# EDGAR Filing Document

**Accession Number:** 0001070222
**File Stem:** 0002048251-26-004400
**Filing Date:** 2026-5
**Character Count:** 695552
**Document Hash:** b99a445ce673ea540a95e023d3f96f73
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-004400.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002048251-26-004400

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEW COVENANT FUNDS
- **CENTRAL INDEX KEY:** 0001070222

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09025
- **FILM NUMBER:** 261040811

**BUSINESS ADDRESS:**
- **STREET 1:** 200 EAST 12TH ST
- **CITY:** JEFFERSONVILLE
- **STATE:** IN
- **ZIP:** 47130
- **BUSINESS PHONE:** 5025695984

**MAIL ADDRESS:**
- **STREET 1:** 200 EAST 12TH ST
- **CITY:** JEFFERSONVILLE
- **STATE:** IN
- **ZIP:** 47130

## Series and Classes Contracts Data

### New Covenant Growth Fund (Series ID: S000024941)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000074154 | New Covenant Growth Fund | NCGFX           |

## Nport-Ex

**SCHEDULE OF INVESTMENTS (Unaudited)** 

March 31, 2026

**New Covenant Growth Fund**

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> — 98.8%** | **COMMON STOCK<sup>††</sup> — 98.8%** | **COMMON STOCK<sup>††</sup> — 98.8%** |
| **Communication Services — 9.4%** | **Communication Services — 9.4%** | **Communication Services — 9.4%** |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A | 46967 | $13506 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C | 37928 | 10880 |
| &nbsp;&nbsp;&nbsp;Angi Inc, Cl A \* | 197 | 1 |
| &nbsp;&nbsp;&nbsp;AST SpaceMobile Inc, Cl A \* | 1938 | 161 |
| &nbsp;&nbsp;&nbsp;AT&T Inc | 56766 | 1646 |
| &nbsp;&nbsp;&nbsp;Atlanta Braves Holdings Inc, Cl C \* | 1938 | 83 |
| &nbsp;&nbsp;&nbsp;Bandwidth Inc, Cl A \* | 74 | 1 |
| &nbsp;&nbsp;&nbsp;Cable One Inc | 79 | 7 |
| &nbsp;&nbsp;&nbsp;Cars.com Inc \* | 4178 | 34 |
| &nbsp;&nbsp;&nbsp;Charter Communications Inc, Cl A \* | 277 | 60 |
| &nbsp;&nbsp;&nbsp;Cogent Communications Holdings Inc | 148 | 3 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A | 13642 | 392 |
| &nbsp;&nbsp;&nbsp;DoubleVerify Holdings Inc \* | 6933 | 66 |
| &nbsp;&nbsp;&nbsp;EchoStar Corp, Cl A \* | 1124 | 132 |
| &nbsp;&nbsp;&nbsp;Electronic Arts Inc | 4883 | 995 |
| &nbsp;&nbsp;&nbsp;EverQuote Inc, Cl A \* | 1468 | 23 |
| &nbsp;&nbsp;&nbsp;EW Scripps Co/The, Cl A \* | 3299 | 12 |
| &nbsp;&nbsp;&nbsp;Fox Corp, Cl A | 1372 | 80 |
| &nbsp;&nbsp;&nbsp;Fox Corp, Cl B | 1983 | 105 |
| &nbsp;&nbsp;&nbsp;GCI LIBERTY INC, Cl A \* | 16 | 1 |
| &nbsp;&nbsp;&nbsp;GCI LIBERTY INC, Cl C \* | 68 | 2 |
| &nbsp;&nbsp;&nbsp;IAC Inc \* | 376 | 15 |
| &nbsp;&nbsp;&nbsp;IMAX Corp \* | 2244 | 85 |
| &nbsp;&nbsp;&nbsp;Iridium Communications Inc | 366 | 10 |
| &nbsp;&nbsp;&nbsp;John Wiley & Sons Inc, Cl A | 236 | 9 |
| &nbsp;&nbsp;&nbsp;Liberty Broadband Corp, Cl A \* | 81 | 4 |
| &nbsp;&nbsp;&nbsp;Liberty Broadband Corp, Cl C \* | 343 | 17 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc \* | 745 | 114 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies Inc \* | 12934 | 90 |
| &nbsp;&nbsp;&nbsp;Madison Square Garden Entertainment Corp, Cl A \* | 697 | 41 |
| &nbsp;&nbsp;&nbsp;Madison Square Garden Sports Corp \* | 39 | 12 |
| &nbsp;&nbsp;&nbsp;Magnite Inc \* | 2551 | 30 |
| &nbsp;&nbsp;&nbsp;Match Group Inc | 1841 | 57 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc, Cl A | 16982 | 9716 |
| &nbsp;&nbsp;&nbsp;Millicom International Cellular SA | 2334 | 175 |
| &nbsp;&nbsp;&nbsp;Netflix Inc \* | 33820 | 3252 |
| &nbsp;&nbsp;&nbsp;New York Times Co/The, Cl A | 439 | 37 |
| &nbsp;&nbsp;&nbsp;News Corp, Cl A | 829 | 21 |
| &nbsp;&nbsp;&nbsp;News Corp, Cl B | 3824 | 109 |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group Inc, Cl A | 94 | 17 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc | 15111 | 1138 |
| &nbsp;&nbsp;&nbsp;Pinterest Inc, Cl A \* | 3339 | 61 |
| &nbsp;&nbsp;&nbsp;ROBLOX Corp, Cl A \* | 861 | 49 |
| &nbsp;&nbsp;&nbsp;Shutterstock Inc | 205 | 3 |
| &nbsp;&nbsp;&nbsp;Sirius XM Holdings Inc | 910 | 21 |
| &nbsp;&nbsp;&nbsp;Sphere Entertainment Co \* | 697 | 82 |
| &nbsp;&nbsp;&nbsp;Spotify Technology SA \* | 714 | 346 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc \* | 604 | 119 |
| &nbsp;&nbsp;&nbsp;TechTarget Inc \* | 1986 | 8 |
| &nbsp;&nbsp;&nbsp;TKO Group Holdings Inc, Cl A | 512 | 103 |
| &nbsp;&nbsp;&nbsp;T-Mobile US Inc | 2550 | 536 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Trade Desk Inc/The, Cl A \* | 862 | $| 20 |
| &nbsp;&nbsp;&nbsp;TripAdvisor Inc \* | 1712 |  | 18 |
| &nbsp;&nbsp;&nbsp;Uniti Group Inc \* | 752 |  | 7 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc | 32959 |  | 1655 |
| &nbsp;&nbsp;&nbsp;Versant Media Group Inc \* | 445 |  | 16 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co/The | 21958 |  | 2116 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery Inc \* | 6879 |  | 189 |
| &nbsp;&nbsp;&nbsp;Yelp Inc, Cl A \* | 1355 |  | 33 |
| &nbsp;&nbsp;&nbsp;Ziff Davis Inc \* | 2547 |  | 107 |
| &nbsp;&nbsp;&nbsp;ZoomInfo Technologies Inc, Cl A \* | 2021 |  | 12 |
|  |  |  | 48640 |
| **Consumer Discretionary — 10.4%** | **Consumer Discretionary — 10.4%** | **Consumer Discretionary — 10.4%** | **Consumer Discretionary — 10.4%** |
| &nbsp;&nbsp;&nbsp;1-800-Flowers.com Inc, Cl A \* | 3668 |  | 11 |
| &nbsp;&nbsp;&nbsp;Abercrombie & Fitch Co, Cl A \* | 788 |  | 72 |
| &nbsp;&nbsp;&nbsp;Academy Sports & Outdoors Inc | 2047 |  | 116 |
| &nbsp;&nbsp;&nbsp;Acushnet Holdings Corp | 987 |  | 92 |
| &nbsp;&nbsp;&nbsp;Adient PLC \* | 732 |  | 15 |
| &nbsp;&nbsp;&nbsp;ADT Inc | 4942 |  | 32 |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc | 317 |  | 17 |
| &nbsp;&nbsp;&nbsp;Airbnb Inc, Cl A \* | 805 |  | 102 |
| &nbsp;&nbsp;&nbsp;Amazon.com Inc \* | 80654 |  | 16798 |
| &nbsp;&nbsp;&nbsp;American Eagle Outfitters Inc | 3416 |  | 57 |
| &nbsp;&nbsp;&nbsp;APTIV PLC \* | 1850 |  | 128 |
| &nbsp;&nbsp;&nbsp;Aramark | 260 |  | 11 |
| &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc \* | 70 |  | 14 |
| &nbsp;&nbsp;&nbsp;AutoNation Inc \* | 649 |  | 127 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 235 |  | 794 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works Inc | 638 |  | 12 |
| &nbsp;&nbsp;&nbsp;Best Buy Co Inc | 1309 |  | 84 |
| &nbsp;&nbsp;&nbsp;Birkenstock Holding Plc \* | 1800 |  | 64 |
| &nbsp;&nbsp;&nbsp;Bloomin' Brands Inc | 2259 |  | 12 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc | 276 |  | 1162 |
| &nbsp;&nbsp;&nbsp;Boot Barn Holdings Inc \* | 199 |  | 29 |
| &nbsp;&nbsp;&nbsp;BorgWarner Inc | 321 |  | 17 |
| &nbsp;&nbsp;&nbsp;Bright Horizons Family Solutions Inc \* | 76 |  | 6 |
| &nbsp;&nbsp;&nbsp;Brightstar Lottery PLC | 6681 |  | 85 |
| &nbsp;&nbsp;&nbsp;Brinker International Inc \* | 810 |  | 116 |
| &nbsp;&nbsp;&nbsp;Brunswick Corp/DE | 839 |  | 61 |
| &nbsp;&nbsp;&nbsp;Buckle Inc/The | 1885 |  | 95 |
| &nbsp;&nbsp;&nbsp;Build-A-Bear Workshop Inc, Cl A | 1467 |  | 55 |
| &nbsp;&nbsp;&nbsp;Burlington Stores Inc \* | 317 |  | 103 |
| &nbsp;&nbsp;&nbsp;Callaway Golf Co \* | 2383 |  | 33 |
| &nbsp;&nbsp;&nbsp;Capri Holdings Ltd \* | 1319 |  | 23 |
| &nbsp;&nbsp;&nbsp;CarMax Inc \* | 1086 |  | 45 |
| &nbsp;&nbsp;&nbsp;Carnival Corp | 10223 |  | 265 |
| &nbsp;&nbsp;&nbsp;Carter's Inc | 471 |  | 17 |
| &nbsp;&nbsp;&nbsp;Carvana Co, Cl A \* | 366 |  | 115 |
| &nbsp;&nbsp;&nbsp;Cavco Industries Inc \* | 60 |  | 29 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill Inc, Cl A \* | 11600 |  | 371 |
| &nbsp;&nbsp;&nbsp;Choice Hotels International Inc | 113 |  | 12 |
| &nbsp;&nbsp;&nbsp;Columbia Sportswear Co | 891 |  | 49 |
| &nbsp;&nbsp;&nbsp;Coupang Inc, Cl A \* | 3320 |  | 63 |
| &nbsp;&nbsp;&nbsp;Coursera Inc \* | 15856 |  | 92 |

---

New Covenant Funds 1

**SCHEDULE OF INVESTMENTS (Unaudited)** 

March 31, 2026

**New Covenant Growth Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Covista Inc \* | 1089 | $126 |
| &nbsp;&nbsp;&nbsp;Cracker Barrel Old Country Store Inc | 323 | 9 |
| &nbsp;&nbsp;&nbsp;Crocs Inc \* | 1116 | 93 |
| &nbsp;&nbsp;&nbsp;Dana Inc | 2660 | 90 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants Inc | 705 | 138 |
| &nbsp;&nbsp;&nbsp;Dave & Buster's Entertainment Inc \* | 1283 | 14 |
| &nbsp;&nbsp;&nbsp;Deckers Outdoor Corp \* | 2634 | 264 |
| &nbsp;&nbsp;&nbsp;Designer Brands Inc, Cl A | 3316 | 19 |
| &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc | 582 | 115 |
| &nbsp;&nbsp;&nbsp;Dillard's Inc, Cl A | 45 | 26 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc | 33 | 12 |
| &nbsp;&nbsp;&nbsp;DoorDash Inc, Cl A \* | 853 | 128 |
| &nbsp;&nbsp;&nbsp;Dorman Products Inc \* | 128 | 13 |
| &nbsp;&nbsp;&nbsp;DR Horton Inc | 589 | 81 |
| &nbsp;&nbsp;&nbsp;eBay Inc | 9295 | 846 |
| &nbsp;&nbsp;&nbsp;Etsy Inc \* | 1162 | 58 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc | 389 | 90 |
| &nbsp;&nbsp;&nbsp;Five Below Inc \* | 410 | 94 |
| &nbsp;&nbsp;&nbsp;Floor & Decor Holdings Inc, Cl A \* | 232 | 12 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co | 10620 | 123 |
| &nbsp;&nbsp;&nbsp;Fox Factory Holding Corp \* | 749 | 12 |
| &nbsp;&nbsp;&nbsp;Frontdoor Inc \* | 251 | 13 |
| &nbsp;&nbsp;&nbsp;GameStop Corp, Cl A \* | 2040 | 47 |
| &nbsp;&nbsp;&nbsp;Gap Inc/The | 4661 | 113 |
| &nbsp;&nbsp;&nbsp;Garmin Ltd | 418 | 97 |
| &nbsp;&nbsp;&nbsp;Garrett Motion Inc | 5651 | 103 |
| &nbsp;&nbsp;&nbsp;General Motors Co | 1886 | 141 |
| &nbsp;&nbsp;&nbsp;Gentex Corp | 440 | 10 |
| &nbsp;&nbsp;&nbsp;Gentherm Inc \* | 184 | 5 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co | 67 | 7 |
| &nbsp;&nbsp;&nbsp;Global Business Travel Group I \* | 11930 | 67 |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co/The \* | 989 | 7 |
| &nbsp;&nbsp;&nbsp;Graham Holdings Co, Cl B | 78 | 82 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | 121 | 21 |
| &nbsp;&nbsp;&nbsp;Group 1 Automotive Inc | 86 | 28 |
| &nbsp;&nbsp;&nbsp;H&R Block Inc | 2109 | 67 |
| &nbsp;&nbsp;&nbsp;Hasbro Inc | 2632 | 246 |
| &nbsp;&nbsp;&nbsp;Helen of Troy Ltd \* | 57 | 1 |
| &nbsp;&nbsp;&nbsp;Hilton Grand Vacations Inc \* | 3016 | 118 |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings Inc | 5774 | 1756 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc/The | 8249 | 2713 |
| &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp, Cl A | 135 | 19 |
| &nbsp;&nbsp;&nbsp;Installed Building Products Inc | 125 | 33 |
| &nbsp;&nbsp;&nbsp;Jack in the Box Inc | 658 | 6 |
| &nbsp;&nbsp;&nbsp;Johnson Outdoors Inc, Cl A | 659 | 31 |
| &nbsp;&nbsp;&nbsp;KB Home | 1621 | 84 |
| &nbsp;&nbsp;&nbsp;Kohl's Corp | 1859 | 24 |
| &nbsp;&nbsp;&nbsp;Kontoor Brands Inc | 1282 | 90 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp | 1876 | 101 |
| &nbsp;&nbsp;&nbsp;La-Z-Boy Inc, Cl Z | 1597 | 51 |
| &nbsp;&nbsp;&nbsp;LCI Industries | 483 | 59 |
| &nbsp;&nbsp;&nbsp;Lear Corp | 1322 | 160 |
| &nbsp;&nbsp;&nbsp;Leggett & Platt Inc | 222 | 2 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl B | 122 | $10 |
| &nbsp;&nbsp;&nbsp;LGI Homes Inc \* | 127 | 5 |
| &nbsp;&nbsp;&nbsp;Liberty Live Holdings Inc, Cl C \* | 59 | 6 |
| &nbsp;&nbsp;&nbsp;Lithia Motors Inc, Cl A | 296 | 74 |
| &nbsp;&nbsp;&nbsp;LKQ Corp | 317 | 9 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc | 7273 | 1718 |
| &nbsp;&nbsp;&nbsp;Lucid Group Inc, Cl A \* | 3324 | 32 |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica Inc \* | 245 | 38 |
| &nbsp;&nbsp;&nbsp;M/I Homes Inc \* | 198 | 24 |
| &nbsp;&nbsp;&nbsp;Macy's Inc | 4042 | 73 |
| &nbsp;&nbsp;&nbsp;Malibu Boats Inc, Cl A \* | 202 | 5 |
| &nbsp;&nbsp;&nbsp;Marriott International Inc/MD, Cl A | 3599 | 1177 |
| &nbsp;&nbsp;&nbsp;Marriott Vacations Worldwide Corp | 394 | 26 |
| &nbsp;&nbsp;&nbsp;Mattel Inc \* | 711 | 10 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp | 9415 | 2926 |
| &nbsp;&nbsp;&nbsp;Meritage Homes Corp | 1588 | 98 |
| &nbsp;&nbsp;&nbsp;Mohawk Industries Inc \* | 127 | 13 |
| &nbsp;&nbsp;&nbsp;Monro Inc | 626 | 10 |
| &nbsp;&nbsp;&nbsp;Murphy USA Inc | 263 | 130 |
| &nbsp;&nbsp;&nbsp;National Vision Holdings Inc \* | 447 | 12 |
| &nbsp;&nbsp;&nbsp;Newell Brands Inc | 605 | 2 |
| &nbsp;&nbsp;&nbsp;NIKE Inc, Cl B | 3900 | 206 |
| &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings Ltd \* | 5839 | 109 |
| &nbsp;&nbsp;&nbsp;NVR Inc \* | 13 | 86 |
| &nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet Holdings Inc \* | 212 | 20 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc \* | 1174 | 108 |
| &nbsp;&nbsp;&nbsp;Oxford Industries Inc | 665 | 26 |
| &nbsp;&nbsp;&nbsp;Papa John's International Inc | 151 | 5 |
| &nbsp;&nbsp;&nbsp;Peloton Interactive Inc, Cl A \* | 2845 | 12 |
| &nbsp;&nbsp;&nbsp;Penske Automotive Group Inc | 624 | 93 |
| &nbsp;&nbsp;&nbsp;Petco Health & Wellness Co Inc, Cl A \* | 27348 | 76 |
| &nbsp;&nbsp;&nbsp;Phinia Inc | 64 | 4 |
| &nbsp;&nbsp;&nbsp;Planet Fitness Inc, Cl A \* | 173 | 13 |
| &nbsp;&nbsp;&nbsp;Polaris Inc | 966 | 53 |
| &nbsp;&nbsp;&nbsp;PulteGroup Inc | 871 | 102 |
| &nbsp;&nbsp;&nbsp;Pursuit Attractions and Hospitality Inc \* | 2883 | 106 |
| &nbsp;&nbsp;&nbsp;PVH Corp | 108 | 8 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp, Cl A | 436 | 150 |
| &nbsp;&nbsp;&nbsp;Restaurant Brands International Inc | 1594 | 118 |
| &nbsp;&nbsp;&nbsp;Revolve Group Inc, Cl A \* | 2223 | 50 |
| &nbsp;&nbsp;&nbsp;RH \* | 45 | 6 |
| &nbsp;&nbsp;&nbsp;Rivian Automotive Inc, Cl A \* | 1274 | 19 |
| &nbsp;&nbsp;&nbsp;Ross Stores Inc | 582 | 126 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd | 2969 | 817 |
| &nbsp;&nbsp;&nbsp;Sally Beauty Holdings Inc \* | 2794 | 39 |
| &nbsp;&nbsp;&nbsp;Service Corp International/US | 250 | 21 |
| &nbsp;&nbsp;&nbsp;Shake Shack Inc, Cl A \* | 157 | 14 |
| &nbsp;&nbsp;&nbsp;Signet Jewelers Ltd | 1372 | 116 |
| &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp \* | 144 | 3 |
| &nbsp;&nbsp;&nbsp;Sleep Number Corp \* | 1033 | 2 |
| &nbsp;&nbsp;&nbsp;Somnigroup International Inc | 1393 | 103 |
| &nbsp;&nbsp;&nbsp;Sonos Inc \* | 7451 | 100 |
| &nbsp;&nbsp;&nbsp;Standard Motor Products Inc | 943 | 33 |

---

2 New Covenant Funds

**SCHEDULE OF INVESTMENTS (Unaudited)** 

March 31, 2026

**New Covenant Growth Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Starbucks Corp | 15798 | $| 1415 |
| &nbsp;&nbsp;&nbsp;Steven Madden Ltd | 1178 |  | 40 |
| &nbsp;&nbsp;&nbsp;Stitch Fix Inc, Cl A \* | 1021 |  | 3 |
| &nbsp;&nbsp;&nbsp;Strategic Education Inc | 331 |  | 27 |
| &nbsp;&nbsp;&nbsp;Stride Inc \* | 348 |  | 31 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc | 716 |  | 101 |
| &nbsp;&nbsp;&nbsp;Taylor Morrison Home Corp, Cl A \* | 1595 |  | 93 |
| &nbsp;&nbsp;&nbsp;Tesla Inc \* | 24339 |  | 9048 |
| &nbsp;&nbsp;&nbsp;Texas Roadhouse Inc, Cl A | 561 |  | 93 |
| &nbsp;&nbsp;&nbsp;Thor Industries Inc | 106 |  | 8 |
| &nbsp;&nbsp;&nbsp;TJX Cos Inc/The | 6282 |  | 1003 |
| &nbsp;&nbsp;&nbsp;Toll Brothers Inc | 269 |  | 37 |
| &nbsp;&nbsp;&nbsp;TopBuild Corp \* | 203 |  | 71 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co | 11885 |  | 538 |
| &nbsp;&nbsp;&nbsp;Travel + Leisure Co | 307 |  | 21 |
| &nbsp;&nbsp;&nbsp;Tri Pointe Homes Inc \* | 3236 |  | 151 |
| &nbsp;&nbsp;&nbsp;Udemy Inc \* | 3378 |  | 16 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty Inc \* | 279 |  | 146 |
| &nbsp;&nbsp;&nbsp;Under Armour Inc, Cl C \* | 556 |  | 3 |
| &nbsp;&nbsp;&nbsp;United Parks & Resorts Inc \* | 251 |  | 8 |
| &nbsp;&nbsp;&nbsp;Upbound Group Inc, Cl A | 1764 |  | 32 |
| &nbsp;&nbsp;&nbsp;Urban Outfitters Inc \* | 417 |  | 26 |
| &nbsp;&nbsp;&nbsp;Vail Resorts Inc | 46 |  | 6 |
| &nbsp;&nbsp;&nbsp;Valvoline Inc \* | 7878 |  | 265 |
| &nbsp;&nbsp;&nbsp;VF Corp | 4023 |  | 68 |
| &nbsp;&nbsp;&nbsp;Victoria's Secret & Co \* | 212 |  | 10 |
| &nbsp;&nbsp;&nbsp;Visteon Corp | 85 |  | 8 |
| &nbsp;&nbsp;&nbsp;Wayfair Inc, Cl A \* | 320 |  | 24 |
| &nbsp;&nbsp;&nbsp;Wendy's Co/The | 11419 |  | 79 |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp | 638 |  | 34 |
| &nbsp;&nbsp;&nbsp;Williams-Sonoma Inc | 320 |  | 58 |
| &nbsp;&nbsp;&nbsp;Wingstop Inc | 363 |  | 56 |
| &nbsp;&nbsp;&nbsp;Winnebago Industries Inc | 191 |  | 6 |
| &nbsp;&nbsp;&nbsp;Wolverine World Wide Inc | 1511 |  | 25 |
| &nbsp;&nbsp;&nbsp;Wyndham Hotels & Resorts Inc | 189 |  | 15 |
| &nbsp;&nbsp;&nbsp;YETI Holdings Inc \* | 2684 |  | 98 |
| &nbsp;&nbsp;&nbsp;Yum! Brands Inc | 7314 |  | 1137 |
|  |  |  | 54008 |
| **Consumer Staples — 4.5%** | **Consumer Staples — 4.5%** | **Consumer Staples — 4.5%** | **Consumer Staples — 4.5%** |
| &nbsp;&nbsp;&nbsp;Andersons Inc/The | 338 |  | 24 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co | 5103 |  | 371 |
| &nbsp;&nbsp;&nbsp;B&G Foods Inc | 862 |  | 4 |
| &nbsp;&nbsp;&nbsp;BellRing Brands Inc \* | 136 |  | 2 |
| &nbsp;&nbsp;&nbsp;Bunge Global SA | 929 |  | 118 |
| &nbsp;&nbsp;&nbsp;Calavo Growers Inc | 571 |  | 15 |
| &nbsp;&nbsp;&nbsp;Campbell's Company/The | 10354 |  | 231 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc | 65 |  | 47 |
| &nbsp;&nbsp;&nbsp;Chefs' Warehouse Inc/The \* | 1366 |  | 81 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co Inc | 1025 |  | 96 |
| &nbsp;&nbsp;&nbsp;Clorox Co/The | 2716 |  | 281 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The | 36380 |  | 2767 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co | 3661 |  | 312 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc | 3435 |  | 54 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp | 3123 | $| 3112 |
| &nbsp;&nbsp;&nbsp;Coty Inc, Cl A \* | 1026 |  | 2 |
| &nbsp;&nbsp;&nbsp;Darling Ingredients Inc \* | 716 |  | 44 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp | 752 |  | 89 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc \* | 1320 |  | 145 |
| &nbsp;&nbsp;&nbsp;Edgewell Personal Care Co | 310 |  | 7 |
| &nbsp;&nbsp;&nbsp;elf Beauty Inc \* | 1327 |  | 80 |
| &nbsp;&nbsp;&nbsp;Energizer Holdings Inc | 231 |  | 4 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos Inc/The, Cl A | 2390 |  | 172 |
| &nbsp;&nbsp;&nbsp;Flowers Foods Inc | 555 |  | 5 |
| &nbsp;&nbsp;&nbsp;Fresh Del Monte Produce Inc | 1442 |  | 58 |
| &nbsp;&nbsp;&nbsp;General Mills Inc | 13887 |  | 517 |
| &nbsp;&nbsp;&nbsp;Herbalife Ltd \* | 1088 |  | 16 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The | 2295 |  | 477 |
| &nbsp;&nbsp;&nbsp;HF Foods Group Inc \* | 2213 |  | 4 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp | 4797 |  | 109 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc | 1110 |  | 125 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The | 1868 |  | 180 |
| &nbsp;&nbsp;&nbsp;Kenvue Inc | 4950 |  | 85 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc | 25092 |  | 661 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp | 925 |  | 89 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The | 3923 |  | 88 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The | 1941 |  | 140 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc | 594 |  | 25 |
| &nbsp;&nbsp;&nbsp;McCormick & Co Inc/MD | 2119 |  | 107 |
| &nbsp;&nbsp;&nbsp;Medifast Inc \* | 71 |  | 1 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc, Cl A | 17402 |  | 1003 |
| &nbsp;&nbsp;&nbsp;Monster Beverage Corp \* | 889 |  | 64 |
| &nbsp;&nbsp;&nbsp;National Beverage Corp \* | 344 |  | 12 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc | 18825 |  | 2923 |
| &nbsp;&nbsp;&nbsp;PriceSmart Inc | 179 |  | 27 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The | 18385 |  | 2656 |
| &nbsp;&nbsp;&nbsp;Simply Good Foods Co/The \* | 2805 |  | 40 |
| &nbsp;&nbsp;&nbsp;Smithfield Foods Inc | 5024 |  | 140 |
| &nbsp;&nbsp;&nbsp;Sprouts Farmers Market Inc \* | 623 |  | 48 |
| &nbsp;&nbsp;&nbsp;Sysco Corp | 1432 |  | 102 |
| &nbsp;&nbsp;&nbsp;Target Corp | 6577 |  | 797 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A | 1410 |  | 90 |
| &nbsp;&nbsp;&nbsp;US Foods Holding Corp \* | 2211 |  | 204 |
| &nbsp;&nbsp;&nbsp;Vita Coco Co Inc/The \* | 1354 |  | 65 |
| &nbsp;&nbsp;&nbsp;Vital Farms Inc \* | 3246 |  | 46 |
| &nbsp;&nbsp;&nbsp;Walmart Inc | 33703 |  | 4189 |
|  |  |  | 23151 |
| **Energy — 3.8%** | **Energy — 3.8%** | **Energy — 3.8%** | **Energy — 3.8%** |
| &nbsp;&nbsp;&nbsp;Antero Midstream Corp | 26635 |  | 607 |
| &nbsp;&nbsp;&nbsp;Antero Resources Corp \* | 6426 |  | 273 |
| &nbsp;&nbsp;&nbsp;APA Corp | 2988 |  | 127 |
| &nbsp;&nbsp;&nbsp;Ardmore Shipping Corp | 5335 |  | 81 |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co, Cl A | 9516 |  | 581 |
| &nbsp;&nbsp;&nbsp;Borr Drilling Ltd | 11900 |  | 69 |
| &nbsp;&nbsp;&nbsp;Cactus Inc, Cl A | 298 |  | 14 |
| &nbsp;&nbsp;&nbsp;Calumet Inc \* | 3628 |  | 130 |
| &nbsp;&nbsp;&nbsp;Centrus Energy Corp, Cl A \* | 395 |  | 69 |

---

New Covenant Funds 3

**SCHEDULE OF INVESTMENTS (Unaudited)** 

March 31, 2026

**New Covenant Growth Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Cheniere Energy Inc | 5758 | $1634 |
| &nbsp;&nbsp;&nbsp;Chord Energy Corp | 983 | 140 |
| &nbsp;&nbsp;&nbsp;CNX Resources Corp \* | 1745 | 67 |
| &nbsp;&nbsp;&nbsp;Comstock Resources Inc \* | 4929 | 104 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 19262 | 2543 |
| &nbsp;&nbsp;&nbsp;Core Natural Resources Inc | 338 | 35 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc | 19841 | 697 |
| &nbsp;&nbsp;&nbsp;Crescent Energy Co, Cl A | 4693 | 63 |
| &nbsp;&nbsp;&nbsp;Delek US Holdings Inc | 2494 | 112 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp | 10747 | 541 |
| &nbsp;&nbsp;&nbsp;DHT Holdings Inc | 1338 | 24 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc | 981 | 194 |
| &nbsp;&nbsp;&nbsp;Dorian LPG Ltd | 2360 | 81 |
| &nbsp;&nbsp;&nbsp;DT Midstream Inc | 405 | 55 |
| &nbsp;&nbsp;&nbsp;Energy Fuels Inc/Canada \* | 8048 | 147 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc | 2919 | 422 |
| &nbsp;&nbsp;&nbsp;EQT Corp | 8048 | 512 |
| &nbsp;&nbsp;&nbsp;Expand Energy Corp | 1168 | 128 |
| &nbsp;&nbsp;&nbsp;Expro Group Holdings NV \* | 1529 | 27 |
| &nbsp;&nbsp;&nbsp;FLEX LNG Ltd | 2301 | 68 |
| &nbsp;&nbsp;&nbsp;Golar LNG Ltd | 2645 | 143 |
| &nbsp;&nbsp;&nbsp;Green Plains Inc \* | 2069 | 34 |
| &nbsp;&nbsp;&nbsp;Halliburton Co | 3226 | 126 |
| &nbsp;&nbsp;&nbsp;Helix Energy Solutions Group Inc \* | 10917 | 108 |
| &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc | 4134 | 149 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp | 1944 | 121 |
| &nbsp;&nbsp;&nbsp;Innovex International Inc \* | 1072 | 26 |
| &nbsp;&nbsp;&nbsp;International Seaways Inc | 329 | 24 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc | 50177 | 1682 |
| &nbsp;&nbsp;&nbsp;Kinetik Holdings Inc, Cl A | 2668 | 129 |
| &nbsp;&nbsp;&nbsp;Kodiak Gas Services Inc | 2971 | 173 |
| &nbsp;&nbsp;&nbsp;Magnolia Oil & Gas Corp, Cl A | 1806 | 57 |
| &nbsp;&nbsp;&nbsp;Murphy Oil Corp | 449 | 19 |
| &nbsp;&nbsp;&nbsp;Nabors Industries Ltd \* | 367 | 32 |
| &nbsp;&nbsp;&nbsp;NextDecade Corp \* | 10122 | 78 |
| &nbsp;&nbsp;&nbsp;Noble Corp PLC | 1325 | 65 |
| &nbsp;&nbsp;&nbsp;Nordic American Tankers Ltd | 3610 | 21 |
| &nbsp;&nbsp;&nbsp;NOV Inc | 482 | 9 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp | 5198 | 338 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc | 10887 | 984 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc | 2011 | 119 |
| &nbsp;&nbsp;&nbsp;Patterson-UTI Energy Inc | 4952 | 54 |
| &nbsp;&nbsp;&nbsp;PBF Energy Inc, Cl A | 316 | 15 |
| &nbsp;&nbsp;&nbsp;Peabody Energy Corp | 612 | 20 |
| &nbsp;&nbsp;&nbsp;Permian Resources Corp, Cl A | 5216 | 111 |
| &nbsp;&nbsp;&nbsp;Range Resources Corp | 2839 | 128 |
| &nbsp;&nbsp;&nbsp;RPC Inc | 1226 | 9 |
| &nbsp;&nbsp;&nbsp;Sable Offshore Corp \* | 4472 | 74 |
| &nbsp;&nbsp;&nbsp;Scorpio Tankers Inc | 270 | 20 |
| &nbsp;&nbsp;&nbsp;SLB Ltd | 28794 | 1480 |
| &nbsp;&nbsp;&nbsp;SM Energy Co | 1100 | 34 |
| &nbsp;&nbsp;&nbsp;Talos Energy Inc \* | 10408 | 164 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp | 667 | 167 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Teekay Corp Ltd | 10391 | $| 127 |
| &nbsp;&nbsp;&nbsp;Teekay Tankers Ltd, Cl A | 1755 |  | 129 |
| &nbsp;&nbsp;&nbsp;Texas Pacific Land Corp | 1593 |  | 756 |
| &nbsp;&nbsp;&nbsp;Transocean Ltd \* | 20466 |  | 136 |
| &nbsp;&nbsp;&nbsp;Uranium Energy Corp \* | 28660 |  | 387 |
| &nbsp;&nbsp;&nbsp;Valaris Ltd \* | 739 |  | 72 |
| &nbsp;&nbsp;&nbsp;VIPER ENERGY INC, Cl A | 2065 |  | 97 |
| &nbsp;&nbsp;&nbsp;Vitesse Energy Inc | 272 |  | 5 |
| &nbsp;&nbsp;&nbsp;Weatherford International PLC | 1190 |  | 113 |
| &nbsp;&nbsp;&nbsp;Williams Cos Inc/The | 25224 |  | 1836 |
|  |  |  | 19916 |
| **Financials — 13.2%** | **Financials — 13.2%** | **Financials — 13.2%** | **Financials — 13.2%** |
| &nbsp;&nbsp;&nbsp;Adamas Trust Inc <sup>‡</sup> | 1944 |  | 14 |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc | 362 |  | 100 |
| &nbsp;&nbsp;&nbsp;Affirm Holdings Inc, Cl A \* | 1546 |  | 71 |
| &nbsp;&nbsp;&nbsp;Aflac Inc | 1015 |  | 111 |
| &nbsp;&nbsp;&nbsp;AGNC Investment Corp <sup>‡</sup> | 2838 |  | 28 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The | 508 |  | 105 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc | 1575 |  | 62 |
| &nbsp;&nbsp;&nbsp;Amalgamated Financial Corp | 2110 |  | 82 |
| &nbsp;&nbsp;&nbsp;American Express Co | 7332 |  | 2218 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH | 89 |  | 11 |
| &nbsp;&nbsp;&nbsp;American International Group Inc | 1586 |  | 119 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc | 1250 |  | 555 |
| &nbsp;&nbsp;&nbsp;AMERISAFE Inc | 743 |  | 25 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management Inc <sup>‡</sup> | 655 |  | 14 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A | 3474 |  | 1121 |
| &nbsp;&nbsp;&nbsp;Apollo Commercial Real Estate Finance Inc <sup>‡</sup> | 2686 |  | 28 |
| &nbsp;&nbsp;&nbsp;Apollo Global Management Inc | 1936 |  | 216 |
| &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd \* | 1254 |  | 120 |
| &nbsp;&nbsp;&nbsp;Ares Management Corp, Cl A | 632 |  | 69 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co | 839 |  | 182 |
| &nbsp;&nbsp;&nbsp;Artisan Partners Asset Management Inc, Cl A | 1589 |  | 58 |
| &nbsp;&nbsp;&nbsp;Associated Banc-Corp | 4274 |  | 111 |
| &nbsp;&nbsp;&nbsp;Assurant Inc | 87 |  | 19 |
| &nbsp;&nbsp;&nbsp;Assured Guaranty Ltd | 994 |  | 81 |
| &nbsp;&nbsp;&nbsp;Atlantic Union Bankshares Corp | 2517 |  | 90 |
| &nbsp;&nbsp;&nbsp;Axis Capital Holdings Ltd | 825 |  | 84 |
| &nbsp;&nbsp;&nbsp;Axos Financial Inc \* | 310 |  | 26 |
| &nbsp;&nbsp;&nbsp;Banc of California Inc | 843 |  | 15 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp | 49763 |  | 2426 |
| &nbsp;&nbsp;&nbsp;Bank of Hawaii Corp | 1051 |  | 78 |
| &nbsp;&nbsp;&nbsp;Bank of Marin Bancorp | 1079 |  | 28 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp/The | 12656 |  | 1501 |
| &nbsp;&nbsp;&nbsp;Bank of NT Butterfield & Son Ltd/The | 1324 |  | 69 |
| &nbsp;&nbsp;&nbsp;Bank OZK | 366 |  | 17 |
| &nbsp;&nbsp;&nbsp;BankUnited Inc | 346 |  | 16 |
| &nbsp;&nbsp;&nbsp;Banner Corp | 851 |  | 52 |
| &nbsp;&nbsp;&nbsp;Beacon Financial Corp | 1501 |  | 45 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 14069 |  | 6742 |
| &nbsp;&nbsp;&nbsp;BlackRock Inc | 926 |  | 891 |

---

4 New Covenant Funds

**SCHEDULE OF INVESTMENTS (Unaudited)** 

March 31, 2026

**New Covenant Growth Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Blackstone Inc | 2809 | $323 |
| &nbsp;&nbsp;&nbsp;Block Inc, Cl A \* | 1553 | 93 |
| &nbsp;&nbsp;&nbsp;BOK Financial Corp | 568 | 73 |
| &nbsp;&nbsp;&nbsp;Bread Financial Holdings Inc | 1335 | 100 |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc \* | 268 | 16 |
| &nbsp;&nbsp;&nbsp;Brown & Brown Inc | 290 | 19 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp | 3393 | 619 |
| &nbsp;&nbsp;&nbsp;Capitol Federal Financial Inc | 3529 | 25 |
| &nbsp;&nbsp;&nbsp;Carlyle Group Inc/The | 923 | 45 |
| &nbsp;&nbsp;&nbsp;Cass Information Systems Inc | 865 | 38 |
| &nbsp;&nbsp;&nbsp;Cathay General Bancorp | 1291 | 64 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc | 99 | 28 |
| &nbsp;&nbsp;&nbsp;Central Pacific Financial Corp | 1651 | 53 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp/The | 16432 | 1544 |
| &nbsp;&nbsp;&nbsp;Chimera Investment Corp <sup>‡</sup> | 800 | 10 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd | 2108 | 687 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp | 891 | 140 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc | 11307 | 1282 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc | 2230 | 134 |
| &nbsp;&nbsp;&nbsp;City Holding Co | 607 | 73 |
| &nbsp;&nbsp;&nbsp;CME Group Inc, Cl A | 1465 | 433 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp | 253 | 12 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group Inc | 2346 | 96 |
| &nbsp;&nbsp;&nbsp;Cohen & Steers Inc | 764 | 48 |
| &nbsp;&nbsp;&nbsp;Coinbase Global Inc, Cl A \* | 323 | 56 |
| &nbsp;&nbsp;&nbsp;Columbia Banking System Inc | 4557 | 125 |
| &nbsp;&nbsp;&nbsp;Commerce Bancshares Inc/MO | 1993 | 98 |
| &nbsp;&nbsp;&nbsp;Community Financial System Inc | 710 | 42 |
| &nbsp;&nbsp;&nbsp;ConnectOne Bancorp Inc | 1891 | 51 |
| &nbsp;&nbsp;&nbsp;Corpay Inc \* | 277 | 81 |
| &nbsp;&nbsp;&nbsp;Credit Acceptance Corp \* | 177 | 75 |
| &nbsp;&nbsp;&nbsp;Cullen/Frost Bankers Inc | 121 | 17 |
| &nbsp;&nbsp;&nbsp;Dime Community Bancshares Inc | 1467 | 50 |
| &nbsp;&nbsp;&nbsp;Eagle Bancorp Inc | 1035 | 26 |
| &nbsp;&nbsp;&nbsp;East West Bancorp Inc | 1036 | 111 |
| &nbsp;&nbsp;&nbsp;Eastern Bankshares Inc | 608 | 12 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Inc <sup>‡</sup> | 2748 | 33 |
| &nbsp;&nbsp;&nbsp;Enterprise Financial Services Corp | 1063 | 57 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc | 432 | 16 |
| &nbsp;&nbsp;&nbsp;Essent Group Ltd | 970 | 57 |
| &nbsp;&nbsp;&nbsp;Euronet Worldwide Inc \* | 74 | 5 |
| &nbsp;&nbsp;&nbsp;Evercore Inc, Cl A | 352 | 105 |
| &nbsp;&nbsp;&nbsp;Everest Group Ltd | 179 | 58 |
| &nbsp;&nbsp;&nbsp;EVERTEC Inc | 1569 | 44 |
| &nbsp;&nbsp;&nbsp;F&G Annuities & Life Inc | 2635 | 67 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc | 306 | 66 |
| &nbsp;&nbsp;&nbsp;FB Financial Corp | 1250 | 65 |
| &nbsp;&nbsp;&nbsp;Federal Agricultural Mortgage Corp, Cl C | 119 | 18 |
| &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc | 1063 | 49 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc | 1329 | 62 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 6898 | 320 |
| &nbsp;&nbsp;&nbsp;First American Financial Corp | 814 | 49 |
| &nbsp;&nbsp;&nbsp;First BanCorp/Puerto Rico | 821 | 18 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;First Busey Corp | 1790 | $45 |
| &nbsp;&nbsp;&nbsp;First Commonwealth Financial Corp | 3365 | 59 |
| &nbsp;&nbsp;&nbsp;First Financial Bancorp | 1921 | 54 |
| &nbsp;&nbsp;&nbsp;First Financial Bankshares Inc | 1378 | 41 |
| &nbsp;&nbsp;&nbsp;First Hawaiian Inc | 3126 | 77 |
| &nbsp;&nbsp;&nbsp;First Horizon Corp | 5109 | 116 |
| &nbsp;&nbsp;&nbsp;First Interstate BancSystem Inc, Cl A | 1171 | 39 |
| &nbsp;&nbsp;&nbsp;First Merchants Corp | 1182 | 46 |
| &nbsp;&nbsp;&nbsp;FirstCash Holdings Inc | 612 | 115 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc \* | 838 | 47 |
| &nbsp;&nbsp;&nbsp;Flagstar Bank NA | 317 | 4 |
| &nbsp;&nbsp;&nbsp;Flywire Corp \* | 9159 | 107 |
| &nbsp;&nbsp;&nbsp;FNB Corp/PA | 3907 | 65 |
| &nbsp;&nbsp;&nbsp;Franklin Resources Inc | 4744 | 112 |
| &nbsp;&nbsp;&nbsp;Genworth Financial Inc, Cl A \* | 10439 | 85 |
| &nbsp;&nbsp;&nbsp;German American Bancorp Inc | 1414 | 59 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc | 842 | 57 |
| &nbsp;&nbsp;&nbsp;Globe Life Inc | 108 | 15 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc/The | 3746 | 3169 |
| &nbsp;&nbsp;&nbsp;Goosehead Insurance Inc, Cl A \* | 215 | 9 |
| &nbsp;&nbsp;&nbsp;HA Sustainable Infrastructure Capital Inc | 3153 | 116 |
| &nbsp;&nbsp;&nbsp;Hancock Whitney Corp | 1142 | 73 |
| &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc/The | 124 | 21 |
| &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc/The | 1006 | 136 |
| &nbsp;&nbsp;&nbsp;Heritage Financial Corp/WA | 1744 | 45 |
| &nbsp;&nbsp;&nbsp;Home BancShares Inc/AR | 2523 | 68 |
| &nbsp;&nbsp;&nbsp;Hope Bancorp Inc | 3233 | 36 |
| &nbsp;&nbsp;&nbsp;Horace Mann Educators Corp | 1125 | 48 |
| &nbsp;&nbsp;&nbsp;Houlihan Lokey Inc, Cl A | 192 | 28 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc/OH | 13993 | 219 |
| &nbsp;&nbsp;&nbsp;Independent Bank Corp | 580 | 44 |
| &nbsp;&nbsp;&nbsp;Interactive Brokers Group Inc, Cl A | 1968 | 132 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc | 1426 | 224 |
| &nbsp;&nbsp;&nbsp;Invesco Ltd | 4021 | 98 |
| &nbsp;&nbsp;&nbsp;Invesco Mortgage Capital Inc <sup>‡</sup> | 323 | 3 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc | 636 | 100 |
| &nbsp;&nbsp;&nbsp;Jackson Financial Inc, Cl A | 1486 | 157 |
| &nbsp;&nbsp;&nbsp;Janus Henderson Group PLC | 1207 | 62 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc | 1433 | 59 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co | 22514 | 6623 |
| &nbsp;&nbsp;&nbsp;KeyCorp | 6129 | 123 |
| &nbsp;&nbsp;&nbsp;Kinsale Capital Group Inc | 73 | 25 |
| &nbsp;&nbsp;&nbsp;KKR & Co Inc | 3222 | 298 |
| &nbsp;&nbsp;&nbsp;Ladder Capital Corp, Cl A <sup>‡</sup> | 9973 | 97 |
| &nbsp;&nbsp;&nbsp;Lazard Inc, Cl A | 2316 | 98 |
| &nbsp;&nbsp;&nbsp;Lemonade Inc \* | 1665 | 104 |
| &nbsp;&nbsp;&nbsp;LendingTree Inc \* | 175 | 7 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp | 3621 | 129 |
| &nbsp;&nbsp;&nbsp;Loews Corp | 222 | 24 |
| &nbsp;&nbsp;&nbsp;LPL Financial Holdings Inc | 869 | 261 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp | 512 | 106 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings Inc | 144 | 24 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos Inc | 2808 | 487 |

