) | $(16801851) | (4352634) | $(42044407) |

---

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.

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

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.

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

**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, actions taken by the U.S. Federal Reserve or foreign central banks, market disruptions caused by trade disputes labor strikes or other factors, political developments, armed conflicts, economic sanctions and countermeasures in response to sanctions, major cybersecurity events, political instability, recessions, inflation, changes in interest or currency rates, the global and domestic effects of widespread or local health, 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. Economies and financial markets throughout the world are increasingly interconnected. Economic, financial or political events, trading or tariff arrangements, public health events, terrorism, wars, natural disasters 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 markets directly affected, the value and liquidity of the Fund's investments may be negatively affected. Ongoing armed conflicts between Russia and Ukraine in Europe and among Israel, Hamas and other militant groups in the Middle East have caused and could continue to cause significant market disruptions and volatility. The hostilities and sanctions resulting from those hostilities have and could continue to have a significant impact on certain Fund investments as well as Fund performance and liquidity. Following Russia's invasion of Ukraine in 2022, Russian stocks lost all, or nearly all, of their market value. Other securities or markets could be similarly affected by past or future geopolitical or other events or conditions. Furthermore, events involving limited liquidity, defaults, nonperformance or other adverse developments that affect one industry, such as the financial services industry, or concerns or rumors about any events of these kinds, have in the past and may

------

DOMINI IMPACT EQUITY FUND

DOMINI SUSTAINABLE SOLUTIONS FUND

DOMINI IMPACT INTERNATIONAL EQUITY FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

in the future lead to market-wide liquidity problems, may spread to other industries, and could negatively affect the value and liquidity of the Fund's investments. Your Fund shares at any point in time may be worth less than what you invested, even after taking into account the reinvestment of Fund dividends and distributions.

The long-term impact of the COVID-19 pandemic and its subsequent variants on economies, markets, industries and individual issuers, is not known. The U.S. government and the Federal Reserve, as well as certain foreign governments and central banks, took extraordinary actions to support local and global economies and the financial markets in response to the COVID-19 pandemic. This and other government intervention into the economy and financial markets have resulted in a large expansion of government deficits and debt, the long term consequences of which are not known.

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. Recently, inflation and interest rates have been volatile and may increase in the future. 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.

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, China's long-running conflict over Taiwan's sovereignty, other disputes with many neighbors and historically strained relations with other Asian countries could result in military conflict. If the political climate between the U.S. and China does not improve or continues to deteriorate, if China enters into military conflict with Taiwan, the Philippines or another neighbor, 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.

------

DOMINI IMPACT BOND FUND

STATEMENT OF ASSETS AND LIABILITIES

January 31, 2026 (Unaudited)

---

| | |
|:---|:---|
|  ASSETS |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments, at value (cost $271,857,723) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262300004 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cash | 5333544 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign currency, at value (cost $3,614) | 3731 |
| &nbsp;&nbsp;&nbsp;&nbsp; Receivable for securities sold | 26085518 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interest receivable | 1772885 |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateral on certain derivative contracts | 2015000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Premium paid for swap contracts | 839595 |
| &nbsp;&nbsp;&nbsp;&nbsp; Receivable for variation margin swaps | 1057808 |
| &nbsp;&nbsp;&nbsp;&nbsp; Receivable for capital shares | 164224 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cash held at other banks (cost $484,033) | 484155 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on OTC swap contracts | 32439 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on forward currency contracts | 2435 |
| &nbsp;&nbsp;&nbsp;&nbsp; Receivable for variation margin futures | 19089 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on unfunded loan commitments | 44 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total assets | 300110471 |
|  LIABILITIES |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Payable for securities purchased | 41037566 |
| &nbsp;&nbsp;&nbsp;&nbsp; Payable for capital shares | 237137 |
| &nbsp;&nbsp;&nbsp;&nbsp; Payable for variation margin swaps | 1182219 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cash due to broker (cost $592) | 598 |
| &nbsp;&nbsp;&nbsp;&nbsp; Premium received for swap contracts | 827451 |
| &nbsp;&nbsp;&nbsp;&nbsp; Management fee payable | 123806 |
| &nbsp;&nbsp;&nbsp;&nbsp; Distribution fee payable | 10000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Other accrued expenses | 138663 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividend payable | 78675 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on forward currency contracts | 191454 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total liabilities | 43827569 |
|  NET ASSETS | $256282902 |
|  NET ASSETS CONSISTS OF |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Paid-in capital | $287241924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total distributable earnings (loss) | (30959022) |
|  NET ASSETS | $256282902 |
|  NET ASSET VALUE PER SHARE |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **Investor Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 114929806 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 11204808 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $10.26 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Institutional Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 106332097 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 10440313 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $10.18 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Class Y Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets | 35020999 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outstanding shares of beneficial interest | 3411449 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Asset Value And Offering Price Per Share | $10.27 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT BOND FUND

