# EDGAR Filing Document

**Accession Number:** 0000877232
**File Stem:** 0001193125-26-272429
**Filing Date:** 2026-6
**Character Count:** 254020
**Document Hash:** 7ea567715f488002e38b6b2d70a13a8f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-272429.hdr.sgml**: 20260616

**ACCESSION NUMBER**: 0001193125-26-272429

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260616

**DATE AS OF CHANGE**: 20260616

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GREEN CENTURY FUNDS
- **CENTRAL INDEX KEY:** 0000877232

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06351
- **FILM NUMBER:** 261094260

**BUSINESS ADDRESS:**
- **STREET 1:** 114 STATE STREET
- **STREET 2:** SUITE 200
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 617-482-0800

**MAIL ADDRESS:**
- **STREET 1:** C/O UMB FUND SERVICES
- **STREET 2:** 803 WEST MICHIGAN STREET SUITE A
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53233

## Series and Classes Contracts Data

### GREEN CENTURY BALANCED FUND (Series ID: S000007714)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000020964 | Individual Investor Class | GCBLX           |
| C000225233 | Institutional Class       | GCBUX           |

## Nport-Ex

**GREEN CENTURY BALANCED FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**

**COMMON STOCKS — 67.1%**

---

| | | |
|:---|:---|:---|
|  | SHARES | VALUE |
| **Semiconductors & Semiconductor Equipment — 11.7%** | **Semiconductors & Semiconductor Equipment — 11.7%** | **Semiconductors & Semiconductor Equipment — 11.7%** |
| Advanced Micro Devices, Inc. (a) | 3842 | $1361951 |
| Analog Devices, Inc. | 11600 | 4666216 |
| Applied Materials, Inc. | 661 | 260758 |
| ASML Holding NV (b) | 2604 | 3747130 |
| Broadcom, Inc. | 16757 | 6994874 |
| First Solar, Inc. (a) | 12413 | 2506061 |
| Lam Research Corporation | 2617 | 674820 |
| Micron Technology, Inc. | 2485 | 1285143 |
| NVIDIA Corporation | 110201 | 21992813 |
| Teradyne, Inc. | 1854 | 636793 |
|  |  | 44126559 |
| **Media & Entertainment — 6.7%** | **Media & Entertainment — 6.7%** | **Media & Entertainment — 6.7%** |
| Alphabet, Inc., Class A | 50659 | 19493583 |
| Alphabet, Inc., Class C | 156 | 59583 |
| Meta Platforms, Inc., Class A | 5146 | 3148889 |
| Netflix, Inc. (a) | 25016 | 2341748 |
|  |  | 25043803 |
| **Capital Goods — 6.6%** | **Capital Goods — 6.6%** | **Capital Goods — 6.6%** |
| AGCO Corporation | 1443 | 174632 |
| AZZ, Inc. | 700 | 100128 |
| Carlisle Companies, Inc. | 430 | 152762 |
| Carpenter Technology Corporation | 403 | 172565 |
| Carrier Global Corporation | 45 | 3023 |
| CNH Industrial NV (b) | 20606 | 220690 |
| Comfort Systems USA, Inc. | 378 | 695614 |
| Deere & Company | 2260 | 1333106 |
| Dover Corporation | 13 | 2943 |
| Eaton Corporation PLC | 10408 | 4506768 |
| EMCOR Group, Inc. | 543 | 484177 |
| EnerSys | 729 | 155467 |
| Fastenal Company | 885 | 39763 |
| Fortive Corporation | 45 | 2691 |
| Gates Industrial Corporation PLC (a) | 6015 | 154044 |
| Generac Holdings, Inc. (a) | 1366 | 354108 |
| Griffon Corporation | 897 | 81779 |
| Hubbell, Inc. | 1226 | 623016 |
| Illinois Tool Works, Inc. | 9 | 2322 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES | VALUE | VALUE |
| **Capital Goods — (continued)** | **Capital Goods — (continued)** | **Capital Goods — (continued)** | **Capital Goods — (continued)** |
| Ingersoll-Rand PLC | 1047 | $| 83613 |
| Johnson Controls International, PLC | 9394 |  | 1371806 |
| Lennox International, Inc. | 82 |  | 43861 |
| Masco Corporation | 1160 |  | 83311 |
| MYR Group, Inc. (a) | 10842 |  | 4388950 |
| Nextpower, Inc., Class A (a) | 1090 |  | 129852 |
| nVent Electric PLC (b) | 3758 |  | 537018 |
| Otis Worldwide Corporation | 4910 |  | 382391 |
| Owens Corning | 705 |  | 86955 |
| Regal Rexnord Corporation | 1546 |  | 332436 |
| Sensata Technologies Holding PLC | 3392 |  | 141243 |
| Stanley Black & Decker, Inc. | 3481 |  | 272075 |
| Terex Corporation | 2609 |  | 162280 |
| Timken Company (The) | 1476 |  | 163674 |
| Toro Company (The) | 1348 |  | 128289 |
| Trane Technologies PLC | 7776 |  | 3829991 |
| United Rentals, Inc. | 1158 |  | 1111495 |
| Valmont Industries, Inc. | 389 |  | 197628 |
| W.W. Grainger, Inc. | 69 |  | 80133 |
| Watsco, Inc. | 679 |  | 297293 |
| Xylem, Inc. | 15837 |  | 1871300 |
|  |  |  | 24955192 |
| **Technology Hardware & Equipment — 6.1%** | **Technology Hardware & Equipment — 6.1%** | **Technology Hardware & Equipment — 6.1%** | **Technology Hardware & Equipment — 6.1%** |
| Apple, Inc. | 60169 |  | 16326858 |
| Arista Networks, Inc. (a) | 2784 |  | 480825 |
| Belden, Inc. | 562 |  | 63214 |
| Ciena Corporation (a) | 1977 |  | 1043026 |
| Cisco Systems, Inc. | 6373 |  | 583130 |
| Cognex Corporation | 2049 |  | 113740 |
| Dell Technologies, Inc., Class C | 3021 |  | 631238 |
| Flex Ltd. (a) | 8030 |  | 735146 |
| Jabil, Inc. | 2007 |  | 677342 |
| Keysight Technologies, Inc. (a) | 256 |  | 89577 |
| NetApp, Inc. | 707 |  | 78314 |
| Seagate Technology Holdings PLC | 1575 |  | 1060983 |
| Western Digital Corporation | 2887 |  | 1254459 |
|  |  |  | 23137852 |

---

**GREEN CENTURY BALANCED FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***continued*** 

---

| | | |
|:---|:---|:---|
|  | SHARES | VALUE |
| **Software & Services — 6.1%** | **Software & Services — 6.1%** | **Software & Services — 6.1%** |
| Automatic Data Processing, Inc. | 4743 | $1005231 |
| Cadence Design Systems, Inc. (a) | 1988 | 655225 |
| GoDaddy, Inc. (a) | 466 | 40444 |
| International Business Machines Corporation | 4492 | 1037562 |
| Intuit, Inc. | 209 | 81197 |
| Kyndryl Holdings, Inc. (a) | 4443 | 61402 |
| Microsoft Corporation | 36107 | 14723713 |
| Nutanix, Inc., Class A (a) | 66 | 2699 |
| Palo Alto Networks, Inc. (a) | 18476 | 3313116 |
| Paycom Software, Inc. | 21 | 2662 |
| Salesforce, Inc. | 4758 | 839930 |
| ServiceNow, Inc. (a) | 14839 | 1310432 |
| Synopsys, Inc. (a) | 114 | 55016 |
| Twilio, Inc., Class A (a) | 21 | 3109 |
|  |  | 23131738 |
| **Banks — 4.4%** | **Banks — 4.4%** | **Banks — 4.4%** |
| Bank of America Corporation | 100000 | 5346000 |
| Citigroup, Inc. | 15307 | 1958990 |
| East West Bancorp, Inc. | 21171 | 2677497 |
| Fifth Third Bancorp | 5550 | 281718 |
| JPMorgan Chase & Company | 2009 | 629279 |
| KeyCorp | 5439 | 120256 |
| PNC Financial Services Group, Inc. (The) | 23836 | 5315428 |
| Regions Financial Corporation | 7257 | 207187 |
|  |  | 16536355 |
| **Financial Services — 3.8%** | **Financial Services — 3.8%** | **Financial Services — 3.8%** |
| Ameriprise Financial, Inc. | 155 | 73592 |
| Bank of New York Mellon Corporation (The) | 4944 | 664325 |
| BGC Group, Inc., Class A | 4992 | 56060 |
| Blackstone Mortgage Trust, Inc., Class A REIT | 3630 | 68934 |
| Blackstone, Inc. | 5258 | 660300 |
| Charles Schwab Corporation (The) | 3478 | 318724 |
| Corebridge Financial, Inc. | 3076 | 84713 |
| Equitable Holdings, Inc. | 6345 | 267759 |
| Federated Hermes, Inc. | 1704 | 98985 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES | VALUE | VALUE |
| **Financial Services — (continued)** | **Financial Services — (continued)** | **Financial Services — (continued)** | **Financial Services — (continued)** |
| Franklin Resources, Inc. | 7048 | $| 211229 |
| Goldman Sachs Group, Inc. (The) | 827 |  | 763958 |
| Invesco Ltd. | 10364 |  | 271640 |
| Jackson Financial, Inc., Class A | 1583 |  | 183264 |
| Janus Henderson Group PLC (b) | 2878 |  | 148534 |
| Mastercard, Inc., Class A | 14830 |  | 7458304 |
| Moody's Corporation | 1014 |  | 468316 |
| Morgan Stanley | 3011 |  | 573866 |
| MSCI, Inc. | 435 |  | 257263 |
| S&P Global, Inc. | 6 |  | 2587 |
| SLM Corporation | 3408 |  | 78657 |
| State Street Corporation | 3958 |  | 604941 |
| Victory Capital Holdings, Inc., Class A | 1107 |  | 86911 |
| Virtu Financial, Inc., Class A | 1838 |  | 91275 |
| Visa, Inc., Class A | 2492 |  | 821961 |
| Voya Financial, Inc. | 1326 |  | 108679 |
|  |  |  | 14424777 |
| **Pharmaceuticals, Biotechnology & Life Sciences — 3.3%** | **Pharmaceuticals, Biotechnology & Life Sciences — 3.3%** | **Pharmaceuticals, Biotechnology & Life Sciences — 3.3%** | **Pharmaceuticals, Biotechnology & Life Sciences — 3.3%** |
| Amgen, Inc. | 64 |  | 22160 |
| AstraZeneca PLC ADR (b) | 18393 |  | 3446296 |
| Bristol-Myers Squibb Company | 13616 |  | 824993 |
| Eli Lilly & Company | 48 |  | 44861 |
| Gilead Sciences, Inc. | 28375 |  | 3712585 |
| Illumina, Inc. (a) | 1235 |  | 156524 |
| Johnson & Johnson | 4416 |  | 1015018 |
| Merck & Company, Inc. | 13151 |  | 1435826 |
| Mettler-Toledo International, Inc. (a) | 179 |  | 228513 |
| Pfizer, Inc. | 32963 |  | 880112 |
| Viatris, Inc. | 18490 |  | 276241 |
| West Pharmaceutical Services, Inc. | 708 |  | 210694 |
| Zoetis, Inc. | 1034 |  | 118879 |
|  |  |  | 12372702 |
| **Consumer Discretionary Distribution & Retail — 2.9%** | **Consumer Discretionary Distribution & Retail — 2.9%** | **Consumer Discretionary Distribution & Retail — 2.9%** | **Consumer Discretionary Distribution & Retail — 2.9%** |
| Abercrombie & Fitch Company, Class A (a) | 892 |  | 76132 |
| Bath & Body Works, Inc. | 4800 |  | 93312 |

---

**GREEN CENTURY BALANCED FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***continued*** 

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES | VALUE | VALUE |
| **Consumer Discretionary Distribution & Retail — (continued)** | **Consumer Discretionary Distribution & Retail — (continued)** | **Consumer Discretionary Distribution & Retail — (continued)** | **Consumer Discretionary Distribution & Retail — (continued)** |
| Best Buy Company, Inc. | 3515 | $| 212622 |
| eBay, Inc. | 1887 |  | 195267 |
| Etsy, Inc. (a) | 2276 |  | 146438 |
| Gap, Inc. (The) | 3013 |  | 74090 |
| Home Depot, Inc. (The) | 9892 |  | 3252490 |
| LKQ Corporation | 5872 |  | 185438 |
| Lowe's Companies, Inc. | 3574 |  | 853436 |
| Macy's, Inc. | 6099 |  | 119235 |
| O'Reilly Automotive, Inc. (a) | 976 |  | 97014 |
| Pool Corporation | 532 |  | 113486 |
| TJX Companies, Inc. (The) | 35295 |  | 5532491 |
| Tractor Supply Company | 1310 |  | 45981 |
|  |  |  | 10997432 |
| **Consumer Services — 2.6%** | **Consumer Services — 2.6%** | **Consumer Services — 2.6%** | **Consumer Services — 2.6%** |
| ADT, Inc. | 11654 |  | 87755 |
| Bright Horizons Family Solutions, Inc. (a) | 7800 |  | 632658 |
| Brinker International, Inc. (a) | 1034 |  | 157416 |
| Caesars Entertainment, Inc. (a) | 4682 |  | 130160 |
| Covista, Inc. (a) | 836 |  | 96324 |
| Expedia Group, Inc. | 2348 |  | 583173 |
| Grand Canyon Education, Inc. (a) | 637 |  | 107698 |
| Hilton Worldwide Holdings, Inc. | 2494 |  | 808230 |
| Las Vegas Sands Corporation | 6770 |  | 369710 |
| Marriott International, Inc., Class A | 9124 |  | 3300059 |
| MGM Resorts International (a) | 4402 |  | 171414 |
| Service Corporation International | 2740 |  | 222022 |
| Starbucks Corporation | 12890 |  | 1357704 |
| Stride, Inc. (a) | 996 |  | 96771 |
| Travel + Leisure Company | 1481 |  | 95761 |
| Vail Resorts, Inc. | 830 |  | 105559 |
| Wyndham Hotels & Resorts, Inc. | 1734 |  | 141113 |
| Wynn Resorts Ltd. | 1947 |  | 208543 |
| Yum! Brands, Inc. | 6275 |  | 1001804 |
|  |  |  | 9673874 |

---

---

| | | |
|:---|:---|:---|
|  | SHARES | VALUE |
| **Consumer Staples Distribution & Retail — 2.1%** | **Consumer Staples Distribution & Retail — 2.1%** | **Consumer Staples Distribution & Retail — 2.1%** |
| Costco Wholesale Corporation | 6409 | $6502123 |
| Target Corporation | 3749 | 486433 |
| U.S. Foods Holding Corporation (a) | 28 | 2617 |
| Walmart, Inc. | 6802 | 897388 |
|  |  | 7888561 |
| **Healthcare Equipment & Services — 1.9%** | **Healthcare Equipment & Services — 1.9%** | **Healthcare Equipment & Services — 1.9%** |
| Abbott Laboratories | 1171 | 106315 |
| Becton, Dickinson & Company | 2131 | 317604 |
| CVS Health Corp. | 8267 | 688558 |
| DaVita, Inc. (a) | 374 | 58022 |
| Elevance Health, Inc. | 4437 | 1670176 |
| Envista Holdings Corporation (a) | 3829 | 99324 |
| GE HealthCare Technologies, Inc. | 36 | 2190 |
| Humana, Inc. | 961 | 227219 |
| Insulet Corporation (a) | 534 | 91923 |
| Molina Healthcare, Inc. (a) | 535 | 104122 |
| Stryker Corporation | 5859 | 1846347 |
| UnitedHealth Group, Inc. | 4738 | 1755334 |
|  |  | 6967134 |
| **Insurance — 1.5%** | **Insurance — 1.5%** | **Insurance — 1.5%** |
| Aflac, Inc. | 3718 | 422625 |
| American Financial Group, Inc. | 796 | 106083 |
| American International Group, Inc. | 480 | 35904 |
| Brighthouse Financial, Inc. (a) | 1317 | 81996 |
| CNO Financial Group, Inc. | 2220 | 98679 |
| Genworth Financial, Inc. (a) | 5778 | 50789 |
| Globe Life, Inc. | 1404 | 216637 |
| Lincoln National Corporation | 3877 | 146589 |
| Progressive Corporation (The) | 10816 | 2177045 |
| Travelers Companies, Inc. (The) | 6383 | 1947709 |
| Unum Group | 3497 | 281089 |
|  |  | 5565145 |