---

New Covenant Funds 5

**SCHEDULE OF INVESTMENTS (Unaudited)** 

March 31, 2026

**New Covenant Growth Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Mastercard Inc, Cl A | 7491 | $3743 |
| &nbsp;&nbsp;&nbsp;Mechanics Bancorp, Cl A | 309 | 5 |
| &nbsp;&nbsp;&nbsp;Mercury General Corp | 233 | 21 |
| &nbsp;&nbsp;&nbsp;MetLife Inc | 6576 | 465 |
| &nbsp;&nbsp;&nbsp;MFA Financial Inc <sup>‡</sup> | 1584 | 15 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp | 3455 | 91 |
| &nbsp;&nbsp;&nbsp;Moelis & Co, Cl A | 461 | 26 |
| &nbsp;&nbsp;&nbsp;Moody's Corp | 2460 | 1073 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 10383 | 1709 |
| &nbsp;&nbsp;&nbsp;Morningstar Inc | 67 | 11 |
| &nbsp;&nbsp;&nbsp;MSCI Inc, Cl A | 635 | 342 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc | 7134 | 606 |
| &nbsp;&nbsp;&nbsp;NBT Bancorp Inc | 1213 | 52 |
| &nbsp;&nbsp;&nbsp;NCR Atleos Corp \* | 167 | 7 |
| &nbsp;&nbsp;&nbsp;Nelnet Inc, Cl A | 145 | 19 |
| &nbsp;&nbsp;&nbsp;NMI Holdings Inc, Cl A \* | 1470 | 55 |
| &nbsp;&nbsp;&nbsp;Northern Trust Corp | 835 | 117 |
| &nbsp;&nbsp;&nbsp;Northfield Bancorp Inc | 2868 | 39 |
| &nbsp;&nbsp;&nbsp;NU Holdings Ltd/Cayman Islands, Cl A \* | 6991 | 100 |
| &nbsp;&nbsp;&nbsp;OFG Bancorp | 2119 | 86 |
| &nbsp;&nbsp;&nbsp;Old National Bancorp/IN | 5093 | 113 |
| &nbsp;&nbsp;&nbsp;Old Republic International Corp | 2755 | 110 |
| &nbsp;&nbsp;&nbsp;OneMain Holdings Inc, Cl A | 258 | 14 |
| &nbsp;&nbsp;&nbsp;Orchid Island Capital Inc, Cl A <sup>‡</sup> | 3472 | 24 |
| &nbsp;&nbsp;&nbsp;Palomar Holdings Inc, Cl A \* | 145 | 17 |
| &nbsp;&nbsp;&nbsp;Pathward Financial Inc | 266 | 24 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc | 1579 | 71 |
| &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc | 833 | 73 |
| &nbsp;&nbsp;&nbsp;PennyMac Mortgage Investment Trust <sup>‡</sup> | 8462 | 99 |
| &nbsp;&nbsp;&nbsp;Pinnacle Financial Partners Inc | 1570 | 135 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc/The | 1163 | 242 |
| &nbsp;&nbsp;&nbsp;Popular Inc | 1004 | 135 |
| &nbsp;&nbsp;&nbsp;PRA Group Inc \* | 1320 | 23 |
| &nbsp;&nbsp;&nbsp;Primerica Inc | 323 | 81 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc | 662 | 60 |
| &nbsp;&nbsp;&nbsp;ProAssurance Corp \* | 1351 | 33 |
| &nbsp;&nbsp;&nbsp;PROG Holdings Inc | 832 | 24 |
| &nbsp;&nbsp;&nbsp;Progressive Corp/The | 7459 | 1479 |
| &nbsp;&nbsp;&nbsp;Prosperity Bancshares Inc | 1192 | 80 |
| &nbsp;&nbsp;&nbsp;Provident Financial Services Inc | 4392 | 93 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc | 974 | 95 |
| &nbsp;&nbsp;&nbsp;Radian Group Inc | 1924 | 64 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc | 615 | 89 |
| &nbsp;&nbsp;&nbsp;Redwood Trust Inc <sup>‡</sup> | 2992 | 17 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp | 47519 | 1241 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc, Cl A | 578 | 118 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd | 69 | 20 |
| &nbsp;&nbsp;&nbsp;Renasant Corp | 1366 | 49 |
| &nbsp;&nbsp;&nbsp;Repay Holdings Corp, Cl A \* | 7436 | 19 |
| &nbsp;&nbsp;&nbsp;Rithm Capital Corp <sup>‡</sup> | 1403 | 13 |
| &nbsp;&nbsp;&nbsp;RLI Corp | 1090 | 62 |
| &nbsp;&nbsp;&nbsp;Robinhood Markets Inc, Cl A \* | 4467 | 310 |
| &nbsp;&nbsp;&nbsp;Rocket Cos Inc, Cl A \* | 4048 | 58 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Root Inc/OH, Cl A \* | 806 | $| 36 |
| &nbsp;&nbsp;&nbsp;S&P Global Inc | 4831 |  | 2055 |
| &nbsp;&nbsp;&nbsp;Seacoast Banking Corp of Florida | 1616 |  | 49 |
| &nbsp;&nbsp;&nbsp;ServisFirst Bancshares Inc | 187 |  | 14 |
| &nbsp;&nbsp;&nbsp;SLM Corp | 3705 |  | 79 |
| &nbsp;&nbsp;&nbsp;SoFi Technologies Inc \* | 4801 |  | 76 |
| &nbsp;&nbsp;&nbsp;SOUTHSTATE BANK CORP | 724 |  | 67 |
| &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc <sup>‡</sup> | 2000 |  | 34 |
| &nbsp;&nbsp;&nbsp;State Street Corp | 8941 |  | 1132 |
| &nbsp;&nbsp;&nbsp;StepStone Group Inc, Cl A | 1643 |  | 78 |
| &nbsp;&nbsp;&nbsp;Stifel Financial Corp | 368 |  | 27 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | 4720 |  | 321 |
| &nbsp;&nbsp;&nbsp;T Rowe Price Group Inc | 2147 |  | 194 |
| &nbsp;&nbsp;&nbsp;Texas Capital Bancshares Inc \* | 822 |  | 78 |
| &nbsp;&nbsp;&nbsp;TFS Financial Corp | 573 |  | 8 |
| &nbsp;&nbsp;&nbsp;Toast Inc, Cl A \* | 2222 |  | 59 |
| &nbsp;&nbsp;&nbsp;TPG Inc, Cl A | 1811 |  | 73 |
| &nbsp;&nbsp;&nbsp;TPG RE Finance Trust Inc <sup>‡</sup> | 2439 |  | 19 |
| &nbsp;&nbsp;&nbsp;Tradeweb Markets Inc, Cl A | 805 |  | 95 |
| &nbsp;&nbsp;&nbsp;Travelers Cos Inc/The | 4033 |  | 1176 |
| &nbsp;&nbsp;&nbsp;TriCo Bancshares | 1219 |  | 58 |
| &nbsp;&nbsp;&nbsp;Triumph Financial Inc \* | 822 |  | 49 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp | 2395 |  | 110 |
| &nbsp;&nbsp;&nbsp;Trustmark Corp | 1410 |  | 59 |
| &nbsp;&nbsp;&nbsp;Two Harbors Investment Corp <sup>‡</sup> | 1597 |  | 18 |
| &nbsp;&nbsp;&nbsp;UMB Financial Corp | 826 |  | 93 |
| &nbsp;&nbsp;&nbsp;Univest Financial Corp | 1820 |  | 62 |
| &nbsp;&nbsp;&nbsp;Unum Group | 1638 |  | 120 |
| &nbsp;&nbsp;&nbsp;Upstart Holdings Inc \* | 1290 |  | 33 |
| &nbsp;&nbsp;&nbsp;US Bancorp | 3794 |  | 197 |
| &nbsp;&nbsp;&nbsp;Valley National Bancorp | 4269 |  | 52 |
| &nbsp;&nbsp;&nbsp;Victory Capital Holdings Inc, Cl A | 1631 |  | 107 |
| &nbsp;&nbsp;&nbsp;Virtu Financial Inc, Cl A | 3026 |  | 133 |
| &nbsp;&nbsp;&nbsp;Visa Inc, Cl A | 17359 |  | 5247 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc | 1543 |  | 105 |
| &nbsp;&nbsp;&nbsp;W R Berkley Corp | 370 |  | 24 |
| &nbsp;&nbsp;&nbsp;Walker & Dunlop Inc | 749 |  | 33 |
| &nbsp;&nbsp;&nbsp;Washington Trust Bancorp Inc | 924 |  | 31 |
| &nbsp;&nbsp;&nbsp;Webster Financial Corp | 2008 |  | 139 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co | 21481 |  | 1710 |
| &nbsp;&nbsp;&nbsp;Westamerica BanCorp | 731 |  | 38 |
| &nbsp;&nbsp;&nbsp;Western Alliance Bancorp | 1154 |  | 82 |
| &nbsp;&nbsp;&nbsp;Western Union Co/The | 425 |  | 4 |
| &nbsp;&nbsp;&nbsp;WEX Inc \* | 55 |  | 8 |
| &nbsp;&nbsp;&nbsp;Willis Towers Watson PLC | 907 |  | 264 |
| &nbsp;&nbsp;&nbsp;Wintrust Financial Corp | 708 |  | 98 |
| &nbsp;&nbsp;&nbsp;XP Inc, Cl A | 3989 |  | 76 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp NA | 1771 |  | 102 |
|  |  |  | 68173 |
| **Health Care — 10.4%** | **Health Care — 10.4%** | **Health Care — 10.4%** | **Health Care — 10.4%** |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories | 11993 |  | 1231 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc | 18353 |  | 3992 |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare Co Inc \* | 220 |  | 5 |

---

6 New Covenant Funds

**SCHEDULE OF INVESTMENTS (Unaudited)** 

March 31, 2026

**New Covenant Growth Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;AdaptHealth Corp, Cl A \* | 2632 | $31 |
| &nbsp;&nbsp;&nbsp;Adaptive Biotechnologies Corp \* | 1704 | 24 |
| &nbsp;&nbsp;&nbsp;Addus HomeCare Corp \* | 495 | 46 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc | 765 | 87 |
| &nbsp;&nbsp;&nbsp;Agios Pharmaceuticals Inc \* | 1062 | 36 |
| &nbsp;&nbsp;&nbsp;Align Technology Inc \* | 311 | 53 |
| &nbsp;&nbsp;&nbsp;Alkermes PLC \* | 2433 | 86 |
| &nbsp;&nbsp;&nbsp;Alnylam Pharmaceuticals Inc \* | 562 | 186 |
| &nbsp;&nbsp;&nbsp;Amgen Inc | 5307 | 1867 |
| &nbsp;&nbsp;&nbsp;Amicus Therapeutics Inc \* | 5193 | 75 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services Inc \* | 832 | 15 |
| &nbsp;&nbsp;&nbsp;AnaptysBio Inc \* | 1908 | 106 |
| &nbsp;&nbsp;&nbsp;Anika Therapeutics Inc \* | 920 | 13 |
| &nbsp;&nbsp;&nbsp;Apellis Pharmaceuticals Inc \* | 1789 | 72 |
| &nbsp;&nbsp;&nbsp;Arcturus Therapeutics Holdings Inc \* | 483 | 4 |
| &nbsp;&nbsp;&nbsp;Arrowhead Pharmaceuticals Inc \* | 251 | 16 |
| &nbsp;&nbsp;&nbsp;Arvinas Inc \* | 1298 | 14 |
| &nbsp;&nbsp;&nbsp;Astrana Health Inc \* | 344 | 8 |
| &nbsp;&nbsp;&nbsp;AtriCure Inc \* | 1029 | 29 |
| &nbsp;&nbsp;&nbsp;Atrium Therapeutics Inc \* | 160 | 2 |
| &nbsp;&nbsp;&nbsp;Avanos Medical Inc \* | 301 | 4 |
| &nbsp;&nbsp;&nbsp;Avantor Inc \* | 1656 | 13 |
| &nbsp;&nbsp;&nbsp;Azenta Inc \* | 207 | 4 |
| &nbsp;&nbsp;&nbsp;Baxter International Inc | 4863 | 82 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson & Co | 542 | 85 |
| &nbsp;&nbsp;&nbsp;BioCryst Pharmaceuticals Inc \* | 1030 | 10 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 681 | 125 |
| &nbsp;&nbsp;&nbsp;Biohaven Ltd \* | 45 |  |
| &nbsp;&nbsp;&nbsp;BioLife Solutions Inc \* | 2163 | 41 |
| &nbsp;&nbsp;&nbsp;BioMarin Pharmaceutical Inc \* | 1042 | 59 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 32 | 9 |
| &nbsp;&nbsp;&nbsp;Bio-Techne Corp | 212 | 11 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp \* | 16399 | 1029 |
| &nbsp;&nbsp;&nbsp;Bridgebio Pharma Inc \* | 241 | 18 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co | 12713 | 771 |
| &nbsp;&nbsp;&nbsp;Brookdale Senior Living Inc \* | 7397 | 101 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc | 998 | 211 |
| &nbsp;&nbsp;&nbsp;CareDx Inc \* | 4535 | 79 |
| &nbsp;&nbsp;&nbsp;Castle Biosciences Inc \* | 730 | 18 |
| &nbsp;&nbsp;&nbsp;Catalyst Pharmaceuticals Inc \* | 4583 | 113 |
| &nbsp;&nbsp;&nbsp;Cencora Inc, Cl A | 589 | 185 |
| &nbsp;&nbsp;&nbsp;Centene Corp \* | 4805 | 157 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc \* | 77 | 13 |
| &nbsp;&nbsp;&nbsp;Cigna Group/The | 4207 | 1122 |
| &nbsp;&nbsp;&nbsp;Collegium Pharmaceutical Inc \* | 2915 | 96 |
| &nbsp;&nbsp;&nbsp;Cooper Cos Inc/The \* | 944 | 68 |
| &nbsp;&nbsp;&nbsp;Corcept Therapeutics Inc \* | 1695 | 68 |
| &nbsp;&nbsp;&nbsp;CorVel Corp \* | 375 | 21 |
| &nbsp;&nbsp;&nbsp;CryoPort Inc \* | 871 | 7 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp | 4536 | 326 |
| &nbsp;&nbsp;&nbsp;Cytokinetics Inc \* | 1159 | 76 |
| &nbsp;&nbsp;&nbsp;Danaher Corp | 6994 | 1326 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;DaVita Inc \* | 160 | $25 |
| &nbsp;&nbsp;&nbsp;Denali Therapeutics Inc \* | 2631 | 51 |
| &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA Inc | 3113 | 36 |
| &nbsp;&nbsp;&nbsp;Dexcom Inc \* | 3388 | 213 |
| &nbsp;&nbsp;&nbsp;Doximity Inc, Cl A \* | 1684 | 39 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp \* | 8484 | 679 |
| &nbsp;&nbsp;&nbsp;Elanco Animal Health Inc \* | 398 | 10 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc | 4437 | 1299 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co | 7359 | 6769 |
| &nbsp;&nbsp;&nbsp;Embecta Corp | 887 | 8 |
| &nbsp;&nbsp;&nbsp;Enanta Pharmaceuticals Inc \* | 785 | 10 |
| &nbsp;&nbsp;&nbsp;Encompass Health Corp | 164 | 16 |
| &nbsp;&nbsp;&nbsp;Enhabit Inc \* | 82 | 1 |
| &nbsp;&nbsp;&nbsp;Enovis Corp \* | 485 | 11 |
| &nbsp;&nbsp;&nbsp;Envista Holdings Corp \* | 317 | 8 |
| &nbsp;&nbsp;&nbsp;Exelixis Inc \* | 2898 | 124 |
| &nbsp;&nbsp;&nbsp;Fortrea Holdings Inc \* | 515 | 5 |
| &nbsp;&nbsp;&nbsp;Fulgent Genetics Inc \* | 853 | 14 |
| &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc | 153 | 11 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc | 14228 | 1983 |
| &nbsp;&nbsp;&nbsp;Glaukos Corp \* | 167 | 18 |
| &nbsp;&nbsp;&nbsp;Globus Medical Inc, Cl A \* | 179 | 15 |
| &nbsp;&nbsp;&nbsp;GRAIL Inc \* | 352 | 18 |
| &nbsp;&nbsp;&nbsp;Guardant Health Inc \* | 1065 | 98 |
| &nbsp;&nbsp;&nbsp;Haemonetics Corp \* | 195 | 11 |
| &nbsp;&nbsp;&nbsp;Halozyme Therapeutics Inc \* | 1555 | 101 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare Inc | 566 | 268 |
| &nbsp;&nbsp;&nbsp;HealthEquity Inc \* | 673 | 56 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 1546 | 114 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 927 | 70 |
| &nbsp;&nbsp;&nbsp;Humana Inc | 242 | 42 |
| &nbsp;&nbsp;&nbsp;Ideaya Biosciences Inc \* | 4068 | 136 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories Inc \* | 707 | 397 |
| &nbsp;&nbsp;&nbsp;Illumina Inc \* | 1115 | 137 |
| &nbsp;&nbsp;&nbsp;Incyte Corp \* | 1063 | 100 |
| &nbsp;&nbsp;&nbsp;Innoviva Inc \* | 3557 | 83 |
| &nbsp;&nbsp;&nbsp;Inogen Inc \* | 706 | 4 |
| &nbsp;&nbsp;&nbsp;Insmed Inc \* | 1356 | 222 |
| &nbsp;&nbsp;&nbsp;Insulet Corp \* | 65 | 14 |
| &nbsp;&nbsp;&nbsp;Integer Holdings Corp \* | 625 | 55 |
| &nbsp;&nbsp;&nbsp;Integra LifeSciences Holdings Corp \* | 188 | 2 |
| &nbsp;&nbsp;&nbsp;Intellia Therapeutics Inc \* | 1231 | 16 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical Inc \* | 4209 | 1940 |
| &nbsp;&nbsp;&nbsp;Ionis Pharmaceuticals Inc \* | 782 | 59 |
| &nbsp;&nbsp;&nbsp;Iovance Biotherapeutics Inc \* | 1433 | 5 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc \* | 491 | 84 |
| &nbsp;&nbsp;&nbsp;iRhythm Holdings Inc \* | 210 | 25 |
| &nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals PLC \* | 616 | 116 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 24595 | 6012 |
| &nbsp;&nbsp;&nbsp;Kodiak Sciences Inc \* | 1218 | 46 |
| &nbsp;&nbsp;&nbsp;Krystal Biotech Inc \* | 529 | 137 |
| &nbsp;&nbsp;&nbsp;Kura Oncology Inc \* | 3438 | 28 |
| &nbsp;&nbsp;&nbsp;Labcorp Holdings Inc | 515 | 137 |

---

New Covenant Funds 7

**SCHEDULE OF INVESTMENTS (Unaudited)** 

March 31, 2026

**New Covenant Growth Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Lantheus Holdings Inc \* | 997 | $76 |
| &nbsp;&nbsp;&nbsp;Ligand Pharmaceuticals Inc \* | 462 | 92 |
| &nbsp;&nbsp;&nbsp;LivaNova PLC \* | 657 | 42 |
| &nbsp;&nbsp;&nbsp;McKesson Corp | 576 | 498 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC | 15259 | 1322 |
| &nbsp;&nbsp;&nbsp;MeiraGTx Holdings plc \* | 4240 | 37 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc | 30481 | 3667 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 80 | 101 |
| &nbsp;&nbsp;&nbsp;Moderna Inc \* | 3544 | 180 |
| &nbsp;&nbsp;&nbsp;Myriad Genetics Inc \* | 1860 | 8 |
| &nbsp;&nbsp;&nbsp;National Research Corp | 779 | 13 |
| &nbsp;&nbsp;&nbsp;Neogen Corp \* | 300 | 3 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc \* | 717 | 94 |
| &nbsp;&nbsp;&nbsp;Novavax Inc \* | 816 | 7 |
| &nbsp;&nbsp;&nbsp;Novocure Ltd \* | 905 | 10 |
| &nbsp;&nbsp;&nbsp;OmniAb Inc, Cl W \* | 2263 | 4 |
| &nbsp;&nbsp;&nbsp;Omnicell Inc \* | 466 | 16 |
| &nbsp;&nbsp;&nbsp;OptimizeRx Corp \* | 5670 | 36 |
| &nbsp;&nbsp;&nbsp;Option Care Health Inc \* | 648 | 17 |
| &nbsp;&nbsp;&nbsp;OraSure Technologies Inc \* | 6042 | 18 |
| &nbsp;&nbsp;&nbsp;Organon & Co | 649 | 4 |
| &nbsp;&nbsp;&nbsp;Pediatrix Medical Group Inc \* | 417 | 9 |
| &nbsp;&nbsp;&nbsp;Pennant Group Inc/The \* | 1609 | 49 |
| &nbsp;&nbsp;&nbsp;Penumbra Inc \* | 72 | 24 |
| &nbsp;&nbsp;&nbsp;Perrigo Co PLC | 211 | 2 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc | 67874 | 1906 |
| &nbsp;&nbsp;&nbsp;Phreesia Inc \* | 361 | 3 |
| &nbsp;&nbsp;&nbsp;Praxis Precision Medicines Inc \* | 351 | 113 |
| &nbsp;&nbsp;&nbsp;Protagonist Therapeutics Inc \* | 1083 | 114 |
| &nbsp;&nbsp;&nbsp;Prothena Corp PLC \* | 5314 | 52 |
| &nbsp;&nbsp;&nbsp;PTC Therapeutics Inc \* | 1021 | 70 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV | 2093 | 84 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc | 556 | 109 |
| &nbsp;&nbsp;&nbsp;Recursion Pharmaceuticals Inc, Cl A \* | 19169 | 59 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc | 1105 | 854 |
| &nbsp;&nbsp;&nbsp;REGENXBIO Inc \* | 456 | 4 |
| &nbsp;&nbsp;&nbsp;Relay Therapeutics Inc \* | 11508 | 115 |
| &nbsp;&nbsp;&nbsp;Repligen Corp \* | 553 | 65 |
| &nbsp;&nbsp;&nbsp;ResMed Inc | 459 | 103 |
| &nbsp;&nbsp;&nbsp;Revolution Medicines Inc \* | 1050 | 102 |
| &nbsp;&nbsp;&nbsp;Revvity Inc | 120 | 11 |
| &nbsp;&nbsp;&nbsp;Rhythm Pharmaceuticals Inc \* | 1158 | 101 |
| &nbsp;&nbsp;&nbsp;Rocket Pharmaceuticals Inc \* | 932 | 3 |
| &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc \* | 87 | 2 |
| &nbsp;&nbsp;&nbsp;Savara Inc \* | 20653 | 113 |
| &nbsp;&nbsp;&nbsp;Simulations Plus Inc \* | 1477 | 17 |
| &nbsp;&nbsp;&nbsp;Solventum Corp \* | 1703 | 111 |
| &nbsp;&nbsp;&nbsp;STAAR Surgical Co \* | 2233 | 42 |
| &nbsp;&nbsp;&nbsp;STERIS PLC | 501 | 111 |
| &nbsp;&nbsp;&nbsp;Stryker Corp | 2003 | 658 |
| &nbsp;&nbsp;&nbsp;Summit Therapeutics Inc \* | 4901 | 93 |
| &nbsp;&nbsp;&nbsp;Supernus Pharmaceuticals Inc \* | 2174 | 112 |
| &nbsp;&nbsp;&nbsp;Tactile Systems Technology Inc \* | 728 | 19 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Tandem Diabetes Care Inc \* | 144 | $| 3 |
| &nbsp;&nbsp;&nbsp;Teleflex Inc | 486 |  | 58 |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp \* | 564 |  | 106 |
| &nbsp;&nbsp;&nbsp;Theravance Biopharma Inc \* | 2200 |  | 36 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc | 2892 |  | 1422 |
| &nbsp;&nbsp;&nbsp;TransMedics Group Inc \* | 804 |  | 80 |
| &nbsp;&nbsp;&nbsp;Travere Therapeutics Inc \* | 3434 |  | 102 |
| &nbsp;&nbsp;&nbsp;Trevi Therapeutics Inc \* | 11314 |  | 135 |
| &nbsp;&nbsp;&nbsp;Twist Bioscience Corp \* | 606 |  | 29 |
| &nbsp;&nbsp;&nbsp;Ultragenyx Pharmaceutical Inc \* | 1143 |  | 24 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 559 |  | 331 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc | 6167 |  | 1669 |
| &nbsp;&nbsp;&nbsp;Universal Health Services Inc, Cl B | 80 |  | 14 |
| &nbsp;&nbsp;&nbsp;US Physical Therapy Inc | 428 |  | 32 |
| &nbsp;&nbsp;&nbsp;Utah Medical Products Inc | 515 |  | 32 |
| &nbsp;&nbsp;&nbsp;Varex Imaging Corp \* | 1631 |  | 17 |
| &nbsp;&nbsp;&nbsp;Vaxcyte Inc \* | 1042 |  | 61 |
| &nbsp;&nbsp;&nbsp;Veeva Systems Inc, Cl A \* | 1157 |  | 203 |
| &nbsp;&nbsp;&nbsp;Vericel Corp \* | 1218 |  | 39 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc \* | 2599 |  | 1161 |
| &nbsp;&nbsp;&nbsp;Viatris Inc, Cl W | 1277 |  | 17 |
| &nbsp;&nbsp;&nbsp;Viking Therapeutics Inc \* | 1343 |  | 44 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 330 |  | 98 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services Inc | 250 |  | 63 |
| &nbsp;&nbsp;&nbsp;Xencor Inc \* | 1686 |  | 20 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc | 1054 |  | 95 |
| &nbsp;&nbsp;&nbsp;Zoetis Inc, Cl A | 3605 |  | 426 |
|  |  |  | 53916 |
| **Industrials — 9.3%** | **Industrials — 9.3%** | **Industrials — 9.3%** | **Industrials — 9.3%** |
| &nbsp;&nbsp;&nbsp;3M Co | 1290 |  | 187 |
| &nbsp;&nbsp;&nbsp;A O Smith Corp | 1708 |  | 113 |
| &nbsp;&nbsp;&nbsp;AAON Inc | 288 |  | 24 |
| &nbsp;&nbsp;&nbsp;ABM Industries Inc | 3427 |  | 132 |
| &nbsp;&nbsp;&nbsp;ACCO Brands Corp | 5214 |  | 16 |
| &nbsp;&nbsp;&nbsp;Acuity Inc | 84 |  | 24 |
| &nbsp;&nbsp;&nbsp;AEBI SCHMIDT HOLDING AG | 446 |  | 4 |
| &nbsp;&nbsp;&nbsp;AerSale Corp \* | 15680 |  | 98 |
| &nbsp;&nbsp;&nbsp;AGCO Corp | 149 |  | 17 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp, Cl A | 1053 |  | 68 |
| &nbsp;&nbsp;&nbsp;Alamo Group Inc | 86 |  | 14 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group Inc \* | 2673 |  | 98 |
| &nbsp;&nbsp;&nbsp;Albany International Corp, Cl A | 1310 |  | 68 |
| &nbsp;&nbsp;&nbsp;Allegion plc | 855 |  | 124 |
| &nbsp;&nbsp;&nbsp;Allient Inc | 2036 |  | 120 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc | 1098 |  | 129 |
| &nbsp;&nbsp;&nbsp;American Airlines Group Inc \* | 405 |  | 4 |
| &nbsp;&nbsp;&nbsp;American Woodmark Corp \* | 461 |  | 18 |
| &nbsp;&nbsp;&nbsp;AMETEK Inc | 794 |  | 170 |
| &nbsp;&nbsp;&nbsp;API Group Corp \* | 2617 |  | 106 |
| &nbsp;&nbsp;&nbsp;Apogee Enterprises Inc | 1229 |  | 41 |
| &nbsp;&nbsp;&nbsp;Applied Industrial Technologies Inc | 492 |  | 131 |
| &nbsp;&nbsp;&nbsp;ArcBest Corp | 336 |  | 33 |
| &nbsp;&nbsp;&nbsp;Archer Aviation Inc, Cl A \* | 8254 |  | 43 |

---

8 New Covenant Funds

**SCHEDULE OF INVESTMENTS (Unaudited)** 

March 31, 2026

**New Covenant Growth Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Arcosa Inc | 1128 | $120 |
| &nbsp;&nbsp;&nbsp;Argan Inc | 310 | 169 |
| &nbsp;&nbsp;&nbsp;Armstrong World Industries Inc | 161 | 27 |
| &nbsp;&nbsp;&nbsp;Array Technologies Inc \* | 7510 | 54 |
| &nbsp;&nbsp;&nbsp;Astec Industries Inc | 204 | 11 |
| &nbsp;&nbsp;&nbsp;Astronics Corp \* | 1471 | 98 |
| &nbsp;&nbsp;&nbsp;ATI Inc \* | 1143 | 166 |
| &nbsp;&nbsp;&nbsp;Atkore Inc | 453 | 27 |
| &nbsp;&nbsp;&nbsp;Atmus Filtration Technologies Inc | 1767 | 100 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc | 6965 | 1415 |
| &nbsp;&nbsp;&nbsp;Avis Budget Group Inc \* | 445 | 65 |
| &nbsp;&nbsp;&nbsp;Axon Enterprise Inc \* | 1902 | 808 |
| &nbsp;&nbsp;&nbsp;AZZ Inc | 1071 | 134 |
| &nbsp;&nbsp;&nbsp;Bloom Energy Corp, Cl A \* | 1624 | 220 |
| &nbsp;&nbsp;&nbsp;Brink's Co/The | 540 | 56 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc | 469 | 76 |
| &nbsp;&nbsp;&nbsp;Byrna Technologies Inc \* | 4312 | 40 |
| &nbsp;&nbsp;&nbsp;Cadre Holdings Inc | 2729 | 84 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos Inc | 311 | 104 |
| &nbsp;&nbsp;&nbsp;Carpenter Technology Corp | 497 | 196 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp | 6184 | 348 |
| &nbsp;&nbsp;&nbsp;Casella Waste Systems Inc, Cl A \* | 794 | 63 |
| &nbsp;&nbsp;&nbsp;CBIZ Inc \* | 1206 | 32 |
| &nbsp;&nbsp;&nbsp;CECO Environmental Corp \* | 1494 | 89 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc | 148 | 25 |
| &nbsp;&nbsp;&nbsp;Chart Industries Inc \* | 576 | 119 |
| &nbsp;&nbsp;&nbsp;Cimpress PLC \* | 398 | 29 |
| &nbsp;&nbsp;&nbsp;Cintas Corp | 6448 | 1091 |
| &nbsp;&nbsp;&nbsp;Clarivate PLC \* | 11944 | 30 |
| &nbsp;&nbsp;&nbsp;Clean Harbors Inc \* | 137 | 39 |
| &nbsp;&nbsp;&nbsp;CNH Industrial NV | 7547 | 83 |
| &nbsp;&nbsp;&nbsp;Comfort Systems USA Inc | 116 | 160 |
| &nbsp;&nbsp;&nbsp;Concentrix Corp | 387 | 11 |
| &nbsp;&nbsp;&nbsp;Construction Partners Inc, Cl A \* | 391 | 43 |
| &nbsp;&nbsp;&nbsp;Copart Inc \* | 5136 | 171 |
| &nbsp;&nbsp;&nbsp;Core & Main Inc, Cl A \* | 1715 | 85 |
| &nbsp;&nbsp;&nbsp;Crane Co | 135 | 23 |
| &nbsp;&nbsp;&nbsp;CSG Systems International Inc | 965 | 77 |
| &nbsp;&nbsp;&nbsp;CSW Industrials Inc | 116 | 30 |
| &nbsp;&nbsp;&nbsp;CSX Corp | 29082 | 1194 |
| &nbsp;&nbsp;&nbsp;Cummins Inc | 3179 | 1710 |
| &nbsp;&nbsp;&nbsp;Custom Truck One Source Inc \* | 15463 | 102 |
| &nbsp;&nbsp;&nbsp;Deere & Co | 3808 | 2145 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines Inc | 2139 | 142 |
| &nbsp;&nbsp;&nbsp;Deluxe Corp | 981 | 27 |
| &nbsp;&nbsp;&nbsp;Distribution Solutions Group Inc \* | 3044 | 80 |
| &nbsp;&nbsp;&nbsp;DNOW Inc \* | 7772 | 93 |
| &nbsp;&nbsp;&nbsp;Donaldson Co Inc | 202 | 17 |
| &nbsp;&nbsp;&nbsp;Dover Corp | 383 | 80 |
| &nbsp;&nbsp;&nbsp;Dycom Industries Inc \* | 268 | 91 |
| &nbsp;&nbsp;&nbsp;EMCOR Group Inc | 172 | 127 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co | 1464 | 192 |
| &nbsp;&nbsp;&nbsp;Energy Recovery Inc \* | 5869 | 59 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Enerpac Tool Group Corp, Cl A | 2369 | $86 |
| &nbsp;&nbsp;&nbsp;EnerSys | 664 | 115 |
| &nbsp;&nbsp;&nbsp;Enovix Corp \* | 4020 | 21 |
| &nbsp;&nbsp;&nbsp;Enpro Inc | 501 | 126 |
| &nbsp;&nbsp;&nbsp;Enviri Corp \* | 7225 | 142 |
| &nbsp;&nbsp;&nbsp;Eos Energy Enterprises Inc \* | 7025 | 35 |
| &nbsp;&nbsp;&nbsp;Equifax Inc | 64 | 12 |
| &nbsp;&nbsp;&nbsp;Esab Corp | 485 | 47 |
| &nbsp;&nbsp;&nbsp;ESCO Technologies Inc | 382 | 107 |
| &nbsp;&nbsp;&nbsp;Eve Holding Inc \* | 20585 | 51 |
| &nbsp;&nbsp;&nbsp;Everus Construction Group Inc \* | 97 | 11 |
| &nbsp;&nbsp;&nbsp;ExlService Holdings Inc \* | 680 | 21 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc | 746 | 107 |
| &nbsp;&nbsp;&nbsp;Exponent Inc | 135 | 9 |
| &nbsp;&nbsp;&nbsp;Fastenal Co | 484 | 22 |
| &nbsp;&nbsp;&nbsp;Federal Signal Corp | 1042 | 113 |
| &nbsp;&nbsp;&nbsp;FedEx Corp | 391 | 139 |
| &nbsp;&nbsp;&nbsp;Ferguson Enterprises Inc | 582 | 136 |
| &nbsp;&nbsp;&nbsp;Firefly Aerospace Inc \* | 4772 | 136 |
| &nbsp;&nbsp;&nbsp;Flowserve Corp | 239 | 18 |
| &nbsp;&nbsp;&nbsp;Fluence Energy Inc, Cl A \* | 5301 | 73 |
| &nbsp;&nbsp;&nbsp;Forrester Research Inc \* | 1169 | 7 |
| &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc | 174 | 7 |
| &nbsp;&nbsp;&nbsp;Forward Air Corp \* | 144 | 2 |
| &nbsp;&nbsp;&nbsp;Franklin Electric Co Inc | 180 | 17 |
| &nbsp;&nbsp;&nbsp;FTAI Aviation Ltd | 606 | 148 |
| &nbsp;&nbsp;&nbsp;FTI Consulting Inc \* | 443 | 78 |
| &nbsp;&nbsp;&nbsp;Gates Industrial Corp PLC \* | 886 | 20 |
| &nbsp;&nbsp;&nbsp;GE Vernova Inc | 2450 | 2138 |
| &nbsp;&nbsp;&nbsp;Generac Holdings Inc \* | 203 | 40 |
| &nbsp;&nbsp;&nbsp;General Electric Co | 9855 | 2797 |
| &nbsp;&nbsp;&nbsp;Genpact Ltd | 5562 | 207 |
| &nbsp;&nbsp;&nbsp;Gibraltar Industries Inc \* | 164 | 7 |
| &nbsp;&nbsp;&nbsp;Graco Inc | 223 | 19 |
| &nbsp;&nbsp;&nbsp;Granite Construction Inc | 1175 | 141 |
| &nbsp;&nbsp;&nbsp;Great Lakes Dredge & Dock Corp \* | 4289 |  |
| &nbsp;&nbsp;&nbsp;Greenbrier Cos Inc/The | 1583 | 83 |
| &nbsp;&nbsp;&nbsp;GXO Logistics Inc \* | 1041 | 54 |
| &nbsp;&nbsp;&nbsp;Healthcare Services Group Inc \* | 422 | 8 |
| &nbsp;&nbsp;&nbsp;Helios Technologies Inc | 1091 | 71 |
| &nbsp;&nbsp;&nbsp;Herc Holdings Inc | 1012 | 101 |
| &nbsp;&nbsp;&nbsp;Hertz Global Holdings Inc \* | 15111 | 70 |
| &nbsp;&nbsp;&nbsp;Hexcel Corp | 13176 | 1066 |
| &nbsp;&nbsp;&nbsp;HNI Corp | 1912 | 64 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace Inc | 8010 | 1846 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc, Cl B | 78 | 38 |
| &nbsp;&nbsp;&nbsp;Huron Consulting Group Inc \* | 801 | 102 |
| &nbsp;&nbsp;&nbsp;ICF International Inc | 545 | 36 |
| &nbsp;&nbsp;&nbsp;IDEX Corp | 68 | 13 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc | 700 | 182 |
| &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc | 11165 | 895 |
| &nbsp;&nbsp;&nbsp;Insperity Inc | 592 | 16 |
| &nbsp;&nbsp;&nbsp;Interface Inc, Cl A | 3174 | 79 |

