# EDGAR Filing Document

**Accession Number:** 0000877232
**File Stem:** 0001145549-23-017820
**Filing Date:** 2023-3
**Character Count:** 73755
**Document Hash:** b1a6c4c50fbb8392754a2c741bf60f91
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-017820.hdr.sgml**: 20230323

**ACCESSION NUMBER**: 0001145549-23-017820

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230323

**DATE AS OF CHANGE**: 20230323

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GREEN CENTURY FUNDS
- **CENTRAL INDEX KEY:** 0000877232
- **IRS NUMBER:** 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:** 23756066

**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 MSCI International Index Fund (Series ID: S000055094)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000173337 | Individual Investor Class | GCINX           |
| C000173338 | Institutional Class       | GCIFX           |

## 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 MSCI International Index Fund

- **b. EDGAR series identifier (if any):** S000055094

- **c. LEI of Series:** 549300FJZZMO2L3C2D91

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $181296520.90

**Total Liabilities:** $159480.15

**Net Assets:** $181137040.70

**Cash Not Reported:** $48609.98

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173337 | 13.28%               | -2.14%               | 8.73%                |
| Class ID C000173338 | 13.24%               | -2.17%               | 8.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-202973.31              | $20178418.26                               |
| Month 2  | $-1208825.26             | $-2459568.02                               |
| Month 3  | $-144063.95              | $14804120.80                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Hang Seng Bank Ltd             | Hang Seng Bank Ltd.                                            | CUSIP: Y30327103<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |     32017 | NS      | $533182.76    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                  | AIA Group Ltd.                                                 | CUSIP: Y002A1105<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    502400 | NS      | $5680928.43   | 3.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc               | Ajinomoto Company, Inc.                                        | CUSIP: J00882126<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     19200 | NS      | $632997.03    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co Ltd                   | Hulic Company Ltd.                                             | CUSIP: J23594112<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |     16300 | NS      | $133982.61    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries Inc           | Toray Industries, Inc.                                         | CUSIP: J89494116<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |     56600 | NS      | $347753.33    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp               | Asahi Kasei Corporation                                        | CUSIP: J0242P110<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     52500 | NS      | $397825.81    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd              | Swire Pacific Ltd. A Shares                                    | CUSIP: Y83310105<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |     20000 | NS      | $183276.79    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co Ltd       | Sumitomo Chemical Company Ltd.                                 | CUSIP: J77153120<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |     63500 | NS      | $243753.12    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co Ltd                  | Ibiden Company Ltd.                                            | CUSIP: J23059116<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |      4600 | NS      | $179532.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd              | Sekisui House Ltd.                                             | CUSIP: J70746136<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     25200 | NS      | $476261.34    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Ltd           | Swire Properties Ltd.                                          | CUSIP: Y83191109<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |     49800 | NS      | $139964.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd     | BOC Hong Kong Holdings Ltd.                                    | CUSIP: Y0920U103<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    155000 | NS      | $541703.37    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd    | Suntory Beverage & Food Ltd.                                   | CUSIP: J78186103<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |      5900 | NS      | $199229.84    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp | Mitsubishi Chemical Group Corporation                          | CUSIP: J44046100<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     53400 | NS      | $299651.39    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd  | Nomura Research Institute Ltd.                                 | CUSIP: J5900F106<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     16800 | NS      | $403327.58    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corp                  | Kikkoman Corporation                                           | CUSIP: J32620106<br>LEI: 529900T9K5UH9HXOND47 | Long             | EC               | CORP              | JP        |      6100 | NS      | $322641.96    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd        | Recruit Holdings Company Ltd.                                  | CUSIP: J6433A101<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     60300 | NS      | $1939263.94   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp                    | Kubota Corporation                                             | CUSIP: J36662138<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     43000 | NS      | $646216.98    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corp                    | Sysmex Corporation                                             | CUSIP: J7864H102<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |      7000 | NS      | $464695.64    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd            | Yamaha Motor Company Ltd.                                      | CUSIP: J95776126<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |     12400 | NS      | $305420.53    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd          | Fast Retailing Company Ltd.                                    | CUSIP: J1346E100<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      2500 | NS      | $1518398.63   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| abrdn plc                      | abrdn plc                                                      | CUSIP: G0152L102<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |     90688 | NS      | $238868.01    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstService Corp              | FirstService Corporation                                       | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |      1663 | NS      | $237651.77    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                   | GEA Group AG                                                   | CUSIP: D28304109<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      6294 | NS      | $283995.71    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAELI SHEKEL  /              | ISRAELI SHEKEL  /                                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | IL        |     36610 | OU      | $10606.