---

**GREEN CENTURY BALANCED FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***continued*** 

---

| | | |
|:---|:---|:---|
|  | SHARES | VALUE |
| **Equity Real Estate Investment Trusts (REITs) — 1.2%** | **Equity Real Estate Investment Trusts (REITs) — 1.2%** | **Equity Real Estate Investment Trusts (REITs) — 1.2%** |
| American Tower Corporation REIT | 2406 | $439600 |
| Brixmor Property Group, Inc. REIT | 6652 | 200159 |
| CubeSmart REIT | 1835 | 74281 |
| Equinix, Inc. REIT | 485 | 525172 |
| Healthpeak Properties, Inc. | 8337 | 134809 |
| Host Hotels & Resorts, Inc. REIT | 14746 | 311583 |
| Kilroy Realty Corporation REIT | 2500 | 83150 |
| Kimco Realty Corporation REIT | 10595 | 250466 |
| LXP Industrial Trust REIT | 1362 | 69353 |
| Prologis, Inc. REIT | 10930 | 1552279 |
| Rayonier, Inc. REIT | 4766 | 101087 |
| Simon Property Group, Inc. REIT | 3782 | 770431 |
| UDR, Inc. REIT | 2477 | 90014 |
|  |  | 4602384 |
| **Utilities — 1.1%** | **Utilities — 1.1%** | **Utilities — 1.1%** |
| American Water Works Company, Inc. | 15570 | 1999499 |
| Ormat Technologies, Inc. | 19664 | 2259394 |
|  |  | 4258893 |
| **Household & Personal Products — 1.0%** | **Household & Personal Products — 1.0%** | **Household & Personal Products — 1.0%** |
| Clorox Company (The) | 878 | 84674 |
| Colgate-Palmolive Company | 29 | 2475 |
| Kenvue, Inc. | 12465 | 218512 |
| Kimberly-Clark Corporation | 3449 | 339485 |
| Procter & Gamble Company (The) | 13683 | 2012633 |
| Unilever PLC ADR (b) | 15108 | 891070 |
|  |  | 3548849 |
| **Real Estate Management & Development — 0.8%** | **Real Estate Management & Development — 0.8%** | **Real Estate Management & Development — 0.8%** |
| Jones Lang LaSalle, Inc. (a) | 9787 | 3113538 |
| **Commercial & Professional Services — 0.7%** | **Commercial & Professional Services — 0.7%** | **Commercial & Professional Services — 0.7%** |
| Broadridge Financial Solutions, Inc. | 2615 | 402658 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES | VALUE | VALUE |
| **Commercial & Professional Services — (continued)** | **Commercial & Professional Services — (continued)** | **Commercial & Professional Services — (continued)** | **Commercial & Professional Services — (continued)** |
| ExlService Holdings, Inc. (a) | 3605 | $| 114927 |
| Genpact Ltd. | 3634 |  | 126282 |
| Jacobs Solutions, Inc. | 2333 |  | 301914 |
| Korn Ferry | 1209 |  | 80326 |
| Magnum Ice Cream Company NV (The) (a)(b) | 7971 |  | 119007 |
| Robert Half, Inc. | 2292 |  | 60990 |
| UL Solutions, Inc. | 31 |  | 2805 |
| Verisk Analytics, Inc. | 5843 |  | 1077975 |
| Waste Management, Inc. | 2022 |  | 470216 |
|  |  |  | 2757100 |
| **Materials — 0.6%** | **Materials — 0.6%** | **Materials — 0.6%** | **Materials — 0.6%** |
| AptarGroup, Inc. | 1015 |  | 125535 |
| Avery Dennison Corporation | 120 |  | 19672 |
| Ball Corporation | 6239 |  | 381078 |
| Cabot Corporation | 1225 |  | 94276 |
| Graphic Packaging Holding Company | 6769 |  | 64508 |
| Linde PLC | 2115 |  | 1059911 |
| Louisiana-Pacific Corporation | 1462 |  | 105542 |
| Packaging Corporation of America | 2002 |  | 427327 |
| Sonoco Products Company | 2179 |  | 108863 |
|  |  |  | 2386712 |
| **Telecommunication Services — 0.6%** | **Telecommunication Services — 0.6%** | **Telecommunication Services — 0.6%** | **Telecommunication Services — 0.6%** |
| Comcast Corporation, Class A | 32269 |  | 872554 |
| T-Mobile US, Inc. | 588 |  | 114954 |
| Verizon Communications, Inc. | 28055 |  | 1347481 |
|  |  |  | 2334989 |
| **Food & Beverage — 0.6%** | **Food & Beverage — 0.6%** | **Food & Beverage — 0.6%** | **Food & Beverage — 0.6%** |
| Archer-Daniels-Midland Company | 6576 |  | 490175 |
| Darling Ingredients, Inc. (a) | 3684 |  | 236623 |
| Hershey Company (The) | 13 |  | 2415 |
| JM Smucker Company (The) | 2106 |  | 206451 |
| McCormick & Company, Inc. | 23732 |  | 1206535 |
|  |  |  | 2142199 |

---

**GREEN CENTURY BALANCED FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***continued*** 

---

| | | |
|:---|:---|:---|
|  | SHARES | VALUE |
| **Consumer Durables & Apparel — 0.6%** | **Consumer Durables & Apparel — 0.6%** | **Consumer Durables & Apparel — 0.6%** |
| Installed Building Products, Inc. | 527 | $152066 |
| KB Home | 1494 | 79167 |
| Kontoor Brands, Inc. | 1180 | 86565 |
| Lennar Corporation, Class A | 4831 | 436239 |
| Lululemon Athletica, Inc. (a) | 2391 | 329241 |
| NIKE, Inc., Class B | 14343 | 636256 |
| PVH Corporation | 1110 | 101498 |
| VF Corporation | 7540 | 142732 |
| Whirlpool Corporation | 1455 | 81567 |
| YETI Holdings, Inc. (a) | 1792 | 70712 |
|  |  | 2116043 |
| **Automobiles & Components — 0.2%** | **Automobiles & Components — 0.2%** | **Automobiles & Components — 0.2%** |
| BorgWarner, Inc. | 4981 | 283768 |
| Dana, Inc. | 2690 | 98050 |
| Gentex Corporation | 4671 | 107947 |
| Lear Corporation | 1194 | 151793 |
|  |  | 641558 |
| **Transportation — 0.0%** | **Transportation — 0.0%** | **Transportation — 0.0%** |
| Matson, Inc. | 608 | 106053 |
| **Renewable Energy & Energy Efficiency — 0.0%** | **Renewable Energy & Energy Efficiency — 0.0%** | **Renewable Energy & Energy Efficiency — 0.0%** |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT | 69 | 2895 |
| Total Common Stocks |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $111,946,062) |  | 252832337 |
| **BONDS & NOTES — 31.1%** | **BONDS & NOTES — 31.1%** | **BONDS & NOTES — 31.1%** |
| **Green and Sustainability Bonds — 15.3%** | **Green and Sustainability Bonds — 15.3%** | **Green and Sustainability Bonds — 15.3%** |
| Alphabet, Inc.<br> 1.10%, due 8/15/30 (c) | $3000000 | 2638362 |
| Asian Development Bank<br> 3.125%, due 9/26/28 (b) | 4000000 | 3930296 |
| AvalonBay Communities, Inc.<br> 2.05%, due 1/15/32 (c) | 4000000 | 3495212 |
| Boston Properties LP<br> 4.50%, due 12/1/28 (c) | 4000000 | 3993656 |

---

---

| | | |
|:---|:---|:---|
|  | PRINCIPAL<br> AMOUNT | VALUE |
| **Green and Sustainability Bonds — (continued)** | **Green and Sustainability Bonds — (continued)** | **Green and Sustainability Bonds — (continued)** |
| Bridge Housing Corporation<br> 3.25%, due 7/15/30 (c) | $2610000 | $2413096 |
| European Investment Bank<br> 3.75%, due 2/14/33 (b) | 2920000 | 2843624 |
| Export Development Canada<br> 4.75%, due 6/5/34 | 2900000 | 2988102 |
| International Bank for Reconstruction & Development<br> 4.00%, due 7/25/30 (b) | 5000000 | 4999940 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA<br> 1.75%, due 9/15/30 (b)(c) | 3000000 | 2675526 |
| Kreditanstalt fuer Wiederaufbau<br> 4.375%, due 2/28/34 (b) | 2560000 | 2578483 |
| NXP BV / NXP Funding LLC / NXP USA, Inc.<br> 5.00%, due 1/15/33 (b)(c) | 2370000 | 2374046 |
| Prologis LP<br> 1.25%, due 10/15/30 (c) | 4500000 | 3915067 |
| Public Finance Authority<br> 5.292%, due 7/1/29 | 3000000 | 3009537 |
| Salesforce, Inc.<br> 1.50%, due 7/15/28 (c) | 2910000 | 2734996 |
| San Francisco Bay Area Rapid Transit District<br> 2.622%, due 8/1/29 | 2000000 | 1912560 |
| Toyota Motor Credit Corporation<br> 2.15%, due 2/13/30 | 450000 | 415234 |
| United States International Development Finance Corporation<br> 2.58%, due 7/15/38 | 2313223 | 2019562 |
| Verizon Communications, Inc.<br> 3.875%, due 2/8/29 (c) | 3000000 | 2967660 |
| Visa, Inc.<br> 0.75%, due 8/15/27 (c) | 3500000 | 3360647 |
| Xylem, Inc.<br> 2.25%, due 1/30/31 (c) | 2500000 | 2260633 |
|  |  | 57526239 |

---

**GREEN CENTURY BALANCED FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***continued*** 

---

| | | |
|:---|:---|:---|
|  | PRINCIPAL<br> AMOUNT | VALUE |
| **Banks — 5.5%** | **Banks — 5.5%** | **Banks — 5.5%** |
| Banco Santander SA<br> 5.127%, due 11/6/35 (b) | $560000 | $548389 |
| Bank of America Corporation<br> 6.204% (SOFR+199 basis points), due 11/10/28 (c) | 870000 | 892859 |
| Bank of America Corporation<br> 3.419% (3-Month Term SOFR+130.161 basis points), due 12/20/28 (c) | 780000 | 767239 |
| Bank of America Corporation<br> 2.299% (SOFR+122 basis points), due 7/21/32 (c) | 20000 | 17706 |
| Bank of America Corporation<br> 5.518% (SOFR+173.8 basis points), due 10/25/35 (c) | 410000 | 413332 |
| Bank of America Corporation<br> 5.744% (SOFR+169.7 basis points), due 2/12/36 (c) | 660000 | 673057 |
| Barclays PLC<br> 5.785% (SOFR+159 basis points), due 2/25/36 (b)(c) | 730000 | 743968 |
| Canadian Imperial Bank of Commerce<br> 4.283% (SOFR Index+79 basis points), due 1/29/30 (c) | 60000 | 59584 |
| Citigroup, Inc.<br> 6.174% (SOFR+266.1 basis points), due 5/25/34 (c) | 1000000 | 1042225 |
| Citigroup, Inc.<br> 6.02% (SOFR+183 basis points), due 1/24/36 (c) | 750000 | 770696 |
| Citizens Financial Group, Inc.<br> 5.253% (SOFR+125.9 basis points), due 3/5/31 (c) | 140000 | 141889 |
| Deutsche Bank AG/New York NY<br> 4.875% (USD ICE SWAP 11:00AM NY 5+255.3 basis points), due 12/1/32 (b)(c) | 380000 | 378611 |

---

---

| | | |
|:---|:---|:---|
|  | PRINCIPAL<br> AMOUNT | VALUE |
| **Banks — (continued)** | **Banks — (continued)** | **Banks — (continued)** |
| Fifth Third Bancorp<br> 4.566% (SOFR+95 basis points), due 4/29/32 (c) | $230000 | $226591 |
| Fifth Third Financial Corporation<br> 5.982% (SOFR+215.5 basis points), due 1/30/30 (c) | 180000 | 185656 |
| HSBC Holdings PLC<br> 4.899% (SOFR+103 basis points), due 3/3/29 (b)(c) | 1000000 | 1005619 |
| HSBC Holdings PLC<br> 5.286% (SOFR+129 basis points), due 11/19/30 (b)(c) | 40000 | 40745 |
| HSBC Holdings PLC<br> 5.13% (SOFR+129 basis points), due 3/3/31 (b)(c) | 190000 | 192421 |
| HSBC Holdings PLC<br> 2.804% (SOFR+118.7 basis points), due 5/24/32 (b)(c) | 50000 | 45267 |
| Huntington Bancshares, Inc.<br> 5.272% (SOFR+127.6 basis points), due 1/15/31 (c) | 130000 | 132185 |
| ING Groep NV<br> 4.858% (SOFR+101 basis points), due 3/25/29 (b)(c) | 1000000 | 1007489 |
| JPMorgan Chase & Company<br> 5.571% (SOFR+93 basis points), due 4/22/28 (c) | 550000 | 556239 |
| JPMorgan Chase & Company<br> 4.452% (3-Month Term SOFR+159.161 basis points), due 12/5/29 (c) | 150000 | 149831 |
| JPMorgan Chase & Company<br> 5.012% (SOFR+131 basis points), due 1/23/30 (c) | 1320000 | 1336020 |
| JPMorgan Chase & Company<br> 2.522% (SOFR+204 basis points), due 4/22/31 (c) | 210000 | 194265 |
| JPMorgan Chase & Company<br> 4.347% (SOFR+84 basis points), due 1/22/32 (c) | 710000 | 699212 |

---

**GREEN CENTURY BALANCED FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***continued*** 

---

| | | |
|:---|:---|:---|
|  | PRINCIPAL<br> AMOUNT | VALUE |
| **Banks — (continued)** | **Banks — (continued)** | **Banks — (continued)** |
| JPMorgan Chase & Company<br> 1.953% (SOFR+106.5 basis points), due 2/4/32 (c) | $180000 | $158815 |
| KeyCorp<br> 5.305% (SOFR+136.7 basis points), due 1/28/37 (c) | 10000 | 9827 |
| M&T Bank Corporation<br> 7.413% (SOFR+280 basis points), due 10/30/29 (c) | 130000 | 138553 |
| M&T Bank Corporation<br> 5.385% (SOFR+161 basis points), due 1/16/36 (c) | 70000 | 69774 |
| Mitsubishi UFJ Financial Group, Inc.<br> 5.017% (USD 1 Year Tsy+195 basis points), due 7/20/28 (b)(c) | 180000 | 181188 |
| Mitsubishi UFJ Financial Group, Inc.<br> 5.354% (USD 1 Year Tsy+190 basis points), due 9/13/28 (b)(c) | 480000 | 485669 |
| Mizuho Financial Group, Inc.<br> 5.414% (USD 1 Year Tsy+205 basis points), due 9/13/28 (b)(c) | 410000 | 415547 |
| Mizuho Financial Group, Inc.<br> 5.376% (USD 1 Year Tsy+112 basis points), due 5/26/30 (b)(c) | 750000 | 767568 |
| Morgan Stanley Private Bank NA<br> 4.213% (SOFR+76.2 basis points), due 2/8/30 (c) | 120000 | 118711 |
| National Australia Bank Ltd./New York<br> 4.50%, due 10/26/27 (b) | 70000 | 70440 |
| NatWest Group PLC<br> 5.516% (USD 1 Year Tsy+227 basis points), due 9/30/28 (b)(c) | 240000 | 243609 |

---

---

| | | |
|:---|:---|:---|
|  | PRINCIPAL<br> AMOUNT | VALUE |
| **Banks — (continued)** | **Banks — (continued)** | **Banks — (continued)** |
| PNC Financial Services Group, Inc. (The)<br> 5.373% (SOFR+141.7 basis points), due 7/21/36 (c) | $630000 | $633532 |
| Royal Bank of Canada<br> 3.995% (SOFR+70 basis points), due 11/3/28 (c) | 540000 | 536664 |
| Santander UK Group Holdings PLC<br> 4.32% (SOFR Index+107 basis points), due 9/22/29 (b)(c) | 750000 | 744320 |
| Sumitomo Mitsui Financial Group, Inc.<br> 5.52%, due 1/13/28 (b) | 620000 | 631600 |
| Truist Financial Corporation<br> 4.964% (SOFR+139.5 basis points), due 10/23/36 (c) | 420000 | 406161 |
| U.S. Bancorp<br> 5.046% (SOFR+106.1 basis points), due 2/12/31 (c) | 1000000 | 1015314 |
| Wells Fargo & Company<br> 5.707% (SOFR+107 basis points), due 4/22/28 (c) | 180000 | 182175 |
| Wells Fargo & Company<br> 2.393% (SOFR+210 basis points), due 6/2/28 (c) | 170000 | 166386 |
| Wells Fargo & Company<br> 4.97% (SOFR+137 basis points), due 4/23/29 (c) | 190000 | 191743 |
| Wells Fargo & Company<br> 6.303% (SOFR+179 basis points), due 10/23/29 (c) | 60000 | 62461 |
| Wells Fargo & Company<br> 5.198% (SOFR+150 basis points), due 1/23/30 (c) | 420000 | 427184 |
| Wells Fargo & Company<br> 2.572% (3-Month Term SOFR+126.161 basis points), due 2/11/31 (c) | 240000 | 222674 |

---

**GREEN CENTURY BALANCED FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***continued*** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | PRINCIPAL<br> AMOUNT | PRINCIPAL<br> AMOUNT | VALUE | VALUE |
| **Banks — (continued)** | **Banks — (continued)** | **Banks — (continued)** | **Banks — (continued)** | **Banks — (continued)** |
| Wells Fargo & Company<br> 4.96% (SOFR+110 basis points), due 1/23/37 (c) | $| 220000 | $| 214520 |
| Westpac Banking Corporation<br> 5.618% (USD 1 Year Tsy+120 basis points), due 11/20/35 (b)(c) |  | 260000 |  | 264048 |
|  |  |  |  | 20579578 |
| **Financial Services — 2.6%** | **Financial Services — 2.6%** | **Financial Services — 2.6%** | **Financial Services — 2.6%** | **Financial Services — 2.6%** |
| Ally Financial, Inc.<br> 8.00%, due 11/1/31 |  | 10000 |  | 11175 |
| American Express Company<br> 4.804% (SOFR+123.7 basis points), due 10/24/36 (c) |  | 40000 |  | 38765 |
| Ares Capital Corporation<br> 3.20%, due 11/15/31 (c) |  | 50000 |  | 43838 |
| Bank of New York Mellon Corporation (The)<br> 4.441% (SOFR+68 basis points), due 6/9/28 (c) |  | 470000 |  | 471068 |
| BlackRock Funding, Inc.<br> 4.60%, due 7/26/27 (c) |  | 70000 |  | 70469 |
| Blackstone Private Credit Fund<br> 5.60%, due 11/22/29 (c) |  | 880000 |  | 869612 |
| Blackstone Reg Finance Company LLC<br> 4.95%, due 2/15/36 (c) |  | 690000 |  | 670928 |
| Capital One Financial Corporation<br> 4.722% (SOFR+115 basis points), due 1/30/32 (c) |  | 290000 |  | 286616 |
| Capital One Financial Corporation<br> 6.183% (SOFR+203.6 basis points), due 1/30/36 (c) |  | 70000 |  | 71377 |
| Capital One Financial Corporation<br> 5.197% (SOFR+163 basis points), due 9/11/36 (c) |  | 120000 |  | 116344 |

---

---

| | | |
|:---|:---|:---|
|  | PRINCIPAL<br> AMOUNT | VALUE |
| **Financial Services — (continued)** | **Financial Services — (continued)** | **Financial Services — (continued)** |
| Charles Schwab Corporation (The)<br> 4.914% (SOFR+123 basis points), due 11/14/36 (c) | $960000 | $936684 |
| Corebridge Financial, Inc.<br> 6.375% (USD 5 Year Tsy+264.6 basis points), due 9/15/54 (c) | 130000 | 129314 |
| Deutsche Bank AG/New York NY<br> 4.725% (SOFR+113.5 basis points), due 2/6/32 (b)(c) | 220000 | 216606 |
| Equitable Holdings, Inc.<br> 6.70% (USD 5 Year Tsy+239 basis points), due 3/28/55 (c) | 50000 | 51305 |
| Global Payments, Inc.<br> 5.55%, due 11/15/35 (c) | 60000 | 57912 |
| Goldman Sachs Group, Inc. (The)<br> 4.223% (3-Month Term SOFR+156.261 basis points), due 5/1/29 (c) | 490000 | 486813 |
| Goldman Sachs Group, Inc. (The)<br> 4.516% (SOFR+96 basis points), due 1/21/32 (c) | 860000 | 847390 |
| Goldman Sachs Group, Inc. (The)<br> 2.615% (SOFR+128.1 basis points), due 4/22/32 (c) | 180000 | 161928 |
| Goldman Sachs Group, Inc. (The)<br> 2.383% (SOFR+124.8 basis points), due 7/21/32 (c) | 30000 | 26568 |
| Goldman Sachs Group, Inc. (The)<br> 5.065% (SOFR+119 basis points), due 1/21/37 (c) | 40000 | 39129 |
| LPL Holdings, Inc.<br> 5.75%, due 6/15/35 (c) | 750000 | 755143 |
| Morgan Stanley<br> 5.297% (SOFR+262 basis points), due 4/20/37 (c) | 390000 | 390708 |
| Morgan Stanley<br> 5.948% (USD 5 Year Tsy+243 basis points), due 1/19/38 (c) | 2000000 | 2061408 |