---

New Covenant Funds 9

**SCHEDULE OF INVESTMENTS (Unaudited)** 

March 31, 2026

**New Covenant Growth Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Intuitive Machines Inc, Cl A \* | 4761 | $88 |
| &nbsp;&nbsp;&nbsp;ITT Inc | 918 | 175 |
| &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc | 437 | 93 |
| &nbsp;&nbsp;&nbsp;JBT Marel Corp | 439 | 56 |
| &nbsp;&nbsp;&nbsp;JetBlue Airways Corp \* | 837 | 4 |
| &nbsp;&nbsp;&nbsp;Joby Aviation Inc \* | 6719 | 55 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 8308 | 1088 |
| &nbsp;&nbsp;&nbsp;Kadant Inc | 65 | 19 |
| &nbsp;&nbsp;&nbsp;Karman Holdings Inc \* | 1517 | 121 |
| &nbsp;&nbsp;&nbsp;Kelly Services Inc, Cl A | 2214 | 20 |
| &nbsp;&nbsp;&nbsp;Kennametal Inc | 1343 | 49 |
| &nbsp;&nbsp;&nbsp;Kforce Inc | 444 | 13 |
| &nbsp;&nbsp;&nbsp;Kirby Corp \* | 1032 | 137 |
| &nbsp;&nbsp;&nbsp;Knight-Swift Transportation Holdings Inc, Cl A | 1357 | 78 |
| &nbsp;&nbsp;&nbsp;Korn Ferry | 1193 | 75 |
| &nbsp;&nbsp;&nbsp;Landstar System Inc | 83 | 13 |
| &nbsp;&nbsp;&nbsp;Lennox International Inc | 44 | 20 |
| &nbsp;&nbsp;&nbsp;Lincoln Electric Holdings Inc | 1027 | 256 |
| &nbsp;&nbsp;&nbsp;Lindsay Corp | 91 | 11 |
| &nbsp;&nbsp;&nbsp;Liquidity Services Inc \* | 2249 | 69 |
| &nbsp;&nbsp;&nbsp;Loar Holdings Inc \* | 1413 | 81 |
| &nbsp;&nbsp;&nbsp;Luxfer Holdings PLC | 3194 | 39 |
| &nbsp;&nbsp;&nbsp;Lyft Inc, Cl A \* | 7511 | 100 |
| &nbsp;&nbsp;&nbsp;ManpowerGroup Inc | 3586 | 106 |
| &nbsp;&nbsp;&nbsp;Marten Transport Ltd | 592 | 8 |
| &nbsp;&nbsp;&nbsp;Masco Corp | 245 | 15 |
| &nbsp;&nbsp;&nbsp;MasTec Inc \* | 420 | 135 |
| &nbsp;&nbsp;&nbsp;Masterbrand Inc \* | 174 | 1 |
| &nbsp;&nbsp;&nbsp;Matson Inc | 1273 | 209 |
| &nbsp;&nbsp;&nbsp;Maximus Inc | 682 | 44 |
| &nbsp;&nbsp;&nbsp;McGrath RentCorp | 666 | 73 |
| &nbsp;&nbsp;&nbsp;Middleby Corp/The \* | 103 | 14 |
| &nbsp;&nbsp;&nbsp;MillerKnoll Inc | 2900 | 42 |
| &nbsp;&nbsp;&nbsp;Montrose Environmental Group Inc \* | 4353 | 95 |
| &nbsp;&nbsp;&nbsp;MSC Industrial Direct Co Inc, Cl A | 1115 | 103 |
| &nbsp;&nbsp;&nbsp;Mueller Industries Inc | 1102 | 122 |
| &nbsp;&nbsp;&nbsp;NANO Nuclear Energy Inc \* | 3038 | 62 |
| &nbsp;&nbsp;&nbsp;Nextpower Inc, Cl A \* | 1774 | 214 |
| &nbsp;&nbsp;&nbsp;Nordson Corp | 600 | 160 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp | 2628 | 754 |
| &nbsp;&nbsp;&nbsp;NuScale Power Corp \* | 3629 | 39 |
| &nbsp;&nbsp;&nbsp;nVent Electric PLC | 457 | 54 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line Inc | 84 | 16 |
| &nbsp;&nbsp;&nbsp;Omega Flex Inc | 70 | 2 |
| &nbsp;&nbsp;&nbsp;OPENLANE Inc \* | 2303 | 67 |
| &nbsp;&nbsp;&nbsp;Oshkosh Corp | 1729 | 255 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp | 2457 | 189 |
| &nbsp;&nbsp;&nbsp;Owens Corning | 4032 | 436 |
| &nbsp;&nbsp;&nbsp;PACCAR Inc | 1004 | 116 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp | 533 | 477 |
| &nbsp;&nbsp;&nbsp;Paychex Inc | 948 | 87 |
| &nbsp;&nbsp;&nbsp;Paycom Software Inc | 194 | 24 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** | **COMMON STOCK<sup>††</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Paylocity Holding Corp \* | 417 | $45 |
| &nbsp;&nbsp;&nbsp;Pentair PLC | 245 | 21 |
| &nbsp;&nbsp;&nbsp;Pitney Bowes Inc | 11792 | 130 |
| &nbsp;&nbsp;&nbsp;Planet Labs PBC \* | 4815 | 135 |
| &nbsp;&nbsp;&nbsp;Plug Power Inc \* | 41383 | 94 |
| &nbsp;&nbsp;&nbsp;Powell Industries Inc | 368 | 199 |
| &nbsp;&nbsp;&nbsp;Primoris Services Corp | 784 | 112 |
| &nbsp;&nbsp;&nbsp;Proto Labs Inc \* | 91 | 5 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc | 911 | 500 |
| &nbsp;&nbsp;&nbsp;RB Global Inc | 132 | 13 |
| &nbsp;&nbsp;&nbsp;RBC Bearings Inc \* | 64 | 35 |
| &nbsp;&nbsp;&nbsp;Red Cat Holdings Inc \* | 6884 | 90 |
| &nbsp;&nbsp;&nbsp;Redwire Corp \* | 4787 | 41 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp | 1068 | 200 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc, Cl A | 969 | 212 |
| &nbsp;&nbsp;&nbsp;Resideo Technologies Inc \* | 3442 | 116 |
| &nbsp;&nbsp;&nbsp;Resources Connection Inc | 7466 | 28 |
| &nbsp;&nbsp;&nbsp;Robert Half Inc | 806 | 20 |
| &nbsp;&nbsp;&nbsp;ROCKET LAB CORP \* | 4937 | 317 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation Inc | 1620 | 581 |
| &nbsp;&nbsp;&nbsp;Rollins Inc | 2503 | 134 |
| &nbsp;&nbsp;&nbsp;RXO Inc \* | 1041 | 15 |
| &nbsp;&nbsp;&nbsp;Ryder System Inc | 637 | 130 |
| &nbsp;&nbsp;&nbsp;Saia Inc \* | 96 | 34 |
| &nbsp;&nbsp;&nbsp;Schneider National Inc, Cl B | 521 | 14 |
| &nbsp;&nbsp;&nbsp;Sensata Technologies Holding PLC | 4273 | 150 |
| &nbsp;&nbsp;&nbsp;Shoals Technologies Group Inc, Cl A \* | 12979 | 85 |
| &nbsp;&nbsp;&nbsp;Simpson Manufacturing Co Inc | 643 | 110 |
| &nbsp;&nbsp;&nbsp;SiteOne Landscape Supply Inc \* | 361 | 48 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc | 318 | 115 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines Co | 322 | 12 |
| &nbsp;&nbsp;&nbsp;SPX Technologies Inc \* | 999 | 200 |
| &nbsp;&nbsp;&nbsp;Standex International Corp | 421 | 107 |
| &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc | 1349 | 96 |
| &nbsp;&nbsp;&nbsp;Sterling Infrastructure Inc \* | 474 | 193 |
| &nbsp;&nbsp;&nbsp;Sunrun Inc \* | 1979 | 27 |
| &nbsp;&nbsp;&nbsp;Tennant Co | 639 | 42 |
| &nbsp;&nbsp;&nbsp;Terex Corp | 341 | 20 |
| &nbsp;&nbsp;&nbsp;Tetra Tech Inc | 2820 | 85 |
| &nbsp;&nbsp;&nbsp;TIC Solutions Inc \* | 931 | 6 |
| &nbsp;&nbsp;&nbsp;Timken Co/The | 204 | 21 |
| &nbsp;&nbsp;&nbsp;Toro Co/The | 1175 | 110 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC | 2367 | 986 |
| &nbsp;&nbsp;&nbsp;TransUnion | 135 | 9 |
| &nbsp;&nbsp;&nbsp;Trex Co Inc \* | 1134 | 41 |
| &nbsp;&nbsp;&nbsp;TriNet Group Inc | 877 | 32 |
| &nbsp;&nbsp;&nbsp;Trinity Industries Inc | 511 | 16 |
| &nbsp;&nbsp;&nbsp;TrueBlue Inc \* | 6393 | 25 |
| &nbsp;&nbsp;&nbsp;TTEC Holdings Inc \* | 202 | 1 |
| &nbsp;&nbsp;&nbsp;Tutor Perini Corp | 1345 | 104 |
| &nbsp;&nbsp;&nbsp;Uber Technologies Inc \* | 20446 | 1471 |
| &nbsp;&nbsp;&nbsp;UFP Industries Inc | 196 | 18 |
| &nbsp;&nbsp;&nbsp;U-Haul Holding Co \* | 28 | 1 |

---

10 New Covenant Funds

**SCHEDULE OF INVESTMENTS (Unaudited)**

March 31, 2026

**New Covenant Growth Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;U-Haul Holding Co, Cl B | 252 | $11 |
| &nbsp;&nbsp;&nbsp;UniFirst Corp/MA | 235 | 59 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp | 4000 | 970 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings Inc <sup>\*</sup> | 289 | 27 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc, Cl B | 1814 | 178 |
| &nbsp;&nbsp;&nbsp;United Rentals Inc | 1306 | 951 |
| &nbsp;&nbsp;&nbsp;Upwork Inc <sup>\*</sup> | 3753 | 41 |
| &nbsp;&nbsp;&nbsp;Valmont Industries Inc | 76 | 30 |
| &nbsp;&nbsp;&nbsp;Veralto Corp | 1397 | 124 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc, Cl A | 1729 | 328 |
| &nbsp;&nbsp;&nbsp;Vertiv Holdings Co, Cl A | 2378 | 596 |
| &nbsp;&nbsp;&nbsp;Vestis Corp | 130 | 1 |
| &nbsp;&nbsp;&nbsp;Vicor Corp <sup>\*</sup> | 1342 | 216 |
| &nbsp;&nbsp;&nbsp;Wabash National Corp | 3217 | 28 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc | 6467 | 1486 |
| &nbsp;&nbsp;&nbsp;Watsco Inc | 52 | 19 |
| &nbsp;&nbsp;&nbsp;Watts Water Technologies Inc, Cl A | 507 | 147 |
| &nbsp;&nbsp;&nbsp;WESCO International Inc | 2144 | 587 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp | 465 | 116 |
| &nbsp;&nbsp;&nbsp;WillScot Holdings Corp, Cl A | 590 | 10 |
| &nbsp;&nbsp;&nbsp;Worthington Enterprises Inc | 223 | 12 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc | 1175 | 1282 |
| &nbsp;&nbsp;&nbsp;Xylem Inc/NY | 8239 | 985 |
| &nbsp;&nbsp;&nbsp;Zurn Elkay Water Solutions Corp | 1629 | 73 |
|  |  | 48446 |
| **Information Technology — 30.5%** |  |  |
| &nbsp;&nbsp;&nbsp;8x8 Inc <sup>\*</sup> | 2725 | 5 |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A | 8189 | 1624 |
| &nbsp;&nbsp;&nbsp;ACI Worldwide Inc <sup>\*</sup> | 1373 | 56 |
| &nbsp;&nbsp;&nbsp;Adeia Inc | 2351 | 56 |
| &nbsp;&nbsp;&nbsp;Adobe Inc <sup>\*</sup> | 4882 | 1187 |
| &nbsp;&nbsp;&nbsp;ADTRAN Holdings Inc <sup>\*</sup> | 979 | 12 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc <sup>\*</sup> | 14789 | 3009 |
| &nbsp;&nbsp;&nbsp;Agilysys Inc <sup>\*</sup> | 323 | 23 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies Inc <sup>\*</sup> | 3151 | 362 |
| &nbsp;&nbsp;&nbsp;Alarm.com Holdings Inc <sup>\*</sup> | 1192 | 51 |
| &nbsp;&nbsp;&nbsp;Allegro MicroSystems Inc <sup>\*</sup> | 2638 | 83 |
| &nbsp;&nbsp;&nbsp;Ambarella Inc <sup>\*</sup> | 160 | 8 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd | 1366 | 89 |
| &nbsp;&nbsp;&nbsp;Amkor Technology Inc | 2170 | 98 |
| &nbsp;&nbsp;&nbsp;Amphenol Corp, Cl A | 6663 | 842 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc | 2426 | 772 |
| &nbsp;&nbsp;&nbsp;Appian Corp, Cl A <sup>\*</sup> | 1246 | 30 |
| &nbsp;&nbsp;&nbsp;Apple Inc | 120550 | 30594 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc | 8268 | 2826 |
| &nbsp;&nbsp;&nbsp;Applied Optoelectronics Inc <sup>\*</sup> | 1023 | 87 |
| &nbsp;&nbsp;&nbsp;AppLovin Corp, Cl A <sup>\*</sup> | 1260 | 501 |
| &nbsp;&nbsp;&nbsp;Arista Networks Inc <sup>\*</sup> | 5405 | 664 |
| &nbsp;&nbsp;&nbsp;Arlo Technologies Inc <sup>\*</sup> | 7542 | 107 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc <sup>\*</sup> | 1149 | 165 |
| &nbsp;&nbsp;&nbsp;Asana Inc, Cl A <sup>\*</sup> | 3091 | 20 |
| &nbsp;&nbsp;&nbsp;ASGN Inc <sup>\*</sup> | 146 | 6 |
| &nbsp;&nbsp;&nbsp;Astera Labs Inc <sup>\*</sup> | 656 | 72 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Atlassian Corp, Cl A <sup>\*</sup> | 76 | $5 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc <sup>\*</sup> | 2496 | 598 |
| &nbsp;&nbsp;&nbsp;Avnet Inc | 325 | 20 |
| &nbsp;&nbsp;&nbsp;Axcelis Technologies Inc <sup>\*</sup> | 951 | 88 |
| &nbsp;&nbsp;&nbsp;Badger Meter Inc | 484 | 74 |
| &nbsp;&nbsp;&nbsp;Belden Inc | 155 | 18 |
| &nbsp;&nbsp;&nbsp;Benchmark Electronics Inc | 1447 | 81 |
| &nbsp;&nbsp;&nbsp;Bentley Systems Inc, Cl B | 1422 | 50 |
| &nbsp;&nbsp;&nbsp;BILL Holdings Inc <sup>\*</sup> | 185 | 7 |
| &nbsp;&nbsp;&nbsp;Blackbaud Inc <sup>\*</sup> | 629 | 24 |
| &nbsp;&nbsp;&nbsp;BlackLine Inc <sup>\*</sup> | 185 | 7 |
| &nbsp;&nbsp;&nbsp;Box Inc, Cl A <sup>\*</sup> | 539 | 13 |
| &nbsp;&nbsp;&nbsp;Broadcom Inc | 38900 | 12040 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc <sup>\*</sup> | 3414 | 949 |
| &nbsp;&nbsp;&nbsp;Calix Inc <sup>\*</sup> | 1804 | 88 |
| &nbsp;&nbsp;&nbsp;CDW Corp/DE | 806 | 98 |
| &nbsp;&nbsp;&nbsp;Cerence Inc <sup>\*</sup> | 493 | 3 |
| &nbsp;&nbsp;&nbsp;Ciena Corp <sup>\*</sup> | 1223 | 475 |
| &nbsp;&nbsp;&nbsp;Cirrus Logic Inc <sup>\*</sup> | 640 | 93 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc | 46734 | 3626 |
| &nbsp;&nbsp;&nbsp;Cloudflare Inc, Cl A <sup>\*</sup> | 493 | 102 |
| &nbsp;&nbsp;&nbsp;Cognex Corp | 203 | 10 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp, Cl A | 1661 | 102 |
| &nbsp;&nbsp;&nbsp;Coherent Corp <sup>\*</sup> | 265 | 63 |
| &nbsp;&nbsp;&nbsp;Commerce.com Inc <sup>\*</sup> | 3803 | 10 |
| &nbsp;&nbsp;&nbsp;CommVault Systems Inc <sup>\*</sup> | 219 | 17 |
| &nbsp;&nbsp;&nbsp;Consensus Cloud Solutions Inc <sup>\*</sup> | 180 | 4 |
| &nbsp;&nbsp;&nbsp;Corning Inc | 6104 | 830 |
| &nbsp;&nbsp;&nbsp;Crane NXT Co | 135 | 5 |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings Inc, Cl A <sup>\*</sup> | 1122 | 438 |
| &nbsp;&nbsp;&nbsp;CTS Corp | 301 | 14 |
| &nbsp;&nbsp;&nbsp;Datadog Inc, Cl A <sup>\*</sup> | 1589 | 188 |
| &nbsp;&nbsp;&nbsp;Dell Technologies Inc, Cl C | 968 | 159 |
| &nbsp;&nbsp;&nbsp;DocuSign Inc, Cl A <sup>\*</sup> | 1618 | 77 |
| &nbsp;&nbsp;&nbsp;Dolby Laboratories Inc, Cl A | 731 | 44 |
| &nbsp;&nbsp;&nbsp;Domo Inc, Cl B <sup>\*</sup> | 297 | 1 |
| &nbsp;&nbsp;&nbsp;Dropbox Inc, Cl A <sup>\*</sup> | 2914 | 66 |
| &nbsp;&nbsp;&nbsp;D-Wave Quantum Inc <sup>\*</sup> | 3215 | 46 |
| &nbsp;&nbsp;&nbsp;Dynatrace Inc <sup>\*</sup> | 465 | 17 |
| &nbsp;&nbsp;&nbsp;Elastic NV <sup>\*</sup> | 183 | 9 |
| &nbsp;&nbsp;&nbsp;Enphase Energy Inc <sup>\*</sup> | 60 | 2 |
| &nbsp;&nbsp;&nbsp;Everpure Inc, Cl A <sup>\*</sup> | 685 | 40 |
| &nbsp;&nbsp;&nbsp;Extreme Networks Inc <sup>\*</sup> | 4187 | 63 |
| &nbsp;&nbsp;&nbsp;F5 Inc <sup>\*</sup> | 389 | 113 |
| &nbsp;&nbsp;&nbsp;Fabrinet <sup>\*</sup> | 235 | 123 |
| &nbsp;&nbsp;&nbsp;Fair Isaac Corp <sup>\*</sup> | 16 | 17 |
| &nbsp;&nbsp;&nbsp;Fastly Inc, Cl A <sup>\*</sup> | 905 | 26 |
| &nbsp;&nbsp;&nbsp;First Solar Inc <sup>\*</sup> | 1385 | 273 |
| &nbsp;&nbsp;&nbsp;Five9 Inc <sup>\*</sup> | 93 | 1 |
| &nbsp;&nbsp;&nbsp;Flex Ltd <sup>\*</sup> | 2086 | 137 |
| &nbsp;&nbsp;&nbsp;FormFactor Inc <sup>\*</sup> | 353 | 34 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc <sup>\*</sup> | 5251 | 429 |
| &nbsp;&nbsp;&nbsp;Gartner Inc <sup>\*</sup> | 224 | 35 |

---

New Covenant Funds 11

**SCHEDULE OF INVESTMENTS (Unaudited)**

March 31, 2026

**New Covenant Growth Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Gen Digital Inc | 4737 | $89 |
| &nbsp;&nbsp;&nbsp;Gitlab Inc, Cl A <sup>\*</sup> | 2458 | 53 |
| &nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES Inc <sup>\*</sup> | 1732 | 77 |
| &nbsp;&nbsp;&nbsp;Globant SA <sup>\*</sup> | 271 | 12 |
| &nbsp;&nbsp;&nbsp;GoDaddy Inc, Cl A <sup>\*</sup> | 1102 | 91 |
| &nbsp;&nbsp;&nbsp;Guidewire Software Inc <sup>\*</sup> | 894 | 134 |
| &nbsp;&nbsp;&nbsp;Hackett Group Inc/The | 3129 | 41 |
| &nbsp;&nbsp;&nbsp;HubSpot Inc <sup>\*</sup> | 322 | 79 |
| &nbsp;&nbsp;&nbsp;Insight Enterprises Inc <sup>\*</sup> | 132 | 9 |
| &nbsp;&nbsp;&nbsp;Intel Corp <sup>\*</sup> | 43413 | 1916 |
| &nbsp;&nbsp;&nbsp;InterDigital Inc | 626 | 189 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp | 9111 | 2208 |
| &nbsp;&nbsp;&nbsp;Intuit Inc | 3309 | 1431 |
| &nbsp;&nbsp;&nbsp;IonQ Inc <sup>\*</sup> | 1420 | 41 |
| &nbsp;&nbsp;&nbsp;IPG Photonics Corp <sup>\*</sup> | 558 | 64 |
| &nbsp;&nbsp;&nbsp;Itron Inc <sup>\*</sup> | 588 | 53 |
| &nbsp;&nbsp;&nbsp;Jabil Inc | 665 | 177 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc <sup>\*</sup> | 5247 | 1482 |
| &nbsp;&nbsp;&nbsp;Kimball Electronics Inc <sup>\*</sup> | 2142 | 51 |
| &nbsp;&nbsp;&nbsp;KLA Corp | 1322 | 1947 |
| &nbsp;&nbsp;&nbsp;Knowles Corp <sup>\*</sup> | 2314 | 59 |
| &nbsp;&nbsp;&nbsp;Kulicke & Soffa Industries Inc | 764 | 50 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc <sup>\*</sup> | 2624 | 34 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp | 14503 | 3099 |
| &nbsp;&nbsp;&nbsp;Lattice Semiconductor Corp <sup>\*</sup> | 369 | 34 |
| &nbsp;&nbsp;&nbsp;Littelfuse Inc | 60 | 20 |
| &nbsp;&nbsp;&nbsp;Lumentum Holdings Inc <sup>\*</sup> | 660 | 464 |
| &nbsp;&nbsp;&nbsp;Manhattan Associates Inc <sup>\*</sup> | 522 | 69 |
| &nbsp;&nbsp;&nbsp;MARA Holdings Inc <sup>\*</sup> | 3468 | 28 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc | 7143 | 707 |
| &nbsp;&nbsp;&nbsp;Methode Electronics Inc | 14933 | 82 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc | 1268 | 82 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc | 9194 | 3106 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp | 63773 | 23607 |
| &nbsp;&nbsp;&nbsp;MKS Inc | 103 | 24 |
| &nbsp;&nbsp;&nbsp;MongoDB Inc, Cl A <sup>\*</sup> | 574 | 140 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc | 64 | 70 |
| &nbsp;&nbsp;&nbsp;N-able Inc/US <sup>\*</sup> | 317 | 1 |
| &nbsp;&nbsp;&nbsp;nCino Inc <sup>\*</sup> | 3450 | 52 |
| &nbsp;&nbsp;&nbsp;NCR Voyix Corp <sup>\*</sup> | 334 | 2 |
| &nbsp;&nbsp;&nbsp;NetApp Inc | 1006 | 103 |
| &nbsp;&nbsp;&nbsp;NETGEAR Inc <sup>\*</sup> | 3441 | 75 |
| &nbsp;&nbsp;&nbsp;NetScout Systems Inc <sup>\*</sup> | 2073 | 66 |
| &nbsp;&nbsp;&nbsp;Novanta Inc <sup>\*</sup> | 98 | 12 |
| &nbsp;&nbsp;&nbsp;Nutanix Inc, Cl A <sup>\*</sup> | 359 | 14 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp | 196526 | 34274 |
| &nbsp;&nbsp;&nbsp;Okta Inc, Cl A <sup>\*</sup> | 812 | 64 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor Corp <sup>\*</sup> | 1757 | 109 |
| &nbsp;&nbsp;&nbsp;OneSpan Inc | 6246 | 66 |
| &nbsp;&nbsp;&nbsp;Oracle Corp | 16406 | 2413 |
| &nbsp;&nbsp;&nbsp;OSI Systems Inc <sup>\*</sup> | 497 | 132 |
| &nbsp;&nbsp;&nbsp;PagerDuty Inc <sup>\*</sup> | 1821 | 11 |
| &nbsp;&nbsp;&nbsp;Palantir Technologies Inc, Cl A <sup>\*</sup> | 15379 | 2250 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks Inc <sup>\*</sup> | 7672 | $1230 |
| &nbsp;&nbsp;&nbsp;Pegasystems Inc | 300 | 13 |
| &nbsp;&nbsp;&nbsp;Plexus Corp <sup>\*</sup> | 589 | 119 |
| &nbsp;&nbsp;&nbsp;Power Integrations Inc | 196 | 10 |
| &nbsp;&nbsp;&nbsp;Procore Technologies Inc <sup>\*</sup> | 1013 | 58 |
| &nbsp;&nbsp;&nbsp;Progress Software Corp <sup>\*</sup> | 1206 | 31 |
| &nbsp;&nbsp;&nbsp;PTC Inc <sup>\*</sup> | 677 | 96 |
| &nbsp;&nbsp;&nbsp;Qnity Electronics Inc | 680 | 78 |
| &nbsp;&nbsp;&nbsp;Qorvo Inc <sup>\*</sup> | 100 | 8 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc | 10218 | 1316 |
| &nbsp;&nbsp;&nbsp;Qualys Inc <sup>\*</sup> | 591 | 52 |
| &nbsp;&nbsp;&nbsp;Rambus Inc <sup>\*</sup> | 1298 | 112 |
| &nbsp;&nbsp;&nbsp;Rapid7 Inc <sup>\*</sup> | 393 | 2 |
| &nbsp;&nbsp;&nbsp;RingCentral Inc, Cl A | 699 | 26 |
| &nbsp;&nbsp;&nbsp;Riot Platforms Inc <sup>\*</sup> | 3379 | 42 |
| &nbsp;&nbsp;&nbsp;Rogers Corp <sup>\*</sup> | 392 | 42 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc | 193 | 68 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc | 5945 | 1110 |
| &nbsp;&nbsp;&nbsp;Sandisk Corp/DE <sup>\*</sup> | 1062 | 674 |
| &nbsp;&nbsp;&nbsp;Sanmina Corp <sup>\*</sup> | 189 | 24 |
| &nbsp;&nbsp;&nbsp;ScanSource Inc <sup>\*</sup> | 1292 | 47 |
| &nbsp;&nbsp;&nbsp;Semtech Corp <sup>\*</sup> | 1000 | 77 |
| &nbsp;&nbsp;&nbsp;ServiceNow Inc <sup>\*</sup> | 11215 | 1173 |
| &nbsp;&nbsp;&nbsp;Silicon Laboratories Inc <sup>\*</sup> | 437 | 91 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc | 308 | 16 |
| &nbsp;&nbsp;&nbsp;Snowflake Inc, Cl A <sup>\*</sup> | 2213 | 334 |
| &nbsp;&nbsp;&nbsp;SPS Commerce Inc <sup>\*</sup> | 152 | 8 |
| &nbsp;&nbsp;&nbsp;Strategy Inc, Cl A <sup>\*</sup> | 438 | 55 |
| &nbsp;&nbsp;&nbsp;Super Micro Computer Inc <sup>\*</sup> | 1220 | 28 |
| &nbsp;&nbsp;&nbsp;Synaptics Inc <sup>\*</sup> | 142 | 10 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc <sup>\*</sup> | 1467 | 582 |
| &nbsp;&nbsp;&nbsp;TD SYNNEX Corp | 387 | 65 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc <sup>\*</sup> | 31 | 19 |
| &nbsp;&nbsp;&nbsp;Teradata Corp <sup>\*</sup> | 2108 | 54 |
| &nbsp;&nbsp;&nbsp;Teradyne Inc | 945 | 280 |
| &nbsp;&nbsp;&nbsp;Terawulf Inc <sup>\*</sup> | 9405 | 136 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc | 5122 | 994 |
| &nbsp;&nbsp;&nbsp;Trimble Inc <sup>\*</sup> | 2035 | 133 |
| &nbsp;&nbsp;&nbsp;TTM Technologies Inc <sup>\*</sup> | 1170 | 114 |
| &nbsp;&nbsp;&nbsp;Tucows Inc, Cl A <sup>\*</sup> | 170 | 3 |
| &nbsp;&nbsp;&nbsp;Twilio Inc, Cl A <sup>\*</sup> | 869 | 109 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies Inc <sup>\*</sup> | 177 | 61 |
| &nbsp;&nbsp;&nbsp;Ubiquiti Inc | 48 | 38 |
| &nbsp;&nbsp;&nbsp;UiPath Inc, Cl A <sup>\*</sup> | 4174 | 46 |
| &nbsp;&nbsp;&nbsp;Unisys Corp <sup>\*</sup> | 689 | 1 |
| &nbsp;&nbsp;&nbsp;Unity Software Inc <sup>\*</sup> | 2638 | 58 |
| &nbsp;&nbsp;&nbsp;Universal Display Corp | 847 | 78 |
| &nbsp;&nbsp;&nbsp;Varonis Systems Inc, Cl B <sup>\*</sup> | 327 | 7 |
| &nbsp;&nbsp;&nbsp;VeriSign Inc | 494 | 123 |
| &nbsp;&nbsp;&nbsp;ViaSat Inc <sup>\*</sup> | 693 | 32 |
| &nbsp;&nbsp;&nbsp;Viavi Solutions Inc <sup>\*</sup> | 3355 | 112 |
| &nbsp;&nbsp;&nbsp;Vistance Networks Inc <sup>\*</sup> | 6681 | 122 |
| &nbsp;&nbsp;&nbsp;Western Digital Corp | 2423 | 655 |

---

12 New Covenant Funds

**SCHEDULE OF INVESTMENTS (Unaudited)**

March 31, 2026

**New Covenant Growth Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Workday Inc, Cl A <sup>\*</sup> | 2079 | $270 |
| &nbsp;&nbsp;&nbsp;Workiva Inc, Cl A <sup>\*</sup> | 1224 | 73 |
| &nbsp;&nbsp;&nbsp;Xperi Inc <sup>\*</sup> | 940 | 5 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies Corp, Cl A <sup>\*</sup> | 438 | 92 |
| &nbsp;&nbsp;&nbsp;Zoom Communications Inc, Cl A <sup>\*</sup> | 2001 | 161 |
| &nbsp;&nbsp;&nbsp;Zscaler Inc <sup>\*</sup> | 336 | 47 |
|  |  | 158084 |
| **Materials — 2.6%** |  |  |
| &nbsp;&nbsp;&nbsp;AdvanSix Inc | 1143 | 28 |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc | 505 | 147 |
| &nbsp;&nbsp;&nbsp;Albemarle Corp | 752 | 135 |
| &nbsp;&nbsp;&nbsp;Alcoa Corp | 4188 | 278 |
| &nbsp;&nbsp;&nbsp;Amcor PLC | 2261 | 90 |
| &nbsp;&nbsp;&nbsp;Anglogold Ashanti Plc | 1508 | 147 |
| &nbsp;&nbsp;&nbsp;AptarGroup Inc | 854 | 108 |
| &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging SA | 35612 | 144 |
| &nbsp;&nbsp;&nbsp;Ashland Inc | 152 | 9 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp | 88 | 15 |
| &nbsp;&nbsp;&nbsp;Avient Corp | 1216 | 44 |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems Ltd <sup>\*</sup> | 3085 | 86 |
| &nbsp;&nbsp;&nbsp;Balchem Corp | 107 | 18 |
| &nbsp;&nbsp;&nbsp;Ball Corp | 13648 | 807 |
| &nbsp;&nbsp;&nbsp;Cabot Corp | 238 | 18 |
| &nbsp;&nbsp;&nbsp;Celanese Corp, Cl A | 93 | 6 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings Inc | 1865 | 242 |
| &nbsp;&nbsp;&nbsp;Chemours Co/The | 2832 | 62 |
| &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc <sup>\*</sup> | 6197 | 52 |
| &nbsp;&nbsp;&nbsp;Coeur Mining Inc <sup>\*</sup> | 6945 | 130 |
| &nbsp;&nbsp;&nbsp;Commercial Metals Co | 1211 | 74 |
| &nbsp;&nbsp;&nbsp;Compass Minerals International Inc <sup>\*</sup> | 851 | 20 |
| &nbsp;&nbsp;&nbsp;Constellium SE, Cl A <sup>\*</sup> | 4520 | 111 |
| &nbsp;&nbsp;&nbsp;Corteva Inc | 885 | 74 |
| &nbsp;&nbsp;&nbsp;CRH PLC | 1464 | 154 |
| &nbsp;&nbsp;&nbsp;Crown Holdings Inc | 7063 | 708 |
| &nbsp;&nbsp;&nbsp;Dow Inc | 6392 | 266 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc | 1359 | 62 |
| &nbsp;&nbsp;&nbsp;Eagle Materials Inc | 126 | 24 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co | 1175 | 90 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc | 1333 | 355 |
| &nbsp;&nbsp;&nbsp;Element Solutions Inc | 3720 | 127 |
| &nbsp;&nbsp;&nbsp;FMC Corp | 2400 | 41 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc | 20422 | 1200 |
| &nbsp;&nbsp;&nbsp;Graphic Packaging Holding Co | 681 | 7 |
| &nbsp;&nbsp;&nbsp;Greif Inc, Cl A | 1122 | 75 |
| &nbsp;&nbsp;&nbsp;HB Fuller Co | 158 | 10 |
| &nbsp;&nbsp;&nbsp;Huntsman Corp | 475 | 6 |
| &nbsp;&nbsp;&nbsp;Ingevity Corp <sup>\*</sup> | 563 | 40 |
| &nbsp;&nbsp;&nbsp;Innospec Inc | 499 | 36 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc | 2307 | 167 |
| &nbsp;&nbsp;&nbsp;International Paper Co | 360 | 13 |
| &nbsp;&nbsp;&nbsp;James Hardie Industries PLC <sup>\*</sup> | 2137 | 41 |
| &nbsp;&nbsp;&nbsp;Knife River Corp <sup>\*</sup> | 96 | 8 |
| &nbsp;&nbsp;&nbsp;Linde PLC | 6164 | 3056 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Louisiana-Pacific Corp | 1155 | $84 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV, Cl A | 2182 | 176 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc | 397 | 234 |
| &nbsp;&nbsp;&nbsp;Metallus Inc <sup>\*</sup> | 5421 | 89 |
| &nbsp;&nbsp;&nbsp;Minerals Technologies Inc | 182 | 13 |
| &nbsp;&nbsp;&nbsp;Mosaic Co/The | 3590 | 92 |
| &nbsp;&nbsp;&nbsp;MP Materials Corp <sup>\*</sup> | 1514 | 73 |
| &nbsp;&nbsp;&nbsp;Newmont Corp | 17630 | 1909 |
| &nbsp;&nbsp;&nbsp;Novagold Resources Inc <sup>\*</sup> | 1266 | 11 |
| &nbsp;&nbsp;&nbsp;Nucor Corp | 864 | 146 |
| &nbsp;&nbsp;&nbsp;O-I Glass Inc, Cl I <sup>\*</sup> | 6696 | 70 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America | 101 | 21 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc | 1096 | 117 |
| &nbsp;&nbsp;&nbsp;Quaker Chemical Corp | 55 | 7 |
| &nbsp;&nbsp;&nbsp;Reliance Inc | 412 | 125 |
| &nbsp;&nbsp;&nbsp;Royal Gold Inc | 512 | 130 |
| &nbsp;&nbsp;&nbsp;Scotts Miracle-Gro Co/The | 163 | 10 |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp | 293 | 12 |
| &nbsp;&nbsp;&nbsp;Sensient Technologies Corp | 161 | 14 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co/The | 392 | 126 |
| &nbsp;&nbsp;&nbsp;Smurfit WestRock PLC | 336 | 13 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co | 185 | 10 |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp | 287 | 49 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc | 545 | 98 |
| &nbsp;&nbsp;&nbsp;Stepan Co | 138 | 7 |
| &nbsp;&nbsp;&nbsp;Sylvamo Corp | 32 | 1 |
| &nbsp;&nbsp;&nbsp;TriMas Corp | 1583 | 57 |
| &nbsp;&nbsp;&nbsp;Tronox Holdings PLC | 4385 | 43 |
| &nbsp;&nbsp;&nbsp;United States Lime & Minerals Inc | 490 | 64 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co | 407 | 111 |
| &nbsp;&nbsp;&nbsp;Warrior Met Coal Inc | 969 | 90 |
| &nbsp;&nbsp;&nbsp;Westlake Corp | 137 | 16 |
| &nbsp;&nbsp;&nbsp;Worthington Steel Inc | 223 | 7 |
|  |  | 13356 |
| **Real Estate — 2.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Acadia Realty Trust <sup>‡</sup> | 1946 | 37 |
| &nbsp;&nbsp;&nbsp;Agree Realty Corp <sup>‡</sup> | 736 | 56 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc <sup>‡</sup> | 846 | 39 |
| &nbsp;&nbsp;&nbsp;American Healthcare REIT Inc <sup>‡</sup> | 2298 | 108 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent, Cl A <sup>‡</sup> | 375 | 10 |
| &nbsp;&nbsp;&nbsp;American Tower Corp, Cl A <sup>‡</sup> | 1330 | 230 |
| &nbsp;&nbsp;&nbsp;Apple Hospitality REIT Inc <sup>‡</sup> | 718 | 8 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc <sup>‡</sup> | 3261 | 533 |
| &nbsp;&nbsp;&nbsp;Brandywine Realty Trust <sup>‡</sup> | 14492 | 39 |
| &nbsp;&nbsp;&nbsp;Brixmor Property Group Inc <sup>‡</sup> | 4703 | 135 |
| &nbsp;&nbsp;&nbsp;BXP Inc <sup>‡</sup> | 1468 | 76 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 125 | 12 |
| &nbsp;&nbsp;&nbsp;CareTrust REIT Inc <sup>‡</sup> | 2438 | 89 |
| &nbsp;&nbsp;&nbsp;CBRE Group Inc, Cl A <sup>\*</sup> | 9838 | 1333 |
| &nbsp;&nbsp;&nbsp;Community Healthcare Trust Inc <sup>‡</sup> | 1136 | 18 |
| &nbsp;&nbsp;&nbsp;Compass Inc, Cl A <sup>\*</sup> | 6636 | 49 |
| &nbsp;&nbsp;&nbsp;COPT Defense Properties <sup>‡</sup> | 3986 | 122 |
| &nbsp;&nbsp;&nbsp;CoStar Group Inc <sup>\*</sup> | 1627 | 66 |

---

New Covenant Funds 13

**SCHEDULE OF INVESTMENTS (Unaudited)** 

March 31, 2026

**New Covenant Growth Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Cousins Properties Inc <sup>‡</sup> | 289 | $7 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc <sup>‡</sup> | 1133 | 92 |
| &nbsp;&nbsp;&nbsp;CubeSmart <sup>‡</sup> | 377 | 14 |
| &nbsp;&nbsp;&nbsp;Curbline Properties Corp <sup>‡</sup> | 1866 | 48 |
| &nbsp;&nbsp;&nbsp;Cushman & Wakefield Ltd <sup>\*</sup> | 2593 | 32 |
| &nbsp;&nbsp;&nbsp;DiamondRock Hospitality Co <sup>‡</sup> | 4575 | 43 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust Inc <sup>‡</sup> | 640 | 115 |
| &nbsp;&nbsp;&nbsp;Douglas Emmett Inc <sup>‡</sup> | 448 | 4 |
| &nbsp;&nbsp;&nbsp;EastGroup Properties Inc <sup>‡</sup> | 306 | 57 |
| &nbsp;&nbsp;&nbsp;Empire State Realty Trust Inc, Cl A <sup>‡</sup> | 5592 | 29 |
| &nbsp;&nbsp;&nbsp;EPR Properties <sup>‡</sup> | 735 | 37 |
| &nbsp;&nbsp;&nbsp;Equinix Inc <sup>‡</sup> | 343 | 336 |
| &nbsp;&nbsp;&nbsp;Equity LifeStyle Properties Inc <sup>‡</sup> | 167 | 10 |
| &nbsp;&nbsp;&nbsp;Equity Residential <sup>‡</sup> | 1954 | 116 |
| &nbsp;&nbsp;&nbsp;Essential Properties Realty Trust Inc <sup>‡</sup> | 2028 | 62 |
| &nbsp;&nbsp;&nbsp;Essex Property Trust Inc <sup>‡</sup> | 454 | 110 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage Inc <sup>‡</sup> | 634 | 83 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust <sup>‡</sup> | 114 | 12 |
| &nbsp;&nbsp;&nbsp;First Industrial Realty Trust Inc <sup>‡</sup> | 263 | 15 |
| &nbsp;&nbsp;&nbsp;Four Corners Property Trust Inc <sup>‡</sup> | 1848 | 44 |
| &nbsp;&nbsp;&nbsp;Gaming and Leisure Properties Inc <sup>‡</sup> | 283 | 13 |
| &nbsp;&nbsp;&nbsp;Healthcare Realty Trust Inc, Cl A <sup>‡</sup> | 392 | 7 |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc <sup>‡</sup> | 5007 | 82 |
| &nbsp;&nbsp;&nbsp;Highwoods Properties Inc <sup>‡</sup> | 247 | 5 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts Inc <sup>‡</sup> | 5040 | 97 |
| &nbsp;&nbsp;&nbsp;Howard Hughes Holdings Inc <sup>\*</sup> | 795 | 50 |
| &nbsp;&nbsp;&nbsp;Hudson Pacific Properties Inc <sup>\*</sup><sup>‡</sup> | 354 | 2 |
| &nbsp;&nbsp;&nbsp;Innovative Industrial Properties Inc, Cl A <sup>‡</sup> | 59 | 3 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Inc <sup>‡</sup> | 1509 | 38 |
| &nbsp;&nbsp;&nbsp;Iron Mountain Inc <sup>‡</sup> | 1014 | 104 |
| &nbsp;&nbsp;&nbsp;JBG SMITH Properties <sup>‡</sup> | 2065 | 30 |
| &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc <sup>\*</sup> | 881 | 268 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty Corp <sup>‡</sup> | 2593 | 73 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp <sup>‡</sup> | 7790 | 175 |
| &nbsp;&nbsp;&nbsp;Kite Realty Group Trust <sup>‡</sup> | 3286 | 81 |
| &nbsp;&nbsp;&nbsp;Lamar Advertising Co, Cl A <sup>‡</sup> | 1059 | 134 |
| &nbsp;&nbsp;&nbsp;LTC Properties Inc <sup>‡</sup> | 1142 | 42 |
| &nbsp;&nbsp;&nbsp;LXP Industrial Trust <sup>‡</sup> | 193 | 9 |
| &nbsp;&nbsp;&nbsp;Macerich Co/The <sup>‡</sup> | 5508 | 104 |
| &nbsp;&nbsp;&nbsp;Marcus & Millichap Inc | 1380 | 37 |
| &nbsp;&nbsp;&nbsp;Medical Properties Trust Inc <sup>‡</sup> | 2513 | 12 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities Inc <sup>‡</sup> | 318 | 39 |
| &nbsp;&nbsp;&nbsp;Millrose Properties Inc <sup>‡</sup> | 61 | 2 |
| &nbsp;&nbsp;&nbsp;NET Lease Office Properties <sup>‡</sup> | 10 |  |
| &nbsp;&nbsp;&nbsp;Newmark Group Inc, Cl A | 3753 | 56 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc <sup>‡</sup> | 1229 | 54 |
| &nbsp;&nbsp;&nbsp;Outfront Media Inc <sup>‡</sup> | 1942 | 51 |
| &nbsp;&nbsp;&nbsp;Park Hotels & Resorts Inc <sup>‡</sup> | 1996 | 21 |
| &nbsp;&nbsp;&nbsp;Pebblebrook Hotel Trust <sup>‡</sup> | 1899 | 24 |
| &nbsp;&nbsp;&nbsp;Piedmont Realty Trust Inc, Cl A <sup>‡</sup> | 2333 | 15 |
| &nbsp;&nbsp;&nbsp;Prologis Inc <sup>‡</sup> | 13727 | 1814 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 384 | 104 |
| &nbsp;&nbsp;&nbsp;Rayonier Inc <sup>‡</sup> | 2160 | 45 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;RE/MAX Holdings Inc, Cl A <sup>\*</sup> | 1292 | $7 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp <sup>‡</sup> | 2112 | 129 |
| &nbsp;&nbsp;&nbsp;Regency Centers Corp <sup>‡</sup> | 16124 | 1220 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty Inc <sup>‡</sup> | 241 | 8 |
| &nbsp;&nbsp;&nbsp;RLJ Lodging Trust <sup>‡</sup> | 2849 | 21 |
| &nbsp;&nbsp;&nbsp;RMR Group Inc/The, Cl A | 1095 | 17 |
| &nbsp;&nbsp;&nbsp;Ryman Hospitality Properties Inc <sup>‡</sup> | 577 | 53 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care REIT Inc <sup>‡</sup> | 5693 | 109 |
| &nbsp;&nbsp;&nbsp;Safehold Inc <sup>‡</sup> | 968 | 13 |
| &nbsp;&nbsp;&nbsp;SBA Communications Corp, Cl A <sup>‡</sup> | 684 | 118 |
| &nbsp;&nbsp;&nbsp;Seaport Entertainment Group Inc <sup>\*</sup> | 88 | 2 |
| &nbsp;&nbsp;&nbsp;Service Properties Trust <sup>‡</sup> | 483 | 1 |
| &nbsp;&nbsp;&nbsp;Simon Property Group Inc <sup>‡</sup> | 698 | 130 |
| &nbsp;&nbsp;&nbsp;SITE Centers Corp <sup>‡</sup> | 933 | 5 |
| &nbsp;&nbsp;&nbsp;SL Green Realty Corp <sup>‡</sup> | 2468 | 91 |
| &nbsp;&nbsp;&nbsp;St Joe Co/The | 460 | 29 |
| &nbsp;&nbsp;&nbsp;STAG Industrial Inc <sup>‡</sup> | 359 | 13 |
| &nbsp;&nbsp;&nbsp;Summit Hotel Properties Inc <sup>‡</sup> | 4173 | 18 |
| &nbsp;&nbsp;&nbsp;Sun Communities Inc <sup>‡</sup> | 272 | 34 |
| &nbsp;&nbsp;&nbsp;Tanger Inc <sup>‡</sup> | 647 | 22 |
| &nbsp;&nbsp;&nbsp;UDR Inc <sup>‡</sup> | 250 | 8 |
| &nbsp;&nbsp;&nbsp;Urban Edge Properties <sup>‡</sup> | 2679 | 54 |
| &nbsp;&nbsp;&nbsp;Ventas Inc <sup>‡</sup> | 2183 | 179 |
| &nbsp;&nbsp;&nbsp;VICI Properties Inc, Cl A <sup>‡</sup> | 3317 | 91 |
| &nbsp;&nbsp;&nbsp;Vornado Realty Trust <sup>‡</sup> | 2903 | 75 |
| &nbsp;&nbsp;&nbsp;Welltower Inc <sup>‡</sup> | 3308 | 654 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co <sup>‡</sup> | 17005 | 415 |
| &nbsp;&nbsp;&nbsp;WP Carey Inc <sup>‡</sup> | 149 | 10 |
| &nbsp;&nbsp;&nbsp;Xenia Hotels & Resorts Inc <sup>‡</sup> | 2347 | 35 |
| &nbsp;&nbsp;&nbsp;Zillow Group Inc, Cl A <sup>\*</sup> | 3500 | 145 |
| &nbsp;&nbsp;&nbsp;Zillow Group Inc, Cl C <sup>\*</sup> | 230 | 10 |
|  |  | 11533 |
| **Utilities — 2.5%** |  |  |
| &nbsp;&nbsp;&nbsp;AES Corp/The | 5282 | 74 |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp | 213 | 15 |
| &nbsp;&nbsp;&nbsp;Ameren Corp | 141 | 16 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co Inc | 8825 | 1157 |
| &nbsp;&nbsp;&nbsp;American States Water Co | 580 | 44 |
| &nbsp;&nbsp;&nbsp;American Water Works Co Inc | 2717 | 370 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp | 461 | 85 |
| &nbsp;&nbsp;&nbsp;Avista Corp | 2860 | 115 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp | 1470 | 102 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Corp, Cl A | 1827 | 72 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Corp | 2803 | 112 |
| &nbsp;&nbsp;&nbsp;California Water Service Group | 1995 | 90 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc | 434 | 19 |
| &nbsp;&nbsp;&nbsp;Clearway Energy Inc, Cl A | 3206 | 126 |
| &nbsp;&nbsp;&nbsp;Clearway Energy Inc, Cl C | 456 | 18 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp | 4980 | 386 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Inc | 7823 | 885 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp | 1248 | 349 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc | 2121 | 131 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co | 876 | 128 |