STATEMENT OF OPERATIONS

For the Six Months Ended January 31, 2026 (Unaudited)

---

| | |
|:---|:---|
|  INCOME |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Interest income | $5218316 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Income | 5218316 |
|  EXPENSES |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Management fee | 731220 |
| &nbsp;&nbsp;&nbsp;&nbsp; Distribution fees – Investor Shares | 143273 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Investor Shares | 90071 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Institutional Shares | 796 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfer agent fees – Class Y Shares | 17501 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custody and accounting fees | 69759 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional fees | 47764 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Investor Shares | 11449 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Institutional Shares | 10604 |
| &nbsp;&nbsp;&nbsp;&nbsp; Registration fees – Class Y Shares | 9109 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholder communication fees | 20561 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miscellaneous | 18550 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trustees fees | 8725 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total expenses | 1179382 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fees waived and expenses reimbursed | (260287) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net expenses | 919095 |
|  NET INVESTMENT INCOME (LOSS) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4299221 |
|  REALIZED AND UNREALIZED GAIN (LOSS) FROM INVESTMENTS AND FOREIGN CURRENCY |  |
|  NET REALIZED GAIN (LOSS) FROM: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments | 271473 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swap contracts | 96942 |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures contracts | 55854 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign currency | 2029 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward contracts | 20503 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized gain (loss) | 446801 |
|  NET CHANGES IN UNREALIZED APPRECIATION (DEPRECIATION) FROM: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments | 4016967 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swap contracts | (327663) |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures contracts | (10387) |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward contracts | (424729) |
| &nbsp;&nbsp;&nbsp;&nbsp; Translation of assets and liabilities in foreign currencies | 5139 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) | 3259327 |
|  NET REALIZED AND UNREALIZED GAIN (LOSS) | 3706128 |
|  NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $8005349 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT BOND FUND

STATEMENTS OF CHANGES IN NET ASSETS

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br>January 31, 2026<br>(unaudited) | Year Ended<br>July 31, 2025 |
|  INCREASE IN NET ASSETS FROM OPERATIONS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | $4299221 | $8141147 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized gain (loss) | 446801 | (5820886) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) | 3259327 | 3999168 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 8005349 | 6319429 |
|  DISTRIBUTIONS TO SHAREHOLDERS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investor Shares | (1782769) | (3662934) |
| &nbsp;&nbsp;&nbsp;&nbsp; Institutional Shares | (1808154) | (3523940) |
| &nbsp;&nbsp;&nbsp;&nbsp; Class Y Shares | (606201) | (1093220) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Decrease in Net Assets from Distributions | (4197124) | (8280094) |
|  CAPITAL SHARE TRANSACTIONS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Proceeds from sale of shares | 23871791 | 53593178 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value of shares issued in reinvestment of distributions and dividends | 3719115 | 7367357 |
| &nbsp;&nbsp;&nbsp;&nbsp; Payments for shares redeemed | (24065701) | (53355960) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets from Capital Share Transactions | 3525205 | 7604575 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 7333430 | 5643910 |
|  NET ASSETS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of period | $248949472 | $243305562 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of period | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256282902 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248949472 |