---

**GREEN CENTURY BALANCED FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***continued*** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | PRINCIPAL<br> AMOUNT | PRINCIPAL<br> AMOUNT | VALUE | VALUE |
| **Financial Services — (continued)** | **Financial Services — (continued)** | **Financial Services — (continued)** | **Financial Services — (continued)** | **Financial Services — (continued)** |
| S&P Global, Inc.<br> 4.80%, due 12/4/35 (c)(d) | $| 850000 | $| 833093 |
|  |  |  |  | 9644193 |
| **Community Development Financial Institutions — 1.9%** | **Community Development Financial Institutions — 1.9%** | **Community Development Financial Institutions — 1.9%** | **Community Development Financial Institutions — 1.9%** | **Community Development Financial Institutions — 1.9%** |
| Capital Impact Partners<br> 5.50%, due 3/15/27 |  | 3750000 |  | 3777705 |
| Local Initiatives Support Corporation<br> 3.782%, due 3/1/27 (c) |  | 2000000 |  | 1991824 |
| National Community Renaissance of California<br> 3.27%, due 12/1/32 (c) |  | 1390000 |  | 1222113 |
|  |  |  |  | 6991642 |
| **Capital Goods — 1.1%** | **Capital Goods — 1.1%** | **Capital Goods — 1.1%** | **Capital Goods — 1.1%** | **Capital Goods — 1.1%** |
| John Deere Capital Corporation<br> 4.75%, due 1/20/28 |  | 530000 |  | 536285 |
| Trane Technologies Financing Ltd.<br> 3.80%, due 3/21/29 (c) |  | 3500000 |  | 3455274 |
|  |  |  |  | 3991559 |
| **Healthcare Equipment & Services — 0.6%** | **Healthcare Equipment & Services — 0.6%** | **Healthcare Equipment & Services — 0.6%** | **Healthcare Equipment & Services — 0.6%** | **Healthcare Equipment & Services — 0.6%** |
| Baxter International, Inc.<br> 2.539%, due 2/1/32 (c) |  | 160000 |  | 136037 |
| Cencora, Inc.<br> 4.60%, due 2/13/33 (c) |  | 40000 |  | 39367 |
| Centene Corporation<br> 2.50%, due 3/1/31 (c) |  | 30000 |  | 26162 |
| Cigna Group (The)<br> 3.05%, due 10/15/27 (c) |  | 210000 |  | 206332 |
| Cigna Group (The)<br> 2.375%, due 3/15/31 (c) |  | 380000 |  | 343015 |
| CVS Health Corporation<br> 5.45%, due 9/15/35 (c) |  | 490000 |  | 494905 |
| GE HealthCare Technologies, Inc.<br> 4.95%, due 12/15/35 (c) |  | 750000 |  | 731627 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | PRINCIPAL<br> AMOUNT | PRINCIPAL<br> AMOUNT | VALUE | VALUE |
| **Healthcare Equipment & Services — (continued)** | **Healthcare Equipment & Services — (continued)** | **Healthcare Equipment & Services — (continued)** | **Healthcare Equipment & Services — (continued)** | **Healthcare Equipment & Services — (continued)** |
| Icon Investments Six DAC<br> 5.849%, due 5/8/29 (b)(c) | $| 70000 | $| 71284 |
| Solventum Corporation<br> 5.45%, due 3/13/31 (c) |  | 130000 |  | 133681 |
|  |  |  |  | 2182410 |
| **Pharmaceuticals, Biotechnology & Life Sciences — 0.5%** | **Pharmaceuticals, Biotechnology & Life Sciences — 0.5%** | **Pharmaceuticals, Biotechnology & Life Sciences — 0.5%** | **Pharmaceuticals, Biotechnology & Life Sciences — 0.5%** | **Pharmaceuticals, Biotechnology & Life Sciences — 0.5%** |
| AbbVie, Inc.<br> 4.65%, due 3/15/28 (c) |  | 430000 |  | 433792 |
| AbbVie, Inc.<br> 3.20%, due 11/21/29 (c) |  | 130000 |  | 125142 |
| Amgen, Inc.<br> 5.15%, due 3/2/28 (c) |  | 360000 |  | 365037 |
| Amgen, Inc.<br> 4.85%, due 2/19/36 (c) |  | 70000 |  | 68503 |
| Merck & Company, Inc.<br> 1.70%, due 6/10/27 (c) |  | 230000 |  | 224488 |
| Pfizer, Inc.<br> 4.875%, due 11/15/35 (c) |  | 460000 |  | 455593 |
| Royalty Pharma PLC<br> 5.20%, due 9/25/35 (b)(c) |  | 10000 |  | 9915 |
| Thermo Fisher Scientific, Inc.<br> 4.80%, due 11/21/27 (c) |  | 100000 |  | 101007 |
| Viatris, Inc.<br> 2.70%, due 6/22/30 (c) |  | 140000 |  | 127587 |
|  |  |  |  | 1911064 |
| **Semiconductors & Semiconductor Equipment — 0.5%** | **Semiconductors & Semiconductor Equipment — 0.5%** | **Semiconductors & Semiconductor Equipment — 0.5%** | **Semiconductors & Semiconductor Equipment — 0.5%** | **Semiconductors & Semiconductor Equipment — 0.5%** |
| Broadcom, Inc.<br> 3.137%, due 11/15/35 (c)(d) |  | 1010000 |  | 861360 |
| Intel Corporation<br> 5.20%, due 2/10/33 (c) |  | 280000 |  | 283700 |
| Micron Technology, Inc.<br> 2.703%, due 4/15/32 (c) |  | 500000 |  | 446374 |
| QUALCOMM, Inc.<br> 5.00%, due 5/20/35 (c) |  | 70000 |  | 70090 |
| Texas Instruments, Inc.<br> 4.60%, due 2/15/28 (c) |  | 40000 |  | 40328 |
|  |  |  |  | 1701852 |

---

**GREEN CENTURY BALANCED FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***continued*** 

---

| | | |
|:---|:---|:---|
|  | PRINCIPAL<br> AMOUNT | VALUE |
| **Software & Services — 0.4%** | **Software & Services — 0.4%** | **Software & Services — 0.4%** |
| Dell International LLC / EMC Corporation<br> 4.50%, due 2/15/31 (c) | $350000 | $346569 |
| Dell International LLC / EMC Corporation<br> 5.10%, due 2/15/36 (c) | 120000 | 118131 |
| Equinix Europe 2 Financing Corporation LLC<br> 4.70%, due 3/15/33 (c) | 10000 | 9799 |
| International Business Machines Corporation<br> 4.50%, due 2/6/28 (c) | 290000 | 290982 |
| Oracle Corporation<br> 5.20%, due 9/26/35 (c) | 820000 | 764175 |
| Roper Technologies, Inc.<br> 4.50%, due 10/15/29 (c) | 50000 | 49772 |
| Roper Technologies, Inc.<br> 5.10%, due 9/15/35 (c) | 60000 | 58335 |
|  |  | 1637763 |
| **Telecommunication Services — 0.4%** | **Telecommunication Services — 0.4%** | **Telecommunication Services — 0.4%** |
| AT&T, Inc.<br> 4.35%, due 3/1/29 (c) | 50000 | 49961 |
| AT&T, Inc.<br> 2.75%, due 6/1/31 (c) | 120000 | 109572 |
| QTS Fayetteville I Dc1-2 LLC / QTS TRS Fayetteville I DC1-2 LLC<br> 5.70%, due 4/15/36 (c)(d) | 310000 | 301663 |
| Rogers Communications, Inc.<br> 3.80%, due 3/15/32 (c) | 70000 | 65421 |
| T-Mobile USA, Inc.<br> 3.875%, due 4/15/30 (c) | 1130000 | 1100743 |
|  |  | 1627360 |
| **Consumer Discretionary Distribution & Retail — 0.4%** | **Consumer Discretionary Distribution & Retail — 0.4%** | **Consumer Discretionary Distribution & Retail — 0.4%** |
| Alibaba Group Holding Ltd.<br> 5.25%, due 5/26/35 (b)(c) | 210000 | 217005 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | PRINCIPAL<br> AMOUNT | PRINCIPAL<br> AMOUNT | VALUE | VALUE |
| **Consumer Discretionary Distribution & <br> Retail — (continued)** | **Consumer Discretionary Distribution & <br> Retail — (continued)** | **Consumer Discretionary Distribution & <br> Retail — (continued)** | **Consumer Discretionary Distribution & <br> Retail — (continued)** | **Consumer Discretionary Distribution & <br> Retail — (continued)** |
| Amazon.com, Inc.<br> 4.10%, due 11/20/30 (c) | $| 140000 | $| 138110 |
| Amazon.com, Inc.<br> 4.65%, due 11/20/35 (c) |  | 140000 |  | 136394 |
| AutoZone, Inc.<br> 4.75%, due 2/1/33 (c) |  | 120000 |  | 118780 |
| Home Depot, Inc. (The)<br> 4.65%, due 9/15/35 (c) |  | 340000 |  | 331451 |
| LKQ Corporation<br> 6.25%, due 6/15/33 (c) |  | 50000 |  | 51982 |
| Lowe's Companies, Inc.<br> 4.25%, due 3/15/31 (c) |  | 60000 |  | 59113 |
| Lowe's Companies, Inc.<br> 2.625%, due 4/1/31 (c) |  | 10000 |  | 9141 |
| Lowe's Companies, Inc.<br> 4.50%, due 10/15/32 (c) |  | 70000 |  | 68794 |
| Lowe's Companies, Inc.<br> 4.85%, due 10/15/35 (c) |  | 360000 |  | 350987 |
| Ross Stores, Inc.<br> 1.875%, due 4/15/31 (c) |  | 10000 |  | 8805 |
|  |  |  |  | 1490562 |
| **Technology Hardware & Equipment — 0.3%** | **Technology Hardware & Equipment — 0.3%** | **Technology Hardware & Equipment — 0.3%** | **Technology Hardware & Equipment — 0.3%** | **Technology Hardware & Equipment — 0.3%** |
| CDW LLC / CDW Finance Corporation<br> 3.569%, due 12/1/31 (c) |  | 110000 |  | 101356 |
| Flex Ltd.<br> 4.875%, due 6/15/29 (b)(c) |  | 20000 |  | 20093 |
| Hewlett Packard Enterprise Company<br> 4.55%, due 10/15/29 (c) |  | 30000 |  | 29907 |
| Hewlett Packard Enterprise Company<br> 4.40%, due 10/15/30 (c) |  | 40000 |  | 39338 |
| Hewlett Packard Enterprise Company<br> 4.85%, due 10/15/31 (c) |  | 100000 |  | 99449 |

---

**GREEN CENTURY BALANCED FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***continued*** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | PRINCIPAL<br> AMOUNT | PRINCIPAL<br> AMOUNT | VALUE | VALUE |
| **Technology Hardware & Equipment — (continued)** | **Technology Hardware & Equipment — (continued)** | **Technology Hardware & Equipment — (continued)** | **Technology Hardware & Equipment — (continued)** | **Technology Hardware & Equipment — (continued)** |
| Hewlett Packard Enterprise Company<br> 5.00%, due 10/15/34 (c) | $| 100000 | $| 97770 |
| HP, Inc.<br> 5.50%, due 1/15/33 (c) |  | 160000 |  | 163006 |
| Motorola Solutions, Inc.<br> 5.55%, due 8/15/35 (c) |  | 500000 |  | 511562 |
| Vontier Corporation<br> 2.95%, due 4/1/31 (c) |  | 100000 |  | 91360 |
|  |  |  |  | 1153841 |
| **Food & Beverage — 0.2%** | **Food & Beverage — 0.2%** | **Food & Beverage — 0.2%** | **Food & Beverage — 0.2%** | **Food & Beverage — 0.2%** |
| Coca-Cola Company (The)<br> 1.375%, due 3/15/31 |  | 10000 |  | 8753 |
| Conagra Brands, Inc.<br> 5.00%, due 8/1/30 (c) |  | 30000 |  | 30045 |
| Keurig Dr Pepper, Inc.<br> 5.15%, due 5/15/35 (c) |  | 900000 |  | 883423 |
|  |  |  |  | 922221 |
| **Municipal — 0.2%** | **Municipal — 0.2%** | **Municipal — 0.2%** | **Municipal — 0.2%** | **Municipal — 0.2%** |
| Commonwealth of Massachusetts<br> 4.11%, due 7/15/31 (c) |  | 865420 |  | 864848 |
| **U.S. Government Agencies — 0.2%** | **U.S. Government Agencies — 0.2%** | **U.S. Government Agencies — 0.2%** | **U.S. Government Agencies — 0.2%** | **U.S. Government Agencies — 0.2%** |
| United States Treasury Note<br> 4.00%, due 11/15/35 |  | 850000 |  | 825098 |
| **Insurance — 0.2%** | **Insurance — 0.2%** | **Insurance — 0.2%** | **Insurance — 0.2%** | **Insurance — 0.2%** |
| Aon Corporation / Aon Global Holdings PLC<br> 2.85%, due 5/28/27 (b)(c) |  | 90000 |  | 88700 |
| Athene Holding Ltd.<br> 6.875% (USD 5 Year Tsy+258.2 basis points), due 6/28/55 (c) |  | 60000 |  | 58248 |
| Marsh & McLennan Companies, Inc.<br> 4.55%, due 11/8/27 (c) |  | 90000 |  | 90429 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | PRINCIPAL<br> AMOUNT | PRINCIPAL<br> AMOUNT | VALUE | VALUE |
| **Insurance — (continued)** | **Insurance — (continued)** | **Insurance — (continued)** | **Insurance — (continued)** | **Insurance — (continued)** |
| Prudential Financial, Inc.<br> 6.50% (USD 5 Year Tsy+240.4 basis points), due 3/15/54 (c) | $| 190000 | $| 196234 |
| Willis North America, Inc.<br> 4.55%, due 3/15/31 (c) |  | 330000 |  | 326054 |
|  |  |  |  | 759665 |
| **Equity Real Estate Investment Trusts (REITs) — 0.2%** | **Equity Real Estate Investment Trusts (REITs) — 0.2%** | **Equity Real Estate Investment Trusts (REITs) — 0.2%** | **Equity Real Estate Investment Trusts (REITs) — 0.2%** | **Equity Real Estate Investment Trusts (REITs) — 0.2%** |
| American Homes 4 Rent LP<br> 5.50%, due 2/1/34 (c) |  | 500000 |  | 507662 |
| American Tower Corporation<br> 4.70%, due 12/15/32 (c) |  | 20000 |  | 19760 |
| American Tower Corporation<br> 5.55%, due 7/15/33 (c) |  | 10000 |  | 10303 |
| CBRE Services, Inc.<br> 4.90%, due 1/15/33 (c) |  | 60000 |  | 59346 |
| Simon Property Group LP<br> 3.375%, due 12/1/27 (c) |  | 110000 |  | 108584 |
|  |  |  |  | 705655 |
| **Consumer Services — 0.2%** | **Consumer Services — 0.2%** | **Consumer Services — 0.2%** | **Consumer Services — 0.2%** | **Consumer Services — 0.2%** |
| Choice Hotels International, Inc.<br> 3.70%, due 1/15/31 (c) |  | 20000 |  | 18755 |
| Expedia Group, Inc.<br> 3.25%, due 2/15/30 (c) |  | 30000 |  | 28471 |
| Marriott International, Inc.<br> 4.50%, due 10/15/31 (c) |  | 30000 |  | 29682 |
| Marriott International, Inc.<br> 4.50%, due 5/1/33 (c) |  | 150000 |  | 145429 |
| Marriott International, Inc.<br> 5.25%, due 10/15/35 (c) |  | 90000 |  | 90066 |
| Sands China Ltd.<br> 4.375%, due 6/18/30 (b)(c) |  | 340000 |  | 332811 |
|  |  |  |  | 645214 |
| **Real Estate Management & Development — 0.1%** | **Real Estate Management & Development — 0.1%** | **Real Estate Management & Development — 0.1%** | **Real Estate Management & Development — 0.1%** | **Real Estate Management & Development — 0.1%** |
| Host Hotels & Resorts LP<br> 5.70%, due 7/1/34 (c) |  | 500000 |  | 510536 |