---

14 New Covenant Funds

**SCHEDULE OF INVESTMENTS (Unaudited)** 

March 31, 2026

**New Covenant Growth Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value <br> ($ Thousands) |
| **COMMON STOCK<sup>††</sup> (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp | 11833 | $1549 |
| &nbsp;&nbsp;&nbsp;Edison International | 3288 | 241 |
| &nbsp;&nbsp;&nbsp;Entergy Corp | 4552 | 511 |
| &nbsp;&nbsp;&nbsp;Essential Utilities Inc | 331 | 13 |
| &nbsp;&nbsp;&nbsp;Evergy Inc | 180 | 15 |
| &nbsp;&nbsp;&nbsp;Eversource Energy | 10983 | 761 |
| &nbsp;&nbsp;&nbsp;Exelon Corp | 14031 | 688 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Corp | 1531 | 78 |
| &nbsp;&nbsp;&nbsp;H2O America | 716 | 42 |
| &nbsp;&nbsp;&nbsp;Hawaiian Electric Industries Inc <sup>\*</sup> | 249 | 4 |
| &nbsp;&nbsp;&nbsp;IDACORP Inc, Cl Rights | 108 | 15 |
| &nbsp;&nbsp;&nbsp;MDU Resources Group Inc | 386 | 8 |
| &nbsp;&nbsp;&nbsp;MGE Energy Inc | 631 | 49 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co | 223 | 21 |
| &nbsp;&nbsp;&nbsp;New Jersey Resources Corp | 1111 | 61 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Inc | 26367 | 2449 |
| &nbsp;&nbsp;&nbsp;NiSource Inc | 419 | 20 |
| &nbsp;&nbsp;&nbsp;Northwest Natural Holding Co | 699 | 37 |
| &nbsp;&nbsp;&nbsp;Northwestern Energy Group Inc | 1598 | 105 |
| &nbsp;&nbsp;&nbsp;NRG Energy Inc | 323 | 47 |
| &nbsp;&nbsp;&nbsp;OGE Energy Corp | 261 | 13 |
| &nbsp;&nbsp;&nbsp;Oklo Inc, Cl A <sup>\*</sup> | 1163 | 58 |
| &nbsp;&nbsp;&nbsp;ONE Gas Inc | 1415 | 122 |
| &nbsp;&nbsp;&nbsp;Ormat Technologies Inc | 644 | 72 |
| &nbsp;&nbsp;&nbsp;PG&E Corp | 692 | 12 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp | 1420 | 143 |
| &nbsp;&nbsp;&nbsp;Portland General Electric Co | 894 | 47 |
| &nbsp;&nbsp;&nbsp;PPL Corp | 2577 | 98 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc | 210 | 17 |
| &nbsp;&nbsp;&nbsp;Sempra | 1258 | 122 |
| &nbsp;&nbsp;&nbsp;Southern Co/The | 3534 | 341 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Holdings Inc | 1209 | 105 |
| &nbsp;&nbsp;&nbsp;Talen Energy Corp <sup>\*</sup> | 324 | 103 |
| &nbsp;&nbsp;&nbsp;TXNM Energy Inc | 975 | 57 |
| &nbsp;&nbsp;&nbsp;UGI Corp | 253 | 9 |
| &nbsp;&nbsp;&nbsp;Vistra Corp | 3895 | 586 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group Inc | 1179 | 137 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc | 1637 | 130 |
|  |  | 13180 |
| Total Common Stock |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $190,803) ($ Thousands) |  | 512403 |
|  | Number of <br> Rights |  |
| **RIGHTS — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Abiomed Inc \*<sup><sup>‡‡</sup></sup>(A) | 332 |  |
| &nbsp;&nbsp;&nbsp;Novo Nordisk AS \*<sup><sup>‡‡</sup></sup> | 913 | 1 |
| Total Rights |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $—) ($ Thousands) |  | 1 |

---

---

| | | |
|:---|:---|:---|
| Description | Number of <br> Warrants | Market Value <br> ($ Thousands) |
| **WARRANTS — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Xerox Holdings Corp, Expires 02/17/2028<sup>\*</sup> | 1 | $– |
| Total Warrants |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $—) ($ Thousands) |  | – |
|  | Shares |  |
| **CASH EQUIVALENT — 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Institutional Class |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.540%<sup>\*\*†</sup> | 4224046 | 4224 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $4,224) ($ Thousands) |  | 4224 |
| Total Investments in Securities — 99.6% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $195,027) ($ Thousands) |  | $516628 |

---

New Covenant Funds 15

**SCHEDULE OF INVESTMENTS (Unaudited)**

March 31, 2026

**New Covenant Growth Fund** (Concluded)

A list of the open futures contracts held by the Fund at March 31, 2026, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration<br> Date** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Unrealized<br> Depreciation(Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Russell 2000 Index E-Mini | 6 | Jun-2026 | $763 | $753 | $(10) |
| &nbsp;&nbsp;&nbsp;S&P 500 Index E-Mini | 12 | Jun-2026 | 3992 | 3943 | (49) |
|  |  |  | $4755 | $4696 | $(59) |

---

Percentages are based on Net Assets of $518,443 ($ Thousands).

<sup>\*</sup> Non-income producing security.

<sup>\*\*</sup> The rate reported is the 7-day effective yield as of March 31, 2026.

<sup>†</sup> Investment in Affiliated Security.

<sup>††</sup> Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.

<sup>‡</sup> Real Estate Investment Trust. <br> <sup>‡‡</sup> Expiration date not available.

&nbsp;&nbsp;&nbsp;&nbsp;(A) Security
is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

The following is a summary of the transactions with affiliates for the period ended March 31, 2026 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description** | **Value 6/30/2025** | **Purchases at Cost** | **Proceeds from<br> Sales** | **Realized Gain/<br> (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> (Depreciation)** | **Value<br> 3/31/2026** | **Income** | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Institutional Class | $5913 | $32400 | $(34089) | $— | $— | $4224 | $122 | $— |

---

Amounts designated as "—" are either $0 or have been rounded to $0.

See "Glossary" for abbreviations.

16 New Covenant Funds

**SCHEDULE OF INVESTMENTS (Unaudited)**

March 31, 2026

**New Covenant Income Fund**

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES — 44.4%** | **MORTGAGE-BACKED SECURITIES — 44.4%** | **MORTGAGE-BACKED SECURITIES — 44.4%** |
| **Agency Mortgage-Backed Obligations — 36.1%** | **Agency Mortgage-Backed Obligations — 36.1%** | **Agency Mortgage-Backed Obligations — 36.1%** |
| &nbsp;&nbsp;&nbsp;FHLMC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/01/2035 | $171 | $177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.276%, US0012M + 1.598%, 06/01/2047(A) | 159 | 165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.214%, US0012M + 1.625%, 10/01/2046(A) | 270 | 279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 03/01/2035 | 341 | 351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/01/2036 to 09/01/2053 | 1318 | 1340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/01/2035 to 01/01/2055 | 4229 | 4204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2038 to 10/01/2053 | 3790 | 3710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/01/2037 to 02/01/2053 | 3972 | 3781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/01/2042 to 11/01/2052 | 2715 | 2515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/01/2043 to 06/01/2052 | 3552 | 3184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/01/2030 to 01/01/2054 | 6002 | 5202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/01/2040 to 04/01/2052 | 3985 | 3280 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser 1515, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.505%, 02/25/2035(A) | 2260 | 212 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K118, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.945%, 09/25/2030(A) | 13400 | 472 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K740, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.720%, 09/25/2027(A) | 7617 | 63 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KG06, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.532%, 10/25/2031(A) | 6476 | 154 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.162%, SOFR30A + 1.500%, 10/25/2041(A)(B) | 172 | 173 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.962%, SOFR30A + 1.300%, 02/25/2042(A)(B) | 12 | 12 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2014-4391, Cl MZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2044 | 141 | 129 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2018-4813, Cl CJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2048 | 25 | 22 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2020-4980, Cl KI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/25/2050 | 355 | 83 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2022-5224, Cl HL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/25/2052 | 300 | 278 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2023-5293, Cl IO, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/25/2051 | 811 | 102 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2024-5473, Cl BF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.962%, SOFR30A + 1.300%, 11/25/2054(A) | 379 | 381 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 11/01/2037 to 11/01/2038 | 10 | 11 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/01/2038 | 17 | 18 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.278%, US0012M + 1.700%, 03/01/2036(A) | $15 | $15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.893%, 01/01/2036(A) | 17 | 17 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/01/2035 to 11/01/2053 | 2131 | 2168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/01/2047 to 11/01/2054 | 5802 | 5803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/01/2035 to 08/01/2058 | 6148 | 6013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/01/2038 to 06/01/2057 | 8402 | 8031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/01/2036 to 03/01/2057 | 6636 | 6215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/01/2035 to 03/01/2052 | 5092 | 4595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/01/2035 to 09/01/2061 | 10225 | 8921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 07/01/2031 to 04/01/2052 | 7610 | 6303 |
| &nbsp;&nbsp;&nbsp;FNMA or FHLMC TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 05/15/2056 | 3275 | 2636 |
| &nbsp;&nbsp;&nbsp;FNMA TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2056 | 575 | 578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/15/2056 | 3625 | 3575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2056 | 4675 | 4511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/01/2039 to 04/15/2056 | 3875 | 3655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/15/2056 | 7950 | 7281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2056 | 800 | 702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/01/2043 | 4125 | 3466 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2003-W2, Cl 2A9 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 07/25/2042 | 193 | 194 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2005-29, Cl ZA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/25/2035 | 58 | 60 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2012-118, Cl VZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/25/2042 | 101 | 92 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2014-6, Cl Z |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/25/2044 | 123 | 109 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2018-74, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2048 | 52 | 48 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2020-47, Cl GZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 07/25/2050 | 112 | 68 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2020-56, Cl AQ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/25/2050 | 196 | 158 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2020-57, Cl TA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 04/25/2050 | 75 | 66 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2023-2, Cl CI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/25/2050 | 807 | 101 |
| &nbsp;&nbsp;&nbsp;GNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/20/2037 to 05/20/2053 | 1572 | 1596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 12/20/2038 to 11/20/2053 | 1720 | 1722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 09/15/2034 | 530 | 527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/20/2040 to 12/20/2050 | 1313 | 1296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/15/2041 to 11/20/2049 | 1323 | 1264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/20/2044 to 06/20/2052 | 1206 | 1121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/20/2052 | 75 | 67 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/20/2051 to 09/20/2051 | 2502 | 2155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 02/20/2052 | 990 | 818 |
| &nbsp;&nbsp;&nbsp;GNMA TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2056 | 325 | 327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/15/2056 | 600 | 594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2056 | 150 | 145 |

---

New Covenant Funds 17

**SCHEDULE OF INVESTMENTS (Unaudited)**

March 31, 2026

**New Covenant Income Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/15/2045 | $| 2550 | $| 2388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/15/2041 |  | 1625 |  | 1483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/15/2056 |  | 400 |  | 357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/15/2048 |  | 2525 |  | 2172 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 108, Cl IO, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.971%, 06/16/2061(A) |  | 3109 |  | 217 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 113, Cl IO, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.137%, 02/16/2058(A) |  | 3307 |  | 196 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 182, Cl IA, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 06/16/2063 |  | 4687 |  | 200 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-34, Cl SA, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.261%, 03/20/2042(A) |  | 12 |  | 1 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2018-168, Cl PA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/20/2048 |  | 33 |  | 32 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2021-188, Cl PA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/20/2051 |  | 166 |  | 138 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-189, Cl PT |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2051 |  | 157 |  | 132 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-9, Cl GA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/20/2052 |  | 134 |  | 111 |
|  |  |  |  | 124738 |
| **Non-Agency Mortgage-Backed Obligations — 8.3%** | **Non-Agency Mortgage-Backed Obligations — 8.3%** | **Non-Agency Mortgage-Backed Obligations — 8.3%** | **Non-Agency Mortgage-Backed Obligations — 8.3%** | **Non-Agency Mortgage-Backed Obligations — 8.3%** |
| &nbsp;&nbsp;&nbsp;280 Park Avenue Mortgage Trust, Ser 2017-280P, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, US0001M + 0.880%, 09/15/2034(A)(B) |  | 130 |  | 129 |
| &nbsp;&nbsp;&nbsp;ACRA Trust, Ser 2024-NQM1, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.608%, 10/25/2064(B)(C) |  | 567 |  | 568 |
| &nbsp;&nbsp;&nbsp;ALA Trust 2025-OANA, Ser OANA, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.416%, TSFR1M + 1.743%, 06/15/2040(A)(B) |  | 425 |  | 426 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust 2026-1, Ser 2026-1, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.747%, 02/25/2071(A)(B) |  | 423 |  | 419 |
| &nbsp;&nbsp;&nbsp;BANK 2021-BNK36, Ser BN36, Cl A5 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.470%, 09/15/2064 |  | 410 |  | 365 |
| &nbsp;&nbsp;&nbsp;BANK 2022-BNK42, Ser BNK42, Cl A5 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.493%, 06/15/2055(A) |  | 450 |  | 438 |
| &nbsp;&nbsp;&nbsp;BANK5 2023-5YR3, Ser 5YR3, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.255%, 09/15/2056 |  | 400 |  | 411 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust 2024-5C29, Ser 5C29, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.208%, 09/15/2057 |  | 854 |  | 869 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser 5C25, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.946%, 03/15/2057 |  | 759 |  | 784 |
| &nbsp;&nbsp;&nbsp;Benchmark 2024-V6 Mortgage Trust, Ser V6, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.926%, 03/15/2057 |  | 819 |  | 845 |
| &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust, Ser 2021-B26, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.391%, 06/15/2054 |  | 604 |  | 571 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;BMO 2026-C14 Mortgage Trust, Ser C14, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.317%, 02/15/2059 | $510 | $516 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.970%, 03/25/2060(A)(B) | 5 | 4 |
| &nbsp;&nbsp;&nbsp;BSTN Commercial Mortgage Trust 2025-1C, Ser 1C, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.011%, 06/15/2044(A)(B) | 294 | 299 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser XL4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.115%, TSFR1M + 1.442%, 02/15/2039(A)(B) | 663 | 664 |
| &nbsp;&nbsp;&nbsp;BX Trust 2025-VOLT, Ser VOLT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.373%, TSFR1M + 1.700%, 12/15/2044(A)(B) | 567 | 565 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser CLS, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.760%, 10/13/2027(B) | 463 | 465 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser VLT4, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.613%, TSFR1M + 1.941%, 06/15/2041(A)(B) | 250 | 248 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser VLT6, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.116%, TSFR1M + 1.443%, 03/15/2042(A)(B) | 518 | 514 |
| &nbsp;&nbsp;&nbsp;Chase Home Lending Mortgage Trust 2024-9, Ser 2024-9, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/25/2055(A)(B) | 390 | 390 |
| &nbsp;&nbsp;&nbsp;Chase Home Lending Mortgage Trust 2025-5, Ser 2025-5, Cl A4A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/25/2056(A)(B) | 335 | 335 |
| &nbsp;&nbsp;&nbsp;Chase Home Lending Mortgage Trust Series 2025-12, Ser 2025-12, Cl A4A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/25/2056(A)(B) | 746 | 747 |
| &nbsp;&nbsp;&nbsp;Chase Home Lending Mortgage Trust, Ser 2024-8, Cl A6A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/25/2055(A)(B) | 94 | 93 |
| &nbsp;&nbsp;&nbsp;CHI Commercial Mortgage Trust, Ser SFT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.117%, 04/15/2042(A)(B) | 450 | 456 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2016-P6, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.512%, 12/10/2049 | 80 | 80 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2022-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.994%, 02/25/2067(B)(C) | 62 | 59 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.312%, SOFR30A + 1.650%, 12/25/2041(A)(B) | 436 | 436 |
| &nbsp;&nbsp;&nbsp;Cross Mortgage Trust, Ser 2024-H6, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.129%, 09/25/2069(A)(B) | 363 | 363 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2021-NQM3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.632%, 04/25/2066(A)(B) | 103 | 91 |

---

18 New Covenant Funds

**SCHEDULE OF INVESTMENTS (Unaudited)**

March 31, 2026

**New Covenant Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2021-NQM5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.938%, 05/25/2066(A)(B) | $659 | $544 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2021-NQM7, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.756%, 10/25/2066(A)(B) | 69 | 61 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2022-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.265%, 11/25/2066(A)(B) | 290 | 263 |
| &nbsp;&nbsp;&nbsp;DC Commercial Mortgage Trust, Ser 2023-DC, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.314%, 09/12/2040(B) | 410 | 418 |
| &nbsp;&nbsp;&nbsp;Deephaven Residential Mortgage Trust, Ser 2022-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.205%, 01/25/2067(A)(B) | 190 | 176 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.931%, 06/25/2066(A)(B) | 216 | 184 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Mortgage Trust, Ser 2022-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.206%, 01/25/2067(A)(B) | 72 | 65 |
| &nbsp;&nbsp;&nbsp;FRESB Mortgage Trust, Ser 2018-SB48, Cl A10F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.361%, 02/25/2028(A) | 301 | 295 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser GC45, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.911%, 02/13/2053 | 889 | 839 |
| &nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust 2025-PJ4, Ser 2025-PJ4, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/25/2055(A)(B) | 295 | 295 |
| &nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust 2025-PJ7, Ser 2025-PJ7, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/25/2055(A)(B) | 362 | 362 |
| &nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 10/25/2057(B) | 75 | 74 |
| &nbsp;&nbsp;&nbsp;HILT COMMERCIAL MORTGAGE TRUST, Ser ORL, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.214%, TSFR1M + 1.541%, 05/15/2037(A)(B) | 400 | 400 |
| &nbsp;&nbsp;&nbsp;Homes Trust, Ser 2024-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.717%, 10/25/2069(B)(C) | 352 | 354 |
| &nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust Series 2025-11, Ser 2025-11, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 05/25/2056(A)(B) | 785 | 786 |
| &nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Ser 2025-5MPR, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.592%, 11/25/2055(B)(C) | 121 | 121 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser NINE, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.854%, 09/06/2038(A)(B) | 510 | 506 |
| &nbsp;&nbsp;&nbsp;JPMorgan Commercial Mortgage Securities Trust, Ser 2014-C25, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.672%, 11/15/2047 | 32 | 31 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2024-4, Cl A4A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 10/25/2054(A)(B) | 155 | 155 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2025-1, Cl A4A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/25/2055(A)(B) | $362 | $362 |
| &nbsp;&nbsp;&nbsp;LBTY Commercial Mortgage Trust 2026-225L, Ser 225L, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.593%, 02/10/2043(A)(B) | 357 | 352 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/25/2069(A)(B) | 85 | 83 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1, Ser 5C1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.635%, 03/15/2058 | 828 | 854 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2017-C34, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.354%, 11/15/2052 | 159 | 158 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust, Ser C30, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 09/15/2049 | 77 | 76 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Residential Mortgage Loan Trust, Ser 2025-1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/25/2055(A)(B) | 271 | 272 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust 2026-NQM2, Ser 2026-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.743%, 12/25/2065(A)(B) | 425 | 421 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2018-RPL1, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/25/2057(A)(B) | 240 | 207 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/25/2059(A)(B) | 154 | 149 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 09/25/2059(A)(B) | 154 | 150 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.492%, 09/25/2059(A)(B) | 47 | 45 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.156%, 11/27/2056(A)(B) | 62 | 57 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.516%, 11/27/2056(A)(B) | 41 | 37 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/25/2062(B)(C) | 257 | 256 |
| &nbsp;&nbsp;&nbsp;NYC Trust, Ser 3ELV, Cl A 5.664%, TSFR1M + 1.991%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/2029(A)(B) | 475 | 476 |
| &nbsp;&nbsp;&nbsp;NYO Commercial Mortgage Trust, Ser 1290, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.883%, TSFR1M + 1.209%, 11/15/2038(A)(B) | 345 | 344 |
| &nbsp;&nbsp;&nbsp;OBX 2025-J3 Trust, Ser 2025-J3, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/25/2055(A)(B) | 448 | 445 |

---

New Covenant Funds 19

**SCHEDULE OF INVESTMENTS (Unaudited)**

March 31, 2026

**New Covenant Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.101%, 05/25/2061(A)(B) | $192 | $158 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2021-NQM2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.563%, 05/25/2061(A)(B) | 159 | 132 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.054%, 07/25/2061(A)(B) | 100 | 84 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2021-NQM4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.957%, 10/25/2061(A)(B) | 172 | 149 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2022-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.305%, 11/25/2061(A)(B) | 254 | 230 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2024-NQM1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 12/25/2064(B)(C) | 456 | 458 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2024-NQM11, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.230%, 06/25/2064(B)(C) | 148 | 150 |
| &nbsp;&nbsp;&nbsp;PCY Trust 2026-FCMT, Ser FCMT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.153%, 04/05/2041(A)(B) | 527 | 527 |
| &nbsp;&nbsp;&nbsp;PMT Loan Trust 2026-CNF3, Ser 2026-CNF3, Cl A23 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.122%, SOFR30A + 1.450%, 04/25/2057(A)(B) | 310 | 310 |
| &nbsp;&nbsp;&nbsp;PMT Loan Trust 2026-INV3, Ser 2026-INV3, Cl A36 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.021%, SOFR30A + 1.350%, 02/25/2057(A)(B) | 430 | 429 |
| &nbsp;&nbsp;&nbsp;PRKCM Trust, Ser 2021-AFC1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.510%, 08/25/2056(A)(B) | 140 | 121 |
| &nbsp;&nbsp;&nbsp;PRKCM Trust, Ser 2021-AFC2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.071%, 11/25/2056(A)(B) | 106 | 94 |
| &nbsp;&nbsp;&nbsp;PRPM 2023-RCF2, Ser 2023-RCF2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/25/2053(B)(C) | 465 | 458 |
| &nbsp;&nbsp;&nbsp;PRPM 2024-RPL1, Ser 2024-RPL1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 12/25/2064(B)(C) | 436 | 430 |
| &nbsp;&nbsp;&nbsp;RCKT Mortgage Trust, Ser 2024-INV1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/25/2054(A)(B) | 70 | 72 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2024-4, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/25/2054(A)(B) | 172 | 172 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2024-6, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 07/27/2054(A)(B) | 199 | 200 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2025-2, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/25/2055(A)(B) | 300 | 300 |
| &nbsp;&nbsp;&nbsp;SG Residential Mortgage Trust, Ser 2022-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.166%, 03/27/2062(A)(B) | 298 | 283 |
| &nbsp;&nbsp;&nbsp;SLG Office Trust, Ser 2021-OVA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.585%, 07/15/2041(B) | 510 | 454 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2019-HY2, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.693%, US0001M + 1.900%, 05/25/2058(A)(B) | 100 | 100 |
| &nbsp;&nbsp;&nbsp;TRTX, Ser 2025-FL6, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.216%, TSFR1M + 1.537%, 09/18/2042(A)(B) | 513 | 514 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust, Ser C16, Cl ASB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.460%, 04/15/2052 | $| 172 | $| 170 |
|  |  |  |  | 28818 |
| Total Mortgage-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $158,080) ($ Thousands) |  |  |  | 153556 |
| **U.S. TREASURY OBLIGATIONS — 33.9%** | **U.S. TREASURY OBLIGATIONS — 33.9%** | **U.S. TREASURY OBLIGATIONS — 33.9%** | **U.S. TREASURY OBLIGATIONS — 33.9%** | **U.S. TREASURY OBLIGATIONS — 33.9%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bills |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.638%, 04/07/2026 (D) |  | 1375 |  | 1374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.633%, 05/21/2026 (D) |  | 3455 |  | 3438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 05/07/2026 (D) |  | 3455 |  | 3442 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Inflation Indexed Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 07/15/2035 |  | 1328 |  | 1322 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/31/2033 |  | 4910 |  | 4944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/15/2034 |  | 2425 |  | 2424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 05/15/2035 |  | 2725 |  | 2718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 02/15/2036 |  | 943 |  | 928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/31/2030 |  | 2263 |  | 2271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2035 |  | 1040 |  | 1014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 03/31/2028 |  | 32690 |  | 32739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 03/31/2031 |  | 27380 |  | 27292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 08/31/2030 |  | 12397 |  | 12245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/15/2028 |  | 2890 |  | 2868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/15/2028 |  | 1058 |  | 1049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2029 |  | 2583 |  | 2561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/15/2029 |  | 7711 |  | 7643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/30/2030 |  | 4364 |  | 4284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/28/2031 |  | 1534 |  | 1504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/29/2028 |  | 1225 |  | 1215 |
| Total U.S. Treasury Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $117,482) ($ Thousands) |  |  |  | 117275 |
| **CORPORATE OBLIGATIONS — 19.0%** | **CORPORATE OBLIGATIONS — 19.0%** | **CORPORATE OBLIGATIONS — 19.0%** | **CORPORATE OBLIGATIONS — 19.0%** | **CORPORATE OBLIGATIONS — 19.0%** |
| **Communication Services — 1.1%** | **Communication Services — 1.1%** | **Communication Services — 1.1%** | **Communication Services — 1.1%** | **Communication Services — 1.1%** |
| &nbsp;&nbsp;&nbsp;AT&T |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 08/15/2030 |  | 289 |  | 291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/01/2027 |  | 150 |  | 150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 12/01/2033 |  | 472 |  | 400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 06/01/2027 |  | 120 |  | 117 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 04/01/2033 |  | 510 |  | 477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/15/2028 |  | 200 |  | 196 |
| &nbsp;&nbsp;&nbsp;Discovery Global Holdings |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.054%, 03/15/2029 |  | 60 |  | 58 |
| &nbsp;&nbsp;&nbsp;Meta Platforms |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/15/2035 |  | 590 |  | 579 |

---

20 New Covenant Funds

**SCHEDULE OF INVESTMENTS (Unaudited)**

March 31, 2026

**New Covenant Income Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;T-Mobile USA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2027 | $| 20 | $| 20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/15/2031 |  | 180 |  | 170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 04/15/2029 |  | 219 |  | 212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 02/15/2031 |  | 204 |  | 186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 02/15/2028 |  | 20 |  | 19 |
| &nbsp;&nbsp;&nbsp;Verizon Communications |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 03/21/2031 |  | 664 |  | 603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.355%, 03/15/2032 |  | 546 |  | 477 |
|  |  |  |  | 3955 |
| **Consumer Discretionary — 1.3%** | **Consumer Discretionary — 1.3%** | **Consumer Discretionary — 1.3%** | **Consumer Discretionary — 1.3%** | **Consumer Discretionary — 1.3%** |
| &nbsp;&nbsp;&nbsp;Amazon.com |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 04/13/2027 |  | 140 |  | 139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 08/22/2027 |  | 470 |  | 464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 06/03/2027 |  | 20 |  | 20 |
| &nbsp;&nbsp;&nbsp;AutoNation |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/01/2032 |  | 95 |  | 88 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines Pass-Through Trust, Ser 2015-1, Cl AA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 07/30/2027 |  | 357 |  | 352 |
| &nbsp;&nbsp;&nbsp;Ferguson Finance |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/24/2028 (B) |  | 459 |  | 457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/02/2030 (B) |  | 851 |  | 801 |
| &nbsp;&nbsp;&nbsp;Home Depot |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/15/2027 |  | 450 |  | 443 |
| &nbsp;&nbsp;&nbsp;Honda Motor |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.534%, 03/10/2027 |  | 632 |  | 621 |
| &nbsp;&nbsp;&nbsp;Hyatt Hotels |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/30/2028 |  | 255 |  | 257 |
| &nbsp;&nbsp;&nbsp;McDonald's MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 04/01/2028 |  | 280 |  | 278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/01/2027 |  | 10 |  | 10 |
| &nbsp;&nbsp;&nbsp;Starbucks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 05/15/2030 |  | 420 |  | 425 |
| &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 03/25/2032 (B) |  | 230 |  | 234 |
|  |  |  |  | 4589 |
| **Consumer Staples — 0.5%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Ashtead Capital |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 04/15/2034 (B) |  | 700 |  | 714 |
| &nbsp;&nbsp;&nbsp;Kroger |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.700%, 06/01/2029 |  | 565 |  | 615 |
| &nbsp;&nbsp;&nbsp;Rentokil Terminix Funding |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/28/2030 (B) |  | 453 |  | 455 |
|  |  |  |  | 1784 |
| **Energy — 0.3%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Cheniere Energy |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 04/15/2034 |  | 518 |  | 533 |
| &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.036%, 11/15/2033 (B) |  | 250 |  | 264 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Energy Transfer |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/15/2028 | $10 | $10 |
| &nbsp;&nbsp;&nbsp;Williams |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/15/2027 | 390 | 387 |
|  |  | 1194 |
| **Financials — 8.3%** |  |  |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/29/2028 | 1226 | 1180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 10/29/2026 | 190 | 188 |
| &nbsp;&nbsp;&nbsp;American Express |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.016%, SOFR + 1.440%, 04/25/2031 (A) | 520 | 529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.918%, SOFR + 1.220%, 07/20/2033 (A) | 630 | 631 |
| &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 01/15/2029 (B) | 346 | 335 |
| &nbsp;&nbsp;&nbsp;Aviation Capital Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 10/24/2030 (B) | 851 | 841 |
| &nbsp;&nbsp;&nbsp;Bank of America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.204%, SOFR + 1.990%, 11/10/2028 (A) | 584 | 600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.456%, SOFR + 0.870%, 02/06/2032 (A) | 1224 | 1209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.419%, US0003M + 1.040%, 12/20/2028 (A) | 234 | 230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.651%, SOFR + 1.220%, 03/11/2032 (A) | 90 | 82 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.592%, SOFR + 2.150%, 04/29/2031 (A) | 110 | 101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.734%, SOFR + 0.960%, 07/22/2027 (A) | 175 | 173 |
| &nbsp;&nbsp;&nbsp;Bank of America MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/22/2026 | 10 | 10 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.974%, US0003M + 1.210%, 02/07/2030 (A) | 80 | 79 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.593%, US0003M + 1.370%, 07/21/2028 (A) | 210 | 208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/19/2026 | 130 | 130 |
| &nbsp;&nbsp;&nbsp;Barclays |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.490%, SOFR + 2.220%, 09/13/2029 (A) | 887 | 923 |
| &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 03/30/2031 (B) | 590 | 506 |
| &nbsp;&nbsp;&nbsp;Brown & Brown |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 06/23/2030 | 676 | 675 |
| &nbsp;&nbsp;&nbsp;Capital One Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.149%, SOFR + 2.440%, 10/29/2027 (A) | 189 | 192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.927%, SOFR + 2.057%, 05/10/2028 (A) | 30 | 30 |
| &nbsp;&nbsp;&nbsp;CBRE Services |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 01/15/2033 | 529 | 522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 06/15/2030 | 182 | 182 |

---

New Covenant Funds 21

**SCHEDULE OF INVESTMENTS (Unaudited)**

March 31, 2026

**New Covenant Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Citigroup |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.658%, SOFR + 1.887%, 05/24/2028 (A) | $140 | $140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.542%, SOFR + 1.338%, 09/19/2030 (A) | 776 | 773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 09/29/2027 | 90 | 90 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 11/20/2026 | 40 | 40 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.785%, SOFR + 1.939%, 03/17/2033 (A) | 50 | 47 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.668%, US0003M + 1.390%, 07/24/2028 (A) | 340 | 337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.520%, SOFR + 1.177%, 11/03/2032 (A) | 110 | 97 |
| &nbsp;&nbsp;&nbsp;Global Atlantic Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 06/15/2031 (B) | 1026 | 899 |
| &nbsp;&nbsp;&nbsp;Global Payments |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/15/2028 | 260 | 257 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.536%, SOFR + 1.380%, 01/28/2036 (A) | 35 | 36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.223%, US0003M + 1.301%, 05/01/2029 (A) | 650 | 646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.615%, SOFR + 1.846%, 03/15/2028 (A) | 30 | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/16/2026 | 90 | 89 |
| &nbsp;&nbsp;&nbsp;Golub Capital BDC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.050%, 12/05/2028 | 164 | 168 |
| &nbsp;&nbsp;&nbsp;Hercules Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/20/2027 | 544 | 533 |
| &nbsp;&nbsp;&nbsp;ING Groep |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.114%, SOFR + 2.090%, 09/11/2034 (A) | 539 | 569 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.294%, SOFR + 1.460%, 07/22/2035 (A) | 100 | 101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.915%, SOFR + 0.800%, 01/24/2029 (A) | 240 | 242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.565%, SOFR + 1.750%, 06/14/2030 (A) | 998 | 999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.452%, US0003M + 1.330%, 12/05/2029 (A) | 200 | 200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.203%, US0003M + 1.260%, 07/23/2029 (A) | 773 | 769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.005%, US0003M + 1.120%, 04/23/2029 (A) | 100 | 99 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.522%, SOFR + 2.040%, 04/22/2031 (A) | 190 | 176 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance VI |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/01/2029 (B) | 897 | 868 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance XII |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 05/17/2032 (B) | 258 | 254 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.721%, H15T1Y + 1.070%, 06/05/2030 (A) | 865 | 893 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2035 | $155 | $154 |
| &nbsp;&nbsp;&nbsp;Moody's |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/19/2031 | 1000 | 880 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.466%, SOFR + 1.730%, 01/18/2035 (A) | 230 | 234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.320%, SOFR + 1.555%, 07/19/2035 (A) | 1261 | 1265 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.622%, SOFR + 3.120%, 04/01/2031 (A) | 475 | 455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.699%, SOFR + 1.143%, 01/22/2031 (A) | 200 | 186 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.734%, SOFR + 1.080%, 07/18/2031 (A) | 395 | 394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.204%, SOFR + 0.780%, 11/17/2028 (A) | 150 | 149 |
| &nbsp;&nbsp;&nbsp;NatWest Markets MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.893%, 03/27/2031 (B) | 894 | 896 |
| &nbsp;&nbsp;&nbsp;Peachtree Corners Funding Trust II |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.012%, 05/15/2035 (B) | 682 | 698 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, SOFR + 2.284%, 10/20/2034 (A) | 834 | 921 |
| &nbsp;&nbsp;&nbsp;SBA Tower Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.831%, 10/15/2029 (B) | 445 | 447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.593%, 10/15/2031 (B) | 996 | 891 |
| &nbsp;&nbsp;&nbsp;State Street |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.159%, SOFR + 1.890%, 05/18/2034 (A) | 520 | 526 |
| &nbsp;&nbsp;&nbsp;UBS Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.746%, H15T1Y + 1.100%, 02/11/2033 (A)(B) | 575 | 509 |
| &nbsp;&nbsp;&nbsp;US Bancorp |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.775%, SOFR + 2.020%, 06/12/2029 (A) | 100 | 103 |
| &nbsp;&nbsp;&nbsp;US Bancorp MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.215%, SOFR + 0.730%, 01/27/2028 (A) | 60 | 59 |
| &nbsp;&nbsp;&nbsp;Wells Fargo |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.499%, SOFR + 1.780%, 01/23/2035 (A) | 20 | 20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/23/2026 | 190 | 189 |
| &nbsp;&nbsp;&nbsp;Wells Fargo MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.557%, SOFR + 1.990%, 07/25/2034 (A) | 20 | 20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.478%, SOFR + 4.032%, 04/04/2031 (A) | 220 | 218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 07/22/2027 | 200 | 200 |

---

22 New Covenant Funds

**SCHEDULE OF INVESTMENTS (Unaudited)**

March 31, 2026

**New Covenant Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.393%, SOFR + 2.100%, 06/02/2028 (A) | $290 | $283 |
|  |  | 28605 |
| **Health Care — 1.9%** |  |  |
| &nbsp;&nbsp;&nbsp;AbbVie |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 03/15/2027 | 110 | 110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 11/21/2026 | 20 | 20 |
| &nbsp;&nbsp;&nbsp;Centene |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/01/2031 | 380 | 319 |
| &nbsp;&nbsp;&nbsp;Cigna Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 01/15/2036 | 110 | 110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2030 | 110 | 110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 10/15/2028 | 220 | 220 |
| &nbsp;&nbsp;&nbsp;CVS Health |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/25/2028 | 164 | 163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 02/28/2031 | 20 | 18 |
| &nbsp;&nbsp;&nbsp;CVS Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.507%, 01/10/2032 (B) | 741 | 782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.773%, 01/10/2033 (B) | 252 | 256 |
| &nbsp;&nbsp;&nbsp;Element Fleet Management |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.641%, 11/24/2030 (B) | 712 | 702 |
| &nbsp;&nbsp;&nbsp;Elevance Health |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2036 | 265 | 259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 05/15/2032 | 80 | 77 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 03/15/2031 | 1198 | 1081 |
| &nbsp;&nbsp;&nbsp;Humana |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 12/01/2028 | 200 | 205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/23/2029 | 160 | 155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 02/03/2032 | 30 | 26 |
| &nbsp;&nbsp;&nbsp;Medline Borrower |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/01/2029 (B) | 875 | 846 |
| &nbsp;&nbsp;&nbsp;Novartis Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 03/18/2036 | 170 | 170 |
| &nbsp;&nbsp;&nbsp;Pfizer |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 04/01/2030 | 100 | 94 |
| &nbsp;&nbsp;&nbsp;Stryker |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 02/10/2028 | 420 | 424 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 07/15/2034 | 50 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/15/2029 | 200 | 198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 12/15/2028 | 30 | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 05/15/2031 | 20 | 18 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 05/15/2030 | 30 | 27 |
|  |  | 6470 |
| **Industrials — 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Amcor Finance USA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 05/26/2033 | 40 | 41 |
| &nbsp;&nbsp;&nbsp;Amcor Flexibles North America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 03/17/2030 | 425 | 429 |
| &nbsp;&nbsp;&nbsp;AptarGroup |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/30/2031 | 435 | 431 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Carrier Global |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.722%, 02/15/2030 | $625 | $584 |
| &nbsp;&nbsp;&nbsp;CRH America Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/09/2035 | 689 | 704 |
| &nbsp;&nbsp;&nbsp;John Deere Capital MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 04/18/2029 | 934 | 910 |
| &nbsp;&nbsp;&nbsp;SMBC Aviation Capital Finance DAC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 04/01/2030 (B) | 205 | 206 |
|  |  | 3305 |
| **Information Technology — 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Apple |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 08/04/2026 | 70 | 70 |
| &nbsp;&nbsp;&nbsp;Dell International |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/01/2030 | 170 | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/01/2028 | 255 | 257 |
| &nbsp;&nbsp;&nbsp;Fiserv |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 08/21/2033 | 70 | 71 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 03/15/2034 | 290 | 288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 02/15/2031 | 85 | 83 |
| &nbsp;&nbsp;&nbsp;Foundry JV Holdco |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/25/2031 (B) | 335 | 342 |
| &nbsp;&nbsp;&nbsp;Genpact Luxembourg SARL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/04/2029 | 469 | 482 |
| &nbsp;&nbsp;&nbsp;Intel |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/12/2031 | 305 | 264 |
| &nbsp;&nbsp;&nbsp;NXP BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2033 | 916 | 912 |
| &nbsp;&nbsp;&nbsp;Oracle |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 05/06/2030 | 70 | 68 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 11/15/2037 | 245 | 195 |
| &nbsp;&nbsp;&nbsp;Paychex |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 04/15/2030 | 310 | 313 |
| &nbsp;&nbsp;&nbsp;Salesforce |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 03/15/2036 | 170 | 169 |
|  |  | 3686 |
| **Real Estate — 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;American Tower |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 11/15/2033 | 160 | 168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 03/15/2030 | 175 | 177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 01/15/2030 | 170 | 159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 04/15/2031 | 190 | 172 |
| &nbsp;&nbsp;&nbsp;American Tower Trust #1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.490%, 03/15/2028 (B) | 554 | 560 |
| &nbsp;&nbsp;&nbsp;Crown Castle |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 04/01/2031 | 485 | 423 |
| &nbsp;&nbsp;&nbsp;Equinix Asia Financing Pte |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/15/2031 | 220 | 215 |
| &nbsp;&nbsp;&nbsp;Healthpeak OP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 12/01/2028 | 769 | 724 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 06/15/2032 | 290 | 297 |