---

SEE NOTES TO FINANCIAL STATEMENTS

------

DOMINI IMPACT BOND FUND — INVESTOR SHARES

FINANCIAL HIGHLIGHTS

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | Six Months<br>Ended<br>January 31,<br>2026<br>(unaudited) | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, |
|  | Six Months<br>Ended<br>January 31,<br>2026<br>(unaudited) | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $10.10 | $10.19 | $9.87 | $10.51 | $12.04 | $12.49 |
|  Income from investment operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | 0.17 | 0.32 | 0.29 | 0.24 | 0.16 | 0.18 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | 0.15 | (0.08) | 0.32 | (0.62) | (1.41) | (0.05) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 0.32 | 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 | (0.16) | (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 | (0.16) | (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 | $10.26 | $10.10 | $10.19 | $9.87 | $10.51 | $12.04 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return<sup>3</sup>  | 3.19% | 2.39% | 6.29% | (3.56)% | (10.53)% | 1.06% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 114% | 194% | 258% | 278% | 383% | 378% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $115 | $112 | $115 | $116 | $133 | $151 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 0.87%<sup>4</sup> | 0.87%<sup>4</sup> | 0.87%<sup>4</sup> | 0.87%<sup>4</sup> | 0.87%<sup>4</sup> | 0.87%<sup>4</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 1.13% | 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% | 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> Not annualized for periods less than one year.

<sup>4</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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | Six Months<br>Ended<br>January 31,<br>2026<br>(unaudited) | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, | Year Ended July 31, |
|  | Six Months<br>Ended<br>January 31,<br>2026<br>(unaudited) | 2025 | 2024 | 2023 | 2022 | 2021 |
|  For a share outstanding for the period: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $10.03 | $10.11 | $9.80 | $10.43 | $11.96 | $12.41 |
|  Income from investment operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | 0.18 | 0.35 | 0.32 | 0.27 | 0.20 | 0.23 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | 0.15 | (0.07) | 0.30 | (0.61) | (1.42) | (0.07) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 0.33 | 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 | (0.18) | (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 | (0.18) | (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 | $10.18 | $10.03 | $10.11 | $9.80 | $10.43 | $11.96 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return<sup>3</sup>  | 3.26% | 2.79% | 6.53% | (3.22)% | (10.34)% | 1.35% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 114% | 194% | 258% | 278% | 383% | 378% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $106 | $101 | $100 | $84 | $93 | $91 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 0.57%<sup>4</sup> | 0.57%<sup>4</sup> | 0.57%<sup>4</sup> | 0.57%<sup>4</sup> | 0.57%<sup>4</sup> | 0.57%<sup>4</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 0.72% | 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% | 3.49% | 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> Not annualized for periods less than one year.

<sup>4</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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | Six Months<br>Ended<br>January 31,<br>2026<br>(unaudited) | 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<br>of operations)<br>through July 31,<br>2021 |
|  | Six Months<br>Ended<br>January 31,<br>2026<br>(unaudited) | 2025 | 2024 | 2023 | 2022 | For the Period<br>June 1, 2021<br>(commencement<br>of operations)<br>through July 31,<br>2021 |
|  For a share outstanding for the period: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net asset value, beginning of period | $10.11 | $10.19 | $9.88 | $10.52 | $12.05 | $11.85 |
|  Income from investment operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net investment income (loss) | 0.18 | 0.35 | 0.32 | 0.27 | 0.19 | 0.03 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net realized and unrealized gain (loss) on investments | 0.15 | (0.08) | 0.30 | (0.63) | (1.41) | 0.20 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Income (loss) From Investment Operations | 0.33 | 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 | (0.17) | (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 | (0.17) | (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 | $10.27 | $10.11 | $10.19 | $9.88 | $10.52 | $12.05 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total return<sup>2</sup>  | 3.30% | 2.71% | 6.41% | (3.35)% | (10.32)% | 1.93% |
| &nbsp;&nbsp;&nbsp;&nbsp; Portfolio turnover | 114% | 194% | 258% | 278% | 383% | 378% |
|  Ratios/supplemental data (annualized): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net assets, end of period (in millions) | $35 | $36 | $28 | $23 | $18 | $11 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of expenses to average net assets | 0.65%<sup>3</sup> | 0.65%<sup>3</sup> | 0.65%<sup>3</sup> | 0.65%<sup>3</sup> | 0.65%<sup>3</sup> | 0.65%<sup>3</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Ratio of gross expenses to average net assets | 0.84% | 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% | 3.41% | 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

January 31, 2026 (Unaudited)