---

**GREEN CENTURY BALANCED FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***continued*** 

---

| | | |
|:---|:---|:---|
|  | PRINCIPAL<br> AMOUNT | VALUE |
| **Consumer Staples Distribution & Retail — 0.1%** | **Consumer Staples Distribution & Retail — 0.1%** | **Consumer Staples Distribution & Retail — 0.1%** |
| Dollar General Corporation<br> 3.50%, due 4/3/30 (c) | $290000 | $277623 |
| Dollar General Corporation<br> 5.00%, due 11/1/32 (c) | 70000 | 69860 |
| Dollar General Corporation<br> 5.45%, due 7/5/33 (c) | 60000 | 61177 |
|  |  | 408660 |
| **Media & Entertainment — 0.1%** | **Media & Entertainment — 0.1%** | **Media & Entertainment — 0.1%** |
| Meta Platforms, Inc.<br> 4.875%, due 11/15/35 (c) | 180000 | 175760 |
| Omnicom Group, Inc.<br> 2.60%, due 8/1/31 (c) | 30000 | 26925 |
| Walt Disney Company (The)<br> 2.20%, due 1/13/28 | 100000 | 97091 |
|  |  | 299776 |
| **Consumer Durables & Apparel — 0.1%** | **Consumer Durables & Apparel — 0.1%** | **Consumer Durables & Apparel — 0.1%** |
| PVH Corporation<br> 5.50%, due 6/13/30 (c) | 240000 | 243616 |
| **Government — 0.0%** | **Government — 0.0%** | **Government — 0.0%** |
| Philippine Government International Bond<br> 5.50%, due 2/4/35 (b) | 60000 | 61666 |
| Philippine Government International Bond<br> 4.75%, due 3/5/35 (b) | 40000 | 38924 |
| Philippine Government International Bond<br> 5.00%, due 1/27/36 (b) | 70000 | 69228 |
|  |  | 169818 |
| **Automobiles & Components — 0.0%** | **Automobiles & Components — 0.0%** | **Automobiles & Components — 0.0%** |
| BorgWarner, Inc.<br> 5.40%, due 8/15/34 (c) | 40000 | 40635 |
| Magna International, Inc.<br> 5.50%, due 3/21/33 (c) | 100000 | 103033 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | PRINCIPAL<br> AMOUNT | PRINCIPAL<br> AMOUNT | VALUE |
| **Automobiles & Components — (continued)** | **Automobiles & Components — (continued)** | **Automobiles & Components — (continued)** | **Automobiles & Components — (continued)** |
| Toyota Motor Credit Corporation<br> 4.80%, due 1/11/36 | $| 20000 | $19666 |
|  |  |  | 163334 |
| **Commercial & Professional Services — 0.0%** | **Commercial & Professional Services — 0.0%** | **Commercial & Professional Services — 0.0%** | **Commercial & Professional Services — 0.0%** |
| Jacobs Solutions, Inc.<br> 4.75%, due 3/3/31 (c) |  | 20000 | 19797 |
| Paychex, Inc.<br> 5.35%, due 4/15/32 (c) |  | 20000 | 20216 |
| Republic Services, Inc.<br> 3.95%, due 5/15/28 (c) |  | 60000 | 59689 |
|  |  |  | 99702 |
| **Materials — 0.0%** | **Materials — 0.0%** | **Materials — 0.0%** | **Materials — 0.0%** |
| Suzano Netherlands BV<br> 5.50%, due 1/15/36 (b)(c) |  | 100000 | 98017 |
| Total Bonds & Notes |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $119,512,469) |  |  | 117154223 |
| **SHORT-TERM INVESTMENTS — 1.6%** | **SHORT-TERM INVESTMENTS — 1.6%** | **SHORT-TERM INVESTMENTS — 1.6%** | **SHORT-TERM INVESTMENTS — 1.6%** |
| UMB Money Market Fiduciary Account, 0.01% (e)<br> (Cost $6,145,114) |  |  | 6145114 |
| Total Short-term Investments |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $6,145,114) |  |  | 6145114 |
| **TOTAL INVESTMENTS — 99.8%** | **TOTAL INVESTMENTS — 99.8%** | **TOTAL INVESTMENTS — 99.8%** | **TOTAL INVESTMENTS — 99.8%** |
| &nbsp;&nbsp;&nbsp;(Cost $237,603,645) |  |  | 376131674 |
| Other Assets Less Liabilities — 0.2% |  |  | 942034 |
| **NET ASSETS — 100.0%** |  |  | $377073708 |

---

PLC – Public Limited Company

REIT – Real Estate Investment Trusts

ADR – American Depository Receipt

LP – Limited Partnership

LLC – Limited Liability Company

**GREEN CENTURY BALANCED FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***concluded*** 

&nbsp;&nbsp;&nbsp;&nbsp;(a) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Securities whose value are determined or significantly influenced
by trading in markets other than the United States or Canada.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Callable

&nbsp;&nbsp;&nbsp;&nbsp;(d) Security exempt from registration under Rule 144A of the Securities
Act of 1933. These securities may be resold in transactions exempt from registration to qualified institutional buyers. The total value
of these securities is $1,996,116.

&nbsp;&nbsp;&nbsp;&nbsp;(e) The rate quoted is the annualized seven-day yield of the fund
at the period end.

**GREEN CENTURY EQUITY FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**

**COMMON STOCKS — 99.8%**

---

| | | |
|:---|:---|:---|
|  | SHARES | VALUE |
| **Semiconductors & Semiconductor Equipment — 24.2%** | **Semiconductors & Semiconductor Equipment — 24.2%** | **Semiconductors & Semiconductor Equipment — 24.2%** |
| Advanced Micro Devices, Inc. (a) | 42079 | $14916585 |
| Analog Devices, Inc. | 12656 | 5091002 |
| Applied Materials, Inc. | 20491 | 8083494 |
| Intel Corporation (a) | 116814 | 11036587 |
| Lam Research Corporation | 32458 | 8369620 |
| Marvell Technology, Inc. | 21925 | 3620914 |
| Microchip Technology, Inc. | 13955 | 1296559 |
| NVIDIA Corporation | 628040 | 125337943 |
| NXP Semiconductors NV (b) | 6510 | 1911271 |
| ON Semiconductor Corporation (a) | 10429 | 1051347 |
| Skyworks Solutions, Inc. | 3822 | 268190 |
| Texas Instruments, Inc. | 23491 | 6602850 |
|  |  | 187586362 |
| **Media & Entertainment — 14.8%** | **Media & Entertainment — 14.8%** | **Media & Entertainment — 14.8%** |
| Alphabet, Inc., Class A | 150413 | 57878922 |
| Alphabet, Inc., Class C | 125766 | 48035066 |
| Electronic Arts, Inc. | 6148 | 1244171 |
| John Wiley & Sons, Inc., Class A | 1065 | 43590 |
| New York Times Company (The), Class A | 3965 | 313354 |
| Omnicom Group, Inc. | 8149 | 625191 |
| Scholastic Corporation | 264 | 10655 |
| Walt Disney Company (The) | 46162 | 4789308 |
| Warner Bros Discovery, Inc. (a) | 60819 | 1645154 |
| ZoomInfo Technologies, Inc. (a) | 6838 | 42738 |
|  |  | 114628149 |
| **Software & Services — 13.8%** | **Software & Services — 13.8%** | **Software & Services — 13.8%** |
| Accenture PLC, Class A (b) | 15913 | 2843812 |
| Adobe, Inc. (a) | 10827 | 2664525 |
| Akamai Technologies, Inc. (a) | 3715 | 382571 |
| Atlassian Corporation, Class A (a)(b) | 4318 | 296172 |
| Autodesk, Inc. (a) | 5477 | 1298049 |
| Automatic Data Processing, Inc. | 10463 | 2217528 |
| Cadence Design Systems, Inc. (a) | 7031 | 2317347 |
| Cognizant Technology Solutions Corporation, Class A | 12439 | 658023 |
| Docusign, Inc. (a) | 5131 | 235975 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES | VALUE | VALUE |
| **Software & Services — (continued)** | **Software & Services — (continued)** | **Software & Services — (continued)** | **Software & Services — (continued)** |
| Dynatrace, Inc. (a) | 7721 | $| 279577 |
| Everforth, Inc. (a) | 1104 |  | 23294 |
| Fidelity National Information Services, Inc. | 13413 |  | 624107 |
| Fortinet, Inc. (a) | 16360 |  | 1379312 |
| Gartner, Inc. (a) | 1850 |  | 274706 |
| Gen Digital, Inc. | 13490 |  | 260222 |
| HubSpot, Inc. (a) | 1280 |  | 283853 |
| Intuit, Inc. | 7197 |  | 2796034 |
| Microsoft Corporation | 182485 |  | 74413733 |
| MongoDB, Inc. (a) | 2106 |  | 528248 |
| Nutanix, Inc., Class A (a) | 6586 |  | 269302 |
| Okta, Inc., Class A (a) | 4344 |  | 319936 |
| Paycom Software, Inc. | 1290 |  | 163520 |
| PayPal Holdings, Inc. | 22978 |  | 1152117 |
| PTC, Inc. (a) | 3079 |  | 419668 |
| Salesforce, Inc. | 24228 |  | 4276969 |
| ServiceNow, Inc. (a) | 26831 |  | 2369446 |
| Synopsys, Inc. (a) | 4945 |  | 2386457 |
| Teradata Corporation (a) | 2062 |  | 54334 |
| Tyler Technologies, Inc. (a) | 1112 |  | 379348 |
| VeriSign, Inc. | 2163 |  | 581112 |
| Western Union Company (The) | 8193 |  | 74474 |
| Workday, Inc., Class A (a) | 5518 |  | 675403 |
| Zscaler, Inc. (a) | 2674 |  | 349438 |
|  |  |  | 107248612 |
| **Financial Services — 8.4%** | **Financial Services — 8.4%** | **Financial Services — 8.4%** | **Financial Services — 8.4%** |
| Ally Financial, Inc. | 7163 |  | 317966 |
| American Express Company | 14250 |  | 4603462 |
| Ameriprise Financial, Inc. | 2402 |  | 1140446 |
| Bank of New York Mellon Corporation (The) | 17789 |  | 2390308 |
| BlackRock, Inc. | 3812 |  | 4062067 |
| Cboe Global Markets, Inc. | 2708 |  | 812644 |
| Charles Schwab Corporation (The) | 43651 |  | 4000178 |
| CME Group, Inc. | 9315 |  | 2681043 |
| Equitable Holdings, Inc. | 7448 |  | 314306 |
| FactSet Research Systems, Inc. | 968 |  | 220297 |
| Franklin Resources, Inc. | 7430 |  | 222677 |
| Intercontinental Exchange, Inc. | 14749 |  | 2331669 |
| Invesco Ltd. | 9175 |  | 240477 |

---

**GREEN CENTURY EQUITY FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***continued*** 

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES | VALUE | VALUE |
| **Financial Services — (continued)** | **Financial Services — (continued)** | **Financial Services — (continued)** | **Financial Services — (continued)** |
| Mastercard, Inc., Class A | 21887 | $| 11007410 |
| Moody's Corporation | 4149 |  | 1916216 |
| Morgan Stanley | 30697 |  | 5850541 |
| Nasdaq, Inc. | 11800 |  | 1084538 |
| Northern Trust Corporation | 4894 |  | 814068 |
| Raymond James Financial, Inc. | 4856 |  | 768802 |
| S&P Global, Inc. | 8016 |  | 3456740 |
| State Street Corporation | 7234 |  | 1105644 |
| Synchrony Financial | 9308 |  | 709270 |
| T. Rowe Price Group, Inc. | 5633 |  | 579523 |
| Visa, Inc., Class A | 43574 |  | 14372448 |
| Voya Financial, Inc. | 2461 |  | 201703 |
|  |  |  | 65204443 |
| **Pharmaceuticals, Biotechnology & Life Sciences — 5.3%** | **Pharmaceuticals, Biotechnology & Life Sciences — 5.3%** | **Pharmaceuticals, Biotechnology & Life Sciences — 5.3%** | **Pharmaceuticals, Biotechnology & Life Sciences — 5.3%** |
| AbbVie, Inc. | 45688 |  | 9654788 |
| Agilent Technologies, Inc. | 7309 |  | 844555 |
| Amgen, Inc. | 13923 |  | 4820839 |
| Biogen, Inc. (a) | 3805 |  | 720210 |
| BioMarin Pharmaceutical, Inc. (a) | 4673 |  | 251921 |
| Bio-Techne Corporation | 3975 |  | 219897 |
| Bristol-Myers Squibb Company | 52647 |  | 3189882 |
| Danaher Corporation | 16441 |  | 2942117 |
| Gilead Sciences, Inc. | 32065 |  | 4195385 |
| Illumina, Inc. (a) | 3952 |  | 500876 |
| IQVIA Holdings, Inc. (a) | 4389 |  | 695086 |
| Jazz Pharmaceuticals PLC (a)(b) | 1400 |  | 284228 |
| Merck & Company, Inc. | 64146 |  | 7003460 |
| Mettler-Toledo International, Inc. (a) | 529 |  | 675327 |
| Revvity, Inc. | 2904 |  | 251544 |
| Vertex Pharmaceuticals, Inc. (a) | 6561 |  | 2804040 |
| Waters Corporation (a) | 2550 |  | 788537 |
| Zoetis, Inc. | 11405 |  | 1311233 |
|  |  |  | 41153925 |
| **Capital Goods — 4.2%** | **Capital Goods — 4.2%** | **Capital Goods — 4.2%** | **Capital Goods — 4.2%** |
| 3M Company | 13734 |  | 2012306 |
| A.O. Smith Corporation | 2956 |  | 182799 |
| AGCO Corporation | 1651 |  | 199804 |
| Allegion PLC (b) | 2208 |  | 303556 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES | VALUE | VALUE |
| **Capital Goods — (continued)** | **Capital Goods — (continued)** | **Capital Goods — (continued)** | **Capital Goods — (continued)** |
| Axon Enterprise, Inc. (a) | 1943 | $| 780620 |
| Builders FirstSource, Inc. (a) | 2840 |  | 224616 |
| Carrier Global Corporation | 19591 |  | 1315928 |
| CNH Industrial NV (b) | 22698 |  | 243096 |
| Deere & Company | 6644 |  | 3919096 |
| Eaton Corporation PLC | 10044 |  | 4349152 |
| Fastenal Company | 29710 |  | 1334870 |
| Ferguson Enterprises, Inc. | 5055 |  | 1353274 |
| Fortive Corporation | 8739 |  | 522505 |
| Fortune Brands Innovations, Inc. | 3126 |  | 126728 |
| Granite Construction, Inc. | 1135 |  | 155574 |
| Hubbell, Inc. | 1377 |  | 699750 |
| IDEX Corporation | 1929 |  | 420233 |
| Illinois Tool Works, Inc. | 7117 |  | 1836257 |
| Lennox International, Inc. | 813 |  | 434866 |
| Masco Corporation | 5341 |  | 383591 |
| Middleby Corporation (The) (a) | 1247 |  | 175029 |
| Owens Corning | 2139 |  | 263824 |
| PACCAR, Inc. | 13590 |  | 1614492 |
| Pentair PLC (b) | 4219 |  | 340516 |
| Quanta Services, Inc. | 3855 |  | 2805553 |
| Roper Technologies, Inc. | 2778 |  | 985662 |
| Sensata Technologies Holding PLC | 3714 |  | 154651 |
| Snap-on, Inc. | 1345 |  | 515673 |
| Stanley Black & Decker, Inc. | 4027 |  | 314750 |
| Tennant Company | 418 |  | 34711 |
| Timken Company (The) | 1714 |  | 190065 |
| Trane Technologies PLC | 5736 |  | 2825209 |
| Westinghouse Air Brake Technologies Corporation | 4412 |  | 1190755 |
| Xylem, Inc. | 6309 |  | 745471 |
|  |  |  | 32954982 |
| **Renewable Energy & Energy Efficiency — 4.0%** | **Renewable Energy & Energy Efficiency — 4.0%** | **Renewable Energy & Energy Efficiency — 4.0%** | **Renewable Energy & Energy Efficiency — 4.0%** |
| Acuity, Inc. | 800 |  | 231816 |
| First Solar, Inc. (a) | 2637 |  | 532384 |
| Itron, Inc. (a) | 1178 |  | 98716 |
| Johnson Controls International, PLC (b) | 15830 |  | 2311655 |
| Ormat Technologies, Inc. | 1478 |  | 169822 |
| Tesla, Inc. (a) | 73069 |  | 27885323 |
|  |  |  | 31229716 |

---

**GREEN CENTURY EQUITY FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***continued*** 

---

| | | |
|:---|:---|:---|
|  | SHARES | VALUE |
| **Equity Real Estate Investment Trusts (REITs) — 3.0%** | **Equity Real Estate Investment Trusts (REITs) — 3.0%** | **Equity Real Estate Investment Trusts (REITs) — 3.0%** |
| American Tower Corporation REIT | 12106 | $2211887 |
| AvalonBay Communities, Inc. REIT | 3649 | 667767 |
| BXP, Inc. REIT | 3922 | 229280 |
| CBRE Group, Inc., Class A (a) | 7681 | 1096309 |
| COPT Defense Properties REIT | 2940 | 91875 |
| Crown Castle, Inc. REIT | 11241 | 997976 |
| Digital Realty Trust, Inc. REIT | 8865 | 1781333 |
| Equinix, Inc. REIT | 2539 | 2749305 |
| Equity Residential REIT | 9330 | 609995 |
| Federal Realty Investment Trust REIT | 2141 | 237437 |
| Healthpeak Properties, Inc. | 17842 | 288505 |
| Host Hotels & Resorts, Inc. REIT | 17685 | 373684 |
| Iron Mountain, Inc. REIT | 7616 | 959540 |
| Jones Lang LaSalle, Inc. (a) | 1215 | 386528 |
| Macerich Company (The) REIT | 6646 | 144418 |
| Prologis, Inc. REIT | 24022 | 3411605 |
| SBA Communications Corporation, Class A REIT | 2757 | 609848 |
| Simon Property Group, Inc. REIT | 8425 | 1716257 |
| Ventas, Inc. REIT | 12153 | 1067763 |
| Welltower, Inc. REIT | 17729 | 3853221 |
|  |  | 23484533 |
| **Technology Hardware & Equipment — 2.9%** | **Technology Hardware & Equipment — 2.9%** | **Technology Hardware & Equipment — 2.9%** |
| Cognex Corporation | 4371 | 242634 |
| Corning, Inc. | 21047 | 3456759 |
| Dell Technologies, Inc., Class C | 8208 | 1715062 |
| F5, Inc. (a) | 1501 | 486174 |
| Flex Ltd. (a) | 9585 | 877507 |
| Hewlett Packard Enterprise Company | 34428 | 990494 |
| HP, Inc. | 23708 | 494549 |
| Keysight Technologies, Inc. (a) | 4441 | 1553950 |
| Motorola Solutions, Inc. | 4302 | 1888707 |
| NetApp, Inc. | 5129 | 568139 |
| Palo Alto Networks, Inc. (a) | 20876 | 3743484 |
| TE Connectivity PLC (b) | 7613 | 1611368 |
| Trimble, Inc. (a) | 6141 | 413412 |
| Western Digital Corporation | 8837 | 3839853 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES | VALUE | VALUE |
| **Technology Hardware & Equipment — (continued)** | **Technology Hardware & Equipment — (continued)** | **Technology Hardware & Equipment — (continued)** | **Technology Hardware & Equipment — (continued)** |
| Zebra Technologies Corporation, Class A (a) | 1295 | $| 293007 |
|  |  |  | 22175099 |
| **Food & Beverage — 2.6%** | **Food & Beverage — 2.6%** | **Food & Beverage — 2.6%** | **Food & Beverage — 2.6%** |
| Bunge Global SA | 3494 |  | 443983 |
| Campbell Soup Company (The) | 5037 |  | 104719 |
| Coca-Cola Company (The) | 105621 |  | 8318710 |
| Conagra Brands, Inc. | 12407 |  | 178041 |
| Darling Ingredients, Inc. (a) | 4023 |  | 258397 |
| General Mills, Inc. | 13811 |  | 487667 |
| Hormel Foods Corporation | 7887 |  | 169334 |
| Ingredion, Inc. | 1658 |  | 185265 |
| JM Smucker Company (The) | 2778 |  | 272327 |
| Keurig Dr Pepper, Inc. | 33361 |  | 980813 |
| Kraft Heinz Company (The) | 22908 |  | 519095 |
| Lamb Weston Holdings, Inc. | 3345 |  | 145675 |
| McCormick & Company, Inc. | 6513 |  | 331121 |
| Mondelez International, Inc., Class A | 33314 |  | 2046812 |
| PepsiCo, Inc. | 35353 |  | 5603097 |
|  |  |  | 20045056 |
| **Healthcare Equipment & Services — 2.5%** | **Healthcare Equipment & Services — 2.5%** | **Healthcare Equipment & Services — 2.5%** | **Healthcare Equipment & Services — 2.5%** |
| Align Technology, Inc. (a) | 1772 |  | 311890 |
| Becton, Dickinson & Company | 7367 |  | 1097978 |
| Cardinal Health, Inc. | 6150 |  | 1186212 |
| Cencora, Inc. | 4759 |  | 1465820 |
| Centene Corporation (a) | 12752 |  | 684655 |
| Cigna Group (The) | 6898 |  | 2004421 |
| DaVita, Inc. (a) | 1011 |  | 156846 |
| DENTSPLY SIRONA, Inc. | 5102 |  | 59948 |
| Dexcom, Inc. (a) | 10101 |  | 601515 |
| Edwards Lifesciences Corporation (a) | 14997 |  | 1252249 |
| Elevance Health, Inc. | 5745 |  | 2162533 |
| HCA Healthcare, Inc. | 4126 |  | 1792541 |
| Henry Schein, Inc. (a) | 2754 |  | 205421 |
| Humana, Inc. | 3095 |  | 731782 |
| IDEXX Laboratories, Inc. (a) | 2064 |  | 1157491 |
| Insulet Corporation (a) | 1821 |  | 313467 |
| Labcorp Holdings, Inc. | 2147 |  | 551350 |