---

New Covenant Funds 23

**SCHEDULE OF INVESTMENTS (Unaudited)**

March 31, 2026

**New Covenant Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Phillips Edison Grocery Center Operating Partnership I |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/15/2033 | $125 | $122 |
| &nbsp;&nbsp;&nbsp;WP Carey |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 07/15/2030 | 380 | 378 |
|  |  | 3395 |
| **Utilities — 2.6%** |  |  |
| &nbsp;&nbsp;&nbsp;Alliant Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, H15T5Y + 2.077%, 04/01/2056 (A) | 135 | 131 |
| &nbsp;&nbsp;&nbsp;American Electric Power |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, H15T5Y + 2.128%, 03/15/2056 (A) | 250 | 247 |
| &nbsp;&nbsp;&nbsp;American Transmission Systems |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 01/15/2032 (B) | 60 | 54 |
| &nbsp;&nbsp;&nbsp;American Water Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 05/01/2030 | 1203 | 1129 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 08/15/2028 | 468 | 463 |
| &nbsp;&nbsp;&nbsp;Consumers 2023 Securitization Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.210%, 09/01/2030 | 512 | 521 |
| &nbsp;&nbsp;&nbsp;Dominion Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, H15T5Y + 2.262%, 02/15/2056 (A) | 165 | 164 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 03/15/2032 | 1057 | 962 |
| &nbsp;&nbsp;&nbsp;Entergy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, H15T5Y + 2.179%, 06/15/2056 (A) | 205 | 202 |
| &nbsp;&nbsp;&nbsp;Exelon |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/15/2035 | 343 | 351 |
| &nbsp;&nbsp;&nbsp;Florida Power & Light |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 02/03/2032 | 544 | 487 |
| &nbsp;&nbsp;&nbsp;Niagara Mohawk Power |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.647%, 10/03/2030 (B) | 180 | 179 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 08/15/2031 | 1000 | 875 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 06/01/2032 | 300 | 291 |
| &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.022%, 06/01/2031 | 533 | 524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.594%, 06/01/2030 | 473 | 464 |
| &nbsp;&nbsp;&nbsp;Southern |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, H15T5Y + 1.993%, 04/01/2058 (A) | 255 | 256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, H15T5Y + 2.915%, 09/15/2051 (A) | 425 | 421 |
| &nbsp;&nbsp;&nbsp;Trans-Allegheny Interstate Line |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2031 (B) | 340 | 345 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, H15T5Y + 1.905%, 05/15/2056 (A) | 260 | 255 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Wisconsin Electric Power |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 10/01/2034 | $| 588 | $| 579 |
|  |  |  |  | 8900 |
| Total Corporate Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $66,926) ($Thousands) |  |  |  | 65883 |
| **ASSET-BACKED SECURITIES — 10.4%** | **ASSET-BACKED SECURITIES — 10.4%** | **ASSET-BACKED SECURITIES — 10.4%** | **ASSET-BACKED SECURITIES — 10.4%** | **ASSET-BACKED SECURITIES — 10.4%** |
| **Automobile — 0.1%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing 2025-4, Ser 2025-4, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.110%, 12/20/2029 (B) |  | 534 |  | 531 |
| **Mortgage Related Securities — 0.1%** | **Mortgage Related Securities — 0.1%** | **Mortgage Related Securities — 0.1%** | **Mortgage Related Securities — 0.1%** | **Mortgage Related Securities — 0.1%** |
| &nbsp;&nbsp;&nbsp;ABFC 2006-OPT1 Trust, Ser 2006-OPT1, Cl A3D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.273%, TSFR1M + 0.594%, 09/25/2036 (A) |  | 274 |  | 271 |
| &nbsp;&nbsp;&nbsp;Cascade MH Asset Trust, Ser 2021-MH1, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.753%, 02/25/2046 (B) |  | 48 |  | 43 |
|  |  |  |  | 314 |
| **Other Asset-Backed Securities — 10.2%** | **Other Asset-Backed Securities — 10.2%** | **Other Asset-Backed Securities — 10.2%** | **Other Asset-Backed Securities — 10.2%** | **Other Asset-Backed Securities — 10.2%** |
| &nbsp;&nbsp;&nbsp;Aimco CLO 11, Ser 2024-11A, Cl A1R2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.008%, TSFR3M + 1.340%, 07/17/2037 (A)(B) |  | 553 |  | 553 |
| &nbsp;&nbsp;&nbsp;Aligned Data Centers Issuer, Ser 2021-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.937%, 08/15/2046 (B) |  | 260 |  | 257 |
| &nbsp;&nbsp;&nbsp;Aligned Data Centers Issuer, Ser 2022-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 10/15/2047 (B) |  | 345 |  | 344 |
| &nbsp;&nbsp;&nbsp;ALLO Issuer, Ser 2023-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 06/20/2053 (B) |  | 275 |  | 277 |
| &nbsp;&nbsp;&nbsp;AMMC CLO 24, Ser 2024-24A, Cl AR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.868%, TSFR3M + 1.200%, 01/20/2035 (A)(B) |  | 500 |  | 499 |
| &nbsp;&nbsp;&nbsp;AMSR Trust, Ser 2023-SFR1, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/17/2040 (B) |  | 960 |  | 946 |
| &nbsp;&nbsp;&nbsp;AMSR Trust, Ser 2024-SFR1, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.290%, 07/17/2041 (B)(C) |  | 600 |  | 590 |
| &nbsp;&nbsp;&nbsp;APIDOS CLO XLVIII, Ser 2024-48A, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.108%, TSFR3M + 1.440%, 07/25/2037 (A)(B) |  | 284 |  | 284 |
| &nbsp;&nbsp;&nbsp;ARES LX CLO, Ser 2026-60A, Cl AR2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.628%, TSFR3M + 0.960%, 07/18/2034 (A)(B) |  | 450 |  | 449 |

---

24 New Covenant Funds

**SCHEDULE OF INVESTMENTS (Unaudited)**

March 31, 2026

**New Covenant Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Bain Capital Credit CLO 2021-4, Ser 2026-4A, Cl A1RR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.668%, TSFR3M + 1.000%, 10/20/2034 (A)(B) | $175 | $175 |
| &nbsp;&nbsp;&nbsp;Bain Capital Credit CLO, Ser 2024-6A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.760%, TSFR3M + 1.090%, 10/21/2034 (A)(B) | 425 | 425 |
| &nbsp;&nbsp;&nbsp;Ballyrock CLO 20, Ser 2026-20A, Cl A1A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.722%, TSFR3M + 1.050%, 10/15/2036 (A)(B) | 450 | 448 |
| &nbsp;&nbsp;&nbsp;Barings CLO, Ser 2019-III, Cl A1RR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.808%, TSFR3M + 1.140%, 01/20/2036 (A)(B) | 450 | 449 |
| &nbsp;&nbsp;&nbsp;CARS-DB4, Ser 2020-1A, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.480%, 02/15/2050 (B) | 415 | 409 |
| &nbsp;&nbsp;&nbsp;CIFC Funding 2014-IV-R, Ser 2025-4RA, Cl A1A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.658%, TSFR3M + 0.990%, 01/17/2035 (A)(B) | 714 | 713 |
| &nbsp;&nbsp;&nbsp;Cifc Funding 2023-III, Ser 2026-3A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.863%, TSFR3M + 1.200%, 01/20/2039 (A)(B) | 891 | 890 |
| &nbsp;&nbsp;&nbsp;CLI Funding VI, Ser 2020-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.080%, 09/18/2045 (B) | 328 | 308 |
| &nbsp;&nbsp;&nbsp;CLI Funding VI, Ser 2020-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.070%, 10/18/2045 (B) | 103 | 96 |
| &nbsp;&nbsp;&nbsp;Cloud Capital Holdco, Ser 2024-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.781%, 11/22/2049 (B) | 260 | 260 |
| &nbsp;&nbsp;&nbsp;Clover CLO, Ser 2021-3, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.738%, TSFR3M + 1.070%, 01/25/2035 (A)(B) | 450 | 449 |
| &nbsp;&nbsp;&nbsp;Consolidated Communications, Ser 2025-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/20/2055 (B) | 155 | 157 |
| &nbsp;&nbsp;&nbsp;DB Master Finance, Ser 2021-1A, Cl A2II |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.493%, 11/20/2051 (B) | 1004 | 946 |
| &nbsp;&nbsp;&nbsp;Dryden 68 CLO, Ser 2024-68A, Cl ARR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.772%, TSFR3M + 1.100%, 07/15/2035 (A)(B) | 400 | 400 |
| &nbsp;&nbsp;&nbsp;Elmwood CLO 22, Ser 2025-1A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.868%, TSFR3M + 1.200%, 04/17/2038 (A)(B) | 355 | 354 |
| &nbsp;&nbsp;&nbsp;FirstKey Homes Trust, Ser 2021-SFR1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.538%, 08/17/2038 (B) | 668 | 660 |
| &nbsp;&nbsp;&nbsp;FirstKey Homes Trust, Ser 2021-SFR3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.135%, 12/17/2038 (B) | 412 | 406 |
| &nbsp;&nbsp;&nbsp;Flatiron CLO 26, Ser 2024-4A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.002%, TSFR3M + 1.330%, 01/15/2038 (A)(B) | 525 | 525 |
| &nbsp;&nbsp;&nbsp;Flatiron RR CLO 22, Ser 2025-2A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.582%, TSFR3M + 0.910%, 10/15/2034 (A)(B) | 693 | 690 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Goldentree Loan Management US Clo 11, Ser 2024-11A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.748%, TSFR3M + 1.080%, 10/20/2034 (A)(B) | $415 | $415 |
| &nbsp;&nbsp;&nbsp;Golub Capital Partners CLO 53B, Ser 2025-53A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.648%, TSFR3M + 0.980%, 07/20/2034 (A)(B) | 430 | 429 |
| &nbsp;&nbsp;&nbsp;Home Partners of America Trust, Ser 2022-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.930%, 04/17/2039 (B) | 223 | 222 |
| &nbsp;&nbsp;&nbsp;Hotwire Funding, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.311%, 11/20/2051 (B) | 335 | 330 |
| &nbsp;&nbsp;&nbsp;HPS Loan Management 2021-16, Ser 2025-16A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.781%, TSFR3M + 1.110%, 01/23/2035 (A)(B) | 400 | 399 |
| &nbsp;&nbsp;&nbsp;LCM 29, Ser 2021-29A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.004%, TSFR3M + 1.332%, 04/15/2031 (A)(B) | 109 | 109 |
| &nbsp;&nbsp;&nbsp;LCM 37, Ser 2024-37A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.732%, TSFR3M + 1.060%, 04/15/2034 (A)(B) | 377 | 377 |
| &nbsp;&nbsp;&nbsp;Lightpath Fiber Issuer, Ser 2026-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.597%, 03/25/2056 (B) | 310 | 309 |
| &nbsp;&nbsp;&nbsp;Magnetite XXIII, Ser 2026-23A, Cl AR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.637%, TSFR3M + 0.990%, 01/25/2035 (A)(B) | 450 | 449 |
| &nbsp;&nbsp;&nbsp;OCP CLO 2015-10, Ser 2024-10A, Cl AR3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.978%, TSFR3M + 1.310%, 01/26/2038 (A)(B) | 880 | 880 |
| &nbsp;&nbsp;&nbsp;Octagon Investment Partners 40, Ser 2025-1A, Cl BRR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.218%, TSFR3M + 1.550%, 01/20/2035 (A)(B) | 470 | 469 |
| &nbsp;&nbsp;&nbsp;Palmer Square CLO 2022-2, Ser 2024-2A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.038%, TSFR3M + 1.370%, 07/20/2037 (A)(B) | 523 | 523 |
| &nbsp;&nbsp;&nbsp;PFS Financing, Ser 2025-D, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.470%, 05/15/2030 (B) | 536 | 537 |
| &nbsp;&nbsp;&nbsp;Progress Residential Trust, Ser 2022-SFR2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 04/17/2027 (B) | 929 | 913 |
| &nbsp;&nbsp;&nbsp;Progress Residential Trust, Ser 2022-SFR3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 04/17/2039 (B) | 486 | 479 |
| &nbsp;&nbsp;&nbsp;Rockford Tower CLO 2020-1, Ser 2025-1A, Cl A1RR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.758%, TSFR3M + 1.090%, 01/20/2036 (A)(B) | 475 | 475 |
| &nbsp;&nbsp;&nbsp;Sabey Data Center Issuer, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.881%, 06/20/2046 (B) | 1518 | 1508 |

---

New Covenant Funds 25

**SCHEDULE OF INVESTMENTS (Unaudited)**

March 31, 2026

**New Covenant Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;SBA Small Business Investment, Ser 2023-10A, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.168%, 03/10/2033 | $686 | $699 |
| &nbsp;&nbsp;&nbsp;SBA Small Business Investment, Ser 2024-10A, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.035%, 03/10/2034 | 792 | 794 |
| &nbsp;&nbsp;&nbsp;Sixth Street CLO VIII, Ser 2024-8A, Cl A1R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.818%, TSFR3M + 1.150%, 10/20/2034 (A)(B) | 400 | 400 |
| &nbsp;&nbsp;&nbsp;Subway Funding, Ser 2024-1A, Cl A2II |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.268%, 07/30/2054 (B) | 702 | 708 |
| &nbsp;&nbsp;&nbsp;Taco Bell Funding, Ser 2021-1A, Cl A2II |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.294%, 08/25/2051 (B) | 583 | 539 |
| &nbsp;&nbsp;&nbsp;Textainer Marine Containers VII, Ser 2020-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 09/20/2045 (B) | 230 | 217 |
| &nbsp;&nbsp;&nbsp;Textainer Marine Containers VII, Ser 2020-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.110%, 09/20/2045 (B) | 250 | 239 |
| &nbsp;&nbsp;&nbsp;Tricon Residential 2025-SFR2 Trust, Ser 2025-SFR2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 08/17/2044 (B) | 484 | 482 |
| &nbsp;&nbsp;&nbsp;Tricon Residential Trust, Ser 2021-SFR1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.943%, 07/17/2038 (B) | 847 | 840 |
| &nbsp;&nbsp;&nbsp;Trinitas CLO XIV, Ser 2025-14A, Cl A1R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.768%, TSFR3M + 1.100%, 01/25/2034 (A)(B) | 435 | 435 |
| &nbsp;&nbsp;&nbsp;Trinity Rail Leasing 2019-1, Ser 2019-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820%, 04/17/2049 (B) | 366 | 366 |
| &nbsp;&nbsp;&nbsp;United States Small Business Administration, Ser 2010-20H, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.520%, 08/01/2030 | 52 | 51 |
| &nbsp;&nbsp;&nbsp;United States Small Business Administration, Ser 2011-20B, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.220%, 02/01/2031 | 56 | 55 |
| &nbsp;&nbsp;&nbsp;United States Small Business Administration, Ser 2011-20J, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.760%, 10/01/2031 | 39 | 37 |
| &nbsp;&nbsp;&nbsp;United States Small Business Administration, Ser 2013-20K, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.380%, 11/01/2033 | 198 | 191 |
| &nbsp;&nbsp;&nbsp;United States Small Business Administration, Ser 2014-20F, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.990%, 06/01/2034 | 289 | 275 |
| &nbsp;&nbsp;&nbsp;United States Small Business Administration, Ser 2015-20C, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.720%, 03/01/2035 | 245 | 231 |
| &nbsp;&nbsp;&nbsp;United States Small Business Administration, Ser 2015-20E, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.770%, 05/01/2035 | 147 | 138 |
| &nbsp;&nbsp;&nbsp;United States Small Business Administration, Ser 2015-20K, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 11/01/2035 | 194 | 183 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;United States Small Business Administration, Ser 2022-25E, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.940%, 05/01/2047 | $780 | $750 |
| &nbsp;&nbsp;&nbsp;United States Small Business Administration, Ser 2022-25F, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.010%, 06/01/2047 | 543 | 525 |
| &nbsp;&nbsp;&nbsp;United States Small Business Administration, Ser 2022-25G, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.930%, 07/01/2047 | 801 | 773 |
| &nbsp;&nbsp;&nbsp;United States Small Business Administration, Ser 2022-25H, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 08/01/2047 | 397 | 380 |
| &nbsp;&nbsp;&nbsp;United States Small Business Administration, Ser 2023-25F, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.930%, 06/01/2048 | 755 | 763 |
| &nbsp;&nbsp;&nbsp;United States Small Business Administration, Ser 2024-25C, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.970%, 03/01/2049 | 753 | 762 |
| &nbsp;&nbsp;&nbsp;Valley Stream Park CLO, Ser 2024-1A, Cl ARR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.858%, TSFR3M + 1.190%, 01/20/2037 (A)(B) | 450 | 450 |
| &nbsp;&nbsp;&nbsp;Verizon Master Trust, Ser 2025-10, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.280%, 10/20/2033 (B) | 892 | 885 |
| &nbsp;&nbsp;&nbsp;Voya CLO 2017-3, Ser 2025-3A, Cl A1RR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.728%, TSFR3M + 1.060%, 04/20/2034 (A)(B) | 500 | 499 |
| &nbsp;&nbsp;&nbsp;Wendy's Funding, Ser 2021-1A, Cl A2I |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.370%, 06/15/2051 (B) | 588 | 544 |
| &nbsp;&nbsp;&nbsp;Wendy's Funding, Ser 2021-1A, Cl A2II |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.775%, 06/15/2051 (B) | 252 | 223 |
|  |  | 35216 |
| Total Asset-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $36,290) ($Thousands) |  | 36061 |
| **MUNICIPAL BONDS — 1.0%** |  |  |
| **California — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;California State, Health Facilities Financing Authority, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.378%, 06/01/2028 | 575 | 566 |
| **Georgia — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Georgia State, Higher Education Facilities Authority, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.863%, 01/01/2034 | 315 | 320 |
| **Iowa — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Iowa State, Student Loan Liquidity, Ser A, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.343%, 12/01/2034 | 166 | 168 |

---

26 New Covenant Funds

**SCHEDULE OF INVESTMENTS (Unaudited)**

March 31, 2026

**New Covenant Income Fund** (Concluded)

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| **Massachusetts — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Massachusetts State, Educational Financing Authority, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.520%, 07/01/2035 | $845 | $856 |
| **New Hampshire — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;New Hampshire State, Health and Education Facilities Authority Act, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.040%, 11/01/2034 | 1090 | 1090 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| **South Carolina — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;South Carolina State, Student Loan, Ser A, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.129%, 12/01/2036 | $530 | $527 |
| Total Municipal Bonds |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,521) ($Thousands) |  | 3527 |

---

---

| | | |
|:---|:---|:---|
|  | Shares |  |
| **CASH EQUIVALENT — 1.8%** | **CASH EQUIVALENT — 1.8%** | **CASH EQUIVALENT — 1.8%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Institutional Class |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.540%\*\*† | 6148115 | 6148 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $6,148) ($Thousands) |  | 6148 |
| Total Investments in Securities — 110.5% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $388,447) ($Thousands) |  | $382450 |

---

A list of the open futures contracts held by the Fund at March 31, 2026, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration<br> Date** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)(Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;U.S. 2-Year Treasury Notes | 120 | Jun-2026 | $25071 | $24893 | $(178) |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;U.S. Ultra Long Treasury Bonds | (24) | Jun-2026 | $(2884) | $(2797) | $87 |
| &nbsp;&nbsp;&nbsp;Ultra 10-Year U.S. Treasury Notes | (43) | Jun-2026 | (4968) | (4881) | 87 |
|  |  |  | (7852) | (7678) | 174 |
|  |  |  | $17219 | $17215 | $(4) |

---

Percentages are based on Net Assets of $345,994 ($ Thousands).

\*\* The rate reported is the 7-day effective yield as of March 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;† Investment
in Affiliated Security.

&nbsp;&nbsp;&nbsp;&nbsp;(A) Variable
or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are
not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions;
by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.

&nbsp;&nbsp;&nbsp;&nbsp;(B) Security,
or a portion thereof, exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in
transactions exempt from registration normally to qualified institutions. On March 31, 2026, the value of these securities amounted
to $65,225 ($ Thousands), representing 18.9% of the Net Assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(C) Step
coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity.
Interest rate shown reflects the rate currently in effect.

&nbsp;&nbsp;&nbsp;&nbsp;(D) Interest
rate represents the security's effective yield at the time of purchase.

The following is a summary of the Fund's transactions with affiliates for the period ended March 31, 2026 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description** | **Value 6/30/2025** | **Purchases at Cost** | **Proceeds from<br> Sales** | **Realized Gain/<br> (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> (Depreciation)** | **Value<br> 3/31/2026** | **Income** | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Institutional Class | $28663 | $559891 | $(582406) | $— | $— | $6148 | $659 | $— |

---

Amounts designated as "—" are $0 or have been rounded to $0.

See "Glossary" for abbreviations.

New Covenant Funds 27

**SCHEDULE OF INVESTMENTS (Unaudited)**

March 31, 2026

**New Covenant Balanced Growth Fund**

---

| | | |
|:---|:---|:---|
|  |  | Market Value |
| Description | Shares | ($ Thousands) |
| **AFFILIATED INVESTMENT FUNDS — 98.9%** |  |  |
| **Equity Fund — 59.1%** |  |  |
| &nbsp;&nbsp;&nbsp;New Covenant Growth Fund<sup>†</sup> | 3211066 | $205669 |
| Total Equity Fund |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $88,287) ($ Thousands) |  | 205669 |
| **Fixed Income Fund — 39.8%** |  |  |
| &nbsp;&nbsp;&nbsp;New Covenant Income Fund<sup>†</sup> | 6497467 | 138461 |
| Total Fixed Income Fund |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $144,308) ($ Thousands) |  | 138461 |

---

---

| | | |
|:---|:---|:---|
|  | | Market Value |
| Description | Shares | ($ Thousands) |
| **CASH EQUIVALENT — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund,<br> Institutional Class |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.540%\*\*<sup>†</sup> | 1297334 | $1297 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,297) ($ Thousands) |  | 1297 |
| Total Investments in Securities — 99.3% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $233,892) ($ Thousands) |  | $345427 |

---

Percentages are based on Net Assets of $347,878 ($ Thousands).

\*\* The rate reported is the 7-day effective yield as of March 31, 2026.

<sup>†</sup> Investment in Affiliated Security.

The following is a summary of the transactions with affiliates for the period ended March 31, 2026 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| <br>**Security Description** |<br><br>**Value 6/30/2025** |<br><br>**Purchases at Cost** |<br>**Proceeds from**<br>**Sales** |<br>**Realized Gain/**<br>**(Loss)** | **Change in**<br>**Unrealized**<br>**Appreciation/**<br>**(Depreciation)** |<br>**Value**<br>**3/31/2026** |<br><br>**Income** |<br><br>**Capital Gains** |
| New Covenant Growth Fund | $218600 | $18639 | $(43037) | $24429 | $(12962) | $205669 | $1600 | $— |
| New Covenant Income Fund | 135920 | 5592 | (3800) | (354) | 1103 | 138461 | 3392 |  |
| SEI Daily Income Trust, Government Fund, Institutional Class | 3391 | 24982 | (27076) |  |  | 1297 | 83 |  |
| Totals | $357911 | $49213 | $(73913) | $24075 | $(11859) | $345427 | $5075 | $— |

---

See "Glossary" for abbreviations.

Amounts designated as "—" are $0 or have been rounded to $0.

28 New Covenant Funds

**SCHEDULE OF INVESTMENTS (Unaudited)** 

March 31, 2026

**New Covenant Balanced Income Fund**

---

| | | |
|:---|:---|:---|
|  |  | Market Value |
| Description | Shares | ($ Thousands) |
| **AFFILIATED INVESTMENT FUNDS — 98.8%** |  |  |
| **Fixed Income Fund — 64.7%** |  |  |
| &nbsp;&nbsp;&nbsp;New Covenant Income Fund† | 2269945 | $48372 |
| Total Fixed Income Fund |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $51,201) ($ Thousands) |  | 48372 |
| **Equity Fund — 34.1%** |  |  |
| &nbsp;&nbsp;&nbsp;New Covenant Growth Fund† | 397175 | 25439 |
| Total Equity Fund |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $9,047) ($ Thousands) |  | 25439 |

---

---

| | | |
|:---|:---|:---|
|  |  | Market Value |
| Description | Shares | ($ Thousands) |
| **CASH EQUIVALENT — 1.0%** |  |  |
| SEI Daily Income Trust, Government Fund, |  |  |
| &nbsp;&nbsp;&nbsp;Institutional Class |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.540%\*\*† | 775751 | $776 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $776) ($ Thousands) |  | 776 |
| Total Investments in Securities — 99.8% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $61,024) ($ Thousands) |  | $74587 |

---

Percentages are based on Net Assets of $74,708 ($ Thousands).

\*\* The rate reported is the 7-day effective yield as of March 31, 2026.

<sup>†</sup> Investment in Affiliated Security.

The following is a summary of the Fund's transactions with affiliates for the period ended March 31, 2026 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| <br>**Security Description** |<br><br>**Value 6/30/2025** |<br><br>**Purchases at Cost** |<br>**Proceeds from**<br>**Sales** |<br>**Realized Gain/**<br>**(Loss)** | **Change in**<br>**Unrealized**<br>**Appreciation/**<br>**(Depreciation)** |<br>**Value**<br>**3/31/2026** |<br><br>**Income** |<br><br>**Capital Gains** |
| New Covenant Income Fund | $48492 | $2204 | $(2610) | $(217) | $503 | $48372 | $1199 | $— |
| New Covenant Growth Fund | 27704 | 2884 | (6669) | 3406 | (1886) | 25439 | 201 |  |
| SEI Daily Income Trust, Government Fund, Institutional Class | 456 | 7713 | (7393) |  |  | 776 | 21 |  |
| Totals | $76652 | $12801 | $(16672) | $3189 | $(1383) | $74587 | $1422 | $— |

---

See "Glossary" for abbreviations.

Amounts designated as "—" are $0 or have been rounded to $0.

New Covenant Funds 29

**Glossary (abbeviations which may be used in the preceding Schedules of Investments):**

**Portfolio Abbreviations** 

ABS — Asset-Backed Security

AGM — Assured Guaranty Municipal

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

DAC — Designated Activity Company

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FRESB — Freddie Mac Small Balance Mortgage Trust

GNMA — Government National Mortgage Association

IO — Interest Only - face amount represents notional amount

JSC — Joint Stock Company

L.P. — Limited Partnership

MTN — Medium Term Note

PLC — Public Limited Company

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average

STACR — Structured Agency Credit Risk

TBA — To Be Announced

TSFR1M — Term Secured Overnight Financing Rate 1 Month

TSFR3M — Term Secured Overnight Financing Rate 3 Month

USD — U.S. Dollar

30 New Covenant Funds

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NEW COVENANT FUNDS

- **b. Investment Company Act file number:** 811-09025

- **c. CIK number of Registrant:** 0001070222

- **d. LEI of Registrant:** RVB8BBBTG6J5RT8BQ908

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

  - **Street Address 1:** 200 EAST 12TH ST

  - **City:** JEFFERSONVILLE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 47130