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMCD NV                        | IMCD NV                                                        | CUSIP: N4447S106<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |      2386 | NS      | $378272.05    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                    | Informa PLC                                                    | CUSIP: G4770L106<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |     60846 | NS      | $503256.66    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA            | Intesa Sanpaolo SpA                                            | CUSIP: T55067101<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    698932 | NS      | $1837754.99   | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group PLC             | Intertek Group PLC                                             | CUSIP: G4911B108<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |      6763 | NS      | $363504.37    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA  | Industria de Diseno Textil SA                                  | CUSIP: E6282J125<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     45724 | NS      | $1427594.95   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries PLC    | James Hardie Industries PLC                                    | CUSIP: G4253H119<br>LEI: 635400NSGXKTVOO7JU45 | Long             |  | CORP              | IE        |     18704 | NS      | $419699.96    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey PLC            | Johnson Matthey PLC                                            | CUSIP: G51604166<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |      7677 | NS      | $214447.73    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN  /                | JAPANESE YEN  /                                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | JP        |   4028338 | OU      | $30947.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                   | KBC Group NV                                                   | CUSIP: B5337G162<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |     10553 | NS      | $781663.17    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                      | Kesko Oyj B Shares                                             | CUSIP: X44874109<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |     11353 | NS      | $264461.46    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                 | Kingfisher PLC                                                 | CUSIP: G5256E441<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     82751 | NS      | $285491.46    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group PLC                | Kerry Group PLC, Class A                                       | CUSIP: G52416107<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |      6686 | NS      | $626503.21    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Legal & General Group PLC      | Legal & General Group PLC                                      | CUSIP: G54404127<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |    249537 | NS      | $785313.95    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                   | Klepierre SA REIT                                              | CUSIP: F5396X102<br>LEI: 969500PB4U31KEFHZ621 | Long             |  | CORP              | FR        |      8898 | NS      | $225843.58    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Corp Ltd             | Lendlease Corporation Ltd.                                     | CUSIP: Q55368114<br>LEI: 549300MQ0F0TIIEK5592 | Long             |  | CORP              | AU        |     29429 | NS      | $179706.56    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                 | Lonza Group AG                                                 | CUSIP: H50524133<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      3135 | NS      | $1788334.47   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM        | Bank Leumi Le-Israel BM                                        | CUSIP: M16043107<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     64365 | NS      | $568810.79    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S         | AP Moller - Maersk A/S, Class B                                | CUSIP: K0514G101<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       210 | NS      | $456811.50    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S         | AP Moller - Maersk A/S, Class A                                | CUSIP: K0514G135<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       133 | NS      | $283416.29    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Michelin                       | Cie Generale des Etablissements Michelin SCA                   | CUSIP: F61824870<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     28528 | NS      | $902087.12    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| UMB MONEY MARKET FIDUCIARY   / | UMB MONEY MARKET FIDUCIARY   /                                 | CUSIP: SF8888528<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    458591 | PA      | $458591.08    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondi PLC                      | Mondi PLC                                                      | CUSIP: G6258S107<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |     20518 | NS      | $386937.96    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                     | Merck KGaA                                                     | CUSIP: D5357W103<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      5450 | NS      | $1137614.32   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                   | Metro, Inc.                                                    | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |      9957 | NS      | $540428.78    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada        | National Bank of Canada                                        | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     14042 | NS      | $1054785.74   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Newcrest Mining Ltd            | Newcrest Mining Ltd.                                           | CUSIP: Q6651B114<br>LEI: 5299006MN50OZJUJI655 | Long             | EC               | CORP              | AU        |     37447 | NS      | $595012.66    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                    | NN Group NV                                                    | CUSIP: N64038107<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |     11748 | NS      | $510447.92    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEGIAN KRONE  /             | NORWEGIAN KRONE  /                                             | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | NO        |     31145 | OU      | $3120.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S               | Novo Nordisk A/S, Class B                                      | CUSIP: K72807132<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     69468 | NS      | $9613667.86   | 5.