---

**GREEN CENTURY EQUITY FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***continued*** 

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES | VALUE | VALUE |
| **Healthcare Equipment & Services — (continued)** | **Healthcare Equipment & Services — (continued)** | **Healthcare Equipment & Services — (continued)** | **Healthcare Equipment & Services — (continued)** |
| Pediatrix Medical Group, Inc. (a) | 2245 | $| 50535 |
| Quest Diagnostics, Inc. | 2881 |  | 559490 |
| ResMed, Inc. | 3762 |  | 804353 |
| Select Medical Holdings Corporation | 2819 |  | 46260 |
| STERIS PLC | 2536 |  | 550008 |
| Teladoc Health, Inc. (a) | 4438 |  | 26894 |
| Veeva Systems, Inc., Class A (a) | 4049 |  | 631522 |
| West Pharmaceutical Services, Inc. | 1865 |  | 555005 |
| Zimmer Biomet Holdings, Inc. | 5111 |  | 421300 |
|  |  |  | 19381486 |
| **Consumer Services — 2.5%** | **Consumer Services — 2.5%** | **Consumer Services — 2.5%** | **Consumer Services — 2.5%** |
| Aramark | 6843 |  | 312657 |
| Booking Holdings, Inc. | 20850 |  | 3510306 |
| Choice Hotels International, Inc. | 720 |  | 71337 |
| Darden Restaurants, Inc. | 2966 |  | 594861 |
| Domino's Pizza, Inc. | 822 |  | 279003 |
| Hilton Worldwide Holdings, Inc. | 6012 |  | 1948309 |
| Marriott International, Inc., Class A | 5899 |  | 2133609 |
| McDonald's Corporation | 18412 |  | 5405579 |
| Royal Caribbean Cruises Ltd. | 6697 |  | 1766401 |
| Starbucks Corporation | 29411 |  | 3097861 |
| Vail Resorts, Inc. | 930 |  | 118277 |
|  |  |  | 19238200 |
| **Consumer Discretionary Distribution & Retail — 2.2%** | **Consumer Discretionary Distribution & Retail — 2.2%** | **Consumer Discretionary Distribution & Retail — 2.2%** | **Consumer Discretionary Distribution & Retail — 2.2%** |
| AutoNation, Inc. (a) | 693 |  | 147179 |
| Best Buy Company, Inc. | 5147 |  | 311342 |
| Buckle, Inc. (The) | 767 |  | 42653 |
| CarMax, Inc. (a) | 3674 |  | 144425 |
| GameStop Corporation, Class A (a) | 11030 |  | 275199 |
| Gap, Inc. (The) | 6235 |  | 153319 |
| Genuine Parts Company | 3577 |  | 383562 |
| Home Depot, Inc. (The) | 25736 |  | 8461997 |
| Kohl's Corporation | 2818 |  | 39931 |
| LKQ Corporation | 6640 |  | 209691 |
| Lowe's Companies, Inc. | 14506 |  | 3463888 |
| Pool Corporation | 867 |  | 184948 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES | VALUE | VALUE |
| **Consumer Discretionary Distribution & Retail — (continued)** | **Consumer Discretionary Distribution & Retail — (continued)** | **Consumer Discretionary Distribution & Retail — (continued)** | **Consumer Discretionary Distribution & Retail — (continued)** |
| Signet Jewelers Ltd. | 948 | $| 84400 |
| Target Corporation | 11719 |  | 1520540 |
| Tractor Supply Company | 13661 |  | 479501 |
| Ulta Beauty, Inc. (a) | 1148 |  | 617027 |
| Williams-Sonoma, Inc. | 3087 |  | 559395 |
|  |  |  | 17078997 |
| **Materials — 2.1%** | **Materials — 2.1%** | **Materials — 2.1%** | **Materials — 2.1%** |
| Albemarle Corporation | 3045 |  | 598951 |
| Amcor PLC (b) | 11950 |  | 454578 |
| Avery Dennison Corporation | 1991 |  | 326385 |
| Axalta Coating Systems Ltd. (a) | 5551 |  | 157870 |
| Ball Corporation | 6567 |  | 401112 |
| Compass Minerals International, Inc. (a) | 715 |  | 19098 |
| CRH PLC (b) | 17312 |  | 2050087 |
| H.B. Fuller Company | 1396 |  | 84486 |
| International Flavors & Fragrances, Inc. | 6609 |  | 463952 |
| Linde PLC (b) | 12073 |  | 6050263 |
| Mosaic Company (The) | 8211 |  | 191070 |
| Newmont Corporation | 28218 |  | 3134738 |
| PPG Industries, Inc. | 5810 |  | 630385 |
| Sherwin-Williams Company (The) | 6084 |  | 1956675 |
| Sonoco Products Company | 2562 |  | 127998 |
|  |  |  | 16647648 |
| **Insurance — 2.1%** | **Insurance — 2.1%** | **Insurance — 2.1%** | **Insurance — 2.1%** |
| Allstate Corporation (The) | 6773 |  | 1471502 |
| Arthur J. Gallagher & Company | 6637 |  | 1369877 |
| Chubb Ltd. (b) | 9658 |  | 3158166 |
| Hartford Insurance Group, Inc. (The) | 7192 |  | 983938 |
| Lincoln National Corporation | 4450 |  | 168255 |
| Marsh & McLennan Companies, Inc. | 12666 |  | 2124215 |
| Principal Financial Group, Inc. | 5673 |  | 572462 |
| Progressive Corporation (The) | 15161 |  | 3051606 |
| Prudential Financial, Inc. | 9026 |  | 885541 |
| Travelers Companies, Inc. (The) | 5760 |  | 1757606 |

---

**GREEN CENTURY EQUITY FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***continued*** 

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES | VALUE | VALUE |
| **Insurance — (continued)** | **Insurance — (continued)** | **Insurance — (continued)** | **Insurance — (continued)** |
| Willis Towers Watson PLC (b) | 2467 | $| 632045 |
|  |  |  | 16175213 |
| **Household & Personal Products — 1.6%** | **Household & Personal Products — 1.6%** | **Household & Personal Products — 1.6%** | **Household & Personal Products — 1.6%** |
| Church & Dwight Company, Inc. | 6226 |  | 604296 |
| Clorox Company (The) | 3136 |  | 302436 |
| Colgate-Palmolive Company | 19815 |  | 1691408 |
| Estee Lauder Companies, Inc. (The), Class A | 6352 |  | 487262 |
| Kimberly-Clark Corporation | 8552 |  | 841773 |
| Procter & Gamble Company (The) | 60408 |  | 8885413 |
|  |  |  | 12812588 |
| **Banks — 1.1%** | **Banks — 1.1%** | **Banks — 1.1%** | **Banks — 1.1%** |
| Bank of Hawaii Corporation | 1023 |  | 81339 |
| Cathay General Bancorp | 1656 |  | 92786 |
| Citizens Financial Group, Inc. | 11108 |  | 722575 |
| Huntington Bancshares, Inc. | 52469 |  | 879380 |
| International Bancshares Corporation | 1457 |  | 104525 |
| KeyCorp | 23783 |  | 525842 |
| M&T Bank Corporation | 3982 |  | 870585 |
| Old National Bancorp | 9180 |  | 220045 |
| PNC Financial Services Group, Inc. (The) | 10089 |  | 2249847 |
| Regions Financial Corporation | 22660 |  | 646943 |
| Truist Financial Corporation | 33102 |  | 1704753 |
| Zions Bancorp NA | 3827 |  | 242708 |
|  |  |  | 8341328 |
| **Telecommunication Services — 0.7%** | **Telecommunication Services — 0.7%** | **Telecommunication Services — 0.7%** | **Telecommunication Services — 0.7%** |
| Lumen Technologies Inc. (a) | 25424 |  | 224748 |
| Verizon Communications, Inc. | 109008 |  | 5235654 |
|  |  |  | 5460402 |
| **Consumer Durables & Apparel — 0.5%** | **Consumer Durables & Apparel — 0.5%** | **Consumer Durables & Apparel — 0.5%** | **Consumer Durables & Apparel — 0.5%** |
| Callaway Golf Company (a) | 3522 |  | 53887 |
| Capri Holdings Ltd. (a)(b) | 2975 |  | 58042 |
| Columbia Sportswear Company | 721 |  | 43923 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES | VALUE | VALUE |
| **Consumer Durables & Apparel — (continued)** | **Consumer Durables & Apparel — (continued)** | **Consumer Durables & Apparel — (continued)** | **Consumer Durables & Apparel — (continued)** |
| Deckers Outdoor Corporation (a) | 3751 | $| 383352 |
| Ethan Allen Interiors, Inc. | 510 |  | 10883 |
| Garmin Ltd. (b) | 4223 |  | 1060564 |
| Hasbro, Inc. | 3450 |  | 330648 |
| La-Z-Boy, Inc. | 1035 |  | 35956 |
| Mattel, Inc. (a) | 7909 |  | 119268 |
| Meritage Homes Corporation | 1802 |  | 121347 |
| Mohawk Industries, Inc. (a) | 1355 |  | 143034 |
| Newell Brands, Inc. | 10299 |  | 42020 |
| NIKE, Inc., Class B | 30745 |  | 1363848 |
| PVH Corporation | 1179 |  | 107808 |
| Under Armour, Inc., Class A (a) | 3948 |  | 24833 |
| Under Armour, Inc., Class C (a) | 3058 |  | 18562 |
| VF Corporation | 8421 |  | 159409 |
| Whirlpool Corporation | 1547 |  | 86725 |
| Wolverine World Wide, Inc. | 1906 |  | 32440 |
|  |  |  | 4196549 |
| **Transportation — 0.5%** | **Transportation — 0.5%** | **Transportation — 0.5%** | **Transportation — 0.5%** |
| ArcBest Corporation | 573 |  | 73098 |
| Avis Budget Group, Inc. (a) | 466 |  | 84192 |
| C.H. Robinson Worldwide, Inc. | 3054 |  | 555248 |
| J.B. Hunt Transport Services, Inc. | 1963 |  | 493753 |
| Ryder System, Inc. | 1038 |  | 263413 |
| U-Haul Holding Company | 2748 |  | 131052 |
| United Parcel Service, Inc., Class B | 19091 |  | 2077101 |
|  |  |  | 3677857 |
| **Commercial & Professional Services — 0.4%** | **Commercial & Professional Services — 0.4%** | **Commercial & Professional Services — 0.4%** | **Commercial & Professional Services — 0.4%** |
| Broadridge Financial Solutions, Inc. | 3017 |  | 464558 |
| Copart, Inc. (a) | 23737 |  | 785932 |
| Deluxe Corporation | 1201 |  | 37411 |
| Exponent, Inc. | 1291 |  | 86355 |
| HNI Corporation | 1686 |  | 61606 |
| ICF International, Inc. | 473 |  | 33895 |
| Interface, Inc. | 1509 |  | 42071 |
| Jacobs Solutions, Inc. | 3044 |  | 393924 |
| ManpowerGroup, Inc. | 929 |  | 28121 |
| Robert Half, Inc. | 2614 |  | 69558 |
| Tetra Tech, Inc. | 6424 |  | 207624 |

---

**GREEN CENTURY EQUITY FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***concluded*** 

---

| | | |
|:---|:---|:---|
|  | SHARES | VALUE |
| **Commercial & Professional Services — (continued)** | **Commercial & Professional Services — (continued)** | **Commercial & Professional Services — (continued)** |
| TransUnion | 5022 | $356562 |
| Veralto Corporation | 6429 | 567038 |
|  |  | 3134655 |
| **Automobiles & Components — 0.2%** | **Automobiles & Components — 0.2%** | **Automobiles & Components — 0.2%** |
| Aptiv PLC (a) | 5571 | 335708 |
| Autoliv, Inc. (b) | 1849 | 214355 |
| BorgWarner, Inc. | 5533 | 315215 |
| Harley-Davidson, Inc. | 2949 | 70452 |
| Rivian Automotive, Inc., <br>Class A (a) | 20428 | 335019 |
|  |  | 1270749 |
| **Consumer Staples Distribution & Retail — 0.1%** | **Consumer Staples Distribution & Retail — 0.1%** | **Consumer Staples Distribution & Retail — 0.1%** |
| Sysco Corporation | 12383 | 925134 |
| **Utilities — 0.1%** | **Utilities — 0.1%** | **Utilities — 0.1%** |
| American Water Works Company, Inc. | 5029 | 645824 |
| **Healthy Living — 0.0%** | **Healthy Living — 0.0%** | **Healthy Living — 0.0%** |
| United Natural Foods, Inc. (a) | 1599 | 79982 |
| Total Common Stocks |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $231,868,313) |  | 774777489 |
| **SHORT-TERM INVESTMENTS — 0.2%** | **SHORT-TERM INVESTMENTS — 0.2%** | **SHORT-TERM INVESTMENTS — 0.2%** |
| UMB Money Market Fiduciary Account, 0.01% (c)<br> (Cost $1,849,015) |  | 1849015 |
| Total Short-term Investments |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,849,015) |  | 1849015 |
| **TOTAL INVESTMENTS — 100.0%** | **TOTAL INVESTMENTS — 100.0%** | **TOTAL INVESTMENTS — 100.0%** |
| &nbsp;&nbsp;&nbsp;(Cost $233,717,328) |  | 776626504 |
| Liabilites Less Other Assets—(0.0)% |  | (342296) |
| **NET ASSETS — 100.0%** |  | $776284208 |

---

PLC – Public Limited Company

REIT – Real Estate Investment Trusts

&nbsp;&nbsp;&nbsp;&nbsp;(a) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Securities whose value are determined or significantly influenced
by trading in markets other than the United States or Canada.

&nbsp;&nbsp;&nbsp;&nbsp;(c) The rate quoted is the annualized seven-day yield of the fund
at the period end.

**GREEN CENTURY MSCI INTERNATIONAL INDEX FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
| **COMMON STOCKS — 98.4%** | **COMMON STOCKS — 98.4%** | **COMMON STOCKS — 98.4%** |
|  | SHARES | VALUE |
| **Japan — 23.5%** | **Japan — 23.5%** | **Japan — 23.5%** |
| Ajinomoto Company, Inc. | 28700 | $922430 |
| ANA Holdings, Inc. | 5200 | 86415 |
| Asahi Kasei Corporation | 41100 | 404418 |
| Asics Corporation | 22100 | 627588 |
| Bridgestone Corporation | 36200 | 752274 |
| Daiwa Securities Group, Inc. | 42100 | 396282 |
| FANUC Corporation | 29631 | 1308893 |
| Fujitsu Ltd. | 55800 | 1119982 |
| Hankyu Hanshin Holdings, Inc. | 7600 | 219327 |
| Hitachi Ltd. | 127715 | 4061126 |
| Hoya Corporation | 10701 | 1998345 |
| Kao Corp. | 14400 | 536614 |
| KDDI Corp. | 92934 | 1520822 |
| LY Corporation | 87400 | 229882 |
| MatsukiyoCocokara & Company | 10200 | 148939 |
| Mitsubishi Estate Company Ltd. | 33700 | 960391 |
| Nitto Denko Corporation | 21500 | 408936 |
| Nomura Research Institute Ltd. | 12014 | 324255 |
| Oriental Land Company Ltd. | 34000 | 473042 |
| Pan Pacific International Holdings Corporation | 60200 | 340494 |
| Rakuten Group, Inc. (a) | 48300 | 235164 |
| Recruit Holdings Company Ltd. | 44600 | 2066094 |
| Sanrio Company Ltd. | 28300 | 164921 |
| Secom Company Ltd. | 12500 | 458305 |
| Seibu Holdings, Inc. | 6700 | 157668 |
| Sekisui Chemical Company, Ltd. | 11800 | 180822 |
| Sekisui House Ltd. | 18900 | 411528 |
| Shiseido Company Ltd. | 12700 | 259396 |
| SoftBank Corporation | 911270 | 1282585 |
| Sompo Holdings, Inc. | 28184 | 1048879 |
| Sony Group Corporation | 177180 | 3549860 |
| Sumitomo Metal Mining Company, Ltd. | 7800 | 479567 |
| Sumitomo Mitsui Financial Group, Inc. | 107373 | 3791239 |
| Sysmex Corporation | 16000 | 141287 |
| T&D Holdings, Inc. | 14700 | 356152 |
| Tokio Marine Holdings, Inc. | 58200 | 2665372 |
| Tokyo Electron Ltd. | 14200 | 4184496 |
| Tokyu Corp. | 16000 | 170113 |
| Toray Industries, Inc. | 43700 | 313755 |
| Unicharm Corporation | 35400 | 206243 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES | VALUE | VALUE |
| **Japan — (continued)** | **Japan — (continued)** | **Japan — (continued)** | **Japan — (continued)** |
| Yamaha Motor Company Ltd. | 29000 | $| 203695 |
| Yokohama Financial Group Ltd. | 32300 |  | 306611 |
| ZOZO, Inc. | 13800 |  | 92908 |
|  |  |  | 39567115 |
| **Switzerland — 11.4%** | **Switzerland — 11.4%** | **Switzerland — 11.4%** | **Switzerland — 11.4%** |
| ABB Ltd. | 49666 |  | 5022883 |
| Alcon, Inc. | 15827 |  | 1181447 |
| Banque Cantonale Vaudoise | 936 |  | 147480 |
| DSM-Firmenich AG | 5430 |  | 405581 |
| Givaudan SA | 293 |  | 1044789 |
| Julius Baer Group Ltd. | 6541 |  | 537615 |
| Kuehne + Nagel International AG | 1520 |  | 356975 |
| Lonza Group AG | 2226 |  | 1368505 |
| SGS SA | 5416 |  | 586786 |
| Sika AG | 4812 |  | 887595 |
| Sonova Holding AG | 1599 |  | 350491 |
| Straumann Holding AG | 3528 |  | 382865 |
| Swiss Life Holding AG | 905 |  | 1062495 |
| Swiss Prime Site AG | 2539 |  | 439970 |
| Swiss Re AG | 9472 |  | 1525735 |
| VAT Group AG (b) | 856 |  | 643029 |
| Zurich Insurance Group AG | 4639 |  | 3234198 |
|  |  |  | 19178439 |
| **Canada — 10.9%** | **Canada — 10.9%** | **Canada — 10.9%** | **Canada — 10.9%** |
| Bank of Nova Scotia (The) | 24960 |  | 1941823 |
| CGI, Inc. | 6081 |  | 398014 |
| Dollarama, Inc. | 8665 |  | 1107365 |
| Element Fleet Management Corporation | 12685 |  | 302838 |
| FirstService Corporation | 1322 |  | 177133 |
| iA Financial Corporation, Inc. | 2882 |  | 370900 |
| Intact Financial Corporation | 5639 |  | 1086537 |
| Metro, Inc. | 6435 |  | 431369 |
| National Bank of Canada | 12208 |  | 1842703 |
| Open Text Corporation | 7995 |  | 181218 |
| RB Global, Inc. | 5883 |  | 614631 |
| Saputo, Inc. | 7607 |  | 230327 |
| Shopify, Inc. (a) | 19865 |  | 2411176 |
| Sun Life Financial, Inc. | 17510 |  | 1261560 |