  - **Telephone number:** 5025695984

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

- **a. Name of Series:** New Covenant Growth Fund

- **b. EDGAR series identifier (if any):** S000024941

- **c. LEI of Series:** NBX1ARV3J4JXF08Z8869

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $518929422.63

**Total Liabilities:** $413748.42

**Net Assets:** $518515674.21

**Cash Not Reported:** $1363434.92

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000074154 | -5.08%               | -0.79%               | 1.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2897204.97              | $-30668375.60                              |
| Month 2  | $4981386.33              | $-9641983.55                               |
| Month 3  | $1783302.04              | $6010222.42                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALPHABET INC.                                         | ALPHABET INC-CL A COMMON STOCK                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     46967 | NS      | $13505830.52  | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE, INC.                                     | DOLLAR TREE INC COMMON STOCK                        | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               |  | US        |      1320 | NS      | $144553.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTA BRAVES HOLDINGS, INC.                         | ATLANTA BRAVES HOLDINGS IN-C COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      1938 | NS      | $82752.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUIDITY SERVICES, INC.                              | LIQUIDITY SERVICES INC COMMON STOCK                 | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               |  | US        |      2249 | NS      | $68751.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                 | MICROSOFT CORP COMMON STOCK                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |     63773 | NS      | $23606851.41  | 4.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                           | PFIZER INC COMMON STOCK                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |     67874 | NS      | $1905901.92   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER, INC.                                    | BADGER METER INC COMMON STOCK                       | CUSIP: N/A<br>LEI: 5493002JENE20OGTUG20       | Long             | EC               |  | US        |       484 | NS      | $73737.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                      | AMAZON.COM INC COMMON STOCK                         | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | Long             | EC               |  | US        |     80654 | NS      | $16797808.58  | 3.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGGETT & PLATT, INCORPORATED                         | LEGGETT & PLATT INC COMMON STOCK                    | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               |  | US        |       222 | NS      | $2193.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY                    | GOODYEAR TIRE & RUBBER CO COMMON STOCK              | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               |  | US        |       989 | NS      | $6557.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAVARA INC.                                           | SAVARA INC COMMON STOCK                             | CUSIP: 805111101<br>LEI: 5493002JO0WM3YMJXG33 | Long             | EC               |  | US        |     20653 | NS      | $112765.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INCORPORATED                     | CORCEPT THERAPEUTICS INC COMMON STOCK               | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               |  | US        |      1695 | NS      | $68325.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                            | APPLE INC COMMON STOCK                              | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | EC               |  | US        |    120550 | NS      | $30594384.50  | 5.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ANIKA THERAPEUTICS, INC.                              | ANIKA THERAPEUTICS INC COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900R9LS3Z0O6QH455       | Long             | EC               |  | US        |       920 | NS      | $13340.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORPORATION                                   | INSULET CORP COMMON STOCK                           | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               |  | US        |        65 | NS      | $13639.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES, INC.                                | ASTEC INDUSTRIES INC COMMON STOCK                   | CUSIP: N/A<br>LEI: 5493002DO2QKHLKB2A48       | Long             | EC               |  | US        |       204 | NS      | $10983.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP CORPORATION                                 | API GROUP CORP COMMON STOCK                         | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               |  | US        |      2617 | NS      | $106040.84    | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| QUANTA SERVICES, INC.                                 | QUANTA SERVICES INC COMMON STOCK                    | CUSIP: N/A<br>LEI: SHVRXXEACT60MMH07S24       | Long             | EC               |  | US        |       911 | NS      | $500157.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                                  | CONAGRA BRANDS INC COMMON STOCK                     | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |      3435 | NS      | $53998.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                       | MARTIN MARIETTA MATERIALS COMMON STOCK              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               |  | US        |       397 | NS      | $233705.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET, INC.                                        | FORTINET INC COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300O0QJWDBAS0QX03       | Long             | EC               |  | US        |      5251 | NS      | $429111.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE STATE REALTY TRUST, INC.                       | EMPIRE STATE REALTY TRUST-A REIT                    | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |      5592 | NS      | $29078.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM, INC.                                    | RYDER SYSTEM INC COMMON STOCK                       | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               |  | US        |       637 | NS      | $130400.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | SABRA HEALTH CARE REIT INC REIT                     | CUSIP: 78573L106<br>LEI: N/A                  | Long             | EC               |  | US        |      5693 | NS      | $109476.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAN INC.                                          | ONESPAN INC COMMON STOCK                            | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               |  | US        |      6246 | NS      | $65770.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PUBLIC LIMITED COMPANY           | WILLIS TOWERS WATSON PLC COMMON STOCK               | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               |  | US        |       907 | NS      | $263664.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                                     | KURA ONCOLOGY INC COMMON STOCK                      | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               |  | US        |      3438 | NS      | $27950.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC, INC.                                          | MASTEC INC COMMON STOCK                             | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               |  | US        |       420 | NS      | $135130.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                             | YELP INC COMMON STOCK                               | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               |  | US        |      1355 | NS      | $33522.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORPORATION                                     | NUCOR CORP COMMON STOCK                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               |  | US        |       864 | NS      | $146102.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                   | KRYSTAL BIOTECH INC COMMON STOCK                    | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               |  | US        |       529 | NS      | $136651.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORPORATION                                  | UNIFIRST CORP/MA COMMON STOCK                       | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               |  | US        |       235 | NS      | $59123.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                       | PPL CORP COMMON STOCK                               | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               |  | US        |      2577 | NS      | $98441.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC.                                          | OVINTIV INC COMMON STOCK                            | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               |  | US        |      2011 | NS      | $119372.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES, INC.                           | PROSPERITY BANCSHARES INC COMMON STOCK              | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               |  | US        |      1192 | NS      | $80078.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| METALLUS INC.                                         | METALLUS INC COMMON STOCK                           | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               |  | US        |      5421 | NS      | $88579.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC.                              | EXTRA SPACE STORAGE INC REIT                        | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |       634 | NS      | $83093.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COOPER COMPANIES, INC.                            | COOPER COS INC/THE COMMON STOCK                     | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               |  | US        |       944 | NS      | $67496.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS, INC.                       | AMERICAN EAGLE OUTFITTERS COMMON STOCK              | CUSIP: N/A<br>LEI: 5299001Z9HXK01DHW793       | Long             | EC               |  | US        |      3416 | NS      | $57047.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA FLEX, INC.                                      | OMEGA FLEX INC COMMON STOCK                         | CUSIP: 682095104<br>LEI: 254900V3UM4PIXLDNU54 | Long             | EC               |  | US        |        70 | NS      | $2172.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BANCORP, INC.                                   | EAGLE BANCORP INC COMMON STOCK                      | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               |  | US        |      1035 | NS      | $25740.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC.                       | GE HEALTHCARE TECHNOLOGY COMMON STOCK               | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               |  | US        |       153 | NS      | $10890.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES, INC.                                | SPX TECHNOLOGIES INC COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |       999 | NS      | $199740.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                             | XPERI INC COMMON STOCK                              | CUSIP: 98423J101<br>LEI: 529900I86PYPO1GBLY22 | Long             | EC               |  | US        |       940 | NS      | $5264.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, INC.                                           | ONEOK INC COMMON STOCK                              | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               |  | US        |     10887 | NS      | $984075.93    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS, INCORPORATED                            | CYTOKINETICS INC COMMON STOCK                       | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               |  | US        |      1159 | NS      | $76389.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                       | CSG SYSTEMS INTL INC COMMON STOCK                   | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |       965 | NS      | $77142.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER COMPANY                         | AMERICAN STATES WATER CO COMMON STOCK               | CUSIP: N/A<br>LEI: 529900L26LIS2V8PWM23       | Long             | EC               |  | US        |       580 | NS      | $43859.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MALIBU BOATS, INC.                                    | MALIBU BOATS INC - A COMMON STOCK                   | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               |  | US        |       202 | NS      | $5235.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST                                     | RLJ LODGING TRUST REIT                              | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |      2849 | NS      | $21139.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN INC.                                           | SUNRUN INC COMMON STOCK                             | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               |  | US        |      1979 | NS      | $26835.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC.                                 | BOOKING HOLDINGS INC COMMON STOCK                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               |  | US        |       276 | NS      | $1162048.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                                   | TRONOX HOLDINGS PLC COMMON STOCK                    | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               |  | US        |      4385 | NS      | $42841.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                                      | IDEX CORP COMMON STOCK                              | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               |  | US        |        68 | NS      | $12889.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL, INC.                                 | COINBASE GLOBAL INC -CLASS A COMMON STOCK           | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               |  | US        |       323 | NS      | $56399.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION MEDICINES, INC.                            | REVOLUTION MEDICINES INC COMMON STOCK               | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               |  | US        |      1050 | NS      | $102112.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                  | LXP INDUSTRIAL TRUST REIT                           | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |       193 | NS      | $8937.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGAN, INC.                                           | ARGAN INC COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900E4KZWBV9KGBS83       | Long             | EC               |  | US        |       310 | NS      | $168841.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                         | STARWOOD PROPERTY TRUST INC REIT                    | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |      2000 | NS      | $34440.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PUBLIC LIMITED COMPANY                            | AON PLC-CLASS A COMMON STOCK                        | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               |  | US        |      3474 | NS      | $1121337.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORPORATION                                   | BALCHEM CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300VR70OPMHUI3557       | Long             | EC               |  | US        |       107 | NS      | $18134.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL FARMS, INC.                                     | VITAL FARMS INC COMMON STOCK                        | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               |  | US        |      3246 | NS      | $45833.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IONQ Inc                                              | IONQ INC COMMON STOCK                               | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               |  | US        |      1420 | NS      | $40938.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                          | PHREESIA INC COMMON STOCK                           | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               |  | US        |       361 | NS      | $3025.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON, INC.                                           | ITRON INC COMMON STOCK                              | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               |  | US        |       588 | NS      | $52702.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWIRE CORPORATION                                   | REDWIRE CORP COMMON STOCK                           | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               |  | US        |      4787 | NS      | $40689.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                          | LINCOLN NATIONAL CORP COMMON STOCK                  | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               |  | US        |      3621 | NS      | $128545.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC.                                     | CROWN CASTLE INC REIT                               | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      1133 | NS      | $92124.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC.                              | LULULEMON ATHLETICA INC COMMON STOCK                | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               |  | US        |       245 | NS      | $37509.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HACKETT GROUP, INC.                               | HACKETT GROUP INC/THE COMMON STOCK                  | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               |  | US        |      3129 | NS      | $40708.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC.                             | LENNOX INTERNATIONAL INC COMMON STOCK               | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               |  | US        |        44 | NS      | $20421.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.                   | ALLISON TRANSMISSION HOLDING COMMON STOCK           | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |      1098 | NS      | $128531.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS, INC.                               | WILEY (JOHN) & SONS-CLASS A COMMON STOCK            | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               |  | US        |       236 | NS      | $8991.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBALL ELECTRONICS, INC.                             | KIMBALL ELECTRONICS INC COMMON STOCK                | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               |  | US        |      2142 | NS      | $50743.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST, INC.                     | FOUR CORNERS PROPERTY TRUST REIT                    | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |      1848 | NS      | $43705.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC.                                          | GODADDY INC - CLASS A COMMON STOCK                  | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               |  | US        |      1102 | NS      | $91102.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC.                                           | KFORCE INC COMMON STOCK                             | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               |  | US        |       444 | NS      | $12982.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                                          | STRATEGY INC- CL A COMMON STOCK                     | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               |  | US        |       438 | NS      | $54662.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORPORATION                                 | TRUSTMARK CORP COMMON STOCK                         | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               |  | US        |      1410 | NS      | $59417.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                     | EVERSOURCE ENERGY COMMON STOCK                      | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               |  | US        |     10983 | NS      | $760902.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC.                                       | KENNAMETAL INC COMMON STOCK                         | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               |  | US        |      1343 | NS      | $48522.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST, INC.                            | DIGITAL REALTY TRUST INC REIT                       | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |       640 | NS      | $115334.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GROUP, INC.                    | HELIX ENERGY SOLUTIONS GROUP COMMON STOCK           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               |  | US        |     10917 | NS      | $107969.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO, INC.                                           | MONRO INC COMMON STOCK                              | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               |  | US        |       626 | NS      | $10041.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC.                                 | INVITATION HOMES INC REIT                           | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               |  | US        |      1509 | NS      | $37498.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX, INC.                                             | BOX INC - CLASS A COMMON STOCK                      | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               |  | US        |       539 | NS      | $12741.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS, INC.                        | VICTORY CAPITAL HOLDING - A COMMON STOCK            | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               |  | US        |      1631 | NS      | $106797.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HEALTHCARE REIT, INC.                        | AMERICAN HEALTHCARE REIT INC REIT                   | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |      2298 | NS      | $108373.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                                    | AMEREN CORPORATION COMMON STOCK                     | CUSIP: N/A<br>LEI: XRZQ5S7HYJFPHJ78L959       | Long             | EC               |  | US        |       141 | NS      | $15498.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI LIBERTY, INC.                                     | GCI LIBERTY INC-CL C COMMON STOCK                   | CUSIP: 36164V800<br>LEI: N/A                  | Long             | EC               |  | US        |        68 | NS      | $2530.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVAGOLD RESOURCES INC.                               | NOVAGOLD RESOURCES INC COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900587LVZTJ2BHS60       | Long             | EC               |  | US        |      1266 | NS      | $11368.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                       | FOX CORP - CLASS A COMMON STOCK                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |      1372 | NS      | $80124.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP.                                 | TARGA RESOURCES CORP COMMON STOCK                   | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               |  | US        |       667 | NS      | $167236.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INCORPORATED                                | SYNAPTICS INC COMMON STOCK                          | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               |  | US        |       142 | NS      | $9945.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                            | WINNEBAGO INDUSTRIES COMMON STOCK                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               |  | US        |       191 | NS      | $5919.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT LAKES DREDGE & DOCK CO                          | GREAT LAKES DREDGE & DOCK CO COMMON STOCK           | CUSIP: 390607109<br>LEI: N/A                  | Long             | EC               |  | US        |      4289 | NS      | $72913.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                                  | ASSOCIATED BANC-CORP COMMON STOCK                   | CUSIP: N/A<br>LEI: 549300N3CIN473IW5094       | Long             | EC               |  | US        |      4274 | NS      | $110525.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORPORATION                                       | KLA CORP COMMON STOCK                               | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               |  | US        |      1322 | NS      | $1946526.02   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER, INC.                                         | ZSCALER INC COMMON STOCK                            | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               |  | US        |       336 | NS      | $47137.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP.                                      | OGE ENERGY CORP COMMON STOCK                        | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               |  | US        |       261 | NS      | $12517.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGERDUTY, INC.                                       | PAGERDUTY INC COMMON STOCK                          | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               |  | US        |      1821 | NS      | $11308.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES, INC.                            | AXCELIS TECHNOLOGIES INC COMMON STOCK               | CUSIP: N/A<br>LEI: 529900HF9B6NL1QG9F05       | Long             | EC               |  | US        |       951 | NS      | $88519.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC.                                            | JABIL INC COMMON STOCK                              | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               |  | US        |       665 | NS      | $176643.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAPITAL CORP                                   | LADDER CAPITAL CORP-REIT REIT                       | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |      9973 | NS      | $97436.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORPORATION                | Zurn Elkay Water Solutions Corporation COMMON STOCK | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               |  | US        |      1629 | NS      | $73044.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIVATE PLC                                         | Clarivate Plc COMMON STOCK                          | CUSIP: G21810109<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               |  | US        |     11944 | NS      | $30218.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                               | HELMERICH & PAYNE COMMON STOCK                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               |  | US        |      4134 | NS      | $148948.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE, INC.                       | OLD DOMINION FREIGHT LINE COMMON STOCK              | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               |  | US        |        84 | NS      | $16413.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORPORATION                                    | WATERS CORP COMMON STOCK                            | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               |  | US        |       330 | NS      | $98380.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                     | SYSCO CORP COMMON STOCK                             | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               |  | US        |      1432 | NS      | $102144.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                           | VAXCYTE INC COMMON STOCK                            | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               |  | US        |      1042 | NS      | $60550.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEAYA Biosciences Inc                                | IDEAYA BIOSCIENCES INC COMMON STOCK                 | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               |  | US        |      4068 | NS      | $135545.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX CORPORATION                                    | ROBLOX CORP -CLASS A COMMON STOCK                   | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               |  | US        |       861 | NS      | $48698.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Therapeutics Inc                               | SUMMIT THERAPEUTICS INC COMMON STOCK                | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               |  | US        |      4901 | NS      | $92922.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM HOLDINGS, INC.                                | IRHYTHM HOLDINGS INC COMMON STOCK                   | CUSIP: 450056106<br>LEI: N/A                  | Long             | EC               |  | US        |       210 | NS      | $24784.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                                  | JPMORGAN CHASE & CO COMMON STOCK                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               |  | US        |     22514 | NS      | $6622718.24   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Procore Technologies Inc                              | PROCORE TECHNOLOGIES INC COMMON STOCK               | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               |  | US        |      1013 | NS      | $57741.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLLIE'S BARGAIN OUTLET HOLDINGS, INC.                 | OLLIE'S BARGAIN OUTLET HOLDI COMMON STOCK           | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               |  | US        |       212 | NS      | $19512.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                            | LAMB WESTON HOLDINGS INC COMMON STOCK               | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               |  | US        |       594 | NS      | $25102.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Holdings Ltd.                                      | NU HOLDINGS LTD/CAYMAN ISL-A COMMON STOCK           | CUSIP: G6683N103<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               |  | US        |      6991 | NS      | $100460.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                     | METTLER-TOLEDO INTERNATIONAL COMMON STOCK           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               |  | US        |        80 | NS      | $100896.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                  | RENASANT CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300OVE6OZHW2UUH81       | Long             | EC               |  | US        |      1366 | NS      | $49353.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                         | BECTON DICKINSON AND CO COMMON STOCK                | CUSIP: N/A<br>LEI: ICE2EP6D98PQUILVRZ91       | Long             | EC               |  | US        |       542 | NS      | $85218.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. ROBINSON WORLDWIDE, INC.                         | C.H. ROBINSON WORLDWIDE INC COMMON STOCK            | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               |  | US        |       148 | NS      | $24578.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LYFT, INC.                                            | LYFT INC-A COMMON STOCK                             | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               |  | US        |      7511 | NS      | $99896.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                 | ELI LILLY & CO COMMON STOCK                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               |  | US        |      7359 | NS      | $6768587.43   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES, INC.                               | BURLINGTON STORES INC COMMON STOCK                  | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               |  | US        |       317 | NS      | $103145.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial N.V.                                   | CNH INDUSTRIAL NV COMMON STOCK                      | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               |  | US        |      7547 | NS      | $83017.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING INFRASTRUCTURE, INC.                         | STERLING INFRASTRUCTURE INC COMMON STOCK            | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               |  | US        |       474 | NS      | $193045.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX, INC.                                         | NETFLIX INC COMMON STOCK                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               |  | US        |     33820 | NS      | $3251793.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS, INC.                  | COGENT COMMUNICATIONS HOLDIN COMMON STOCK           | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               |  | US        |       148 | NS      | $2788.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORPORATION                                   | OSHKOSH CORP COMMON STOCK                           | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               |  | US        |      1729 | NS      | $254526.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                   | CISCO SYSTEMS INC COMMON STOCK                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |     46734 | NS      | $3626091.06   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | AGNC INVESTMENT CORP REIT                           | CUSIP: 00123Q104<br>LEI: N/A                  | Long             | EC               |  | US        |      2838 | NS      | $28465.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORPORATION                               | FIRST BUSEY CORP COMMON STOCK                       | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               |  | US        |      1790 | NS      | $45233.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES, INC.                             | INSIGHT ENTERPRISES INC COMMON STOCK                | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               |  | US        |       132 | NS      | $8845.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORPORATION                                    | ENOVIS CORP COMMON STOCK                            | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               |  | US        |       485 | NS      | $11033.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORPORATION                                | BIO-TECHNE CORP COMMON STOCK                        | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               |  | US        |       212 | NS      | $11079.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                          | HASBRO INC COMMON STOCK                             | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               |  | US        |      2632 | NS      | $246355.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORPORATION                           | SOUTHSTATE BANK CORP COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |       724 | NS      | $66947.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CARLYLE GROUP INC.                                | CARLYLE GROUP INC/THE COMMON STOCK                  | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               |  | US        |       923 | NS      | $44663.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                              | CENTERPOINT ENERGY INC COMMON STOCK                 | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               |  | US        |       434 | NS      | $18731.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd.                                       | TRANSOCEAN LTD COMMON STOCK                         | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               |  | US        |     20466 | NS      | $135689.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA, INC.                                  | DOMINO'S PIZZA INC COMMON STOCK                     | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               |  | US        |        33 | NS      | $11840.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. BANCORP                                          | US BANCORP COMMON STOCK                             | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               |  | US        |      3794 | NS      | $197325.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC.                                          | WORKIVA INC COMMON STOCK                            | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               |  | US        |      1224 | NS      | $72987.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TUTOR PERINI CORPORATION                              | TUTOR PERINI CORP COMMON STOCK                      | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               |  | US        |      1345 | NS      | $103820.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CURBLINE PROPERTIES CORP.                             | CURBLINE PROPERTIES CORP REIT                       | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               |  | US        |      1866 | NS      | $48124.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                          | ROYAL CARIBBEAN CRUISES LTD COMMON STOCK            | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               |  | US        |      2969 | NS      | $817009.42    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc                                            | OMNIAB INC COMMON STOCK                             | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               |  | US        |      2263 | NS      | $3552.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIREFLY AEROSPACE INC.                                | FIREFLY AEROSPACE INC COMMON STOCK                  | CUSIP: 31816X106<br>LEI: 529900JPYLDP30163X55 | Long             | EC               |  | US        |      4772 | NS      | $135858.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC.                                      | PEGASYSTEMS INC COMMON STOCK                        | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               |  | US        |       300 | NS      | $12768.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORPORATION                           | WABASH NATIONAL CORP COMMON STOCK                   | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               |  | US        |      3217 | NS      | $27730.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE, INC.                                         | METLIFE INC COMMON STOCK                            | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               |  | US        |      6576 | NS      | $465054.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO ENVIRONMENTAL CORP.                              | CECO ENVIRONMENTAL CORP COMMON STOCK                | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               |  | US        |      1494 | NS      | $89012.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                                | GENERAL MOTORS CO COMMON STOCK                      | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               |  | US        |      1886 | NS      | $140507.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM, INC.                                    | DT MIDSTREAM INC COMMON STOCK                       | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               |  | US        |       405 | NS      | $54541.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS, INC.                         | STANDARD MOTOR PRODS COMMON STOCK                   | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               |  | US        |       943 | NS      | $32759.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                             | AT&T INC COMMON STOCK                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |     56766 | NS      | $1645646.34   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                       | PRINCIPAL FINANCIAL GROUP COMMON STOCK              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               |  | US        |       662 | NS      | $59652.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES, INC.                              | MUELLER INDUSTRIES INC COMMON STOCK                 | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               |  | US        |      1102 | NS      | $122101.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI LIBERTY, INC.                                     | GCI LIBERTY INC-CL A COMMON STOCK                   | CUSIP: 36164V602<br>LEI: N/A                  | Long             | EC               |  | US        |        16 | NS      | $589.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD ASHANTI PLC                                 | ANGLOGOLD ASHANTI PLC COMMON STOCK                  | CUSIP: G0378L100<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               |  | US        |      1508 | NS      | $146818.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER, INC.                            | SUPER MICRO COMPUTER INC COMMON STOCK               | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               |  | US        |      1220 | NS      | $27779.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                          | LINDE PLC COMMON STOCK                              | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               |  | US        |      6164 | NS      | $3055864.64   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TUCOWS INC.                                           | TUCOWS INC-CLASS A COMMON STOCK                     | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               |  | US        |       170 | NS      | $2917.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST, INC.                        | MEDICAL PROPERTIES TRUST INC REIT                   | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |      2513 | NS      | $11635.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PUBLIC LIMITED COMPANY                            | CRH PLC COMMON STOCK                                | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               |  | US        |      1464 | NS      | $153895.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                              | PROASSURANCE CORP COMMON STOCK                      | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               |  | US        |      1351 | NS      | $33396.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                | CRACKER BARREL OLD COUNTRY COMMON STOCK             | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               |  | US        |       323 | NS      | $9079.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP, INC.                                    | HOPE BANCORP INC COMMON STOCK                       | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               |  | US        |      3233 | NS      | $36112.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                    | NVIDIA CORP COMMON STOCK                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               |  | US        |    196526 | NS      | $34274134.40  | 6.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC.                                           | BIOGEN INC COMMON STOCK                             | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               |  | US        |       681 | NS      | $124847.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS, INC.                          | CHARTER COMMUNICATIONS INC-A COMMON STOCK           | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               |  | US        |       277 | NS      | $59798.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                                          | PLEXUS CORP COMMON STOCK                            | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               |  | US        |       589 | NS      | $119296.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY FINANCIAL SYSTEM, INC.                      | COMMUNITY FINANCIAL SYSTEM INC COMMON STOCK         | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               |  | US        |       710 | NS      | $41641.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                  | CARNIVAL CORP COMMON STOCK                          | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               |  | US        |     10223 | NS      | $264571.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE, INC.                                      | CLOUDFLARE INC - CLASS A COMMON STOCK               | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               |  | US        |       493 | NS      | $101725.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORPORATION                             | REALTY INCOME CORP REIT                             | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |      2112 | NS      | $129187.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER NATIONAL, INC.                              | SCHNEIDER NATIONAL INC-CL B COMMON STOCK            | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               |  | US        |       521 | NS      | $13733.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS INC.                               | SIRIUS XM HOLDINGS INC COMMON STOCK                 | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               |  | US        |       910 | NS      | $21002.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                               | ARAMARK COMMON STOCK                                | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               |  | US        |       260 | NS      | $10540.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC INC.                                              | IAC INC COMMON STOCK                                | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               |  | US        |       376 | NS      | $15051.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PUBLIC LIMITED COMPANY                         | STERIS PLC COMMON STOCK                             | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               |  | US        |       501 | NS      | $110786.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KADANT INC.                                           | KADANT INC COMMON STOCK                             | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               |  | US        |        65 | NS      | $19002.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                                       | FMC CORP COMMON STOCK                               | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               |  | US        |      2400 | NS      | $41328.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB, INC.                                          | AIRBNB INC-CLASS A COMMON STOCK                     | CUSIP: N/A<br>LEI: 549300HMUDNO0RY56D37       | Long             | EC               |  | US        |       805 | NS      | $101655.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8, INC.                                             | 8X8 INC COMMON STOCK                                | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               |  | US        |      2725 | NS      | $4523.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                          | CADENCE DESIGN SYS INC COMMON STOCK                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               |  | US        |      3414 | NS      | $948648.18    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INC.                                      | ROBERT HALF INC COMMON STOCK                        | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               |  | US        |       806 | NS      | $20472.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                             | Nexstar Media Group Inc COMMON STOCK                | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               |  | US        |        94 | NS      | $16998.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E.L.F. BEAUTY, INC.                                   | ELF BEAUTY INC COMMON STOCK                         | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               |  | US        |      1327 | NS      | $80429.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOURCES CONNECTION, INC.                            | RESOURCES CONNECTION INC COMMON STOCK               | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               |  | US        |      7466 | NS      | $27848.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO., INC.                       | MSC INDUSTRIAL DIRECT CO-A COMMON STOCK             | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               |  | US        |      1115 | NS      | $102881.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | E-MINI RUSS 2000  JUN26 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         6 | NC      | $753660.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC.                                        | CME GROUP INC COMMON STOCK                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               |  | US        |      1465 | NS      | $432687.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                                              | OKLO INC COMMON STOCK                               | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               |  | US        |      1163 | NS      | $57673.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | SBA COMMUNICATIONS CORP REIT                        | CUSIP: 78410G104<br>LEI: N/A                  | Long             | EC               |  | US        |       684 | NS      | $117723.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENHABIT, INC.                                         | ENHABIT INC COMMON STOCK                            | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               |  | US        |        82 | NS      | $1155.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                  | FIRST AMERICAN FINANCIAL COMMON STOCK               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               |  | US        |       814 | NS      | $49076.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORASURE TECHNOLOGIES, INC.                            | ORASURE TECHNOLOGIES INC COMMON STOCK               | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               |  | US        |      6042 | NS      | $18126.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                    | EXELON CORP COMMON STOCK                            | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               |  | US        |     14031 | NS      | $687799.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS, INC.                        | BREAD FINANCIAL HOLDINGS INC COMMON STOCK           | CUSIP: N/A<br>LEI: 549300G8S4PO686J7H97       | Long             | EC               |  | US        |      1335 | NS      | $99978.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA, INC.                             | COMFORT SYSTEMS USA INC COMMON STOCK                | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               |  | US        |       116 | NS      | $159962.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N-ABLE, INC.                                          | N-ABLE INC COMMON STOCK                             | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               |  | US        |       317 | NS      | $1480.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL, INC.                                  | GLOBUS MEDICAL INC - A COMMON STOCK                 | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               |  | US        |       179 | NS      | $15422.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                             | NVR INC COMMON STOCK                                | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               |  | US        |        13 | NS      | $85667.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HOLDINGS, INC.                                | ONEMAIN HOLDINGS INC COMMON STOCK                   | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               |  | US        |       258 | NS      | $13800.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR, INC.                                         | AVANTOR INC COMMON STOCK                            | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               |  | US        |      1656 | NS      | $12983.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                              | SKYWORKS SOLUTIONS INC COMMON STOCK                 | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               |  | US        |       308 | NS      | $16493.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY GENERAL CORPORATION                           | MERCURY GENERAL CORP COMMON STOCK                   | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               |  | US        |       233 | NS      | $20538.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nano Nuclear Energy Inc                               | NANO NUCLEAR ENERGY INC COMMON STOCK                | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               |  | US        |      3038 | NS      | $62218.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL & GAS CORPORATION                        | MAGNOLIA OIL & GAS CORP - A COMMON STOCK            | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               |  | US        |      1806 | NS      | $57015.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GERMAN AMERICAN BANCORP, INC.                         | GERMAN AMERICAN BANCORP COMMON STOCK                | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               |  | US        |      1414 | NS      | $59091.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LUCID GROUP, INC.                                     | LUCID GROUP INC COMMON STOCK                        | CUSIP: 549498202<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | EC               |  | US        |      3324 | NS      | $31673.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC.                           | BRIXMOR PROPERTY GROUP INC REIT                     | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |      4703 | NS      | $135446.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED, INC.                                      | BANKUNITED INC COMMON STOCK                         | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               |  | US        |       346 | NS      | $15625.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM, INC.                                          | DEXCOM INC COMMON STOCK                             | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               |  | US        |      3388 | NS      | $212766.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                          | COURSERA INC COMMON STOCK                           | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               |  | US        |     15856 | NS      | $92281.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORPORATION                                    | KOHLS CORP COMMON STOCK                             | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               |  | US        |      1859 | NS      | $23981.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORPORATION                 | ATLANTIC UNION BANKSHARES CO COMMON STOCK           | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               |  | US        |      2517 | NS      | $89957.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                             | JANUS HENDERSON GROUP PLC COMMON STOCK              | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               |  | US        |      1207 | NS      | $62003.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORPORATION                                     | MASCO CORP COMMON STOCK                             | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               |  | US        |       245 | NS      | $14790.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOAST BANKING CORPORATION OF FLORIDA               | SEACOAST BANKING CORP/FL COMMON STOCK               | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               |  | US        |      1616 | NS      | $48948.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                              | GROUP 1 AUTOMOTIVE INC COMMON STOCK                 | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               |  | US        |        86 | NS      | $28434.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                       | ESTEE LAUDER COMPANIES-CL A COMMON STOCK            | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               |  | US        |      2390 | NS      | $171530.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc.                                          | ALLIENT INC COMMON STOCK                            | CUSIP: N/A<br>LEI: 549300I2LHAWYGNBPM97       | Long             | EC               |  | US        |      2036 | NS      | $120307.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART, INC.                                          | COPART INC COMMON STOCK                             | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               |  | US        |      5136 | NS      | $170515.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                              | AMERICAN EXPRESS CO COMMON STOCK                    | CUSIP: N/A<br>LEI: R4PP93JZOLY261QX3811       | Long             | EC               |  | US        |      7332 | NS      | $2217783.36   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY, INC.                                | ALIGN TECHNOLOGY INC COMMON STOCK                   | CUSIP: N/A<br>LEI: 549300N5YSE0U3LCP840       | Long             | EC               |  | US        |       311 | NS      | $53314.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                         | OWENS CORNING COMMON STOCK                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               |  | US        |      4032 | NS      | $436343.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                          | BIOHAVEN LTD COMMON STOCK                           | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               |  | US        |        45 | NS      | $380.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                          | EVERGY INC COMMON STOCK                             | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               |  | US        |       180 | NS      | $14745.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                                    | OMNICOM GROUP COMMON STOCK                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               |  | US        |     15111 | NS      | $1138021.46   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS, INC.                                  | PLANET FITNESS INC - CL A COMMON STOCK              | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               |  | US        |       173 | NS      | $12867.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                                      | PROTO LABS INC COMMON STOCK                         | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               |  | US        |        91 | NS      | $5188.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                      | PACKAGING CORP OF AMERICA COMMON STOCK              | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               |  | US        |       101 | NS      | $21434.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                              | DOMO INC - CLASS B COMMON STOCK                     | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               |  | US        |       297 | NS      | $908.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX CORPORATION                                      | IMAX CORP COMMON STOCK                              | CUSIP: N/A<br>LEI: 894500GS1ESLAPZCEI74       | Long             | EC               |  | US        |      2244 | NS      | $85294.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                             | UNION PACIFIC CORP COMMON STOCK                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               |  | US        |      4000 | NS      | $970480.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SCOTTS MIRACLE-GRO COMPANY                        | SCOTTS MIRACLE-GRO CO COMMON STOCK                  | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               |  | US        |       163 | NS      | $9912.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION           | INTL BUSINESS MACHINES CORP COMMON STOCK            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |      9111 | NS      | $2208415.29   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL, INC.                           | BRINKER INTERNATIONAL INC COMMON STOCK              | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               |  | US        |       810 | NS      | $115643.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                | U-HAUL HOLDING CO-NON VOTING COMMON STOCK           | CUSIP: N/A<br>LEI: 5493003WIDMLDHYC6Y24       | Long             | EC               |  | US        |       252 | NS      | $11256.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                      | CINCINNATI FINANCIAL CORP COMMON STOCK              | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               |  | US        |       891 | NS      | $140198.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                                       | OPTIMIZERX CORP COMMON STOCK                        | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               |  | US        |      5670 | NS      | $35607.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG PHOTONICS CORPORATION                             | IPG PHOTONICS CORP COMMON STOCK                     | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               |  | US        |       558 | NS      | $63941.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC.                            | PALANTIR TECHNOLOGIES INC-A COMMON STOCK            | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               |  | US        |     15379 | NS      | $2249640.12   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                          | CF INDUSTRIES HOLDINGS INC COMMON STOCK             | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               |  | US        |      1865 | NS      | $242151.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP                                | CATHAY GENERAL BANCORP COMMON STOCK                 | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               |  | US        |      1291 | NS      | $64369.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                          | MONDELEZ INTERNATIONAL INC-A COMMON STOCK           | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               |  | US        |     17402 | NS      | $1003051.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                     | SERVICE CORP INTERNATIONAL COMMON STOCK             | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               |  | US        |       250 | NS      | $20627.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST, INC.                                       | PINTEREST INC- CLASS A COMMON STOCK                 | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               |  | US        |      3339 | NS      | $61237.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INCORPORATED                             | TYSON FOODS INC-CL A COMMON STOCK                   | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |      1410 | NS      | $90338.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                            | BIO-RAD LABORATORIES-A COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300ZC1GPV35XYDK53       | Long             | EC               |  | US        |        32 | NS      | $8920.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                                | CASTLE BIOSCIENCES INC COMMON STOCK                 | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               |  | US        |       730 | NS      | $17921.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                | THE CAMPBELL'S COMPANY COMMON STOCK                 | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               |  | US        |     10354 | NS      | $230583.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                                   | HERSHEY CO/THE COMMON STOCK                         | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |      2295 | NS      | $477107.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP.                       | CENTRAL PACIFIC FINANCIAL CO COMMON STOCK           | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               |  | US        |      1651 | NS      | $52765.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE, INC.                                        | RELIANCE INC COMMON STOCK                           | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               |  | US        |       412 | NS      | $125215.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORPORATION                                    | DELUXE CORP COMMON STOCK                            | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               |  | US        |       981 | NS      | $27016.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE FINANCE TRUST, INC.                            | TPG RE FINANCE TRUST INC REIT                       | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               |  | US        |      2439 | NS      | $19048.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC.                                    | HERC HOLDINGS INC COMMON STOCK                      | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               |  | US        |      1012 | NS      | $100744.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCRYST PHARMACEUTICALS, INC.                        | BIOCRYST PHARMACEUTICALS INC COMMON STOCK           | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               |  | US        |      1030 | NS      | $9805.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CADRE HOLDINGS, INC.                                  | CADRE HOLDINGS INC COMMON STOCK                     | CUSIP: 12763L105<br>LEI: 2549006IKQEWJ8M7CB97 | Long             | EC               |  | US        |      2729 | NS      | $83725.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                  | META PLATFORMS INC COMMON STOCK                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |     16982 | NS      | $9715911.66   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS, INC.                                | EXTREME NETWORKS INC COMMON STOCK                   | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               |  | US        |      4187 | NS      | $63139.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                          | APPLE HOSPITALITY REIT INC REIT                     | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |       718 | NS      | $8264.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOCUSIGN, INC.                                        | DOCUSIGN INC COMMON STOCK                           | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               |  | US        |      1618 | NS      | $76709.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT, INC.                                  | CARETRUST REIT INC REIT                             | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |      2438 | NS      | $89352.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS, INC.                       | CONSENSUS CLOUD SOLUTION COMMON STOCK               | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               |  | US        |       180 | NS      | $4273.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPHERE ENTERTAINMENT CO.                              | SPHERE ENTERTAINMENT CO COMMON STOCK                | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               |  | US        |       697 | NS      | $81827.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc                    | ARCTURUS THERAPEUTICS HOLDIN COMMON STOCK           | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               |  | US        |       483 | NS      | $3728.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP, INC.                                       | PRA GROUP INC COMMON STOCK                          | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               |  | US        |      1320 | NS      | $23100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                              | ENERGIZER HOLDINGS INC COMMON STOCK                 | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               |  | US        |       231 | NS      | $3793.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                                | INGREDION INC COMMON STOCK                          | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |      1110 | NS      | $125052.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                         | POPULAR INC COMMON STOCK                            | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               |  | US        |      1004 | NS      | $134706.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORPORATION                         | WEBSTER FINANCIAL CORP COMMON STOCK                 | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               |  | US        |      2008 | NS      | $139395.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                                       | RB GLOBAL INC COMMON STOCK                          | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               |  | US        |       132 | NS      | $12652.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS CORPORATION                                    | ROGERS CORP COMMON STOCK                            | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               |  | US        |       392 | NS      | $42073.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYSTEMS, INC.                                 | VARONIS SYSTEMS INC COMMON STOCK                    | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               |  | US        |       327 | NS      | $7020.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                           | ABBVIE INC COMMON STOCK                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |     18353 | NS      | $3991593.97   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBARELLA, INC.                                       | AMBARELLA INC COMMON STOCK                          | CUSIP: G037AX101<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               |  | US        |       160 | NS      | $8236.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD.                           | AXALTA COATING SYSTEMS LTD COMMON STOCK             | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               |  | US        |      3085 | NS      | $85454.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                             | UDEMY INC COMMON STOCK                              | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               |  | US        |      3378 | NS      | $15606.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP, INC.                                      | CBRE GROUP INC - A COMMON STOCK                     | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               |  | US        |      9838 | NS      | $1332655.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                            | MATSON INC COMMON STOCK                             | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               |  | US        |      1273 | NS      | $208695.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. PHYSICAL THERAPY, INC.                          | U.S. PHYSICAL THERAPY INC COMMON STOCK              | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               |  | US        |       428 | NS      | $32082.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON OUTDOORS INC.                                 | JOHNSON OUTDOORS INC-A COMMON STOCK                 | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               |  | US        |       659 | NS      | $30650.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                                    | INCYTE CORP COMMON STOCK                            | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |      1063 | NS      | $100049.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKBAUD, INC.                                       | BLACKBAUD INC COMMON STOCK                          | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               |  | US        |       629 | NS      | $24285.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE CORPORATION                      | BROOKFIELD RENEWABLE CORP COMMON STOCK              | CUSIP: 11285B108<br>LEI: N/A                  | Long             | EC               |  | US        |      2803 | NS      | $111643.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC.                                          | CUMMINS INC COMMON STOCK                            | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               |  | US        |      3179 | NS      | $1710365.58   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES, INC.                                | DYCOM INDUSTRIES INC COMMON STOCK                   | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               |  | US        |       268 | NS      | $90803.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VESTIS CORPORATION                                    | VESTIS CORP COMMON STOCK                            | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               |  | US        |       130 | NS      | $1021.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                         | RAYMOND JAMES FINANCIAL INC COMMON STOCK            | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               |  | US        |       615 | NS      | $89045.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP, INC.                                             | BXP INC REIT                                        | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |      1468 | NS      | $76189.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP, INC.                                     | EMCOR GROUP INC COMMON STOCK                        | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               |  | US        |       172 | NS      | $126989.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FULGENT GENETICS, INC.                                | FULGENT GENETICS INC COMMON STOCK                   | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               |  | US        |       853 | NS      | $13562.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                          | SHERWIN-WILLIAMS CO/THE COMMON STOCK                | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               |  | US        |       392 | NS      | $125655.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                            | KORN FERRY COMMON STOCK                             | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               |  | US        |      1193 | NS      | $75099.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTPOWER INC.                                        | NEXTPOWER INC-CL A COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      1774 | NS      | $213855.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                 | LAS VEGAS SANDS CORP COMMON STOCK                   | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               |  | US        |      1876 | NS      | $101078.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                            | UNUM GROUP COMMON STOCK                             | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               |  | US        |      1638 | NS      | $119623.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS, INC.                                | URBAN OUTFITTERS INC COMMON STOCK                   | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               |  | US        |       417 | NS      | $26416.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS, INC.                               | APPLIED MATERIALS INC COMMON STOCK                  | CUSIP: N/A<br>LEI: 41BNNE1AFPNAZELZ6K07       | Long             | EC               |  | US        |      8268 | NS      | $2825919.72   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST, INC.                            | ESSEX PROPERTY TRUST INC REIT                       | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |       454 | NS      | $109868.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                                 | GENUINE PARTS CO COMMON STOCK                       | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               |  | US        |        67 | NS      | $7085.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP, INC.                         | PENSKE AUTOMOTIVE GROUP INC COMMON STOCK            | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               |  | US        |       624 | NS      | $93300.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATION                       | WESTERN ALLIANCE BANCORP COMMON STOCK               | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               |  | US        |      1154 | NS      | $81760.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTDECADE CORPORATION                                | NEXTDECADE CORP COMMON STOCK                        | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               |  | US        |     10122 | NS      | $77534.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEFS' WAREHOUSE, INC.                            | CHEFS' WAREHOUSE INC/THE COMMON STOCK               | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               |  | US        |      1366 | NS      | $81208.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR, INC.                                     | MORNINGSTAR INC COMMON STOCK                        | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               |  | US        |        67 | NS      | $11326.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORPORATION                                    | HEXCEL CORP COMMON STOCK                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               |  | US        |     13176 | NS      | $1066333.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRUS ENERGY CORP.                                  | CENTRUS ENERGY CORP-CLASS A COMMON STOCK            | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               |  | US        |       395 | NS      | $68568.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC.                             | SILICON LABORATORIES INC COMMON STOCK               | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               |  | US        |       437 | NS      | $90961.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT, INC.                                        | ASSURANT INC COMMON STOCK                           | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               |  | US        |        87 | NS      | $18949.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEMOURS COMPANY                                  | CHEMOURS CO/THE COMMON STOCK                        | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               |  | US        |      2832 | NS      | $62388.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC.                                    | VEEVA SYSTEMS INC-CLASS A COMMON STOCK              | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               |  | US        |      1157 | NS      | $203238.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC.                                          | EQUIFAX INC COMMON STOCK                            | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               |  | US        |        64 | NS      | $11524.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY      | WEATHERFORD INTERNATIONAL PL COMMON STOCK           | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               |  | US        |      1190 | NS      | $112550.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PUBLIC LIMITED COMPANY                 | NVENT ELECTRIC PLC COMMON STOCK                     | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               |  | US        |       457 | NS      | $54053.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE, INC.                              | GUIDEWIRE SOFTWARE INC COMMON STOCK                 | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               |  | US        |       894 | NS      | $133706.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC.                                          | POLARIS INC COMMON STOCK                            | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               |  | US        |       966 | NS      | $52647.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP.                                | US FOODS HOLDING CORP COMMON STOCK                  | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               |  | US        |      2211 | NS      | $203876.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS, INC.                              | POWER INTEGRATIONS INC COMMON STOCK                 | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               |  | US        |       196 | NS      | $10035.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KARMAN HOLDINGS INC.                                  | KARMAN HOLDINGS INC COMMON STOCK                    | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               |  | US        |      1517 | NS      | $121435.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC.                                     | TALOS ENERGY INC COMMON STOCK                       | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               |  | US        |     10408 | NS      | $164030.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                     | MICROCHIP TECHNOLOGY INC COMMON STOCK               | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               |  | US        |      1268 | NS      | $81925.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VITESSE ENERGY, INC.                                  | VITESSE ENERGY INC COMMON STOCK                     | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               |  | US        |       272 | NS      | $4939.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                            | PATTERSON-UTI ENERGY INC COMMON STOCK               | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               |  | US        |      4952 | NS      | $53630.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                          | ANTERO RESOURCES CORP COMMON STOCK                  | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               |  | US        |      6426 | NS      | $272719.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LIMITED                                       | GENPACT LTD COMMON STOCK                            | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               |  | US        |      5562 | NS      | $207184.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES, INC.                 | APPLIED INDUSTRIAL TECH INC COMMON STOCK            | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               |  | US        |       492 | NS      | $130537.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                              | GE AEROSPACE COMMON STOCK                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               |  | US        |      9855 | NS      | $2796553.35   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORPORATION                           | REGENCY CENTERS CORP REIT                           | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |     16124 | NS      | $1219941.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK, INC.                                       | BLACKROCK INC COMMON STOCK                          | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               |  | US        |       926 | NS      | $890543.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CERENCE INC.                                          | CERENCE INC COMMON STOCK                            | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               |  | US        |       493 | NS      | $3110.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GAP, INC.                                         | GAP INC/THE COMMON STOCK                            | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               |  | US        |      4661 | NS      | $112796.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN ENERGY GROUP, INC.                       | NORTHWESTERN ENERGY GROUP COMMON STOCK              | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               |  | US        |      1598 | NS      | $105372.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES INC.                                  | GLOBALFOUNDRIES INC COMMON STOCK                    | CUSIP: G39387108<br>LEI: 549300BA76VK784VMX48 | Long             | EC               |  | US        |      1732 | NS      | $77039.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. HUNT TRANSPORT SERVICES, INC.                   | HUNT (JB) TRANSPRT SVCS INC COMMON STOCK            | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               |  | US        |       437 | NS      | $92600.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORPORATION                                   | KNOWLES CORP COMMON STOCK                           | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               |  | US        |      2314 | NS      | $59423.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATES, INC.                            | MANHATTAN ASSOCIATES INC COMMON STOCK               | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               |  | US        |       522 | NS      | $69488.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, INC.                       | HUDSON PACIFIC PROPERTIES IN REIT                   | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Long             | EC               |  | US        |       354 | NS      | $2089.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                         | ORGANON & CO COMMON STOCK                           | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |       649 | NS      | $3887.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MACERICH COMPANY                                  | MACERICH CO/THE REIT                                | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |      5508 | NS      | $104101.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                           | GARMIN LTD COMMON STOCK                             | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               |  | US        |       418 | NS      | $96980.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                                  | AMPHENOL CORP-CL A COMMON STOCK                     | CUSIP: N/A<br>LEI: 549300D3L3G0R4U4VT04       | Long             | EC               |  | US        |      6663 | NS      | $841870.05    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PUBLIC LIMITED COMPANY                       | ALKERMES PLC COMMON STOCK                           | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               |  | US        |      2433 | NS      | $86030.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP, INC.                                    | ZILLOW GROUP INC - C COMMON STOCK                   | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               |  | US        |       230 | NS      | $9517.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA, INC.                              | BANC OF CALIFORNIA INC COMMON STOCK                 | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               |  | US        |       843 | NS      | $14816.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loar Holdings Inc                                     | LOAR HOLDINGS INC COMMON STOCK                      | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               |  | US        |      1413 | NS      | $80950.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                               | DENALI THERAPEUTICS INC COMMON STOCK                | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               |  | US        |      2631 | NS      | $50515.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                           | IOVANCE BIOTHERAPEUTICS INC COMMON STOCK            | CUSIP: 462260100<br>LEI: 2549002L8WT2ACU5Q878 | Long             | EC               |  | US        |      1433 | NS      | $5029.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                       | CSX CORP COMMON STOCK                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               |  | US        |     29082 | NS      | $1193816.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                       | DIAMONDROCK HOSPITALITY CO REIT                     | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |      4575 | NS      | $42867.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                   | SIX FLAGS ENTERTAINMENT CORP COMMON STOCK           | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               |  | US        |       144 | NS      | $2553.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                               | KB HOME COMMON STOCK                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               |  | US        |      1621 | NS      | $83886.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                           | PARKER HANNIFIN CORP COMMON STOCK                   | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               |  | US        |       533 | NS      | $477162.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS, INC.                        | CATALYST PHARMACEUTICALS INC COMMON STOCK           | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               |  | US        |      4583 | NS      | $113475.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST, INC.                                   | REDWOOD TRUST INC REIT                              | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |      2992 | NS      | $16785.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS, INC.                           | IONIS PHARMACEUTICALS INC COMMON STOCK              | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               |  | US        |       782 | NS      | $58720.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                | AMKOR TECHNOLOGY INC COMMON STOCK                   | CUSIP: N/A<br>LEI: 529900VHLRTKPWZJBM84       | Long             | EC               |  | US        |      2170 | NS      | $97715.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                            | 3M CO COMMON STOCK                                  | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               |  | US        |      1290 | NS      | $187346.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UPWORK INC.                                           | UPWORK INC COMMON STOCK                             | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               |  | US        |      3753 | NS      | $41132.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS, INC.                                  | STEEL DYNAMICS INC COMMON STOCK                     | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               |  | US        |       545 | NS      | $98100.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES, INC.                          | NEUROCRINE BIOSCIENCES INC COMMON STOCK             | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               |  | US        |       717 | NS      | $94457.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES LIME & MINERALS, INC.                   | UNITED STATES LIME & MINERAL COMMON STOCK           | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               |  | US        |       490 | NS      | $63998.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                                          | LIVANOVA PLC COMMON STOCK                           | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               |  | US        |       657 | NS      | $41758.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY, INC.                                       | INSPERITY INC COMMON STOCK                          | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               |  | US        |       592 | NS      | $16007.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOELIS & COMPANY                                      | MOELIS & CO - CLASS A COMMON STOCK                  | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               |  | US        |       461 | NS      | $26277.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                         | BOSTON SCIENTIFIC CORP COMMON STOCK                 | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               |  | US        |     16399 | NS      | $1029037.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES, INC.                                  | LTC PROPERTIES INC REIT                             | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |      1142 | NS      | $42436.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS, INC.                                           | SONOS INC COMMON STOCK                              | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               |  | US        |      7451 | NS      | $99843.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP, INC.                                    | COSTAR GROUP INC COMMON STOCK                       | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               |  | US        |      1627 | NS      | $65628.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS, INC.                                  | UNITED RENTALS INC COMMON STOCK                     | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               |  | US        |      1306 | NS      | $951499.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Regenxbio Inc                                         | REGENXBIO INC COMMON STOCK                          | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               |  | US        |       456 | NS      | $3821.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPANG, INC.                                         | COUPANG INC COMMON STOCK                            | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               |  | US        |      3320 | NS      | $62681.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                   | VERTEX PHARMACEUTICALS INC COMMON STOCK             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               |  | US        |      2599 | NS      | $1160557.46   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY CORP                                     | TALEN ENERGY CORP COMMON STOCK                      | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               |  | US        |       324 | NS      | $103430.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORPORATION                             | VAREX IMAGING CORP COMMON STOCK                     | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               |  | US        |      1631 | NS      | $17304.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRICURE, INC.                                        | ATRICURE INC COMMON STOCK                           | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               |  | US        |      1029 | NS      | $29357.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTANCE NETWORKS, INC.                               | VISTANCE NETWORKS INC COMMON STOCK                  | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               |  | US        |      6681 | NS      | $121594.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PENNANT GROUP, INC.                               | PENNANT GROUP INC/THE COMMON STOCK                  | CUSIP: N/A<br>LEI: 5493007H2OYR6BYLDA64       | Long             | EC               |  | US        |      1609 | NS      | $49042.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE, INC.                                 | AST SPACEMOBILE INC COMMON STOCK                    | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               |  | US        |      1938 | NS      | $160602.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                       | UGI CORP COMMON STOCK                               | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |       253 | NS      | $9214.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COEUR MINING, INC.                                    | COEUR MINING INC COMMON STOCK                       | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               |  | US        |      6945 | NS      | $130357.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                             | CUBESMART REIT                                      | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |       377 | NS      | $13817.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                      | OMEGA HEALTHCARE INVESTORS REIT                     | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |      1229 | NS      | $53854.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS, INC.                                  | CROWN HOLDINGS INC COMMON STOCK                     | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               |  | US        |      7063 | NS      | $708065.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.           | APOLLO COMMERCIAL REAL ESTAT REIT                   | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |      2686 | NS      | $28364.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS, INC.                                         | ONE GAS INC COMMON STOCK                            | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               |  | US        |      1415 | NS      | $121873.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                                  | SNAP-ON INC COMMON STOCK                            | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               |  | US        |       318 | NS      | $115503.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP, INC.                             | MDU RESOURCES GROUP INC COMMON STOCK                | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               |  | US        |       386 | NS      | $7997.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                             | ORCHID ISLAND CAPITAL INC REIT                      | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               |  | US        |      3472 | NS      | $24408.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                                | CMS ENERGY CORP COMMON STOCK                        | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               |  | US        |      4980 | NS      | $386348.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VICOR CORPORATION                                     | VICOR CORP COMMON STOCK                             | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               |  | US        |      1342 | NS      | $216062.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM, INC.                         | COLUMBIA BANKING SYSTEM INC COMMON STOCK            | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               |  | US        |      4557 | NS      | $124999.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION             | FEDERAL AGRIC MTG CORP-CL C COMMON STOCK            | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               |  | US        |       119 | NS      | $17653.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILD-A-BEAR WORKSHOP, INC.                           | BUILD-A-BEAR WORKSHOP INC COMMON STOCK              | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               |  | US        |      1467 | NS      | $54939.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                    | HUNTINGTON BANCSHARES INC COMMON STOCK              | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               |  | US        |     13993 | NS      | $218990.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                 | PAYPAL HOLDINGS INC COMMON STOCK                    | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               |  | US        |      1579 | NS      | $71418.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrium Therapeutics Inc                               | ATRIUM THERAPEUTICS INC COMMON STOCK                | CUSIP: 04965N104<br>LEI: N/A                  | Long             | EC               |  | US        |       160 | NS      | $2132.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                          | TRUIST FINANCIAL CORP COMMON STOCK                  | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               |  | US        |      2395 | NS      | $110098.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS, INC.                                           | CROCS INC COMMON STOCK                              | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               |  | US        |      1116 | NS      | $92650.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COPPER CORPORATION                           | SOUTHERN COPPER CORP COMMON STOCK                   | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               |  | US        |       287 | NS      | $49349.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERBRAND, INC.                                     | MASTERBRAND INC COMMON STOCK                        | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               |  | US        |       174 | NS      | $1445.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP, INC.                                   | NEWMARK GROUP INC-CLASS A COMMON STOCK              | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               |  | US        |      3753 | NS      | $56257.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISTRIBUTION SOLUTIONS GROUP, INC.                    | DISTRIBUTION SOLUTIONS GROUP COMMON STOCK           | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               |  | US        |      3044 | NS      | $79874.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC.                                           | DAVITA INC COMMON STOCK                             | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               |  | US        |       160 | NS      | $24590.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL, INC                      | FIDELITY NATIONAL FINANCIAL COMMON STOCK            | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               |  | US        |      1063 | NS      | $49301.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO, INC.                                          | WATSCO INC COMMON STOCK                             | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               |  | US        |        52 | NS      | $18917.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                            | CARRIER GLOBAL CORP COMMON STOCK                    | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               |  | US        |      6184 | NS      | $348221.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE & FITCH CO.                               | ABERCROMBIE & FITCH CO-CL A COMMON STOCK            | CUSIP: N/A<br>LEI: 5493000J7LL72TOGT983       | Long             | EC               |  | US        |       788 | NS      | $71999.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORPORATION                                     | ALCOA CORP COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300T12EZ1F6PWWU29       | Long             | EC               |  | US        |      4188 | NS      | $277790.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                       | AFFILIATED MANAGERS GROUP COMMON STOCK              | CUSIP: N/A<br>LEI: 2JE75BUE3T1BLCYYGK54       | Long             | EC               |  | US        |       362 | NS      | $100165.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORPORATION                                       | SLM CORP COMMON STOCK                               | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               |  | US        |      3705 | NS      | $79324.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                     | JOHNSON & JOHNSON COMMON STOCK                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     24595 | NS      | $6012001.80   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORPORATION                              | STATE STREET CORP COMMON STOCK                      | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               |  | US        |      8941 | NS      | $1131572.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, INC.                                         | NETGEAR INC COMMON STOCK                            | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               |  | US        |      3441 | NS      | $75151.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                      | SALESFORCE INC COMMON STOCK                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               |  | US        |      5945 | NS      | $1109753.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC.                                      | N B T BANCORP INC COMMON STOCK                      | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               |  | US        |      1213 | NS      | $51649.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC.                                       | S&P GLOBAL INC COMMON STOCK                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               |  | US        |      4831 | NS      | $2054817.54   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD.                                 | ASSURED GUARANTY LTD COMMON STOCK                   | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               |  | US        |       994 | NS      | $80991.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP.                                   | RITHM CAPITAL CORP REIT                             | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |      1403 | NS      | $13300.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                          | WILLIAMS COS INC COMMON STOCK                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               |  | US        |     25224 | NS      | $1835802.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                | SOUTHWEST AIRLINES CO COMMON STOCK                  | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               |  | US        |       322 | NS      | $12097.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS, INC.                                    | NMI HOLDINGS INC COMMON STOCK                       | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               |  | US        |      1470 | NS      | $55139.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PUBLIC LIMITED COMPANY                       | ALLEGION PLC COMMON STOCK                           | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               |  | US        |       855 | NS      | $124222.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                              | LUMEN TECHNOLOGIES INC COMMON STOCK                 | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               |  | US        |     12934 | NS      | $89891.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TJX COMPANIES, INC.                               | TJX COMPANIES INC COMMON STOCK                      | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               |  | US        |      6282 | NS      | $1003235.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC.                                  | ELECTRONIC ARTS INC COMMON STOCK                    | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               |  | US        |      4883 | NS      | $995497.21    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC.                                              | ITT INC COMMON STOCK                                | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               |  | US        |       918 | NS      | $174906.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS, INC.                                   | TOLL BROTHERS INC COMMON STOCK                      | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               |  | US        |       269 | NS      | $36710.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC.                                | DELL TECHNOLOGIES -C COMMON STOCK                   | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               |  | US        |       968 | NS      | $158877.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC.                          | AMERICAN AIRLINES GROUP INC COMMON STOCK            | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               |  | US        |       405 | NS      | $4349.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UIPATH, INC.                                          | UIPATH INC - CLASS A COMMON STOCK                   | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               |  | US        |      4174 | NS      | $46331.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INCORPORATED               | COMMUNITY HEALTHCARE TRUST I REIT                   | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |      1136 | NS      | $18051.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSTOM TRUCK ONE SOURCE, INC.                         | CUSTOM TRUCK ONE SOURCE INC COMMON STOCK            | CUSIP: 23204X103<br>LEI: 2549008QOVAS9KBZ4E50 | Long             | EC               |  | US        |     15463 | NS      | $101591.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA, INC.                                          | ARCOSA INC COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300WFHLTCZV7D6V29       | Long             | EC               |  | US        |      1128 | NS      | $119725.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC.                                           | BELDEN INC COMMON STOCK                             | CUSIP: N/A<br>LEI: 68BKYO1JC791TTJHUE82       | Long             | EC               |  | US        |       155 | NS      | $17798.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                             | WESTERN UNION CO COMMON STOCK                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |       425 | NS      | $3710.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDIC AMERICAN TANKERS LIMITED                       | NORDIC AMERICAN TANKERS LTD COMMON STOCK            | CUSIP: G65773106<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               |  | US        |      3610 | NS      | $21154.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUSHNET HOLDINGS CORP.                               | ACUSHNET HOLDINGS CORP COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900W5FI106H543E43       | Long             | EC               |  | US        |       987 | NS      | $92264.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS, INC.                        | MONOLITHIC POWER SYSTEMS INC COMMON STOCK           | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               |  | US        |        64 | NS      | $69974.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE, INC.                                        | OPENLANE INC COMMON STOCK                           | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               |  | US        |      2303 | NS      | $67132.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                                   | TEEKAY TANKERS LTD-CLASS A COMMON STOCK             | CUSIP: G8726X106<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               |  | US        |      1755 | NS      | $128676.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                       | FOX CORP - CLASS B COMMON STOCK                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |      1983 | NS      | $105297.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS, INC.                      | FORTUNE BRANDS INNOVATIONS I COMMON STOCK           | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               |  | US        |       174 | NS      | $6780.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)        | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4224046 | NS      | $4224045.77   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC.                           | LPL FINANCIAL HOLDINGS INC COMMON STOCK             | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               |  | US        |       869 | NS      | $261421.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES, INC.                               | MOHAWK INDUSTRIES INC COMMON STOCK                  | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               |  | US        |       127 | NS      | $12504.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL, INC.                                  | VOYA FINANCIAL INC COMMON STOCK                     | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               |  | US        |      1543 | NS      | $105417.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING COMPANY                                  | CITY HOLDING CO COMMON STOCK                        | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               |  | US        |       607 | NS      | $72548.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES, INC.                                | TTM TECHNOLOGIES COMMON STOCK                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               |  | US        |      1170 | NS      | $113981.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVEX INTERNATIONAL, INC.                           | INNOVEX INTERNATIONAL INC COMMON STOCK              | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               |  | US        |      1072 | NS      | $26146.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                                    | IQVIA HOLDINGS INC COMMON STOCK                     | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               |  | US        |       491 | NS      | $83735.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INCORPORATED                    | TELEDYNE TECHNOLOGIES INC COMMON STOCK              | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               |  | US        |        31 | NS      | $18755.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                        | TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK           | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               |  | US        |       728 | NS      | $19022.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORPORATION                                       | HNI CORP COMMON STOCK                               | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               |  | US        |      1912 | NS      | $63841.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE, INC.                            | TANDEM DIABETES CARE INC COMMON STOCK               | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               |  | US        |       144 | NS      | $2760.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.        | CHARLES RIVER LABORATORIES COMMON STOCK             | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               |  | US        |        77 | NS      | $13282.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES, INC.                                | TRI POINTE HOMES INC COMMON STOCK                   | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               |  | US        |      3236 | NS      | $151218.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP, INC.                               | EAST WEST BANCORP INC COMMON STOCK                  | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               |  | US        |      1036 | NS      | $110603.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PUBLIC LIMITED COMPANY        | JAMES HARDIE IND PLC COMMON STOCK                   | CUSIP: G4253H101<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               |  | US        |      2137 | NS      | $40474.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC, INC.                                         | HOLOGIC INC COMMON STOCK                            | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               |  | US        |       927 | NS      | $70071.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                       | ACADIA HEALTHCARE CO INC COMMON STOCK               | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               |  | US        |       220 | NS      | $5145.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc.                                            | ENPRO INC COMMON STOCK                              | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               |  | US        |       501 | NS      | $125575.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AZENTA, INC.                                          | AZENTA INC COMMON STOCK                             | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               |  | US        |       207 | NS      | $4373.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL, INC.                                | WARRIOR MET COAL INC COMMON STOCK                   | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               |  | US        |       969 | NS      | $90262.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                       | CARLISLE COS INC COMMON STOCK                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               |  | US        |       311 | NS      | $103755.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                          | AERSALE CORP COMMON STOCK                           | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               |  | US        |     15680 | NS      | $97529.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Net Lease Office Properties                           | NET LEASE OFFICE PROPERTY REIT                      | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               |  | US        |        10 | NS      | $114.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION            | COGNIZANT TECH SOLUTIONS-A COMMON STOCK             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |      1661 | NS      | $101902.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WENDY'S COMPANY                                   | WENDY'S CO/THE COMMON STOCK                         | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               |  | US        |     11419 | NS      | $79362.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HF FOODS GROUP INC.                                   | HF FOODS GROUP INC COMMON STOCK                     | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               |  | US        |      2213 | NS      | $4094.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE NXT, CO.                                        | CRANE NXT CO COMMON STOCK                           | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               |  | US        |       135 | NS      | $5479.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR COMPANY                           | COLUMBIA SPORTSWEAR CO COMMON STOCK                 | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               |  | US        |       891 | NS      | $48835.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDMORE SHIPPING CORPORATION                          | ARDMORE SHIPPING CORP COMMON STOCK                  | CUSIP: Y0207T100<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               |  | US        |      5335 | NS      | $81358.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group, Ltd.                                   | EVEREST GROUP LTD COMMON STOCK                      | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |       179 | NS      | $58506.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT, INC.                                          | VIASAT INC COMMON STOCK                             | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               |  | US        |       693 | NS      | $31739.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE INC.                                       | BLACKSTONE INC COMMON STOCK                         | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               |  | US        |      2809 | NS      | $323006.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS, INC                                          | COMPASS INC - CLASS A COMMON STOCK                  | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               |  | US        |      6636 | NS      | $48507.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORPORATION                                     | LOEWS CORP COMMON STOCK                             | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               |  | US        |       222 | NS      | $23696.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORP COMMON STOCK                   | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | EC               |  | US        |     49763 | NS      | $2425946.25   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INCORPORATED                     | GRANITE CONSTRUCTION INC COMMON STOCK               | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               |  | US        |      1175 | NS      | $140859.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG INC.                                              | TPG INC COMMON STOCK                                | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               |  | US        |      1811 | NS      | $73363.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORPORATION                                      | NEWS CORP - CLASS B COMMON STOCK                    | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               |  | US        |      3824 | NS      | $109022.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS, INC.                               | LANTHEUS HOLDINGS INC COMMON STOCK                  | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               |  | US        |       997 | NS      | $75622.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORPORATION                             | CNA FINANCIAL CORP COMMON STOCK                     | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               |  | US        |       253 | NS      | $11617.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                | FAIR ISAAC CORP COMMON STOCK                        | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               |  | US        |        16 | NS      | $17080.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                       | BUNGE GLOBAL SA COMMON STOCK                        | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               |  | US        |       929 | NS      | $118168.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL, INC.                                     | MILLERKNOLL INC COMMON STOCK                        | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               |  | US        |      2900 | NS      | $41934.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORPORATION                                  | HUNTSMAN CORP COMMON STOCK                          | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               |  | US        |       475 | NS      | $6322.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                    | ORACLE CORP COMMON STOCK                            | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |     16406 | NS      | $2413486.66   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                        | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK           | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               |  | US        |      2915 | NS      | $96399.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                       | UNITEDHEALTH GROUP INC COMMON STOCK                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |      6167 | NS      | $1668728.53   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BUCKLE, INC.                                      | BUCKLE INC/THE COMMON STOCK                         | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               |  | US        |      1885 | NS      | $94928.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                                | SEALED AIR CORP COMMON STOCK                        | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               |  | US        |       293 | NS      | $12320.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                           | ABM INDUSTRIES INC COMMON STOCK                     | CUSIP: N/A<br>LEI: QF02R89VEIOROM77J447       | Long             | EC               |  | US        |      3427 | NS      | $132008.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                        | SCHWAB (CHARLES) CORP COMMON STOCK                  | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               |  | US        |     16432 | NS      | $1544279.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL, INC.                                 | VIRTU FINANCIAL INC-CLASS A COMMON STOCK            | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               |  | US        |      3026 | NS      | $133083.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET, INC.                          | SPROUTS FARMERS MARKET INC COMMON STOCK             | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               |  | US        |       623 | NS      | $48051.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS, INC.                          | XENIA HOTELS & RESORTS INC REIT                     | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |      2347 | NS      | $34806.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRANA HEALTH, INC.                                  | ASTRANA HEALTH INC COMMON STOCK                     | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               |  | US        |       344 | NS      | $8434.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INCORPORATED                                     | DANA INC COMMON STOCK                               | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               |  | US        |      2660 | NS      | $89509.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC.                                           | ZOETIS INC COMMON STOCK                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               |  | US        |      3605 | NS      | $426147.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, INC.                                            | AAON INC COMMON STOCK                               | CUSIP: N/A<br>LEI: 549300ZHF0E5VM7PUD37       | Long             | EC               |  | US        |       288 | NS      | $23832.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9, INC.                                           | FIVE9 INC COMMON STOCK                              | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               |  | US        |        93 | NS      | $1410.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, INC.                                         | IDACORP INC COMMON STOCK                            | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               |  | US        |       108 | NS      | $15440.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                       | UNITED THERAPEUTICS CORP COMMON STOCK               | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |       559 | NS      | $331475.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORPORATION                      | NEW JERSEY RESOURCES CORP COMMON STOCK              | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               |  | US        |      1111 | NS      | $61016.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                       | O-I GLASS INC COMMON STOCK                          | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               |  | US        |      6696 | NS      | $70374.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS, INC.                               | COMMVAULT SYSTEMS INC COMMON STOCK                  | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               |  | US        |       219 | NS      | $17057.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                             | AMCOR PLC COMMON STOCK                              | CUSIP: G0250X149<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               |  | US        |      2261 | NS      | $89874.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                      | AIR PRODUCTS & CHEMICALS INC COMMON STOCK           | CUSIP: N/A<br>LEI: 7QEON6Y1RL5XR3R1W237       | Long             | EC               |  | US        |       505 | NS      | $146697.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC.                                          | TRIMBLE INC COMMON STOCK                            | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               |  | US        |      2035 | NS      | $132743.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC.                                              | WEX INC COMMON STOCK                                | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               |  | US        |        55 | NS      | $8417.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SERVICES CORPORATION                         | PRIMORIS SERVICES CORP COMMON STOCK                 | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               |  | US        |       784 | NS      | $112143.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                            | MERITAGE HOMES CORP COMMON STOCK                    | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               |  | US        |      1588 | NS      | $98201.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec, Inc.                                         | EVERTEC INC COMMON STOCK                            | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               |  | US        |      1569 | NS      | $44277.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY, INC.                       | REXFORD INDUSTRIAL REALTY IN REIT                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |       241 | NS      | $7887.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.          | FIDELITY NATIONAL INFO SERVICES COMMON STOCK        | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               |  | US        |      1329 | NS      | $62343.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUEBLUE, INC.                                        | TRUEBLUE INC COMMON STOCK                           | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               |  | US        |      6393 | NS      | $24996.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CASS INFORMATION SYSTEMS, INC.                        | CASS INFORMATION SYSTEMS INC COMMON STOCK           | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               |  | US        |       865 | NS      | $38077.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAKE SHACK INC.                                      | SHAKE SHACK INC - CLASS A COMMON STOCK              | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               |  | US        |       157 | NS      | $13889.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                             | NATIONAL FUEL GAS CO COMMON STOCK                   | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |       223 | NS      | $20953.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                         | ALPHABET INC-CL C COMMON STOCK                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     37928 | NS      | $10880026.08  | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARD'S, INC.                                       | DILLARDS INC-CL A COMMON STOCK                      | CUSIP: 254067101<br>LEI: N/A                  | Long             | EC               |  | US        |        45 | NS      | $25744.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING PLC                      | SENSATA TECHNOLOGIES HOLDING COMMON STOCK           | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               |  | US        |      4273 | NS      | $150495.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HERTZ GLOBAL HOLDINGS, INC.                           | HERTZ GLOBAL HLDGS INC COMMON STOCK                 | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               |  | US        |     15111 | NS      | $69661.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO.                                           | CARVANA CO COMMON STOCK                             | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               |  | US        |       366 | NS      | $115063.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                         | JACK HENRY & ASSOCIATES INC COMMON STOCK            | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               |  | US        |       636 | NS      | $100513.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO.                                  | TRAVEL + LEISURE CO COMMON STOCK                    | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               |  | US        |       307 | NS      | $21241.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES, INC.                              | TRINITY INDUSTRIES INC COMMON STOCK                 | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               |  | US        |       511 | NS      | $16443.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ALLSTATE CORPORATION                              | ALLSTATE CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: OBT0W1ED8G0NWVOLOJ77       | Long             | EC               |  | US        |       508 | NS      | $105328.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY, INC.                                  | HOULIHAN LOKEY INC COMMON STOCK                     | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               |  | US        |       192 | NS      | $27575.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Limited                                 | BORR DRILLING LTD COMMON STOCK                      | CUSIP: G1466R173<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               |  | US        |     11900 | NS      | $68663.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOLIFE SOLUTIONS, INC.                               | BIOLIFE SOLUTIONS INC COMMON STOCK                  | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               |  | US        |      2163 | NS      | $41270.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PUBLIC LIMITED COMPANY                | PERRIGO CO PLC COMMON STOCK                         | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               |  | US        |       211 | NS      | $2266.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES, INC.                              | VALMONT INDUSTRIES COMMON STOCK                     | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               |  | US        |        76 | NS      | $30367.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INCORPORATED                   | LIGAND PHARMACEUTICALS COMMON STOCK                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               |  | US        |       462 | NS      | $92238.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                     | YUM! BRANDS INC COMMON STOCK                        | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               |  | US        |      7314 | NS      | $1137180.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                        | TEXAS CAPITAL BANCSHARES INC COMMON STOCK           | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               |  | US        |       822 | NS      | $77991.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                  | M & T BANK CORP COMMON STOCK                        | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               |  | US        |       512 | NS      | $105840.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBINHOOD MARKETS, INC.                               | ROBINHOOD MARKETS INC - A COMMON STOCK              | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               |  | US        |      4467 | NS      | $309563.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                      | XCEL ENERGY INC COMMON STOCK                        | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               |  | US        |      1637 | NS      | $130043.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                            | AMERICAN TOWER CORP REIT                            | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      1330 | NS      | $229531.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GREENBRIER COMPANIES, INC.                        | GREENBRIER COMPANIES INC COMMON STOCK               | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               |  | US        |      1583 | NS      | $83344.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                 | ELEMENT SOLUTIONS INC COMMON STOCK                  | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               |  | US        |      3720 | NS      | $127000.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIMERA INVESTMENT CORPORATION                        | CHIMERA INVESTMENT CORP REIT                        | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |       800 | NS      | $10040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY S.A.                               | SPOTIFY TECHNOLOGY SA COMMON STOCK                  | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               |  | US        |       714 | NS      | $346225.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKDALE SENIOR LIVING INC.                          | BROOKDALE SENIOR LIVING INC COMMON STOCK            | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               |  | US        |      7397 | NS      | $101190.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORPORATION                                     | CABOT CORP COMMON STOCK                             | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               |  | US        |       238 | NS      | $17923.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS, INC.                                | NETSCOUT SYSTEMS INC COMMON STOCK                   | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               |  | US        |      2073 | NS      | $65900.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES, INC.                          | CASEY'S GENERAL STORES INC COMMON STOCK             | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               |  | US        |        65 | NS      | $47310.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                      | OCCIDENTAL PETROLEUM CORP COMMON STOCK              | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               |  | US        |      5198 | NS      | $337870.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WOODMARK CORPORATION                         | AMERICAN WOODMARK CORP COMMON STOCK                 | CUSIP: N/A<br>LEI: 5299007PFSDWMA74RB56       | Long             | EC               |  | US        |       461 | NS      | $18361.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD.                           | RENAISSANCERE HOLDINGS LTD COMMON STOCK             | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               |  | US        |        69 | NS      | $20508.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | UNITI GROUP INC COMMON STOCK                        | CUSIP: 912932100<br>LEI: N/A                  | Long             | EC               |  | US        |       752 | NS      | $7052.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS, INC.                           | CONSTRUCTION PARTNERS INC-A COMMON STOCK            | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               |  | US        |       391 | NS      | $43447.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE, INC                                        | BLACKLINE INC COMMON STOCK                          | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               |  | US        |       185 | NS      | $6845.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA REALTY TRUST                                   | ACADIA REALTY TRUST REIT                            | CUSIP: N/A<br>LEI: 254900C5XLB1YYJQSH07       | Long             | EC               |  | US        |      1946 | NS      | $37207.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                          | DOXIMITY INC-CLASS A COMMON STOCK                   | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               |  | US        |      1684 | NS      | $39237.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc.                                           | TANGER INC REIT                                     | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |       647 | NS      | $21985.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                             | ARTHUR J GALLAGHER & CO COMMON STOCK                | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               |  | US        |       839 | NS      | $181710.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC.                                         | NISOURCE INC COMMON STOCK                           | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               |  | US        |       419 | NS      | $19550.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY COMPANY                                     | SM ENERGY CO COMMON STOCK                           | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               |  | US        |      1100 | NS      | $34283.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP.                                             | RLI CORP COMMON STOCK                               | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               |  | US        |      1090 | NS      | $62173.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                         | UNIVEST FINANCIAL CORP COMMON STOCK                 | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               |  | US        |      1820 | NS      | $62353.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE, INC.                                      | LITTELFUSE INC COMMON STOCK                         | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               |  | US        |        60 | NS      | $20361.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                                  | KONTOOR BRANDS INC COMMON STOCK                     | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               |  | US        |      1282 | NS      | $90111.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                                 | URBAN EDGE PROPERTIES REIT                          | CUSIP: 91704F104<br>LEI: 254900MGW1LDY566BW57 | Long             | EC               |  | US        |      2679 | NS      | $53526.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO BRANDS CORPORATION                               | ACCO BRANDS CORP COMMON STOCK                       | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               |  | US        |      5214 | NS      | $15642.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                 | ELEVANCE HEALTH INC COMMON STOCK                    | CUSIP: N/A<br>LEI: 8MYN82XMYQH89CTMTH67       | Long             | EC               |  | US        |      4437 | NS      | $1298931.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC.                                           | HUMANA INC COMMON STOCK                             | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               |  | US        |       242 | NS      | $41960.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WALT DISNEY COMPANY                               | WALT DISNEY CO/THE COMMON STOCK                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               |  | US        |     21958 | NS      | $2116312.04   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS COMPANY                               | GRAHAM HOLDINGS CO-CLASS B COMMON STOCK             | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               |  | US        |        78 | NS      | $82466.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORPORATION                          | MONSTER BEVERAGE CORP COMMON STOCK                  | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               |  | US        |       889 | NS      | $64416.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS CORPORATION                                       | CTS CORP COMMON STOCK                               | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               |  | US        |       301 | NS      | $14375.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                            | WESTAMERICA BANCORPORATION COMMON STOCK             | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               |  | US        |       731 | NS      | $38121.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS, INC.                  | BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               |  | US        |       469 | NS      | $76203.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES, INC.                             | AKAMAI TECHNOLOGIES INC COMMON STOCK                | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               |  | US        |      3151 | NS      | $361892.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                                   | SYLVAMO CORP COMMON STOCK                           | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               |  | US        |        32 | NS      | $1351.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST, INC.                                        | MEDIFAST INC COMMON STOCK                           | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               |  | US        |        71 | NS      | $723.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORPORATION                                     | KIRBY CORP COMMON STOCK                             | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               |  | US        |      1032 | NS      | $137132.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVIRI CORPORATION                                    | ENVIRI CORP COMMON STOCK                            | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               |  | US        |      7225 | NS      | $141754.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                     | MERCK & CO. INC. COMMON STOCK                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     30481 | NS      | $3666559.49   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                          | BRISTOL-MYERS SQUIBB CO COMMON STOCK                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |     12713 | NS      | $771043.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NELNET, INC.                                          | NELNET INC-CL A COMMON STOCK                        | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               |  | US        |       145 | NS      | $18699.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC.                                         | EVERCORE INC - A COMMON STOCK                       | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               |  | US        |       352 | NS      | $105075.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES, INC.                              | ARRAY TECHNOLOGIES INC COMMON STOCK                 | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               |  | US        |      7510 | NS      | $54297.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH, INC.                                 | GUARDANT HEALTH INC COMMON STOCK                    | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               |  | US        |      1065 | NS      | $98374.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS, INC.                          | SOUTHWEST GAS HOLDINGS INC COMMON STOCK             | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               |  | US        |      1209 | NS      | $105062.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.               | INTL FLAVORS & FRAGRANCES COMMON STOCK              | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               |  | US        |      2307 | NS      | $167372.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART, INC.                                      | PRICESMART INC COMMON STOCK                         | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               |  | US        |       179 | NS      | $26939.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                              | EASTMAN CHEMICAL CO COMMON STOCK                    | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               |  | US        |      1175 | NS      | $89676.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                               | ATI Inc COMMON STOCK                                | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               |  | US        |      1143 | NS      | $166260.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT, LTD.                                | MARTEN TRANSPORT LTD COMMON STOCK                   | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               |  | US        |       592 | NS      | $7772.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR, INC.                                     | FIRST SOLAR INC COMMON STOCK                        | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               |  | US        |      1385 | NS      | $273205.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                                        | LCI INDUSTRIES COMMON STOCK                         | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               |  | US        |       483 | NS      | $59399.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PUBLIC LIMITED COMPANY                        | PENTAIR PLC COMMON STOCK                            | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               |  | US        |       245 | NS      | $21341.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                              | SERVICE PROPERTIES TRUST REIT                       | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |       483 | NS      | $654.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORPORATION                                     | CIENA CORP COMMON STOCK                             | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               |  | US        |      1223 | NS      | $474805.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH, INC.                                      | TETRA TECH INC COMMON STOCK                         | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               |  | US        |      2820 | NS      | $84938.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PLUG POWER INC.                                       | PLUG POWER INC COMMON STOCK                         | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               |  | US        |     41383 | NS      | $93525.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                                  | VORNADO REALTY TRUST REIT                           | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |      2903 | NS      | $75448.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS, INC.                                        | SYNOPSYS INC COMMON STOCK                           | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               |  | US        |      1467 | NS      | $581636.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.                               | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK            | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | EC               |  | US        |     14069 | NS      | $6741864.80   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLASSIAN CORPORATION                                 | ATLASSIAN CORP-CL A COMMON STOCK                    | CUSIP: N/A<br>LEI: 549300V7ZY5P02D2MY38       | Long             | EC               |  | US        |        76 | NS      | $5187.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics Inc                               | VIKING THERAPEUTICS INC COMMON STOCK                | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               |  | US        |      1343 | NS      | $43701.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITEONE LANDSCAPE SUPPLY, INC.                        | SITEONE LANDSCAPE SUPPLY INC COMMON STOCK           | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               |  | US        |       361 | NS      | $48052.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVERE THERAPEUTICS, INC.                            | TRAVERE THERAPEUTICS INC COMMON STOCK               | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               |  | US        |      3434 | NS      | $102024.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES, INC.                                       | LGI HOMES INC COMMON STOCK                          | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               |  | US        |       127 | NS      | $5020.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G ANNUITIES & LIFE, INC.                            | F&G ANNUITIES & LIFE INC COMMON STOCK               | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               |  | US        |      2635 | NS      | $66712.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Byrna Technologies Inc                                | BYRNA TECHNOLOGIES INC COMMON STOCK                 | CUSIP: 12448X201<br>LEI: 529900SOEI1AVJ951E85 | Long             | EC               |  | US        |      4312 | NS      | $39584.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy, Inc.                                     | TXNM ENERGY INC COMMON STOCK                        | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               |  | US        |       975 | NS      | $56998.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK, INC.                                           | BLOCK INC COMMON STOCK                              | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               |  | US        |      1553 | NS      | $93459.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC.                                         | CARS.COM INC COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493002G6J07LNGX4M98       | Long             | EC               |  | US        |      4178 | NS      | $33925.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP, INC.                           | KINSALE CAPITAL GROUP INC COMMON STOCK              | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               |  | US        |        73 | NS      | $24941.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                   | GENERAL MILLS INC COMMON STOCK                      | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |     13887 | NS      | $516874.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC.                                   | INGERSOLL-RAND INC COMMON STOCK                     | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               |  | US        |     11165 | NS      | $894539.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL, INC.                                          | MATTEL INC COMMON STOCK                             | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               |  | US        |       711 | NS      | $10330.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                         | TRAVELERS COS INC/THE COMMON STOCK                  | CUSIP: N/A<br>LEI: 549300Y650407RU8B149       | Long             | EC               |  | US        |      4033 | NS      | $1176345.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                       | REGENERON PHARMACEUTICALS COMMON STOCK              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               |  | US        |      1105 | NS      | $853767.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                      | MEDTRONIC PLC COMMON STOCK                          | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |     15259 | NS      | $1322192.35   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC MORTGAGE INVESTMENT TRUST                    | PENNYMAC MORTGAGE INVESTMENT REIT                   | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |      8462 | NS      | $98666.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORPORATION                         | LIBERTY BROADBAND-A COMMON STOCK                    | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               |  | US        |        81 | NS      | $4067.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDISK CORPORATION                                   | SANDISK CORP COMMON STOCK                           | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               |  | US        |      1062 | NS      | $674519.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON, INC.          | EXPEDITORS INTL WASH INC COMMON STOCK               | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               |  | US        |       746 | NS      | $106849.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WATTS WATER TECHNOLOGIES, INC.                        | WATTS WATER TECHNOLOGIES-A COMMON STOCK             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               |  | US        |       507 | NS      | $147177.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MIDDLEBY CORPORATION                              | MIDDLEBY CORP COMMON STOCK                          | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               |  | US        |       103 | NS      | $13655.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBANY INTERNATIONAL CORP.                            | ALBANY INTL CORP-CL A COMMON STOCK                  | CUSIP: N/A<br>LEI: L73WCPNCZIRSQGZTW097       | Long             | EC               |  | US        |      1310 | NS      | $68395.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                             | CHURCH & DWIGHT CO INC COMMON STOCK                 | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |      1025 | NS      | $95653.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN, INC.                                   | KINDER MORGAN INC COMMON STOCK                      | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               |  | US        |     50177 | NS      | $1682434.81   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS, INC.                        | WYNDHAM HOTELS & RESORTS INC COMMON STOCK           | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               |  | US        |       189 | NS      | $15352.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIRKENSTOCK HOLDING PLC                               | BIRKENSTOCK HOLDING PLC COMMON STOCK                | CUSIP: M2029K104<br>LEI: 529900CQ8LQKQ7LIT631 | Long             | EC               |  | US        |      1800 | NS      | $64494.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                         | REGIONS FINANCIAL CORP COMMON STOCK                 | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               |  | US        |     47519 | NS      | $1241196.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RESEARCH CORPORATION                         | NATIONAL RESEARCH CORP COMMON STOCK                 | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               |  | US        |       779 | NS      | $13227.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC.                                              | DOW INC COMMON STOCK                                | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               |  | US        |      6392 | NS      | $266226.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                           | INVESCO LTD COMMON STOCK                            | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               |  | US        |      4021 | NS      | $97670.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE BANCSHARES, INC.                             | COMMERCE BANCSHARES INC COMMON STOCK                | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               |  | US        |      1993 | NS      | $98050.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN COMPANY                                        | STEPAN CO COMMON STOCK                              | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               |  | US        |       138 | NS      | $6897.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CIGNA GROUP                                       | THE CIGNA GROUP COMMON STOCK                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |      4207 | NS      | $1122217.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX, INC.                                         | PAYCHEX INC COMMON STOCK                            | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               |  | US        |       948 | NS      | $87329.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, INC.                                             | RXO INC COMMON STOCK                                | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               |  | US        |      1041 | NS      | $15219.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                        | AUTOZONE INC COMMON STOCK                           | CUSIP: N/A<br>LEI: GA3JGKJ41LJKXDN23E90       | Long             | EC               |  | US        |       235 | NS      | $793778.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORPORATION                                    | COGNEX CORP COMMON STOCK                            | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               |  | US        |       203 | NS      | $9944.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                            | ADOBE INC COMMON STOCK                              | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |      4882 | NS      | $1186716.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group, Inc.                             | VERSANT MEDIA GROUP INC COMMON STOCK                | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               |  | US        |       445 | NS      | $16467.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORPORATION                                   | VERICEL CORP COMMON STOCK                           | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               |  | US        |      1218 | NS      | $39183.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                               | ENERSYS COMMON STOCK                                | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               |  | US        |       664 | NS      | $115350.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies Inc                     | ATMUS FILTRATION TECHNOLOGIE COMMON STOCK           | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               |  | US        |      1767 | NS      | $100312.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                 | FREEPORT-MCMORAN INC COMMON STOCK                   | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               |  | US        |     20422 | NS      | $1200405.16   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORPORATION                                  | REPLIGEN CORP COMMON STOCK                          | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               |  | US        |       553 | NS      | $65154.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. HORTON, INC.                                     | DR HORTON INC COMMON STOCK                          | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               |  | US        |       589 | NS      | $80822.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR SURGICAL COMPANY                                | STAAR SURGICAL CO COMMON STOCK                      | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               |  | US        |      2233 | NS      | $41757.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP.                             | FOX FACTORY HOLDING CORP COMMON STOCK               | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               |  | US        |       749 | NS      | $12328.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                     | HORACE MANN EDUCATORS COMMON STOCK                  | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               |  | US        |      1125 | NS      | $48015.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC.                              | ILLINOIS TOOL WORKS COMMON STOCK                    | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               |  | US        |       700 | NS      | $182203.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORPORATION                        | ZEBRA TECHNOLOGIES CORP-CL A COMMON STOCK           | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               |  | US        |       438 | NS      | $91577.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES, INC.                            | EASTGROUP PROPERTIES INC REIT                       | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |       306 | NS      | $56637.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corporation                                    | ENOVIX CORP COMMON STOCK                            | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               |  | US        |      4020 | NS      | $20823.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE, INC.                               | EURONET WORLDWIDE INC COMMON STOCK                  | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               |  | US        |        74 | NS      | $4911.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED                  | HEALTHCARE REALTY TRUST INC REIT                    | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |       392 | NS      | $6660.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS COMPANY                              | VULCAN MATERIALS CO COMMON STOCK                    | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               |  | US        |       407 | NS      | $110826.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVOCURE LIMITED                                      | NOVOCURE LTD COMMON STOCK                           | CUSIP: G6674U108<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               |  | US        |       905 | NS      | $9864.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LABCORP HOLDINGS INC.                                 | LABCORP HOLDINGS INC COMMON STOCK                   | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               |  | US        |       515 | NS      | $137407.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORPORATION                         | PERMIAN RESOURCES CORP-CL A COMMON STOCK            | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               |  | US        |      5216 | NS      | $111205.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                                              | BANK OZK COMMON STOCK                               | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               |  | US        |       366 | NS      | $16795.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                                    | CINTAS CORP COMMON STOCK                            | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               |  | US        |      6448 | NS      | $1090614.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW INC.                                             | DNOW INC COMMON STOCK                               | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               |  | US        |      7772 | NS      | $92566.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY, INC.                                 | CLEARWAY ENERGY INC-C COMMON STOCK                  | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               |  | US        |       456 | NS      | $17916.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MECHANICS BANCORP                                     | MECHANICS BANCORP-A COMMON STOCK                    | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               |  | US        |       309 | NS      | $4557.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC.             | KNIGHT-SWIFT TRANSPORTATION COMMON STOCK            | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               |  | US        |      1357 | NS      | $78136.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES, INC.                       | DIME COMMUNITY BANCSHARES IN COMMON STOCK           | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               |  | US        |      1467 | NS      | $49613.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION                | OLD REPUBLIC INTL CORP COMMON STOCK                 | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               |  | US        |      2755 | NS      | $109924.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK FINANCIAL CORPORATION                             | BOK FINANCIAL CORPORATION COMMON STOCK              | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               |  | US        |       568 | NS      | $72738.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE RMR GROUP INC.                                    | RMR GROUP INC/THE - A COMMON STOCK                  | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               |  | US        |      1095 | NS      | $16939.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE REALTY TRUST                               | BRANDYWINE REALTY TRUST REIT                        | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |     14492 | NS      | $39273.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE NATURAL RESOURCES, INC.                          | CORE NATURAL RESOURCES INC COMMON STOCK             | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               |  | US        |       338 | NS      | $35361.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE, INC.                                 | AXON ENTERPRISE INC COMMON STOCK                    | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               |  | US        |      1902 | NS      | $807760.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, INC.                                            | NIKE INC -CL B COMMON STOCK                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               |  | US        |      3900 | NS      | $205998.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC.                                             | COTY INC-CL A COMMON STOCK                          | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               |  | US        |      1026 | NS      | $2062.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP.                               | NATIONAL BEVERAGE CORP COMMON STOCK                 | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               |  | US        |       344 | NS      | $11575.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP, INC.                              | NORTHFIELD BANCORP INC COMMON STOCK                 | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               |  | US        |      2868 | NS      | $38832.