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                    | Nutrien Ltd.                                                   | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     22628 | NS      | $1873025.64   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR  /          | NEW ZEALAND DOLLAR  /                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | NZ        |     10062 | OU      | $6504.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orica Ltd                      | Orica Ltd.                                                     | CUSIP: Q7160T109<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     18651 | NS      | $195720.31    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                      | Orkla ASA                                                      | CUSIP: R67787102<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     31484 | NS      | $235050.63    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                      | Orion Oyj, Class B                                             | CUSIP: X6002Y112<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      4472 | NS      | $239595.25    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                    | Pandora A/S                                                    | CUSIP: K7681L102<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      3788 | NS      | $315430.23    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                      | Prosus NV                                                      | CUSIP: N7163R103<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     34811 | NS      | $2810933.37   | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                   | Prysmian SpA                                                   | CUSIP: T7630L105<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     10671 | NS      | $435796.31    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                    | Pearson PLC                                                    | CUSIP: G69651100<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |     27576 | NS      | $314494.23    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA             | Publicis Groupe SA                                             | CUSIP: F7607Z165<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      9554 | NS      | $673962.09    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                        | Puma SE                                                        | CUSIP: D62318148<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |      4438 | NS      | $303075.64    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd        | QBE Insurance Group Ltd.                                       | CUSIP: Q78063114<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     62025 | NS      | $605184.85    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Ritchie Bros Auctioneers Inc   | Ritchie Bros Auctioneers, Inc.                                 | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      4671 | NS      | $282450.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc      | Rogers Communications, Inc., Class B                           | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EC               | CORP              | CA        |     14908 | NS      | $724784.70    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| REA Group Ltd                  | REA Group Ltd.                                                 | CUSIP: Q8051B108<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2203 | NS      | $197551.27    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                       | RELX PLC                                                       | CUSIP: G7493L105<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     80903 | NS      | $2403630.03   | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International           | Hermes International                                           | CUSIP: F48051100<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      1328 | NS      | $2485461.58   | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG               | Roche Holding AG                                               | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     25255 | NS      | $7883863.42   | 4.35%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                | J Sainsbury PLC                                                | CUSIP: G77732173<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |     73347 | NS      | $237882.65    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA       | Svenska Cellulosa AB SCA, Class B                              | CUSIP: W90152120<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |     25371 | NS      | $352310.60    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders PLC                  | Schroders PLC                                                  | CUSIP: G78602144<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |     31081 | NS      | $183811.29    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONA  /               | SWEDISH KRONA  /                                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | SE        |    126829 | OU      | $12127.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE DOLLAR  /            | SINGAPORE DOLLAR  /                                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | SG        |     16327 | OU      | $12427.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                      | Stockland REIT                                                 | CUSIP: Q8773B105<br>LEI: N/A                  | Long             |  | CORP              | AU        |    101127 | NS      | $282580.26    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                      | Segro PLC REIT                                                 | CUSIP: G80277141<br>LEI: 213800XC35KGM9NFC641 | Long             |  | CORP              | GB        |     50422 | NS      | $519040.13    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                         | SGS SA                                                         | CUSIP: H7485A108<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |       269 | NS      | $655992.57    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                    | Shopify, Inc.                                                  | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     49823 | NS      | $2455203.75   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG          | Swiss Life Holding AG                                          | CUSIP: H8404J162<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |      1291 | NS      | $764075.42    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG              | Sonova Holding AG                                              | CUSIP: H8024W106<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      2248 | NS      | $562161.33    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                    | Swiss Re AG                                                    | CUSIP: H8431B109<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |     12658 | NS      | $1325431.55   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                 | Stora Enso Oyj R Shares                                        | CUSIP: X8T9CM113<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     23360 | NS      | $333953.02    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| St James's Place PLC           | St (*** Please punctuate:  St. or State ***) James's Place PLC | CUSIP: G5005D124<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |     22972 | NS      | $348352.49    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd              | Suncorp Group Ltd.                                             | CUSIP: Q88040110<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |     53537 | NS      | $475918.88    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corp                     | TELUS Corporation                                              | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |     19578 | NS      | $421840.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group               | Transurban Group                                               | CUSIP: Q9194A106<br>LEI: 549300ZR71SUQ4VUTM79 | Long             |  | CORP              | AU        |    129304 | NS      | $1267739.61   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The      | Toronto-Dominion Bank (The)                                    | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     76499 | NS      | $5292723.54   | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                    | Telenor ASA                                                    | CUSIP: R21882106<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     29933 | NS      | $313356.97    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                       | Tele2 AB B Shares                                              | CUSIP: W95878166<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     23624 | NS      | $204029.44    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                    | Telia Company AB                                               | CUSIP: W95890104<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |    110758 | NS      | $286047.87    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Toromont Industries Ltd        | Toromont Industries Ltd.                                       | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |      3471 | NS      | $277267.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Just Eat Takeaway.com NV       | Just Eat Takeaway.com NV                                       | CUSIP: N4753E105<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | EC               | CORP              | NL        |      7732 | NS      | $198361.36    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Taylor Wimpey PLC              | Taylor Wimpey PLC                                              | CUSIP: G86954107<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |    129191 | NS      | $187455.17    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                   | Unilever PLC                                                   | CUSIP: G92087165<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    107046 | NS      | $5448735.10   | 3.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                     | Umicore SA                                                     | CUSIP: B95505184<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |      8725 | NS      | $329856.79    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd       | United Overseas Bank Ltd.                                      | CUSIP: Y9T10P105<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     49500 | NS      | $1125166.12   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp                       | Kao Corporation                                                | CUSIP: J30642169<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     19900 | NS      | $804394.62    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc            | Astellas Pharma, Inc.                                          | CUSIP: J03393105<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     76800 | NS      | $1130506.27   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Ltd                   | Vicinity Ltd. REIT                                             | CUSIP: Q9395F102<br>LEI: N/A                  | Long             |  | CORP              | AU        |    162123 | NS      | $237193.72    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivendi SE                     | Vivendi SE                                                     | CUSIP: F97982106<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |     30718 | NS      | $329916.26    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S        | Vestas Wind Systems A/S                                        | CUSIP: K9773J201<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |     42288 | NS      | $1237414.23   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV              | Wolters Kluwer NV                                              | CUSIP: N9643A197<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |     10970 | NS      | $1196029.36   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp               | Wartsila OYJ Abp                                               | CUSIP: X98155116<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     20038 | NS      | $190589.74    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                  | Whitbread PLC                                                  | CUSIP: G9606P197<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |      8360 | NS      | $314867.22    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                     | Zalando SE                                                     | CUSIP: D98423102<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |      9415 | NS      | $439086.20    | 0.24%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Terumo Corp                    | Terumo Corporation                                             | CUSIP: J83173104<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |     27400 | NS      | $797624.07    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd          | Daiichi Sankyo Company Ltd.                                    | CUSIP: J11257102<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |     73600 | NS      | $2311550.42   | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Z Holdings Corp                | Z Holdings Corporation                                         | CUSIP: J9894K105<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |    107100 | NS      | $311631.01    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings Inc               | JFE Holdings, Inc.                                             | CUSIP: J2817M100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20500 | NS      | $270305.80    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery | Hitachi Companynstruction Machinery Company Ltd.               | CUSIP: J20244109<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |      4600 | NS      | $108483.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd          | Daikin Industries Ltd.                                         | CUSIP: J10038115<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |     10400 | NS      | $1806425.03   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kurita Water Industries Ltd    | Kurita Water Industries Ltd.                                   | CUSIP: J37221116<br>LEI: 52990086GS2ON69UMX34 | Long             | EC               | CORP              | JP        |      4400 | NS      | $198960.44    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                 | Daifuku Company Ltd.                                           | CUSIP: J08988107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $236774.08    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                   | MTR Corporation Ltd.                                           | CUSIP: Y6146T101<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |     63167 | NS      | $338036.74    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Omron Corp                     | Omron Corporation                                              | CUSIP: J61374120<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |      7800 | NS      | $451312.59    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                    | Fujitsu Ltd.                                                   | CUSIP: J15708159<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      8200 | NS      | $1167511.36   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp        | Panasonic Holdings Corporation                                 | CUSIP: J6354Y104<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     92600 | NS      | $858714.20    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                | Sony Group Corporation                                         | CUSIP: J76379106<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     52900 | NS      | $4726698.98   | 2.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Azbil Corp                     | Azbil Corporation                                              | CUSIP: J0370G106<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $138172.54    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                     | FANUC Corporation                                              | CUSIP: J13440102<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      8100 | NS      | $1431186.54   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp               | Nitto Denko Corporation                                        | CUSIP: J58472119<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      6000 | NS      | $387824.76    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corp                    | Yamaha Corporation                                             | CUSIP: J95732103<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |      5800 | NS      | $225527.79    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd             | Tokyo Electron Ltd.                                            | CUSIP: J86957115<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      6300 | NS      | $2202003.25   | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co Ltd                    | Aeon Company Ltd.                                              | CUSIP: J00288100<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |     27500 | NS      | $563796.31    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc             | Sompo Holdings, Inc.                                           | CUSIP: J7621A101<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     13200 | NS      | $568245.31    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc     | Dai-ichi Life Holdings, Inc.                                   | CUSIP: J09748112<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     41300 | NS      | $969012.92    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corp                     | Tokyu Corporation                                              | CUSIP: J88720149<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |     21400 | NS      | $275191.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings Inc    | Hankyu Hanshin Holdings, Inc.                                  | CUSIP: J18439109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $288307.69    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co Ltd             | SG Holdings Company Ltd.                                       | CUSIP: J7134P108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11900 | NS      | $183632.73    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                      | KDDI Corporation                                               | CUSIP: J31843105<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     67600 | NS      | $2112057.50   | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                  | SoftBank Corporation                                           | CUSIP: J75963132<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |    120600 | NS      | $1379917.49   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                      | adidas AG                                                      | CUSIP: D0066B185<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      7252 | NS      | $1167735.99   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd         | Agnico Eagle Mines Ltd.                                        | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     19028 | NS      | $1074525.72   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Carl Zeiss Meditec AG          | Carl Zeiss Meditec AG                                          | CUSIP: D14895102<br>LEI: 529900GRL4MZ8NMOOK95 | Long             | EC               | CORP              | DE        |      1685 | NS      | $243185.91    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group PLC              | Ashtead Group PLC                                              | CUSIP: G05320109<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |     18519 | NS      | $1219868.06   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                  | Akzo Nobel NV                                                  | CUSIP: N01803308<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |      7601 | NS      | $566182.77    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                     | Allianz SE                                                     | CUSIP: D03080112<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |     17127 | NS      | $4095464.55   | 2.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon SpA                   | Amplifon SpA                                                   | CUSIP: T0388E118<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |      5064 | NS      | $139839.18    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                | ASML Holding NV                                                | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     13825 | NS      | $9147637.86   | 5.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Ltd                        | ASX Ltd.                                                       | CUSIP: Q0604U105<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |      8091 | NS      | $395943.28    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR  /           | AUSTRALIAN DOLLAR  /                                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | AU        |     46833 | OU      | $33057.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                           | Banco Bilbao Vizcaya Argentaria SA                             | CUSIP: E11805103<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    255063 | NS      | $1801774.13   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Developments PLC       | Barratt Developments PLC                                       | CUSIP: G08288105<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |     43949 | NS      | $249801.11    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                     | BioMerieux                                                     | CUSIP: F1149Y232<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |      1752 | NS      | $178616.