---

**GREEN CENTURY MSCI INTERNATIONAL INDEX FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***continued*** 

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES | VALUE | VALUE |
| **Canada — (continued)** | **Canada — (continued)** | **Canada — (continued)** | **Canada — (continued)** |
| TELUS Corporation | 16413 | $| 205525 |
| Thomson Reuters Corporation | 4999 |  | 478188 |
| TMX Group Ltd. | 8840 |  | 360524 |
| Toronto-Dominion Bank (The) | 25478 |  | 2744549 |
| Wheaton Precious Metals Corporation | 11720 |  | 1480357 |
| WSP Global, Inc. | 4272 |  | 710742 |
|  |  |  | 18337479 |
| **France — 10.8%** | **France — 10.8%** | **France — 10.8%** | **France — 10.8%** |
| Amundi SA (b) | 1973 |  | 190713 |
| AXA SA | 53018 |  | 2555878 |
| Cie Generale des Etablissements Michelin SCA | 20700 |  | 749916 |
| Credit Agricole SA | 33444 |  | 653265 |
| Danone SA | 20515 |  | 1607391 |
| EssilorLuxottica SA | 9545 |  | 2020487 |
| Hermes International SCA | 1004 |  | 1920851 |
| Ipsen SA | 1176 |  | 230980 |
| Publicis Groupe SA | 7253 |  | 677735 |
| Rexel SA | 6969 |  | 294757 |
| Schneider Electric SE | 17374 |  | 5528837 |
| Societe Generale SA | 21883 |  | 1761671 |
|  |  |  | 18192481 |
| **United Kingdom — 8.2%** | **United Kingdom — 8.2%** | **United Kingdom — 8.2%** | **United Kingdom — 8.2%** |
| 3i Group PLC | 31427 |  | 1092945 |
| Admiral Group PLC | 8176 |  | 375813 |
| Autotrader Group PLC (b) | 27030 |  | 181825 |
| Barratt Redrow PLC | 41994 |  | 143022 |
| Endeavour Mining PLC | 6103 |  | 368352 |
| Informa PLC | 40722 |  | 440284 |
| Intertek Group PLC | 4878 |  | 314227 |
| Kingfisher PLC | 53244 |  | 209368 |
| Land Securities Group PLC REIT | 22640 |  | 182164 |
| Legal & General Group PLC | 180802 |  | 620444 |
| London Stock Exchange Group PLC | 14528 |  | 1885078 |
| M&G PLC | 73293 |  | 301230 |
| Pearson PLC | 18368 |  | 271051 |
| RELX PLC | 57698 |  | 2104002 |
| Schroders PLC | 22669 |  | 178493 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES | VALUE | VALUE |
| **United Kingdom — (continued)** | **United Kingdom — (continued)** | **United Kingdom — (continued)** | **United Kingdom — (continued)** |
| Segro PLC REIT | 40473 | $| 383356 |
| Smiths Group PLC | 9961 |  | 343905 |
| Standard Life PLC | 22570 |  | 232199 |
| Unilever PLC | 69123 |  | 4030852 |
| Whitbread PLC | 5385 |  | 163690 |
|  |  |  | 13822300 |
| **Netherlands — 8.2%** | **Netherlands — 8.2%** | **Netherlands — 8.2%** | **Netherlands — 8.2%** |
| Akzo Nobel NV | 5381 |  | 315864 |
| Argenx SE (a) | 1962 |  | 1538732 |
| ASML Holding NV | 6000 |  | 8673713 |
| Koninklijke KPN NV | 121408 |  | 649262 |
| Prosus NV (a) | 41492 |  | 2008856 |
| Wolters Kluwer NV | 7365 |  | 574834 |
|  |  |  | 13761261 |
| **Australia — 4.9%** | **Australia — 4.9%** | **Australia — 4.9%** | **Australia — 4.9%** |
| ASX Ltd. | 6200 |  | 271390 |
| Brambles Ltd. | 42905 |  | 699021 |
| CAR Group Ltd. | 11782 |  | 217338 |
| Cochlear Ltd. | 2085 |  | 141864 |
| Computershare Ltd. | 16365 |  | 359522 |
| CSL Ltd. | 15385 |  | 1388644 |
| Evolution Mining Ltd. | 64626 |  | 571361 |
| Goodman Group | 64893 |  | 1405940 |
| Northern Star Resources Ltd. | 42953 |  | 658387 |
| QBE Insurance Group Ltd. | 47601 |  | 771027 |
| REA Group Ltd. | 1684 |  | 208485 |
| Suncorp Group Ltd. | 34440 |  | 428581 |
| Transurban Group | 98648 |  | 999761 |
| WiseTech Global Ltd. | 6262 |  | 197223 |
|  |  |  | 8318544 |
| **Denmark — 4.2%** | **Denmark — 4.2%** | **Denmark — 4.2%** | **Denmark — 4.2%** |
| Demant A/S (a) | 2989 |  | 94791 |
| Genmab A/S (a) | 1940 |  | 513663 |
| Novo Nordisk A/S, Class B | 102066 |  | 4341442 |
| Novonesis (Novozymes) B | 11196 |  | 687941 |
| Pandora A/S | 2478 |  | 188572 |
| Tryg A/S | 10608 |  | 254893 |

---

**GREEN CENTURY MSCI INTERNATIONAL INDEX FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***continued*** 

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES | VALUE | VALUE |
| **Denmark — (continued)** | **Denmark — (continued)** | **Denmark — (continued)** | **Denmark — (continued)** |
| Vestas Wind Systems A/S | 31987 | $| 983574 |
|  |  |  | 7064876 |
| **Germany — 3.3%** | **Germany — 3.3%** | **Germany — 3.3%** | **Germany — 3.3%** |
| adidas AG | 5402 |  | 934905 |
| Deutsche Boerse AG | 5968 |  | 1831062 |
| Fresenius SE & Company KGaA | 13333 |  | 645744 |
| Henkel AG & Company KGaA | 3251 |  | 224057 |
| Henkel AG & Company <br>KGaA (c) | 5121 |  | 372664 |
| LEG Immobilien SE | 2399 |  | 168343 |
| Merck KGaA | 4109 |  | 532089 |
| QIAGEN NV | 6561 |  | 223817 |
| Sartorius AG (c) | 839 |  | 214356 |
| Symrise AG | 4198 |  | 371377 |
|  |  |  | 5518414 |
| **Sweden — 3.0%** | **Sweden — 3.0%** | **Sweden — 3.0%** | **Sweden — 3.0%** |
| Boliden AB | 9022 |  | 474242 |
| EQT AB | 15656 |  | 510861 |
| Essity AB, Class B | 19145 |  | 506992 |
| Nibe Industrier AB B Shares | 48757 |  | 221641 |
| Sandvik AB | 33826 |  | 1422955 |
| Svenska Cellulosa AB SCA, Class B | 19305 |  | 221207 |
| Svenska Handelsbanken AB A Shares | 46303 |  | 657959 |
| Swedish Orphan Biovitrum AB (a) | 6155 |  | 288749 |
| Tele2 AB B Shares | 17238 |  | 353711 |
| Telia Company AB | 74468 |  | 389246 |
|  |  |  | 5047563 |
| **Hong Kong — 2.3%** | **Hong Kong — 2.3%** | **Hong Kong — 2.3%** | **Hong Kong — 2.3%** |
| AIA Group Ltd. | 333049 |  | 3656468 |
| MTR Corporation Ltd. | 49167 |  | 210099 |
|  |  |  | 3866567 |
| **Spain — 1.7%** | **Spain — 1.7%** | **Spain — 1.7%** | **Spain — 1.7%** |
| Amadeus IT Group SA | 14303 |  | 825359 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES | VALUE | VALUE |
| **Spain — (continued)** | **Spain — (continued)** | **Spain — (continued)** | **Spain — (continued)** |
| CaixaBank SA | 122556 | $| 1560014 |
| Cellnex Telecom SA (b) | 15178 |  | 510957 |
|  |  |  | 2896330 |
| **Finland — 1.6%** | **Finland — 1.6%** | **Finland — 1.6%** | **Finland — 1.6%** |
| Elisa Oyj | 4511 |  | 219101 |
| Kesko Oyj B Shares | 8565 |  | 210707 |
| Kone Oyj, Class B | 10748 |  | 683734 |
| Metso Oyj | 21067 |  | 363938 |
| Orion Oyj, Class B | 3431 |  | 277199 |
| Sampo Oyj A Shares | 76058 |  | 790378 |
| Stora Enso Oyj R Shares | 18573 |  | 206812 |
|  |  |  | 2751869 |
| **Italy — 1.5%** | **Italy — 1.5%** | **Italy — 1.5%** | **Italy — 1.5%** |
| FinecoBank Banca Fineco SpA | 19410 |  | 481890 |
| Generali | 27032 |  | 1211417 |
| Moncler SpA | 7417 |  | 447799 |
| Poste Italiane SpA (b) | 14543 |  | 386048 |
|  |  |  | 2527154 |
| **Norway — 1.2%** | **Norway — 1.2%** | **Norway — 1.2%** | **Norway — 1.2%** |
| DNB Bank ASA | 28017 |  | 848449 |
| Gjensidige Forsikring ASA | 6337 |  | 178013 |
| Mowi ASA | 15098 |  | 334983 |
| Orkla ASA | 22445 |  | 276837 |
| Telenor ASA | 19415 |  | 319578 |
|  |  |  | 1957860 |
| **Belgium — 0.8%** | **Belgium — 0.8%** | **Belgium — 0.8%** | **Belgium — 0.8%** |
| Ageas SA | 4682 |  | 366922 |
| KBC Group NV | 7291 |  | 970466 |
|  |  |  | 1337388 |
| **Ireland — 0.3%** | **Ireland — 0.3%** | **Ireland — 0.3%** | **Ireland — 0.3%** |
| Kerry Group PLC, Class A | 5104 |  | 432577 |
| **Luxembourg — 0.2%** | **Luxembourg — 0.2%** | **Luxembourg — 0.2%** | **Luxembourg — 0.2%** |
| Eurofins Scientific SE | 3783 |  | 262979 |

---

**GREEN CENTURY MSCI INTERNATIONAL INDEX FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**  ***concluded*** 

---

| | | |
|:---|:---|:---|
|  | SHARES | VALUE |
| **Luxembourg — (continued)** | **Luxembourg — (continued)** | **Luxembourg — (continued)** |
| InPost SA (a) | 7972 | $142995 |
|  |  | 405974 |
| **Cayman Islands — 0.2%** | **Cayman Islands — 0.2%** | **Cayman Islands — 0.2%** |
| Grab Holdings Ltd., Class A (a) | 74616 | 285033 |
| **Singapore — 0.1%** | **Singapore — 0.1%** | **Singapore — 0.1%** |
| CapitaLand Investment Ltd. | 75311 | 165166 |
| **New Zealand — 0.1%** | **New Zealand — 0.1%** | **New Zealand — 0.1%** |
| Meridian Energy Ltd. | 42320 | 142000 |
| Total Common Stocks |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $119,848,003) |  | 165576390 |
| **SHORT-TERM INVESTMENTS — 0.4%** | **SHORT-TERM INVESTMENTS — 0.4%** | **SHORT-TERM INVESTMENTS — 0.4%** |
| UMB Money Market Fiduciary Account, 0.01% (d)<br> (Cost $626,734) |  | 626734 |
| Total Short-term Investments |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $626,734) |  | 626734 |
| **TOTAL INVESTMENTS — 98.8%** | **TOTAL INVESTMENTS — 98.8%** | **TOTAL INVESTMENTS — 98.8%** |
| &nbsp;&nbsp;&nbsp;(Cost $120,474,737) |  | 166203124 |
| Other Assets Less Liabilities — 1.2% |  | 1951815 |
| **NET ASSETS — 100.0%** |  | $168154939 |

---

PLC – Public Limited Company

REIT – Real Estate Investment Trusts

&nbsp;&nbsp;&nbsp;&nbsp;(a) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Security exempt from registration under Rule 144A of the Securities
Act of 1933. These securities may be resold in transactions exempt from registration to qualified institutional buyers. The total value
of these securities is $1,912,572.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Preference shares.

&nbsp;&nbsp;&nbsp;&nbsp;(d) The rate quoted is the annualized seven-day yield of the fund
at the period end.

**GREEN CENTURY MSCI INTERNATIONAL INDEX FUND PORTFOLIO OF INVESTMENTS**

**April 30, 2026**

**(unaudited)**

**FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| <br>**Purchase**<br>**Contracts** | <br>**Counterparty** | <br>**Currency**<br>**Exchange** | <br>**Settlement**<br>**Date** | **Currency**<br>**Amount**<br>**Purchased** | **Value At**<br>**Settlement**<br>**Date** |<br>**Value At**<br>**April 30, 2026** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)** |
| Australian Dollar | Bank of Montreal | AUD per USD | 6/17/2026 | 90000 | $63901 | $64734 | $833 |
| British Pound | Toronto Dominion | GBP per USD | 6/17/2026 | 100000 | 133863 | 136058 | 2195 |
| Canadian Dollar | Bank of Montreal | CAD per USD | 6/17/2026 | 296467 | 218816 | 218707 | (109) |
| Danish Krone | Bank of Montreal | DKK per USD | 6/17/2026 | 380000 | 58516 | 59847 | 1331 |
| Danish Krone | Bank of Montreal | DKK per USD | 6/17/2026 | 10000 | 1552 | 1575 | 23 |
| Euro | Toronto Dominion | EUR per USD | 6/17/2026 | 159367 | 184872 | 187465 | 2593 |
| Euro | Bank of Montreal | EUR per USD | 6/17/2026 | 80000 | 92731 | 94104 | 1373 |
| Euro | Citigroup | EUR per USD | 6/17/2026 | 60000 | 69042 | 70578 | 1536 |
| Hong Kong Dollar | Bank of Montreal | HKD per USD | 6/17/2026 | 100000 | 12833 | 12790 | (43) |
| Japanese Yen | Toronto Dominion | JPY per USD | 6/17/2026 | 57540000 | 364976 | 369044 | 4068 |
| Japanese Yen | JP Morgan | JPY per USD | 6/17/2026 | 23570000 | 148774 | 151171 | 2397 |
| Swedish Krona | Bank of Montreal | SEK per USD | 6/17/2026 | 260000 | 28101 | 28233 | 132 |
|  |  |  |  |  | $1377977 | $1394306 | $16329 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | | **Currency** | **Currency** | | | |
| | | | | **Amount** | **Amount** | | | |
| <br>**Sale**<br>**Contracts** | <br>**Counterparty** | <br>**Currency**<br>**Exchange** | <br>**Settlement**<br>**Date** | **Sold** | **Sold** | **Value At**<br>**Settlement**<br>**Date** |<br>**Value At**<br>**April 30, 2026** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)** |
| British Pound | JP Morgan | GBP per USD | 6/17/2026 |  | (40000) | $(53475) | $(54423) | $(948) |
| Canadian Dollar | Morgan Stanley & Co. | CAD per USD | 6/17/2026 |  | (80000) | (58482) | (59017) | (535) |
| Danish Krone | Citigroup | DKK per USD | 6/17/2026 |  | (750000) | (115571) | (118118) | (2547) |
| Euro | UBS AG (UK) | EUR per USD | 6/17/2026 |  | (80000) | (92573) | (94104) | (1531) |
| Japanese Yen | JP Morgan | JPY per USD | 6/17/2026 |  | (9270000) | (58687) | (59455) | (768) |
| Japanese Yen | Citigroup | JPY per USD | 6/17/2026 |  | (36940000) | (233038) | (236922) | (3884) |
| Switzerland Franc | Toronto Dominion | CHF per USD | 6/17/2026 |  | (40000) | (51095) | (51467) | (372) |
| Switzerland Franc | Citigroup | CHF per USD | 6/17/2026 |  | (163208) | (210605) | (209995) | 610 |
|  |  |  |  |  |  | $(873526) | $(883501) | $(9975) |
| **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** |  | $504451 | $510805 | $6354 |