1. ORGANIZATION

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

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

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

2. SIGNIFICANT ACCOUNTING POLICIES

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

(**A**) **Valuation of Investments.** 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)

January 31, 2026 (Unaudited)

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 January 31, 2026, 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;- | $83388419 | $&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;- | $83388419 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds and Notes |  | 80080658 |  | 80080658 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Agency Obligations |  | 63740390 |  | 63740390 |
| &nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds |  | 12136341 |  | 12136341 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Government & Agency Securities |  | 9503427 |  | 9503427 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Securities |  | 8710128 |  | 8710128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Senior Floating Rate Interests |  | 4005865 |  | 4005865 |
| &nbsp;&nbsp;&nbsp;&nbsp; Convertible Bonds |  | 745392 |  | 745392 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Long Term Investments | $- | $262310620 | $- | $262310620 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Investment in Securities | $- | $262310620 | $- | $262310620 |
|  **Other Financial Instruments:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  | 2435 |  | 2435 |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures |  | 18732 |  | 18732 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap - CCP |  | 1057808 |  | 1057808 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap - OTC |  | 26747 |  | 26747 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unfunded Loans |  | 44 |  | 44 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Other Financial Instruments | $- | $1105766 | $- | $1105766 |
|  **Liabilities:** |  |  |  |  |
|  **Other Financial Instruments:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | $- | $(191454) | $- | $(191454) |
| &nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap - CCP |  | (1182219) |  | (1182219) |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Other Financial Instruments | $- | $(1373673) | $- | $(1373673) |

---

------

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

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

(**C**) **Foreign Currency Contracts.** When the Fund purchases or sells foreign securities it enters into foreign exchange contracts to minimize foreign exchange risk from the trade date to the settlement date of the transactions. A foreign exchange contract is an agreement between two parties to exchange different currencies at an agreed-upon exchange rate on a specified date.

(**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 to purchase or sell a specific number of shares or units of an asset or notional amount of a swap

------

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

(swaption), at a specified price. Options purchased are recorded as an asset while options written are recorded as a liability. Upon exercise of an option, the acquisition cost or sales proceeds of the underlying investment is adjusted by any premium received or paid. Upon expiration of an option, any premium received or paid is recorded as a realized gain or loss. Upon closing an option other than through expiration or exercise, the difference between the premium and the cost to close the position is recorded as a realized gain or loss. The Fund had no purchased option contracts outstanding as of January 31, 2026.

(**H**) **Futures Contracts.** The Fund may purchase and sell futures contracts based on various securities, securities indexes, and other financial instruments and indexes. The Fund intends to use futures contracts for hedging purposes. Futures contracts provide for the future sale by one party and purchase by another party of a specified amount of a specified security or financial instrument at a specified future time and at a specified price. When the Fund purchases or sells a futures contract, the Fund must allocate certain of its assets as an initial deposit on the contract. The futures contract is marked to market daily thereafter, and the Fund may be required to pay or entitled to receive additional "variation margin," based on decrease or increase in the value of the futures contract. Future contracts outstanding at January 31, 2026 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 January 31, 2026 are listed in the Fund's Portfolio of Investments.

(**J**) **Interest Rate Swap Contracts.** The Fund may enter into interest rate swap contracts to hedge interest rate risk. An interest rate swap is an agreement between the Fund and a counterparty to exchange cash flows based on the difference between two interest rates, applied to a notional amount. Interest rate swap contracts are marked to market daily based upon quotations from an independent pricing service or market maker. Any change on an OTC interest rate swap is recorded as an unrealized gain or loss on the Statement of Assets and Liabilities. Daily fluctuations in the value of centrally cleared interest rate swaps are settled though a central clearing agent and are recorded in variation margin on the Statement of Assets and Liabilities and recorded as unrealized gain or loss. OTC and centrally cleared interest rate swap contracts outstanding at January 31, 2026, are listed in the Fund's Portfolio of Investments.

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

------

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

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 January 31, 2026.