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings PLC    | Berkeley Group Holdings PLC                                    | CUSIP: G1191G138<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |      4590 | NS      | $235051.46    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| British Land Co PLC/The        | British Land Company PLC (The) REIT                            | CUSIP: G15540118<br>LEI: RV5B68J2GV3QGMRPW209 | Long             |  | CORP              | GB        |     36671 | NS      | $200702.63    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                      | Danone SA                                                      | CUSIP: F12033134<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |     26939 | NS      | $1477374.83   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The        | Bank of Nova Scotia (The)                                      | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     50210 | NS      | $2718041.71   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                      | Bunzl PLC                                                      | CUSIP: G16968110<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     14086 | NS      | $517132.12    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                     | Boliden AB                                                     | CUSIP: W17218194<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     11619 | NS      | $521426.07    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC             | Burberry Group PLC                                             | CUSIP: G1700D105<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |     16468 | NS      | $501647.64    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd            | BlueScope Steel Ltd.                                           | CUSIP: Q1415L177<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |     19516 | NS      | $266136.41    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group PLC                   | BT Group PLC                                                   | CUSIP: G16612106<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    288344 | NS      | $444265.19    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA              | Bureau Veritas SA                                              | CUSIP: F96888114<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |     12361 | NS      | $353433.48    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                   | Brambles Ltd.                                                  | CUSIP: Q6634U106<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     57982 | NS      | $493065.96    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLARS  /            | CANADIAN DOLLARS  /                                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | CA        |     50491 | OU      | $37946.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners | Coca-Cola Europacific Partners PLC                             | CUSIP: G25839104<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |      8628 | NS      | $485066.16    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG               | Coca-Cola HBC AG                                               | CUSIP: H1512E100<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      8438 | NS      | $205062.85    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC  /                 | SWISS FRANC  /                                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | CH        |      8730 | OU      | $9535.51      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| City Developments Ltd          | City Developments Ltd.                                         | CUSIP: V23130111<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |     17800 | NS      | $112974.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland Investment Ltd/Sing | Capitaland Investment Ltd./Singapore                           | CUSIP: Y1091P105<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |    107511 | NS      | $325716.27    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV              | CNH Industrial NV                                              | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |     42875 | NS      | $758544.43    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd                   | Cochlear Ltd.                                                  | CUSIP: Q25953102<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |      2710 | NS      | $409427.11    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                | Coles Group Ltd.                                               | CUSIP: Q26203408<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |     56182 | NS      | $706651.14    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                  | Coloplast A/S, Class B                                         | CUSIP: K16018192<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |      4979 | NS      | $601136.96    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio                        | Covivio REIT                                                   | CUSIP: F2R22T119<br>LEI: 969500P8M3W2XX376054 | Long             |  | CORP              | FR        |      1937 | NS      | $132969.43    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd              | Computershare Ltd.                                             | CUSIP: Q2721E105<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     22740 | NS      | $382992.51    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International PLC        | Croda International PLC                                        | CUSIP: G25536155<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |      5861 | NS      | $499590.45    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                        | CRH PLC                                                        | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     31735 | NS      | $1482798.73   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                         | AXA SA                                                         | CUSIP: F06106102<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     78473 | NS      | $2448378.08   | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG             | Deutsche Boerse AG                                             | CUSIP: D1882G119<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      8016 | NS      | $1434457.88   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Demant A/S                     | Demant A/S                                                     | CUSIP: K3008M105<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |      3886 | NS      | $109999.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                | D'ieteren Group                                                | CUSIP: B49343187<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |      1046 | NS      | $199914.62    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE  /                | DANISH KRONE  /                                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | DK        |     47419 | OU      | $6929.