---

AUD – Australian Dollar

CAD – Canadian Dollar

CHF – Switzerland Franc

DKK - Danish Krone

EUR – Euro

GBP – British Pound

HKD - Hong Kong Dollar

JPY – Japanese Yen

SEK – Swedish Krona

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** GREEN CENTURY FUNDS

- **b. Investment Company Act file number:** 811-06351

- **c. CIK number of Registrant:** 0000877232

- **d. LEI of Registrant:** 5493002BQCBLYN8LZD95

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 114 STATE STREET, SUITE 200

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 6174820800

**Item A.2. Information about the Series.**

- **a. Name of Series:** Green Century Balanced Fund

- **b. EDGAR series identifier (if any):** S000007714

- **c. LEI of Series:** 549300B7YFCO5YI05T66

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $377568992.06

**Total Liabilities:** $351878.90

**Net Assets:** $377217113.16

**Cash Not Reported:** $55826.25

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 85.726443126145 | **1-Year:** 5853.985904472244 | **5-Year:** 18322.359009183692 | **10-Year:** 12178.813105676265 | **30-Year:** 114.984229397657

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** 0.476334322270 | **5-Year:** 30.444907262760 | **10-Year:** 102.087686719970 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020964 | -0.08%               | -4.04%               | 7.02%                |
| Class ID C000225233 | -0.06%               | -4.02%               | 7.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1490924.13              | $-2058904.99                               |
| Month 2  | $-1102605.72             | $-14296155.21                              |
| Month 3  | $610993.29               | $24054370.64                               |