(**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 basis of identified cost. Interest income is recorded on an accrual basis. The Fund earns income daily, net of

------

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

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 January 31, 2026, tax years 2022 through 2025 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.** 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 IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

Domini receives from the Fund a fee accrued daily and paid monthly at the annual rate of the Fund's average daily net assets before any fee waivers of 0.33% of the first $50 million of net assets managed, 0.32% of the net $50 million of net assets managed, and 0.315% of net assets managed in excess of $100 million.

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

Effective November 30, 2025, 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, 2026, absent an earlier modification by the Board of Trustees which oversee the Fund. For the six months ended January 31, 2026, Domini reimbursed expenses totaling $177,014.

As of January 31, 2026, 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 six months ended January 31, 2026, fees waived by DSIL for the Investor shares totaled $83,273.

(**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 Soultions, 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 six months ended January 31, 2026, there were no fees waived by Domini.

(**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. Each Independent Trustee also receives $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 January 31, 2026, all Trustees and officers of the Trust as a group owned less than 1% of the Fund's outstanding shares.

------

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

4. INVESTMENT TRANSACTIONS

For the six months ended January 31, 2026, cost of purchase and proceeds from sales of investments other than short-term obligations were as follows:

---

| | | |
|:---|:---|:---|
|  | PURCHASES | SALES |
|  U.S. Government Securities | $268263077 | $292787184 |
|  Investments in Securities | 22836945 | 12284791 |

---

5. SHARES OF BENEFICIAL INTEREST

At January 31, 2026, there was an unlimited number of shares authorized ($0.00001 par value). Transactions in the Fund's shares were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Six Months Ended<br>January 31, 2026<br>(unaudited) | Six Months Ended<br>January 31, 2026<br>(unaudited) | Year Ended<br>July 31, 2025 | Year Ended<br>July 31, 2025 |
|  | Shares | Amount | Shares | Amount |
|  **Investor Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 794950 | $8164351 | 1772665 | $17909118 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 171098 | 1756006 | 356545 | 3611273 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (835012) | (8567646) | (2339402) | (23666077) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net increase (decrease) | 131036 | $1352711 | (210192) | $(2145686) |
|  **Institutional Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 1139750 | $11620941 | 2229116 | $22362317 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 133254 | 1357633 | 264762 | 2662967 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (926307) | (9432274) | (2302480) | (23138825) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net increase | 346697 | $3546300 | 191398 | $1886459 |
|  **Class Y Shares** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 397859 | $4086499 | 1318424 | $13321743 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 58938 | 605476 | 107852 | 1093117 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (591955) | (6065781) | (648976) | (6551058) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net increase (decrease) | (135158) | $(1373806) | 777300 | $7863802 |
|  **Total** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares sold | 2332559 | $23871791 | 5320205 | $53593178 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares issued in reinvestment of dividends and distributions | 363290 | 3719115 | 729159 | 7367357 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares redeemed | (2353274) | (24065701) | (5290858) | (53355960) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net increase | 342575 | $3525205 | 758506 | $7604575 |

---

------

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

6. SUMMARY OF DERIVATIVE ACTIVITY

At January 31, 2026, 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 Hedging<br>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 | $1108979 \* | Payable for variation margin swaps/ Net assets consist of - Total distributable earnings | $1182219 \* |
|  Foreign Exchange Risk | Unrealized appreciation on forward currency contracts/Net assets consist of - Total distributable earnings | 2435 | Unrealized depreciation on forward currency contracts/Net assets consist of - Total distributable earnings | 191454 |
|  Total |  | $1111414 |  | $1373673 |

---

\* 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

For the six months ended January 31, 2026, 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 | 152796 | (338050) |
|  Foreign Exchange Risk | Net realized gain (loss) from forward contracts/ Net change in unrealized appreciation (depreciation) from forward contracts | 20503 | (424729) |
|  Total |  | $173299 | (762779) |

---

The average notional cost of futures contracts and average notional amounts of other derivative contracts outstanding during the six months ended January 31, 2026, which are indicative of the volume of these derivative types, were approximately as follows:

---

| | |
|:---|:---|
|  Futures contracts (notional) | $14776058.0 |
|  Forward currency contracts (contract amount) | $16204258.0 |
|  OTC interest rate swap contracts (notional) | $3195000.0 |
|  Centrally cleared interest rate swap contracts (notional) | $131138993.0 |