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                   | DNB Bank ASA                                                   | CUSIP: R1R15X100<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     38971 | NS      | $728740.83    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke DSM NV             | Koninklijke DSM NV                                             | CUSIP: N5017D122<br>LEI: 724500SNT1MK246AHP04 | Long             | EC               | CORP              | NL        |      7330 | NS      | $942689.96    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexus                          | Dexus REIT                                                     | CUSIP: Q318A1104<br>LEI: N/A                  | Long             |  | CORP              | AU        |     45797 | NS      | $265539.84    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA            | EssilorLuxottica SA                                            | CUSIP: F31665106<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     12203 | NS      | $2239085.99   | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                      | Elisa Oyj                                                      | CUSIP: X1949T102<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      5965 | NS      | $339858.44    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Electrolux AB                  | Electrolux AB, Class B                                         | CUSIP: W0R34B150<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | EC               | CORP              | SE        |      9249 | NS      | $131001.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                      | Essity AB, Class B                                             | CUSIP: W3R06F100<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     25686 | NS      | $671024.89    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO CURRENCY  /               | EURO CURRENCY  /                                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | XX        |      7223 | OU      | $7853.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Metals Group Ltd     | Fortescue Metals Group Ltd.                                    | CUSIP: Q39360104<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     71078 | NS      | $1122743.41   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo                          | Valeo                                                          | CUSIP: F96221340<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |      8686 | NS      | $189837.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT BRITAIN POUND  /         | GREAT BRITAIN POUND  /                                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | GB        |     11040 | OU      | $13611.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc          | Gildan Activewear, Inc.                                        | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |      7702 | NS      | $241490.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                    | Givaudan SA                                                    | CUSIP: H3238Q102<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |       386 | NS      | $1251501.26   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                     | Genmab A/S                                                     | CUSIP: K3967W102<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      2759 | NS      | $1081243.18   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                  | Goodman Group REIT                                             | CUSIP: Q4229W132<br>LEI: N/A                  | Long             |  | CORP              | AU        |     70979 | NS      | $1012439.00   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group/The                  | GPT Group (The) REIT                                           | CUSIP: Q4252X155<br>LEI: N/A                  | Long             |  | CORP              | AU        |     80074 | NS      | $259569.31    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR  /            | HONG KONG DOLLAR  /                                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | HK        |    159464 | OU      | $20336.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Husqvarna AB                   | Husqvarna AB B Shares                                          | CUSIP: W4235G116<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |     17356 | NS      | $147662.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intact Financial Corp          | Intact Financial Corporation                                   | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      7348 | NS      | $1065973.58   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group  | InterContinental Hotels Group PLC                              | CUSIP: G4804L163<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      7752 | NS      | $538191.03    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International A | Kuehne + Nagel International AG                                | CUSIP: H4673L145<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |      2277 | NS      | $542965.64    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd            | Meridian Energy Ltd.                                           | CUSIP: Q5997E121<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |     53497 | NS      | $184901.82    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc        | Magna International, Inc.                                      | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     11518 | NS      | $747726.47    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Group                   | Mirvac Group REIT                                              | CUSIP: Q62377108<br>LEI: N/A                  | Long             |  | CORP              | AU        |    169166 | NS      | $273314.08    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd          | Mineral Resources Ltd.                                         | CUSIP: Q60976109<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |      7120 | NS      | $450778.37    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding | Telefonica Deutschland Holding AG                              | CUSIP: D8T9CK101<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |     45063 | NS      | $132734.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                     | L'Oreal SA                                                     | CUSIP: F58149133<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |     10127 | NS      | $4181721.04   | 2.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE          | Schneider Electric SE                                          | CUSIP: F86921107<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     22754 | NS      | $3691199.50   | 2.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent PLC               | Severn Trent PLC                                               | CUSIP: G8056D159<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |     10839 | NS      | $377220.18    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-07

**Name of Applicant:** GREEN CENTURY FUNDS

**Signature:** /s/ Matt Dunlap

**Name of Signer:** Matt Dunlap

**Title:** Treasurer