### Schedule of Portfolio Investments

| Name                           | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PVH CORP                       | PVH Corporation                                                       | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243616.32    | 0.06%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                    | Paychex, Inc.                                                         | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20216.68     | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp           | Bank of America Corporation                                           | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    100000 | NS      | $5346000.00   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                      | Ball Corporation                                                      | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      6239 | NS      | $381078.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc          | Bath & Body Works, Inc.                                               | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      4800 | NS      | $93312.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                | Best Buy Company, Inc.                                                | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      3515 | NS      | $212622.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                     | Belden, Inc.                                                          | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       562 | NS      | $63213.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                | W.W. Grainger, Inc.                                                   | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        69 | NS      | $80133.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure  | HA Sustainable Infrastructure Capital, Inc.                           | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |        69 | NS      | $2894.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The             | Home Depot, Inc. (The)                                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      9892 | NS      | $3252489.60   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc            | Paycom Software, Inc.                                                 | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        21 | NS      | $2661.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                     | Pfizer, Inc.                                                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     32963 | NS      | $880112.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The        | Procter & Gamble Company (The)                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     13683 | NS      | $2012632.47   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The           | Progressive Corporation (The)                                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     10816 | NS      | $2177044.48   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                       | AT&T, Inc.                                                            | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49960.75     | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE         | Blackstone Reg Finance Company LLC                                    | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    690000 | PA      | $670927.71    | 0.18%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                 | BorgWarner, Inc.                                                      | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40635.48     | 0.01%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Companies, Inc.                                      | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90429.30     | 0.02%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International, Inc.                                          | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29682.15     | 0.01%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International, Inc.                                          | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90066.15     | 0.02%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International, Inc.                                          | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145429.05    | 0.04%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies, Inc.                                              | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49771.50     | 0.01%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Company                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166386.31    | 0.04%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Company                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62461.08     | 0.02%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Company                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    420000 | PA      | $427183.68    | 0.11%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Company                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182175.30    | 0.05%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1171 | NS      | $106315.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc             | Analog Devices, Inc.                                                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     11600 | NS      | $4666216.00   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co      | Archer-Daniels-Midland Company                                        | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      6576 | NS      | $490175.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc  | Automatic Data Processing, Inc.                                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      4743 | NS      | $1005231.42   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                  | Clorox Company (The)                                                  | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       878 | NS      | $84674.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                   | Comcast Corporation, Class A                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     32269 | NS      | $872553.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                       | eBay, Inc.                                                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1887 | NS      | $195266.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health, Inc.                                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      4437 | NS      | $1670175.54   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                | EMCOR Group, Inc.                                                     | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       543 | NS      | $484176.81    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                        | EnerSys                                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       729 | NS      | $155466.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc          | Jackson Financial, Inc., Class A                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      1583 | NS      | $183263.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                        | KB Home                                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      1494 | NS      | $79167.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc           | Kyndryl Holdings, Inc.                                                | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      4443 | NS      | $61402.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                        | KeyCorp                                                               | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      5439 | NS      | $120256.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp              | Lam Research Corporation                                              | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      2617 | NS      | $674819.62    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                     | Stride, Inc.                                                          | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |       996 | NS      | $96771.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc        | Lululemon Athletica, Inc.                                             | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      2391 | NS      | $329240.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp           | Las Vegas Sands Corporation                                           | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      6770 | NS      | $369709.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co              | Tractor Supply Company                                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1310 | NS      | $45981.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC         | Trane Technologies PLC                                                | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      7776 | NS      | $3829991.04   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                    | Toro Company (The)                                                    | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      1348 | NS      | $128289.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                     | Twilio, Inc., Class A                                                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        21 | NS      | $3109.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                        | VF Corporation                                                        | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      7540 | NS      | $142732.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc            | Virtu Financial, Inc., Class A                                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      1838 | NS      | $91275.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc         | Valmont Industries, Inc.                                              | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       389 | NS      | $197627.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc             | Voya Financial, Inc.                                                  | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      1326 | NS      | $108678.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                     | Pfizer, Inc.                                                          | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    460000 | PA      | $455592.74    | 0.12%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES        | Philippine Government International Bond                              | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     40000 | PA      | $38923.52     | 0.01%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES        | Philippine Government International Bond                              | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     60000 | PA      | $61666.50     | 0.02%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES        | Philippine Government International Bond                              | CUSIP: 718286DK0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     70000 | PA      | $69227.55     | 0.02%             | 2036-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies, Inc.                                              | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58334.70     | 0.02%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                | Ross Stores, Inc.                                                     | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8804.91      | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                  | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $536664.42    | 0.14%             | 2028-11-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                                    | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9914.79      | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Company                                                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191742.68    | 0.05%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Company                                                 | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214520.02    | 0.06%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corporation                                           | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    260000 | PA      | $264047.68    | 0.07%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America, Inc.                                            | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326053.53    | 0.09%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc         | Equitable Holdings, Inc.                                              | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      6345 | NS      | $267759.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                    | Equinix, Inc. REIT                                                    | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             |  | CORP              | US        |       485 | NS      | $525172.55    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                 | Eaton Corporation PLC                                                 | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     10408 | NS      | $4506768.08   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                       | Etsy, Inc.                                                            | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      2276 | NS      | $146437.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc          | East West Bancorp, Inc.                                               | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21171 | NS      | $2677496.37   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc        | ExlService Holdings, Inc.                                             | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      3605 | NS      | $114927.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc              | Expedia Group, Inc.                                                   | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2348 | NS      | $583172.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                    | Fastenal Company                                                      | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       885 | NS      | $39763.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc           | Federated Hermes, Inc.                                                | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      1704 | NS      | $98985.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp            | Fifth Third Bancorp                                                   | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      5550 | NS      | $281718.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc        | Comfort Systems USA, Inc.                                             | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       378 | NS      | $695614.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                       | Flex Ltd.                                                             | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |      8030 | NS      | $735146.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                | First Solar, Inc.                                                     | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     12413 | NS      | $2506060.57   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                   | Fortive Corporation                                                   | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        45 | NS      | $2690.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                    | Genpact Ltd.                                                          | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |      3634 | NS      | $126281.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                    | Gap, Inc. (The)                                                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      3013 | NS      | $74089.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                   | Moody's Corporation                                                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1014 | NS      | $468315.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc             | Meta Platforms, Inc., Class A                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5146 | NS      | $3148888.86   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International      | MGM Resorts International                                             | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      4402 | NS      | $171413.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Ice Cream Co NV/The     | Magnum Ice Cream Company NV (The)                                     | CUSIP: N5505D105<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |      7971 | NS      | $119007.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD          | McCormick & Company, Inc.                                             | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     23732 | NS      | $1206534.88   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB MONEY MARKET FIDUCIARY   / | UMB MONEY MARKET FIDUCIARY   /                                        | CUSIP: SF8888528<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6089287 | PA      | $6089287.39   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc          | Molina Healthcare, Inc.                                               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       535 | NS      | $104121.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Company, Inc.                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     13151 | NS      | $1435826.18   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                 | Morgan Stanley                                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3011 | NS      | $573866.49    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                       | MSCI, Inc.                                                            | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       435 | NS      | $257263.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corporation                                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     36107 | NS      | $14723712.46  | 3.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I | Mettler-Toledo International, Inc.                                    | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       179 | NS      | $228513.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc               | Vail Resorts, Inc.                                                    | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       830 | NS      | $105559.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology, Inc.                                               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      2485 | NS      | $1285142.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                  | MYR Group, Inc.                                                       | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     10842 | NS      | $4388950.02   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                    | Netflix, Inc.                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     25016 | NS      | $2341747.76   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                       | NIKE, Inc., Class B                                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     14343 | NS      | $636255.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                 | ServiceNow, Inc.                                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     14839 | NS      | $1310432.09   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                     | NetApp, Inc.                                                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       707 | NS      | $78314.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                    | Nutanix, Inc., Class A                                                | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |        66 | NS      | $2698.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corporation                                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    110201 | NS      | $21992813.57  | 5.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp          | Envista Holdings Corporation                                          | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      3829 | NS      | $99324.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC             | nVent Electric PLC                                                    | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3758 | NS      | $537018.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                  | Nextpower, Inc., Class A                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1090 | NS      | $129851.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                  | Owens Corning                                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       705 | NS      | $86954.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc         | Ormat Technologies, Inc.                                              | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     19664 | NS      | $2259393.60   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc        | O'Reilly Automotive, Inc.                                             | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       976 | NS      | $97014.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp            | Otis Worldwide Corporation                                            | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      4910 | NS      | $382390.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc         | Palo Alto Networks, Inc.                                              | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     18476 | NS      | $3313116.32   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc           | Verisk Analytics, Inc.                                                | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      5843 | NS      | $1077975.07   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                    | Viatris, Inc.                                                         | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     18490 | NS      | $276240.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications, Inc.                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     28055 | NS      | $1347481.65   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp           | Western Digital Corporation                                           | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      2887 | NS      | $1254459.24   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc   | Wyndham Hotels & Resorts, Inc.                                        | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      1734 | NS      | $141112.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                 | Whirlpool Corporation                                                 | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      1455 | NS      | $81567.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc           | Waste Management, Inc.                                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      2022 | NS      | $470216.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                    | Walmart, Inc.                                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      6802 | NS      | $897387.86    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                     | Watsco, Inc.                                                          | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       679 | NS      | $297293.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I | West Pharmaceutical Services, Inc.                                    | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       708 | NS      | $210693.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd               | Wynn Resorts Ltd.                                                     | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      1947 | NS      | $208543.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                   | Xylem, Inc.                                                           | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     15837 | NS      | $1871299.92   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc              | YETI Holdings, Inc.                                                   | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      1792 | NS      | $70712.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                | Yum! Brands, Inc.                                                     | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      6275 | NS      | $1001803.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                     | Zoetis, Inc.                                                          | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1034 | NS      | $118878.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                 | S&P Global, Inc.                                                      | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    850000 | PA      | $833093.50    | 0.22%             | 2035-12-04      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE INC                 | Salesforce, Inc.                                                      | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2734995.51   | 0.73%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CA BAY AREA RAPI | San Francisco Bay Area Rapid Transit District                         | CUSIP: 797661XA8<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1912560.00   | 0.51%             | 2029-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                | Sands China Ltd.                                                      | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    340000 | PA      | $332811.04    | 0.09%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc  | Hilton Worldwide Holdings, Inc.                                       | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      2494 | NS      | $808230.58    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc      | Host Hotels & Resorts, Inc. REIT                                      | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             |  | CORP              | US        |     14746 | NS      | $311582.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                 | Hershey Company (The)                                                 | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        13 | NS      | $2414.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                    | Hubbell, Inc.                                                         | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      1226 | NS      | $623016.42    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                     | Humana, Inc.                                                          | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       961 | NS      | $227218.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                            | International Business Machines Corporation                           | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      4492 | NS      | $1037562.16   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products In | Installed Building Products, Inc.                                     | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       527 | NS      | $152065.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                   | Illumina, Inc.                                                        | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1235 | NS      | $156523.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                     | Intuit, Inc.                                                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       209 | NS      | $81196.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc             | Ingersoll Rand, Inc.                                                  | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1047 | NS      | $83613.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc        | Illinois Tool Works, Inc.                                             | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |         9 | NS      | $2322.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                    | Invesco Ltd.                                                          | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     10364 | NS      | $271640.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc           | Jacobs Solutions, Inc.                                                | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      2333 | NS      | $301913.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                      | Jabil, Inc.                                                           | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      2007 | NS      | $677342.43    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International | Johnson Controls International plc                                    | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      9394 | NS      | $1371805.82   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC      | Janus Henderson Group PLC                                             | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |      2878 | NS      | $148533.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc         | Jones Lang LaSalle, Inc.                                              | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      9787 | NS      | $3113538.31   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      4416 | NS      | $1015017.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co            | JPMorgan Chase & Company                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2009 | NS      | $629279.07    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc      | Keysight Technologies, Inc.                                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       256 | NS      | $89576.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                     | Korn Ferry                                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      1209 | NS      | $80325.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp              | Kimco Realty Corporation REIT                                         | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             |  | CORP              | US        |     10595 | NS      | $250465.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp            | Kimberly-Clark Corporation                                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      3449 | NS      | $339485.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp             | Kilroy Realty Corporation REIT                                        | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             |  | CORP              | US        |      2500 | NS      | $83150.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc             | Kontoor Brands, Inc.                                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      1180 | NS      | $86564.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                     | Kenvue, Inc.                                                          | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     12465 | NS      | $218511.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                      | Lear Corporation                                                      | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      1194 | NS      | $151793.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                    | Lennar Corporation, Class A                                           | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      4831 | NS      | $436239.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc       | Lennox International, Inc.                                            | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        82 | NS      | $43860.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                      | Linde PLC                                                             | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |      2115 | NS      | $1059911.10   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                       | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $744320.25    | 0.20%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP            | Charles Schwab Corporation (The)                                      | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    960000 | PA      | $936684.48    | 0.25%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP        | Simon Property Group LP                                               | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108583.42    | 0.03%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corporation                                                 | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133681.21    | 0.04%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group, Inc.                                 | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    620000 | PA      | $631600.20    | 0.17%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV          | Suzano Netherlands BV                                                 | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $98017.50     | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA, Inc.                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1100743.17   | 0.29%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC          | Texas Instruments, Inc.                                               | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40327.88     | 0.01%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC       | Thermo Fisher Scientific, Inc.                                        | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101007.50    | 0.03%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP       | Toyota Motor Credit Corporation                                       | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    450000 | PA      | $415233.90    | 0.11%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP       | Toyota Motor Credit Corporation                                       | CUSIP: 89236TPJ8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19665.64     | 0.01%             | 2036-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corporation                                          | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    420000 | PA      | $406161.42    | 0.11%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| US BANCORP                     | U.S. Bancorp                                                          | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015314.00   | 0.27%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $825097.55    | 0.22%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications, Inc.                                          | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2967660.00   | 0.79%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                    | Viatris, Inc.                                                         | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127586.76    | 0.03%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                       | Visa, Inc.                                                            | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3360647.50   | 0.89%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corporation                                                   | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91360.10     | 0.02%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Company                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    240000 | PA      | $222673.68    | 0.06%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc        | CNO Financial Group, Inc.                                             | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      2220 | NS      | $98679.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp          | Costco Wholesale Corporation                                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      6409 | NS      | $6502122.77   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc       | Corebridge Financial, Inc.                                            | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      3076 | NS      | $84713.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                 | Salesforce, Inc.                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      4758 | NS      | $839929.74    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp      | Carpenter Technology Corporation                                      | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       403 | NS      | $172564.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems, Inc.                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      6373 | NS      | $583129.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc               | Carlisle Companies, Inc.                                              | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       430 | NS      | $152761.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                      | CubeSmart REIT                                                        | CUSIP: 229663109<br>LEI: N/A                  | Long             |  | CORP              | US        |      1835 | NS      | $74280.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                | CVS Health Corporation                                                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      8267 | NS      | $688558.43    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Covista Inc                    | Covista, Inc.                                                         | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       836 | NS      | $96323.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc      | Caesars Entertainment, Inc.                                           | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      4682 | NS      | $130159.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                       | Dana, Inc.                                                            | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      2690 | NS      | $98050.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc        | Darling Ingredients, Inc.                                             | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      3684 | NS      | $236623.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                     | Deere & Company                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      2260 | NS      | $1333106.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc          | Dell Technologies, Inc., Class C                                      | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      3021 | NS      | $631237.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc      | Healthpeak Properties, Inc. REIT                                      | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             |  | CORP              | US        |      8337 | NS      | $134809.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                     | Dover Corporation                                                     | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        13 | NS      | $2943.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                     | DaVita, Inc.                                                          | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       374 | NS      | $58022.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc      | Brinker International, Inc.                                           | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      1034 | NS      | $157416.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America      | Packaging Corporation of America                                      | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      2002 | NS      | $427326.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                   | Prologis, Inc. REIT                                                   | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             |  | CORP              | US        |     10930 | NS      | $1552278.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I | PNC Financial Services Group, Inc. (The)                              | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     23836 | NS      | $5315428.00   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                   | Insulet Corporation                                                   | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       534 | NS      | $91922.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                      | Pool Corporation                                                      | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       532 | NS      | $113486.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                       | PVH Corporation                                                       | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      1110 | NS      | $101498.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp         | Regions Financial Corporation                                         | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      7257 | NS      | $207187.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                | Robert Half, Inc.                                                     | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      2292 | NS      | $60990.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp             | Regal Rexnord Corporation                                             | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      1546 | NS      | $332436.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                   | Rayonier, Inc. REIT                                                   | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             |  | CORP              | US        |      4766 | NS      | $101086.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                 | Starbucks Corporation                                                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     12890 | NS      | $1357703.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The        | Charles Schwab Corporation (The)                                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      3478 | NS      | $318723.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US  | Service Corporation International                                     | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      2740 | NS      | $222022.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The             | J M Smucker Company (The)                                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      2106 | NS      | $206451.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                       | SLM Corporation                                                       | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3408 | NS      | $78656.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                   | Synopsys, Inc.                                                        | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       114 | NS      | $55016.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co             | Sonoco Products Company                                               | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      2179 | NS      | $108862.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc       | Simon Property Group, Inc. REIT                                       | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             |  | CORP              | US        |      3782 | NS      | $770431.22    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                 | S&P Global, Inc.                                                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |         6 | NS      | $2587.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc         | UnitedHealth Group, Inc.                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4738 | NS      | $1755334.24   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                     | Unum Group                                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      3497 | NS      | $281088.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc             | United Rentals, Inc.                                                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1158 | NS      | $1111494.72   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp          | U.S. Foods Holding Corporation                                        | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |        28 | NS      | $2617.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                       | Visa, Inc., Class A                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      2492 | NS      | $821961.28    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc   | Victory Capital Holdings, Inc., Class A                               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      1107 | NS      | $86910.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                       | AT&T, Inc.                                                            | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109571.52    | 0.03%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie, Inc.                                                          | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125142.68    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie, Inc.                                                          | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433792.17    | 0.11%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING          | Alibaba Group Holding Ltd.                                            | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $217005.18    | 0.06%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                   | Alphabet, Inc.                                                        | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2638362.00   | 0.70%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com, Inc.                                                      | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138109.58    | 0.04%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com, Inc.                                                      | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136394.30    | 0.04%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Company                                              | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38764.84     | 0.01%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT          | American Homes 4 Rent LP                                              | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507662.00    | 0.13%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corporation                                            | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10303.19     | 0.00%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corporation                                            | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19759.66     | 0.01%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                    | Cencora, Inc.                                                         | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39366.96     | 0.01%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen, Inc.                                                           | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365036.76    | 0.10%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen, Inc.                                                           | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68502.70     | 0.02%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD       | Aon Corporation / Aon Global Holdings PLC                             | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     90000 | PA      | $88700.22     | 0.02%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP              | Ares Capital Corporation                                              | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43837.90     | 0.01%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP           | Boston Properties LP                                                  | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3993656.00   | 1.06%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIDGE HOUSING CORP            | Bridge Housing Corporation                                            | CUSIP: 10806CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2413096.38   | 0.64%             | 2030-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom, Inc.                                                        | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $861360.32    | 0.23%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES INC              | CBRE Services, Inc.                                                   | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59346.30     | 0.02%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corporation                                     | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $101355.98    | 0.03%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                | Cigna Group (The)                                                     | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206332.14    | 0.05%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                | Cigna Group (The)                                                     | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    380000 | PA      | $343014.98    | 0.09%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corporation                                                | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    490000 | PA      | $494904.90    | 0.13%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59584.14     | 0.02%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| CAPITAL IMPACT PARTNERS        | Capital Impact Partners                                               | CUSIP: 14020AEL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3777705.00   | 1.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corporation                                     | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71376.62     | 0.02%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corporation                                     | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116343.84    | 0.03%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corporation                                     | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286615.70    | 0.08%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corporation                                                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26162.19     | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC         | Choice Hotels International, Inc.                                     | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18754.34     | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup, Inc.                                                       | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $770696.25    | 0.20%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup, Inc.                                                       | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1042225.00   | 0.28%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group, Inc.                                        | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141888.46    | 0.04%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE               | Coca-Cola Company (The)                                               | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8753.66      | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd.                                                             | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     20000 | PA      | $20093.44     | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial, Inc.                                                  | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11175.00     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC         | GE HealthCare Technologies, Inc.                                      | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $731627.25    | 0.19%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments, Inc.                                                 | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57911.88     | 0.02%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group, Inc. (The)                                       | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    490000 | PA      | $486813.04    | 0.13%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group, Inc. (The)                                       | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161928.18    | 0.04%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SPL OBLG REVE | Commonwealth of Massachusetts                                         | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    865420 | PA      | $864847.53    | 0.23%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                 | Merck & Company, Inc.                                                 | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224487.82    | 0.06%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC          | Micron Technology, Inc.                                               | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446373.50    | 0.12%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group, Inc.                                  | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    180000 | PA      | $181187.46    | 0.05%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group, Inc.                                  | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    480000 | PA      | $485669.28    | 0.13%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group, Inc.                                          | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    410000 | PA      | $415547.30    | 0.11%             | 2028-09-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group, Inc.                                          | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $767568.00    | 0.20%             | 2030-05-26      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                        | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390708.24    | 0.10%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                        | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2061408.00   | 0.55%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK        | Morgan Stanley Private Bank NA                                        | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118711.32    | 0.03%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC         | Motorola Solutions, Inc.                                              | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511562.00    | 0.14%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | NXP BV / NXP Funding LLC / NXP USA, Inc.                              | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2370000 | PA      | $2374045.59   | 0.63%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY       | National Australia Bank Ltd./New York                                 | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     70000 | PA      | $70440.30     | 0.02%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL COMMUNITY RENAI       | National Community Renaissance of California                          | CUSIP: 63548MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1222113.02   | 0.32%             | 2032-12-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                     | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $243608.88    | 0.06%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC              | Omnicom Group, Inc.                                                   | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26924.40     | 0.01%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corporation                                                    | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    820000 | PA      | $764175.22    | 0.20%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP       | United States International Development Finance Corporation           | CUSIP: 6903536K8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              |  | US        |   2313223 | PA      | $2019561.70   | 0.54%             | 2038-07-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | PNC Financial Services Group, Inc. (The)                              | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    630000 | PA      | $633531.78    | 0.17%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GoDaddy Inc                    | GoDaddy, Inc.                                                         | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       466 | NS      | $40444.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc | GE HealthCare Technologies, Inc.                                      | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        36 | NS      | $2190.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                   | Griffon Corporation                                                   | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |       897 | NS      | $81779.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                        | UDR, Inc. REIT                                                        | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             |  | CORP              | US        |      2477 | NS      | $90014.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                   | Unilever PLC ADR                                                      | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             |  | CORP              | GB        |     15108 | NS      | $891069.84    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions Inc               | UL Solutions, Inc.                                                    | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |        31 | NS      | $2805.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIAN DEVELOPMENT BANK         | Asian Development Bank                                                | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | XX        |   4000000 | PA      | $3930296.00   | 1.04%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD             | Athene Holding Ltd.                                                   | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58248.42     | 0.02%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                   | AutoZone, Inc.                                                        | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118780.08    | 0.03%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES          | AvalonBay Communities, Inc.                                           | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3495212.00   | 0.93%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCL CORP       | Fifth Third Financial Corporation                                     | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $185656.14    | 0.05%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands, Inc.                                                  | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30044.73     | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC       | Corebridge Financial, Inc.                                            | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129313.86    | 0.03%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP        | John Deere Capital Corporation                                        | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    530000 | PA      | $536285.27    | 0.14%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                              | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510536.50    | 0.14%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares, Inc.                                           | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132185.17    | 0.04%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC       | Icon Investments Six DAC                                              | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     70000 | PA      | $71284.29     | 0.02%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                   | ING Groep NV                                                          | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1007489.00   | 0.27%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                    | Prologis LP                                                           | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3915067.50   | 1.04%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC       | Prudential Financial, Inc.                                            | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196233.71    | 0.05%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group, Inc. (The)                                       | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26567.67     | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE     | Public Finance Authority                                              | CUSIP: 74442PG25<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3009537.00   | 0.80%             | 2029-07-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV              | CNH Industrial NV                                                     | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |     20606 | NS      | $220690.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group, Inc. (The)                                       | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    860000 | PA      | $847389.82    | 0.22%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group, Inc. (The)                                       | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39129.00     | 0.01%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc            | Gilead Sciences, Inc.                                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     28375 | NS      | $3712585.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                 | Globe Life, Inc.                                                      | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      1404 | NS      | $216637.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                     | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $45266.75     | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                     | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $40744.64     | 0.01%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc           | Generac Holdings, Inc.                                                | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      1366 | NS      | $354108.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                    | Gentex Corporation                                                    | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      4671 | NS      | $107946.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                     | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1005619.00   | 0.27%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                     | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $192420.60    | 0.05%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HP INC                         | HP, Inc.                                                              | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163006.40    | 0.04%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Company                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29906.52     | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Company                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99448.60     | 0.03%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Company                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97770.40     | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Company                                    | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39337.92     | 0.01%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot, Inc. (The)                                                | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    340000 | PA      | $331450.70    | 0.09%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ADT Inc                        | ADT, Inc.                                                             | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11654 | NS      | $87754.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/O | American Financial Group, Inc.                                        | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       796 | NS      | $106082.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                    | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    560000 | PA      | $548388.96    | 0.15%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                      | Aflac, Inc.                                                           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      3718 | NS      | $422625.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                      | AGCO Corporation                                                      | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      1443 | NS      | $174631.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corporation                                           | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    780000 | PA      | $767239.20    | 0.20%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corporation                                           | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17706.12     | 0.00%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| American International Group I | American International Group, Inc.                                    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       480 | NS      | $35904.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc          | Applied Materials, Inc.                                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       661 | NS      | $260757.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corporation                                           | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    870000 | PA      | $892859.25    | 0.24%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corporation                                           | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413331.66    | 0.11%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corporation                                           | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    660000 | PA      | $673057.44    | 0.18%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP         | Bank of New York Mellon Corporation (The)                             | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    470000 | PA      | $471067.84    | 0.12%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices, Inc.                                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      3842 | NS      | $1361950.58   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                      | Amgen, Inc.                                                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        64 | NS      | $22160.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                          | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    730000 | PA      | $743967.82    | 0.20%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC       | Baxter International, Inc.                                            | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $136036.48    | 0.04%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE         | Blackstone Private Credit Fund                                        | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    880000 | PA      | $869612.48    | 0.23%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC          | BlackRock Funding, Inc.                                               | CUSIP: 09290DAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70469.21     | 0.02%             | 2027-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LOCAL INITIATIVES SUPPOR       | Local Initiatives Support Corporation                                 | CUSIP: 539565AC5<br>LEI: 549300V1ATNB9BHB6146 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991824.00   | 0.53%             | 2027-03-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Companies, Inc.                                                | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9141.44      | 0.00%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc       | Ameriprise Financial, Inc.                                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       155 | NS      | $73592.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp            | American Tower Corporation REIT                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             |  | CORP              | US        |      2406 | NS      | $439600.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Companies, Inc.                                                | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59112.66     | 0.02%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Genworth Financial Inc         | Genworth Financial, Inc.                                              | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      5778 | NS      | $50788.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc            | Arista Networks, Inc.                                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      2784 | NS      | $480824.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co         | Abercrombie & Fitch Company, Class A                                  | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       892 | NS      | $76132.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet, Inc., Class C                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       156 | NS      | $59582.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet, Inc., Class A                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     50659 | NS      | $19493583.20  | 5.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                | ASML Holding NV                                                       | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             |  | CORP              | NL        |      2604 | NS      | $3747129.96   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                 | AptarGroup, Inc.                                                      | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      1015 | NS      | $125535.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                   | Broadcom, Inc.                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     16757 | NS      | $6994874.51   | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp            | Avery Dennison Corporation                                            | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       120 | NS      | $19671.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co   | Graphic Packaging Holding Company                                     | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6769 | NS      | $64508.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The    | Goldman Sachs Group, Inc. (The)                                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       827 | NS      | $763957.79    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Company, Inc.                                    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     15570 | NS      | $1999499.40   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                | AstraZeneca PLC                                                       | CUSIP: G0593M107<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     18393 | NS      | $3446296.41   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                        | AZZ, Inc.                                                             | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       700 | NS      | $100128.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC      | Gates Industrial Corporation PLC                                      | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |      6015 | NS      | $154044.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding P | Sensata Technologies Holding PLC                                      | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |      3392 | NS      | $141242.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp              | State Street Corporation                                              | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      3958 | NS      | $604940.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PL | Seagate Technology Holdings PLC                                       | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |      1575 | NS      | $1060983.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc     | Stanley Black & Decker, Inc.                                          | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      3481 | NS      | $272074.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                   | Stryker Corporation                                                   | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      5859 | NS      | $1846346.67   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                   | Teradyne, Inc.                                                        | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1854 | NS      | $636793.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                     | Terex Corporation                                                     | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      2609 | NS      | $162279.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                    | Target Corporation                                                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      3749 | NS      | $486432.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                | TJX Companies, Inc. (The)                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     35295 | NS      | $5532491.25   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                  | Timken Company (The)                                                  | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1476 | NS      | $163673.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                | T-Mobile US, Inc.                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       588 | NS      | $114954.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co            | Travel + Leisure Company                                              | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      1481 | NS      | $95761.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The          | Travelers Companies, Inc. (The)                                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      6383 | NS      | $1947708.62   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust           | LXP Industrial Trust REIT                                             | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             |  | CORP              | US        |      1362 | NS      | $69353.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                     | Macy's, Inc.                                                          | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      6099 | NS      | $119235.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                 | Mastercard, Inc., Class A                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     14830 | NS      | $7458303.60   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD  | Marriott International, Inc., Class A                                 | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      9124 | NS      | $3300059.56   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                     | Masco Corporation                                                     | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      1160 | NS      | $83311.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                     | Matson, Inc.                                                          | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       608 | NS      | $106053.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corporation                              | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $346568.95    | 0.09%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corporation                              | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $118131.00    | 0.03%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                          | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    380000 | PA      | $378611.10    | 0.10%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                          | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    220000 | PA      | $216606.50    | 0.06%             | 2032-02-06      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE        | Walt Disney Company (The)                                             | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97091.20     | 0.03%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP            | Dollar General Corporation                                            | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    290000 | PA      | $277623.09    | 0.07%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP            | Dollar General Corporation                                            | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69860.28     | 0.02%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP            | Dollar General Corporation                                            | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61177.08     | 0.02%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C       | Equinix Europe 2 Financing Corporation LLC                            | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9799.38      | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC         | Equitable Holdings, Inc.                                              | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51305.25     | 0.01%             | 2055-03-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK       | European Investment Bank                                              | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              |  | XX        |   2920000 | PA      | $2843624.48   | 0.75%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC              | Expedia Group, Inc.                                                   | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28470.78     | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA       | Export Development Canada                                             | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              |  | CA        |   2900000 | PA      | $2988102.00   | 0.79%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC             | Meta Platforms, Inc.                                                  | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175760.10    | 0.05%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                   | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226590.71    | 0.06%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD             | Trane Technologies Financing Ltd.                                     | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   3500000 | PA      | $3455273.50   | 0.92%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corporation                                                     | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283700.20    | 0.08%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP        | International Bank for Reconstruction & Development                   | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | XX        |   5000000 | PA      | $4999940.00   | 1.33%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                       | International Business Machines Corporation                           | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290981.94    | 0.08%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Company                                              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149830.65    | 0.04%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Company                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194264.70    | 0.05%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Company                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $158814.72    | 0.04%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Company                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1336019.52   | 0.35%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Company                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556239.20    | 0.15%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Company                                              | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    710000 | PA      | $699212.26    | 0.19%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC           | Jacobs Solutions, Inc.                                                | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19796.96     | 0.01%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI       | Johnson Controls International plc / Tyco Fire & Security Finance SCA | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2675526.00   | 0.71%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper, Inc.                                                | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    900000 | PA      | $883422.90    | 0.23%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KEYCORP                        | KeyCorp                                                               | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9827.23      | 0.00%             | 2037-01-28      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| KFW                            | Kreditanstalt fuer Wiederaufbau                                       | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              |  | DE        |   2560000 | PA      | $2578483.20   | 0.68%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                       | LKQ Corporation                                                       | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51982.45     | 0.01%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings, Inc.                                                    | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755142.75    | 0.20%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Companies, Inc.                                                | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68793.76     | 0.02%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Companies, Inc.                                                | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    360000 | PA      | $350987.04    | 0.09%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                       | LKQ Corporation                                                       | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      5872 | NS      | $185437.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                 | Eli Lilly & Company                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        48 | NS      | $44860.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp          | Lincoln National Corporation                                          | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      3877 | NS      | $146589.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc     | Grand Canyon Education, Inc.                                          | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       637 | NS      | $107697.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Companies, Inc.                                                | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3574 | NS      | $853435.46    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp         | Louisiana-Pacific Corporation                                         | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      1462 | NS      | $105541.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION           | M&T Bank Corporation                                                  | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    130000 | PA      | $138553.09    | 0.04%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION           | M&T Bank Corporation                                                  | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69773.69     | 0.02%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC        | Magna International, Inc.                                             | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103033.10    | 0.03%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QTS FAYETTEV I DC1-2/TRS       | QTS Fayetteville I Dc1-2 LLC / QTS TRS Fayetteville I DC1-2 LLC       | CUSIP: 74751AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $301662.86    | 0.08%             | 2036-04-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM INC                   | QUALCOMM, Inc.                                                        | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70089.81     | 0.02%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC          | Republic Services, Inc.                                               | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59688.72     | 0.02%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications, Inc.                                           | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $65421.30     | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                      | Xylem, Inc.                                                           | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2260632.50   | 0.60%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                      | Apple, Inc.                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     60169 | NS      | $16326858.15  | 4.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co          | Becton Dickinson & Company                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      2131 | NS      | $317604.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc         | Franklin Resources, Inc.                                              | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      7048 | NS      | $211228.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutio | Bright Horizons Family Solutions, Inc.                                | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7800 | NS      | $632658.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                  | BGC Group, Inc., Class A                                              | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |      4992 | NS      | $56060.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc      | Brighthouse Financial, Inc.                                           | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      1317 | NS      | $81996.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T | Bank of New York Mellon Corporation (The)                             | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      4944 | NS      | $664325.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co        | Bristol-Myers Squibb Company                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     13616 | NS      | $824993.44    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions | Broadridge Financial Solutions, Inc.                                  | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      2615 | NS      | $402657.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc     | Brixmor Property Group, Inc. REIT                                     | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             |  | CORP              | US        |      6652 | NS      | $200158.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                 | BorgWarner, Inc.                                                      | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      4981 | NS      | $283767.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                 | Blackstone, Inc.                                                      | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      5258 | NS      | $660299.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc  | Blackstone Mortgage Trust, Inc., Class A REIT                         | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             |  | CORP              | US        |      3630 | NS      | $68933.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                  | Citigroup, Inc.                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     15307 | NS      | $1958989.86   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp            | Carrier Global Corporation                                            | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        45 | NS      | $3022.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                     | Cabot Corporation                                                     | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      1225 | NS      | $94276.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc     | Cadence Design Systems, Inc.                                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1988 | NS      | $655224.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                    | Cognex Corporation                                                    | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      2049 | NS      | $113739.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                     | Ciena Corporation                                                     | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      1977 | NS      | $1043025.66   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co           | Colgate-Palmolive Company                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        29 | NS      | $2475.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-06

**Name of Applicant:** GREEN CENTURY FUNDS

**Signature:** /s/ Matt Dunlap

**Name of Signer:** Matt Dunlap

**Title:** Treasurer