---

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) |

---

------

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

Carryforwards of losses from previous taxable years do not expire and retain their character as either short-term or long-term capital losses. As of July 31, 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 |

---

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

*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, actions taken by the U.S. Federal Reserve or foreign central banks, market disruptions caused by trade disputes labor strikes or other factors, political developments, armed conflicts, economic sanctions and countermeasures in response to sanctions, major cybersecurity events, political instability, recessions, inflation, changes in interest or currency rates, the global and domestic effects of widespread or local health, 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. Economies and financial markets throughout the world are increasingly interconnected. Economic, financial or political events, trading or tariff arrangements, public health events, terrorism, wars, natural disasters 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 markets directly affected, the value and liquidity of the Fund's investments may be negatively affected. Ongoing armed conflicts between Russia and Ukraine in Europe and among Israel, Hamas and other militant groups in the Middle East have caused and could continue to cause significant market disruptions and volatility. The hostilities and sanctions resulting from those hostilities have and could continue to have a significant impact on certain Fund investments as well as Fund performance and liquidity. Following Russia's invasion of Ukraine in 2022, Russian stocks lost all, or nearly all, of their market value. Other securities or markets could be similarly affected by past or future geopolitical or other events or conditions. Furthermore, events involving limited liquidity, defaults, nonperformance or other adverse developments that affect one industry, such as the financial services industry, or concerns or rumors about any events of these kinds, have in the past and may in the future lead to market-wide liquidity problems, may spread to other industries, and could negatively affect the value and liquidity of the Fund's investments. Your Fund shares at any point in time may be

------

DOMINI IMPACT BOND FUND

NOTES TO FINANCIAL STATEMENTS (continued)

January 31, 2026 (Unaudited)

worth less than what you invested, even after taking into account the reinvestment of Fund dividends and distributions.

The long-term impact of the COVID-19 pandemic and its subsequent variants on economies, markets, industries and individual issuers, is not known. The U.S. government and the Federal Reserve, as well as certain foreign governments and central banks, took extraordinary actions to support local and global economies and the financial markets in response to the COVID-19 pandemic. This and other government intervention into the economy and financial markets have resulted in a large expansion of government deficits and debt, the long term consequences of which are not known.

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. Recently, inflation and interest rates have been volatile and may increase in the future. 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.

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, China's long-running conflict over Taiwan's sovereignty, other disputes with many neighbors and historically strained relations with other Asian countries could result in military conflict. If the political climate between the U.S. and China does not improve or continues to deteriorate, if China enters into military conflict with Taiwan, the Philippines or another neighbor, 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.

------

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

Not Applicable.

------

**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>

There were no matters submitted to a vote of shareholders during the period covered by this report.

------

**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.

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

Not applicable for the period covered by this report.

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

(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.](d70586dex9919a3.htm)

(a)(4) Not applicable

(a)(5) 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.](d70586dex9919b.htm)

------

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

---

| | |
|:---|:---|
| DOMINI INVESTMENT TRUST | DOMINI INVESTMENT TRUST |
| By: | /s/ Carole M. Laible |
|  | Carole M. Laible |
|  | President (Principal Executive Officer) |
|  Date: April 8, 2026 | Date: April 8, 2026 |

---

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

---

| | |
|:---|:---|
| By: | /s/ Carole M. Laible |
|  | Carole M. Laible |
|  | President (Principal Executive Officer) |
| Date: April 8, 2026 | Date: April 8, 2026 |
| By: | /s/ Danielle Thebeau |
|  | Danielle Thebeau |
|  | Treasurer (Principal Financial Officer) |
|  Date: April 8, 2026 | Date: April 8, 2026 |

---

## 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

------

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.

---

| |
|:---|
| Date: April 8, 2026 |
| /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

------

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.

---

| |
|:---|
| Date: April 8, 2026 |
| /s/ Danielle Thebeau |
| Treasurer (Principal Financial Officer) |
| Domini Investment Trust |

---

## 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: April 8, 2026 |
| /s/ Carole M. Laible |
| President (Principal Executive Officer) |
| Domini Investment Trust |
| Date: April 8, 2026 |
| /s/ Danielle Thebeau |
| Treasurer (Principal Financial Officer) |
| Domini Investment Trust |

---