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GATES INDUSTRIAL CORPORATION PLC                      | GATES INDUSTRIAL CORP PLC COMMON STOCK              | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               |  | US        |       886 | NS      | $20032.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES, INC.                    | RYMAN HOSPITALITY PROPERTIES REIT                   | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |       577 | NS      | $53239.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                             | REGAL REXNORD CORP COMMON STOCK                     | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               |  | US        |      1068 | NS      | $199993.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O AMERICA                                           | H2O AMERICA COMMON STOCK                            | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               |  | US        |       716 | NS      | $42007.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC.                                            | XYLEM INC COMMON STOCK                              | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               |  | US        |      8239 | NS      | $984560.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING, INC.                                  | FTI CONSULTING INC COMMON STOCK                     | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               |  | US        |       443 | NS      | $78309.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                 | AMERICAN ELECTRIC POWER COMMON STOCK                | CUSIP: N/A<br>LEI: 1B4S6S7G0TW5EE83BO58       | Long             | EC               |  | US        |      8825 | NS      | $1156781.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES, INC.                                     | ROSS STORES INC COMMON STOCK                        | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               |  | US        |       582 | NS      | $126078.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORPORATION                                   | VERALTO CORP COMMON STOCK                           | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               |  | US        |      1397 | NS      | $123522.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                         | ADAPTIVE BIOTECHNOLOGIES COMMON STOCK               | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               |  | US        |      1704 | NS      | $23651.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC.                                           | TWILIO INC - A COMMON STOCK                         | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               |  | US        |       869 | NS      | $109337.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MARIN BANCORP                                 | BANK OF MARIN BANCORP/CA COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      1079 | NS      | $27654.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                | RELAY THERAPEUTICS INC COMMON STOCK                 | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               |  | US        |     11508 | NS      | $114504.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                       | INTERCONTINENTAL EXCHANGE IN COMMON STOCK           | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               |  | US        |      1426 | NS      | $224281.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS, INC.                                   | TTEC HOLDINGS INC COMMON STOCK                      | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               |  | US        |       202 | NS      | $505.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGI INC.                                             | ANGI INC COMMON STOCK                               | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               |  | US        |       197 | NS      | $1352.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMULATIONS PLUS, INC.                                | SIMULATIONS PLUS INC COMMON STOCK                   | CUSIP: 829214105<br>LEI: 529900KYRDJAQ8TJCG93 | Long             | EC               |  | US        |      1477 | NS      | $17458.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF INTERNATIONAL, INC.                               | ICF INTERNATIONAL INC COMMON STOCK                  | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               |  | US        |       545 | NS      | $35583.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS, INC.                                   | FLOWERS FOODS INC COMMON STOCK                      | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               |  | US        |       555 | NS      | $4523.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                           | ARVINAS INC COMMON STOCK                            | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               |  | US        |      1298 | NS      | $13758.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                                    | EQUITY RESIDENTIAL REIT                             | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |      1954 | NS      | $115579.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORPORATION                                     | DOVER CORP COMMON STOCK                             | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               |  | US        |       383 | NS      | $79836.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS FINANCIAL CORPORATION                             | TFS FINANCIAL CORP COMMON STOCK                     | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               |  | US        |       573 | NS      | $8050.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW, INC.                                      | SERVICENOW INC COMMON STOCK                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               |  | US        |     11215 | NS      | $1172528.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY                     | NORTHWEST NATURAL HOLDING CO COMMON STOCK           | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               |  | US        |       699 | NS      | $37200.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                             | EBAY INC COMMON STOCK                               | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |      9295 | NS      | $846030.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING COMPANY                     | GRAPHIC PACKAGING HOLDING CO COMMON STOCK           | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               |  | US        |       681 | NS      | $6769.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                        | UNITED AIRLINES HOLDINGS INC COMMON STOCK           | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               |  | US        |       289 | NS      | $26608.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD.                                             | FLEX LTD COMMON STOCK                               | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               |  | US        |      2086 | NS      | $136549.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS, INC.                                      | ZIFF DAVIS INC COMMON STOCK                         | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               |  | US        |      2547 | NS      | $106872.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP.                    | MADISON SQUARE GARDEN SPORTS COMMON STOCK           | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               |  | US        |        39 | NS      | $12534.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC.                            | MINERALS TECHNOLOGIES INC COMMON STOCK              | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               |  | US        |       182 | NS      | $12907.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLVENTUM CORPORATION                                 | SOLVENTUM CORP COMMON STOCK                         | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               |  | US        |      1703 | NS      | $111222.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORPORATION                           | ARES MANAGEMENT CORP - A COMMON STOCK               | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               |  | US        |       632 | NS      | $68951.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, INC.                                             | UDR INC REIT                                        | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |       250 | NS      | $8445.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAREDX, INC.                                          | CAREDX INC COMMON STOCK                             | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               |  | US        |      4535 | NS      | $78727.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ST. JOE COMPANY                                   | ST JOE CO/THE COMMON STOCK                          | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               |  | US        |       460 | NS      | $28888.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORPORATION                               | HF SINCLAIR CORP COMMON STOCK                       | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               |  | US        |      1944 | NS      | $121286.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS, INC.                           | INTERNATIONAL SEAWAYS INC COMMON STOCK              | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               |  | US        |       329 | NS      | $23977.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES, INC.                            | RESIDEO TECHNOLOGIES INC COMMON STOCK               | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               |  | US        |      3442 | NS      | $116029.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                        | AMERICAN FINANCIAL GROUP INC COMMON STOCK           | CUSIP: N/A<br>LEI: 549300AFOM7IVKIU1G39       | Long             | EC               |  | US        |        89 | NS      | $11366.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING COMPANY                             | LAMAR ADVERTISING CO-A REIT                         | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |      1059 | NS      | $134132.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP.                              | ENERPAC TOOL GROUP COMMON STOCK                     | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               |  | US        |      2369 | NS      | $86397.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA, INC.                                       | PRIMERICA INC COMMON STOCK                          | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               |  | US        |       323 | NS      | $80905.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                            | KIMBERLY-CLARK CORP COMMON STOCK                    | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |       925 | NS      | $89234.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA HOLDINGS, INC.                                   | MARA HOLDINGS INC COMMON STOCK                      | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               |  | US        |      3468 | NS      | $28298.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                             | O'REILLY AUTOMOTIVE INC COMMON STOCK                | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               |  | US        |      1174 | NS      | $108371.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO., INC.                                    | BEST BUY CO INC COMMON STOCK                        | CUSIP: N/A<br>LEI: HL5XPTVRV0O8TUN5LL90       | Long             | EC               |  | US        |      1309 | NS      | $84037.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                    | AMERICAN INTERNATIONAL GROUP COMMON STOCK           | CUSIP: N/A<br>LEI: ODVCVCQG2BP6VHV36M30       | Long             | EC               |  | US        |      1586 | NS      | $119346.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                        | FIRST BANCORP PUERTO RICO COMMON STOCK              | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               |  | US        |       821 | NS      | $17536.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANCSYSTEM, INC.                     | FIRST INTERSTATE BANCSYS-A COMMON STOCK             | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               |  | US        |      1171 | NS      | $39111.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                       | VALARIS LTD COMMON STOCK                            | CUSIP: G9460G101<br>LEI: 5299008BQ9IREYWBTS30 | Long             | EC               |  | US        |       739 | NS      | $72451.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE LTD.                                        | HERBALIFE LTD COMMON STOCK                          | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               |  | US        |      1088 | NS      | $16015.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                          | VIATRIS INC COMMON STOCK                            | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               |  | US        |      1277 | NS      | $17252.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORPORATION                            | PEABODY ENERGY CORP COMMON STOCK                    | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               |  | US        |       612 | NS      | $20165.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T. ROWE PRICE GROUP, INC.                             | T ROWE PRICE GROUP INC COMMON STOCK                 | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               |  | US        |      2147 | NS      | $193530.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE, INC.                                       | DYNATRACE INC COMMON STOCK                          | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               |  | US        |       465 | NS      | $17195.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES, INC.                                 | DELTA AIR LINES INC COMMON STOCK                    | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               |  | US        |      2139 | NS      | $142200.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE, INC.                             | PELOTON INTERACTIVE INC-A COMMON STOCK              | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               |  | US        |      2845 | NS      | $12205.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC.                                 | WEC ENERGY GROUP INC COMMON STOCK                   | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               |  | US        |      1179 | NS      | $136492.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET, INC.                                           | AVNET INC COMMON STOCK                              | CUSIP: N/A<br>LEI: XJI53DCPL7QABOWK4Z75       | Long             | EC               |  | US        |       325 | NS      | $20026.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMEDICS GROUP, INC.                               | TRANSMEDICS GROUP INC COMMON STOCK                  | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               |  | US        |       804 | NS      | $79925.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                                        | INNOVIVA INC COMMON STOCK                           | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               |  | US        |      3557 | NS      | $82878.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                                  | CELANESE CORP COMMON STOCK                          | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               |  | US        |        93 | NS      | $6116.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                        | QUEST DIAGNOSTICS INC COMMON STOCK                  | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |       556 | NS      | $108964.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TIMKEN COMPANY                                    | TIMKEN CO COMMON STOCK                              | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               |  | US        |       204 | NS      | $20516.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT COMPANY                                       | TENNANT CO COMMON STOCK                             | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               |  | US        |       639 | NS      | $42429.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GARRETT MOTION INC.                                   | GARRETT MOTION INC COMMON STOCK                     | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               |  | US        |      5651 | NS      | $102678.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNITE, INC.                                         | MAGNITE INC COMMON STOCK                            | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               |  | US        |      2551 | NS      | $30305.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MOSAIC COMPANY                                    | MOSAIC CO/THE COMMON STOCK                          | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               |  | US        |      3590 | NS      | $91545.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INCORPORATED                                    | AFLAC INC COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300N0B7DOGLXWPP39       | Long             | EC               |  | US        |      1015 | NS      | $111355.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS, INC.                       | LINCOLN ELECTRIC HOLDINGS COMMON STOCK              | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               |  | US        |      1027 | NS      | $255805.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, INC.                                            | ETSY INC COMMON STOCK                               | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               |  | US        |      1162 | NS      | $58076.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES, INC.                                   | EOG RESOURCES INC COMMON STOCK                      | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               |  | US        |      2919 | NS      | $421999.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC.                                  | VICI PROPERTIES INC REIT                            | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |      3317 | NS      | $90620.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                             | COMMERCIAL METALS CO COMMON STOCK                   | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               |  | US        |      1211 | NS      | $74391.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRONICS CORPORATION                                 | ASTRONICS CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300NNXCF8H4MSMK17       | Long             | EC               |  | US        |      1471 | NS      | $98159.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP.                                | INDEPENDENT BANK CORP/MA COMMON STOCK               | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               |  | US        |       580 | NS      | $43621.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORPORATION                                  | Westlake Corporation COMMON STOCK                   | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               |  | US        |       137 | NS      | $16004.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER COMPANY                                  | WEYERHAEUSER CO REIT                                | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     17005 | NS      | $415432.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS, INC.                                | PALOMAR HOLDINGS INC COMMON STOCK                   | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               |  | US        |       145 | NS      | $17327.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THERAVANCE BIOPHARMA, INC.                            | THERAVANCE BIOPHARMA INC COMMON STOCK               | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               |  | US        |      2200 | NS      | $35706.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX, INC.                                           | CALIX INC COMMON STOCK                              | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               |  | US        |      1804 | NS      | $88377.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORPORATION                                       | CDW CORP/DE COMMON STOCK                            | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               |  | US        |       806 | NS      | $97542.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                               | MICRON TECHNOLOGY INC COMMON STOCK                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               |  | US        |      9194 | NS      | $3106100.96   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| TERAWULF INC.                                         | TERAWULF INC COMMON STOCK                           | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               |  | US        |      9405 | NS      | $135714.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP.                                 | SL GREEN REALTY CORP REIT                           | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |      2468 | NS      | $91167.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORPORATION                                 | AIR LEASE CORP COMMON STOCK                         | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               |  | US        |      1053 | NS      | $68381.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINET GROUP, INC.                                    | TRINET GROUP INC COMMON STOCK                       | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               |  | US        |       877 | NS      | $31949.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                         | SHOALS TECHNOLOGIES GROUP -A COMMON STOCK           | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               |  | US        |     12979 | NS      | $85401.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY, INC.                                 | CHENIERE ENERGY INC COMMON STOCK                    | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               |  | US        |      5758 | NS      | $1633890.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, INC                                        | AMERISAFE INC COMMON STOCK                          | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               |  | US        |       743 | NS      | $24764.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL, INC.                                  | AVANOS MEDICAL INC COMMON STOCK                     | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               |  | US        |       301 | NS      | $4217.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                        | AMDOCS LTD COMMON STOCK                             | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |      1366 | NS      | $89145.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS, INC.                            | SAREPTA THERAPEUTICS INC COMMON STOCK               | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               |  | US        |        87 | NS      | $1893.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORPORATION                                    | UNISYS CORP COMMON STOCK                            | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               |  | US        |       689 | NS      | $1426.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                         | BROADCOM INC COMMON STOCK                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               |  | US        |     38900 | NS      | $12039943.64  | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC.                                             | MSCI INC COMMON STOCK                               | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               |  | US        |       635 | NS      | $342271.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORPORATION                          | ANTERO MIDSTREAM CORP COMMON STOCK                  | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               |  | US        |     26635 | NS      | $607278.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS, INC.                               | BATH & BODY WORKS INC COMMON STOCK                  | CUSIP: N/A<br>LEI: GR3KVMWVCR54YWQNXU90       | Long             | EC               |  | US        |       638 | NS      | $11911.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC.                                  | VIAVI SOLUTIONS INC COMMON STOCK                    | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               |  | US        |      3355 | NS      | $111654.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                          | STANLEY BLACK & DECKER INC COMMON STOCK             | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               |  | US        |      1349 | NS      | $95859.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                  | MILLICOM INTL CELLULAR S.A. COMMON STOCK            | CUSIP: L6388F110<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               |  | US        |      2334 | NS      | $174909.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS, INC.                     | PINNACLE FINANCIAL PARTNERS COMMON STOCK            | CUSIP: 72348N109<br>LEI: N/A                  | Long             | EC               |  | US        |      1570 | NS      | $135199.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI TECHNOLOGIES, INC.                               | SOFI TECHNOLOGIES INC COMMON STOCK                  | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               |  | US        |      4801 | NS      | $76239.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                               | SIGNET JEWELERS LTD COMMON STOCK                    | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               |  | US        |      1372 | NS      | $116126.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR ATLEOS CORPORATION                                | NCR ATLEOS CORP COMMON STOCK                        | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               |  | US        |       167 | NS      | $7277.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD.                                | NABORS INDUSTRIES LTD COMMON STOCK                  | CUSIP: G6359F137<br>LEI: N/A                  | Long             | EC               |  | US        |       367 | NS      | $31584.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                 | ARLO TECHNOLOGIES INC COMMON STOCK                  | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               |  | US        |      7542 | NS      | $107322.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLVE GROUP, INC.                                   | REVOLVE GROUP INC COMMON STOCK                      | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               |  | US        |      2223 | NS      | $50262.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                                   | HALLIBURTON CO COMMON STOCK                         | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               |  | US        |      3226 | NS      | $125781.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                             | APTIV PLC COMMON STOCK                              | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               |  | US        |      1850 | NS      | $128464.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK HOTELS & RESORTS INC.                            | PARK HOTELS & RESORTS INC REIT                      | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |      1996 | NS      | $21017.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INCORPORATED                                   | INSMED INC COMMON STOCK                             | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               |  | US        |      1356 | NS      | $221733.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW, INC.                                      | FIVE BELOW COMMON STOCK                             | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               |  | US        |       410 | NS      | $93676.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC.                                         | INNOSPEC INC COMMON STOCK                           | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               |  | US        |       499 | NS      | $36436.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH FINANCIAL, INC.                               | TRIUMPH FINANCIAL INC COMMON STOCK                  | CUSIP: N/A<br>LEI: 5493003RNRMEVYDZ1Q52       | Long             | EC               |  | US        |       822 | NS      | $49040.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE.COM, INC.                                    | COMMERCE.COM INC COMMON STOCK                       | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               |  | US        |      3803 | NS      | $10154.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORPORATION                            | ADDUS HOMECARE CORP COMMON STOCK                    | CUSIP: N/A<br>LEI: 52990090ZT33AKPDBX62       | Long             | EC               |  | US        |       495 | NS      | $46356.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                       | UNIVERSAL HEALTH SERVICES-B COMMON STOCK            | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               |  | US        |        80 | NS      | $14317.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET LAB CORPORATION                                | ROCKET LAB CORP COMMON STOCK                        | CUSIP: 773121108<br>LEI: 254900LNRW7906KUMM93 | Long             | EC               |  | US        |      4937 | NS      | $317054.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                                    | LENNAR CORP - B SHS COMMON STOCK                    | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               |  | US        |       122 | NS      | $10262.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                            | AMERIPRISE FINANCIAL INC COMMON STOCK               | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               |  | US        |      1250 | NS      | $555500.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP                                  | OLD NATIONAL BANCORP COMMON STOCK                   | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               |  | US        |      5093 | NS      | $112555.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                              | PATHWARD FINANCIAL INC COMMON STOCK                 | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               |  | US        |       266 | NS      | $23735.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORPORATION                                    | NEOGEN CORP COMMON STOCK                            | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               |  | US        |       300 | NS      | $2787.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORPORATION                                | MCDONALD'S CORP COMMON STOCK                        | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               |  | US        |      9415 | NS      | $2926087.85   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                          | BIOMARIN PHARMACEUTICAL INC COMMON STOCK            | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               |  | US        |      1042 | NS      | $58862.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                              | F5 INC COMMON STOCK                                 | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               |  | US        |       389 | NS      | $112549.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYSTEMS, INC.                           | CASELLA WASTE SYSTEMS INC-A COMMON STOCK            | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               |  | US        |       794 | NS      | $62995.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                           | UNITED PARCEL SERVICE-CL B COMMON STOCK             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               |  | US        |      1814 | NS      | $178461.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN ENTERTAINMENT CORP.             | MADISON SQUARE GARDEN ENTERTAINMENT CO COMMON STOCK | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               |  | US        |       697 | NS      | $41060.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORPORATION                         | LIBERTY BROADBAND-C COMMON STOCK                    | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               |  | US        |       343 | NS      | $17252.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                              | ROPER TECHNOLOGIES INC COMMON STOCK                 | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               |  | US        |       193 | NS      | $68294.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smithfield Foods, Inc.                                | SMITHFIELD FOODS INC COMMON STOCK                   | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               |  | US        |      5024 | NS      | $140521.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORPORATION                                  | TERADATA CORP COMMON STOCK                          | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               |  | US        |      2108 | NS      | $54028.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUBLEVERIFY HOLDINGS, INC.                           | DOUBLEVERIFY HOLDINGS INC COMMON STOCK              | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               |  | US        |      6933 | NS      | $65863.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELECTRONICS, INC.                           | BENCHMARK ELECTRONICS INC COMMON STOCK              | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               |  | US        |      1447 | NS      | $81118.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY, INC.                                        | TAPESTRY INC COMMON STOCK                           | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               |  | US        |       716 | NS      | $101034.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS, INC.                             | EXLSERVICE HOLDINGS INC COMMON STOCK                | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               |  | US        |       680 | NS      | $20706.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                                              | CRANE CO COMMON STOCK                               | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               |  | US        |       135 | NS      | $23085.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYLOCITY HOLDING CORPORATION                         | PAYLOCITY HOLDING CORP COMMON STOCK                 | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               |  | US        |       417 | NS      | $45052.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES, INC.                            | GIBRALTAR INDUSTRIES INC COMMON STOCK               | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               |  | US        |       164 | NS      | $6538.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                 | AMERICAN HOMES 4 RENT- A REIT                       | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |       375 | NS      | $10470.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STITCH FIX, INC.                                      | STITCH FIX INC-CLASS A COMMON STOCK                 | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               |  | US        |      1021 | NS      | $3379.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                               | SONOCO PRODUCTS CO COMMON STOCK                     | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               |  | US        |       185 | NS      | $10006.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED OPTOELECTRONICS, INC.                         | APPLIED OPTOELECTRONICS INC COMMON STOCK            | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               |  | US        |      1023 | NS      | $86535.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED                               | MASTERCARD INC - A COMMON STOCK                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               |  | US        |      7491 | NS      | $3742953.06   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAKER CHEMICAL CORPORATION                           | QUAKER CHEMICAL CORPORATION COMMON STOCK            | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               |  | US        |        55 | NS      | $6832.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                             | VISA INC-CLASS A SHARES COMMON STOCK                | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               |  | US        |     17359 | NS      | $5246584.16   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS, INC.                                | VERISK ANALYTICS INC COMMON STOCK                   | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               |  | US        |      1729 | NS      | $328077.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                           | JETBLUE AIRWAYS CORP COMMON STOCK                   | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               |  | US        |       837 | NS      | $3699.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT, INC.                                        | EXPONENT INC COMMON STOCK                           | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               |  | US        |       135 | NS      | $8808.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFEHOLD INC.                                         | SAFEHOLD INC REIT                                   | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |       968 | NS      | $13097.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE MACHINES, INC.                              | INTUITIVE MACHINES INC COMMON STOCK                 | CUSIP: 46125A100<br>LEI: 254900386IE2PEPLVM59 | Long             | EC               |  | US        |      4761 | NS      | $88364.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS, INC.                                 | MYRIAD GENETICS INC COMMON STOCK                    | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               |  | US        |      1860 | NS      | $8370.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORPORATION.                             | KIMCO REALTY CORP REIT                              | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |      7790 | NS      | $175045.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORPORATION                                  | INGEVITY CORP COMMON STOCK                          | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               |  | US        |       563 | NS      | $40102.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS, INC.                               | DUPONT DE NEMOURS INC COMMON STOCK                  | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               |  | US        |      1359 | NS      | $62242.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRATH RENTCORP                                      | MCGRATH RENTCORP COMMON STOCK                       | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               |  | US        |       666 | NS      | $73446.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                       | LIVE NATION ENTERTAINMENT IN COMMON STOCK           | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               |  | US        |       745 | NS      | $113619.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings N.V.                             | EXPRO GROUP HOLDINGS NV COMMON STOCK                | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               |  | US        |      1529 | NS      | $26619.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARKS AND RESORTS INC.                         | UNITED PARKS & RESORTS INC COMMON STOCK             | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               |  | US        |       251 | NS      | $8197.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPSTART HOLDINGS, INC.                                | UPSTART HOLDINGS INC COMMON STOCK                   | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               |  | US        |      1290 | NS      | $33088.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMMERCE, INC.                                    | SPS COMMERCE INC COMMON STOCK                       | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               |  | US        |       152 | NS      | $8461.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEEKAY CORPORATION LTD.                               | TEEKAY CORP LTD COMMON STOCK                        | CUSIP: G8726T105<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               |  | US        |     10391 | NS      | $126874.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Entertainment Group Inc                       | SEAPORT ENTERTAINMENT GROUP COMMON STOCK            | CUSIP: 812215200<br>LEI: 2549006G3SN205YAST27 | Long             | EC               |  | US        |        88 | NS      | $1897.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                        | JEFFERIES FINANCIAL GROUP IN COMMON STOCK           | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               |  | US        |      1433 | NS      | $59139.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET PHARMACEUTICALS, INC.                          | ROCKET PHARMACEUTICALS INC COMMON STOCK             | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               |  | US        |       932 | NS      | $3336.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE & BUSTER'S ENTERTAINMENT, INC.                   | DAVE & BUSTER'S ENTERTAINMEN COMMON STOCK           | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               |  | US        |      1283 | NS      | $13894.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP, INC.                                    | ZILLOW GROUP INC - A COMMON STOCK                   | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               |  | US        |      3500 | NS      | $144865.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORPORATION                              | HORMEL FOODS CORP COMMON STOCK                      | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               |  | US        |      4797 | NS      | $108652.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                               | KRAFT HEINZ CO/THE COMMON STOCK                     | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |      3923 | NS      | $88228.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVISFIRST BANCSHARES, INC.                          | SERVISFIRST BANCSHARES INC COMMON STOCK             | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               |  | US        |       187 | NS      | $13619.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE AES CORPORATION                                   | AES CORP COMMON STOCK                               | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               |  | US        |      5282 | NS      | $74423.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHT HORIZONS FAMILY SOLUTIONS INC.                 | BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK           | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               |  | US        |        76 | NS      | $6241.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGNER BRANDS INC.                                  | DESIGNER BRANDS INC-CLASS A COMMON STOCK            | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               |  | US        |      3316 | NS      | $18868.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY, INC.                    | AMERICAN WATER WORKS CO INC COMMON STOCK            | CUSIP: N/A<br>LEI: 549300DXHIJQMD5WFW18       | Long             | EC               |  | US        |      2717 | NS      | $369756.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION                      | EDWARDS LIFESCIENCES CORP COMMON STOCK              | CUSIP: N/A<br>LEI: YA13X31F3V31L8TMPR58       | Long             | EC               |  | US        |      8484 | NS      | $679398.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC.                                              | PTC INC COMMON STOCK                                | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               |  | US        |       677 | NS      | $96465.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL HOLDINGS, INC.                                   | BILL HOLDINGS INC COMMON STOCK                      | CUSIP: N/A<br>LEI: 549300IBF9VZZIGOZW63       | Long             | EC               |  | US        |       185 | NS      | $7085.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                   | DANAHER CORP COMMON STOCK                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               |  | US        |      6994 | NS      | $1326062.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL, INC.                       | CAPITOL FEDERAL FINANCIAL IN COMMON STOCK           | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               |  | US        |      3529 | NS      | $25161.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM, INC.                                 | LANDSTAR SYSTEM INC COMMON STOCK                    | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               |  | US        |        83 | NS      | $13305.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC.                                            | GRACO INC COMMON STOCK                              | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               |  | US        |       223 | NS      | $18876.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATERIALS INC.                                  | EAGLE MATERIALS INC COMMON STOCK                    | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               |  | US        |       126 | NS      | $23870.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                  | EDISON INTERNATIONAL COMMON STOCK                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               |  | US        |      3288 | NS      | $240615.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO MICROSYSTEMS, INC                             | ALLEGRO MICROSYSTEMS INC COMMON STOCK               | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               |  | US        |      2638 | NS      | $83176.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORPORATION                            | FEDERAL SIGNAL CORP COMMON STOCK                    | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               |  | US        |      1042 | NS      | $112681.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                            | PACCAR INC COMMON STOCK                             | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               |  | US        |      1004 | NS      | $115962.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                 | CLEVELAND-CLIFFS INC COMMON STOCK                   | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               |  | US        |      6197 | NS      | $52364.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS, INC.                         | ALNYLAM PHARMACEUTICALS INC COMMON STOCK            | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               |  | US        |       562 | NS      | $185948.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC.                                | JACKSON FINANCIAL INC-A COMMON STOCK                | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               |  | US        |      1486 | NS      | $157099.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY COMPANY                               | CRESCENT ENERGY INC-A COMMON STOCK                  | CUSIP: 44952J104<br>LEI: 254900FBNP5A21Q39U97 | Long             | EC               |  | US        |      4693 | NS      | $63356.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                        | EPR PROPERTIES REIT                                 | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |       735 | NS      | $36720.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV, INC.                                          | FISERV INC COMMON STOCK                             | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               |  | US        |       838 | NS      | $46760.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.                        | SUPERNUS PHARMACEUTICALS INC COMMON STOCK           | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               |  | US        |      2174 | NS      | $112374.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                                | TRACTOR SUPPLY COMPANY COMMON STOCK                 | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               |  | US        |     11885 | NS      | $538390.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORPORATION                                    | AVIENT CORP COMMON STOCK                            | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               |  | US        |      1216 | NS      | $44140.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                            | ENANTA PHARMACEUTICALS INC COMMON STOCK             | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               |  | US        |       785 | NS      | $9914.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLROSE PROPERTIES, INC.                             | MILLROSE PROPERTIES REIT                            | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               |  | US        |        61 | NS      | $1708.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                                     | MP MATERIALS CORP COMMON STOCK                      | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               |  | US        |      1514 | NS      | $73065.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP, INC.                       | HEALTHCARE SERVICES GROUP COMMON STOCK              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               |  | US        |       422 | NS      | $7828.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                | BRIGHTSTAR LOTTERY PLC COMMON STOCK                 | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               |  | US        |      6681 | NS      | $85115.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC.                                              | ADT INC COMMON STOCK                                | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               |  | US        |      4942 | NS      | $32468.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTROSE ENVIRONMENTAL GROUP, INC.                    | MONTROSE ENVIRONMENTAL GROUP COMMON STOCK           | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               |  | US        |      4353 | NS      | $95287.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of N.T. Butterfield & Son Limited            | BANK OF N.T. BUTTERFIELD&SON COMMON STOCK           | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               |  | US        |      1324 | NS      | $69483.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                            | CULLEN/FROST BANKERS INC COMMON STOCK               | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               |  | US        |       121 | NS      | $16586.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORPORATION                      | TAYLOR MORRISON HOME CORP COMMON STOCK              | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               |  | US        |      1595 | NS      | $92892.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, INC.                                         | MAXIMUS INC COMMON STOCK                            | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               |  | US        |       682 | NS      | $43716.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC.                                       | PBF ENERGY INC-CLASS A COMMON STOCK                 | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               |  | US        |       316 | NS      | $15047.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORPORATION                                   | VISTEON CORP COMMON STOCK                           | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               |  | US        |        85 | NS      | $7744.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLAR LNG LIMITED                                     | GOLAR LNG LTD COMMON STOCK                          | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               |  | US        |      2645 | NS      | $143120.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                        | CITIZENS FINANCIAL GROUP COMMON STOCK               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               |  | US        |      2230 | NS      | $133733.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES, INC.                              | IDEXX LABORATORIES INC COMMON STOCK                 | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               |  | US        |       707 | NS      | $397256.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INCORPORATED                                 | GENTHERM INC COMMON STOCK                           | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               |  | US        |       184 | NS      | $5111.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST, INC.               | ESSENTIAL PROPERTIES REALTY REIT                    | CUSIP: N/A<br>LEI: 2549009LXQLVYCGLZO50       | Long             | EC               |  | US        |      2028 | NS      | $61570.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                      | CARPENTER TECHNOLOGY COMMON STOCK                   | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               |  | US        |       497 | NS      | $195892.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                    | DTE ENERGY COMPANY COMMON STOCK                     | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               |  | US        |       876 | NS      | $128088.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX HOLDINGS, INC.                                 | RE/MAX HOLDINGS INC-CL A COMMON STOCK               | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               |  | US        |      1292 | NS      | $7441.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                    | INTERDIGITAL INC COMMON STOCK                       | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               |  | US        |       626 | NS      | $189052.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORPORATION                     | SENSIENT TECHNOLOGIES CORP COMMON STOCK             | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               |  | US        |       161 | NS      | $13916.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO. INC.                                        | KKR & CO INC COMMON STOCK                           | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               |  | US        |      3222 | NS      | $298035.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC.                | ARTISAN PARTNERS ASSET MA -A COMMON STOCK           | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               |  | US        |      1589 | NS      | $57823.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS, INC.                                | PTC THERAPEUTICS INC COMMON STOCK                   | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               |  | US        |      1021 | NS      | $69560.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP, INC.                                      | APTARGROUP INC COMMON STOCK                         | CUSIP: N/A<br>LEI: VNPEQDQFAA7IY1T2PX43       | Long             | EC               |  | US        |       854 | NS      | $107621.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI WORLDWIDE, INC.                                   | ACI WORLDWIDE INC COMMON STOCK                      | CUSIP: N/A<br>LEI: 5493003BPVMZUJ6F5C02       | Long             | EC               |  | US        |      1373 | NS      | $56306.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                        | EDGEWELL PERSONAL CARE CO COMMON STOCK              | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               |  | US        |       310 | NS      | $6615.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                                        | CONSTELLIUM SE COMMON STOCK                         | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               |  | US        |      4520 | NS      | $111101.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTONE BANCORP, INC.                              | CONNECTONE BANCORP INC COMMON STOCK                 | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               |  | US        |      1891 | NS      | $50622.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL, INC.                                     | RINGCENTRAL INC-CLASS A COMMON STOCK                | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               |  | US        |       699 | NS      | $25995.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY COMMON STOCK                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               |  | US        |     10383 | NS      | $1708730.31   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY           | JAZZ PHARMACEUTICALS PLC COMMON STOCK               | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               |  | US        |       616 | NS      | $116454.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | WELLS FARGO & CO COMMON STOCK                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               |  | US        |     21481 | NS      | $1710102.41   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                            | IRON MOUNTAIN INC REIT                              | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |      1014 | NS      | $103569.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INCORPORATED                                  | CORNING INC COMMON STOCK                            | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               |  | US        |      6104 | NS      | $829960.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                                  | HOME DEPOT INC COMMON STOCK                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               |  | US        |      8249 | NS      | $2713013.61   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| GitLab Inc                                            | GITLAB INC-CL A COMMON STOCK                        | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               |  | US        |      2458 | NS      | $53191.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                              | APOGEE ENTERPRISES INC COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300579S7QW8V4IJ60       | Long             | EC               |  | US        |      1229 | NS      | $41220.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCINO, INC.                                           | NCINO INC COMMON STOCK                              | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               |  | US        |      3450 | NS      | $51681.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE E.W. SCRIPPS COMPANY                              | EW SCRIPPS CO/THE-A COMMON STOCK                    | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               |  | US        |      3299 | NS      | $12272.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON FINANCIAL CORPORATION                          | BEACON FINANCIAL CORP COMMON STOCK                  | CUSIP: N/A<br>LEI: 549300AS2OC6UMMBNO37       | Long             | EC               |  | US        |      1501 | NS      | $45030.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc                         | RECURSION PHARMACEUTICALS-A COMMON STOCK            | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               |  | US        |     19169 | NS      | $58848.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORPORATION                              | HYATT HOTELS CORP - CL A COMMON STOCK               | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               |  | US        |       135 | NS      | $19411.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD, INC.                                          | LAZARD INC COMMON STOCK                             | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               |  | US        |      2316 | NS      | $98383.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES, INC.                             | KODIAK GAS SERVICES INC COMMON STOCK                | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               |  | US        |      2971 | NS      | $173268.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB FINANCIAL CORPORATION                             | UMB FINANCIAL CORP COMMON STOCK                     | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               |  | US        |       826 | NS      | $93125.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE, INC.                                        | TERADYNE INC COMMON STOCK                           | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               |  | US        |       945 | NS      | $280154.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC.                                        | WELLTOWER INC REIT                                  | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |      3308 | NS      | $654024.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INCORPORATED                                 | LA-Z-BOY INC COMMON STOCK                           | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               |  | US        |      1597 | NS      | $51327.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                               | UBER TECHNOLOGIES INC COMMON STOCK                  | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               |  | US        |     20446 | NS      | $1470680.78   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP.                                  | URANIUM ENERGY CORP COMMON STOCK                    | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               |  | US        |     28660 | NS      | $386910.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ANDERSONS, INC                                    | ANDERSONS INC/THE COMMON STOCK                      | CUSIP: N/A<br>LEI: L38MWB8MVRFV7HVJPU11       | Long             | EC               |  | US        |       338 | NS      | $24261.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                            | ALLIANT ENERGY CORP COMMON STOCK                    | CUSIP: N/A<br>LEI: 5493009ML300G373MZ12       | Long             | EC               |  | US        |       213 | NS      | $15284.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCSHARES, INC.                                 | HOME BANCSHARES INC COMMON STOCK                    | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               |  | US        |      2523 | NS      | $67944.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS, INC.                                 | DORMAN PRODUCTS INC COMMON STOCK                    | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               |  | US        |       128 | NS      | $13358.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION, INC.                          | GRAND CANYON EDUCATION INC COMMON STOCK             | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               |  | US        |       121 | NS      | $20573.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                            | XENCOR INC COMMON STOCK                             | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               |  | US        |      1686 | NS      | $20333.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC.                                          | Ashland Inc COMMON STOCK                            | CUSIP: N/A<br>LEI: 529900E4L9R04SB8HB11       | Long             | EC               |  | US        |       152 | NS      | $8452.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INCORPORATED                       | COUSINS PROPERTIES INC REIT                         | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |       289 | NS      | $6522.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CLOROX COMPANY                                    | CLOROX COMPANY COMMON STOCK                         | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               |  | US        |      2716 | NS      | $281459.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTREA HOLDINGS INC.                                 | FORTREA HOLDINGS INC COMMON STOCK                   | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               |  | US        |       515 | NS      | $4851.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMALGAMATED FINANCIAL CORP.                           | AMALGAMATED FINANCIAL CORP COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      2110 | NS      | $82015.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                        | COHERENT CORP COMMON STOCK                          | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               |  | US        |       265 | NS      | $63125.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP.                                             | PVH CORP COMMON STOCK                               | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               |  | US        |       108 | NS      | $7534.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                | LOWE'S COS INC COMMON STOCK                         | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               |  | US        |      7273 | NS      | $1718464.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE, INC.                                 | TEXAS ROADHOUSE INC COMMON STOCK                    | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               |  | US        |       561 | NS      | $92643.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS, INC.                                     | OSI SYSTEMS INC COMMON STOCK                        | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               |  | US        |       497 | NS      | $131958.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                      | ACCENTURE PLC-CL A COMMON STOCK                     | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               |  | US        |      8189 | NS      | $1623796.81   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH PROPERTIES                                  | JBG SMITH PROPERTIES REIT                           | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |      2065 | NS      | $30169.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG, INC.                                         | DATADOG INC - CLASS A COMMON STOCK                  | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               |  | US        |      1589 | NS      | $187581.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                              | FIRST FINANCIAL BANCORP COMMON STOCK                | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               |  | US        |      1921 | NS      | $53557.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ, INC.                                            | CBIZ INC COMMON STOCK                               | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               |  | US        |      1206 | NS      | $32381.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                                 | BLOOMIN' BRANDS INC COMMON STOCK                    | CUSIP: N/A<br>LEI: E1UJ2GO305B5FXGV7N04       | Long             | EC               |  | US        |      2259 | NS      | $12198.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERPURE, INC.                                        | EVERPURE INC COMMON STOCK                           | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               |  | US        |       685 | NS      | $40442.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORPORATION                                   | NORDSON CORP COMMON STOCK                           | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               |  | US        |       600 | NS      | $159636.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                          | NETAPP INC COMMON STOCK                             | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               |  | US        |      1006 | NS      | $103004.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRYOPORT, INC.                                        | CRYOPORT INC COMMON STOCK                           | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               |  | US        |       871 | NS      | $7211.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORPORATION                                    | CORVEL CORP COMMON STOCK                            | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               |  | US        |       375 | NS      | $20493.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                | MARCUS & MILLICHAP INC COMMON STOCK                 | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               |  | US        |      1380 | NS      | $36694.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORPORATION                            | NORTHERN TRUST CORP COMMON STOCK                    | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               |  | US        |       835 | NS      | $116540.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                           | PROGRESSIVE CORP COMMON STOCK                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               |  | US        |      7459 | NS      | $1478672.16   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC.                                | LUMENTUM HOLDINGS INC COMMON STOCK                  | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               |  | US        |       660 | NS      | $463821.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                    | FORD MOTOR CO COMMON STOCK                          | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               |  | US        |     10620 | NS      | $122554.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INCORPORATED                             | RBC BEARINGS INC COMMON STOCK                       | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               |  | US        |        64 | NS      | $34759.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSTAR BANK, NATIONAL ASSOCIATION                   | FLAGSTAR BANK NA COMMON STOCK                       | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               |  | US        |       317 | NS      | $4174.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS, INC.                     | INSTALLED BUILDING PRODUCTS COMMON STOCK            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               |  | US        |       125 | NS      | $33143.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                         | CHUBB LTD COMMON STOCK                              | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               |  | US        |      2108 | NS      | $687060.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORPORATION                                    | BANNER CORPORATION COMMON STOCK                     | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               |  | US        |       851 | NS      | $51638.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                           | HOST HOTELS & RESORTS INC REIT                      | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |      5040 | NS      | $96566.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES INC.                            | ZOOMINFO TECHNOLOGIES INC COMMON STOCK              | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               |  | US        |      2021 | NS      | $12085.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                             | AGIOS PHARMACEUTICALS INC COMMON STOCK              | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               |  | US        |      1062 | NS      | $35927.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. GRAINGER, INC.                                   | WW GRAINGER INC COMMON STOCK                        | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               |  | US        |      1175 | NS      | $1281701.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORPORATION                                 | ALBEMARLE CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: HDBLS2Q6GV1LSKQPBS54       | Long             | EC               |  | US        |       752 | NS      | $135006.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES, INC.                | INNOVATIVE INDUSTRIAL PROPER REIT                   | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |        59 | NS      | $2959.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORPORATION                                 | WHIRLPOOL CORP COMMON STOCK                         | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               |  | US        |       638 | NS      | $34400.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC.                                   | OUTFRONT MEDIA INC REIT                             | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |      1942 | NS      | $51471.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE, INC.                   | TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               |  | US        |       604 | NS      | $119290.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging S.A.                           | ARDAGH METAL PACKAGING SA COMMON STOCK              | CUSIP: L02235106<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               |  | US        |     35612 | NS      | $144228.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC.                                    | MANPOWERGROUP INC COMMON STOCK                      | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               |  | US        |      3586 | NS      | $105643.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TRADE DESK, INC.                                  | TRADE DESK INC/THE -CLASS A COMMON STOCK            | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               |  | US        |       862 | NS      | $19558.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORPORATION                              | BLOOM ENERGY CORP- A COMMON STOCK                   | CUSIP: N/A<br>LEI: 549300XB5J9BFW5JXV97       | Long             | EC               |  | US        |      1624 | NS      | $220035.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                               | PEBBLEBROOK HOTEL TRUST REIT                        | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |      1899 | NS      | $23984.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                     | CHOICE HOTELS INTL INC COMMON STOCK                 | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               |  | US        |       113 | NS      | $11695.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX COMPANY, INC.                                    | TREX COMPANY INC COMMON STOCK                       | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               |  | US        |      1134 | NS      | $41300.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS, INC.                                    | VAIL RESORTS INC COMMON STOCK                       | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               |  | US        |        46 | NS      | $5902.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORPORATION                           | HANCOCK WHITNEY CORP COMMON STOCK                   | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               |  | US        |      1142 | NS      | $72619.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ADAMAS TRUST INC REIT                               | CUSIP: 649604840<br>LEI: N/A                  | Long             | EC               |  | US        |      1944 | NS      | $14307.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC.                                           | PHINIA INC COMMON STOCK                             | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               |  | US        |        64 | NS      | $4393.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HOLDINGS, INC.                              | ALARM.COM HOLDINGS INC COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300HIH92U1EKIHZ32       | Long             | EC               |  | US        |      1192 | NS      | $51482.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES, INC.                                  | ANALOG DEVICES INC COMMON STOCK                     | CUSIP: N/A<br>LEI: GYVOE5EZ4GDAVTU4CQ61       | Long             | EC               |  | US        |      2426 | NS      | $771807.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                            | AGILENT TECHNOLOGIES INC COMMON STOCK               | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               |  | US        |       765 | NS      | $87194.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK, INC.                                    | SHUTTERSTOCK INC COMMON STOCK                       | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               |  | US        |       205 | NS      | $3405.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR, INC.                                    | UNDER ARMOUR INC-CLASS C COMMON STOCK               | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               |  | US        |       556 | NS      | $3219.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                              | DEVON ENERGY CORP COMMON STOCK                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               |  | US        |     10747 | NS      | $540789.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                            | RHYTHM PHARMACEUTICALS INC COMMON STOCK             | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               |  | US        |      1158 | NS      | $100711.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM COMMUNICATIONS, INC.                             | ZOOM COMMUNICATIONS INC COMMON STOCK                | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               |  | US        |      2001 | NS      | $160860.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                          | COSTCO WHOLESALE CORP COMMON STOCK                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |      3123 | NS      | $3111850.89   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES, INC.                                | CHART INDUSTRIES INC COMMON STOCK                   | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               |  | US        |       576 | NS      | $119088.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVIAN AUTOMOTIVE, INC.                               | RIVIAN AUTOMOTIVE INC-A COMMON STOCK                | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               |  | US        |      1274 | NS      | $19173.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPIAN CORPORATION                                    | APPIAN CORP-A COMMON STOCK                          | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               |  | US        |      1246 | NS      | $30041.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                          | ZIMMER BIOMET HOLDINGS INC COMMON STOCK             | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               |  | US        |      1054 | NS      | $95302.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY, INC.                                     | ULTA BEAUTY INC COMMON STOCK                        | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               |  | US        |       279 | NS      | $145836.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                              | FABRINET COMMON STOCK                               | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               |  | US        |       235 | NS      | $122557.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INCORPORATED                                     | ASGN INC COMMON STOCK                               | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               |  | US        |       146 | NS      | $5651.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORPORATION                             | EXPAND ENERGY CORP COMMON STOCK                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               |  | US        |      1168 | NS      | $128269.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-FLOWERS.COM, INC.                               | 1-800-FLOWERS.COM INC-CL A COMMON STOCK             | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               |  | US        |      3668 | NS      | $11150.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                 | GILEAD SCIENCES INC COMMON STOCK                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |     14228 | NS      | $1982956.36   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                           | INTERNATIONAL PAPER CO COMMON STOCK                 | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               |  | US        |       360 | NS      | $12852.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                  | GLOBAL PAYMENTS INC COMMON STOCK                    | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               |  | US        |       842 | NS      | $56666.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORPORATION PLC                                 | NOBLE CORP PLC COMMON STOCK                         | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               |  | US        |      1325 | NS      | $65017.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                         | AMN HEALTHCARE SERVICES INC COMMON STOCK            | CUSIP: N/A<br>LEI: 529900W3ARRTCNFH2I39       | Long             | EC               |  | US        |       832 | NS      | $15258.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS, INC.                                 | AFFIRM HOLDINGS INC COMMON STOCK                    | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               |  | US        |      1546 | NS      | $70837.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                            | INOGEN INC COMMON STOCK                             | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               |  | US        |       706 | NS      | $4363.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                                     | H&R BLOCK INC COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300CE3KUCWLZBG404       | Long             | EC               |  | US        |      2109 | NS      | $66939.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPAY HOLDINGS CORPORATION                            | REPAY HOLDINGS CORP COMMON STOCK                    | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               |  | US        |      7436 | NS      | $19333.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL, INC.                                  | AXOS FINANCIAL INC COMMON STOCK                     | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               |  | US        |       310 | NS      | $26377.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC.                                        | SNOWFLAKE INC COMMON STOCK                          | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               |  | US        |      2213 | NS      | $333764.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                         | ASBURY AUTOMOTIVE GROUP COMMON STOCK                | CUSIP: N/A<br>LEI: 549300JH4DTA7U42GL91       | Long             | EC               |  | US        |        70 | NS      | $13678.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                     | CAPITAL ONE FINANCIAL CORP COMMON STOCK             | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               |  | US        |      3393 | NS      | $619034.03    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO, INC.                                           | QORVO INC COMMON STOCK                              | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               |  | US        |       100 | NS      | $7740.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC.                                           | ECOLAB INC COMMON STOCK                             | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               |  | US        |      1333 | NS      | $354604.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES, INC.                           | HEALTHPEAK PROPERTIES INC REIT                      | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |      5007 | NS      | $82257.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBIQUITI INC.                                         | UBIQUITI INC COMMON STOCK                           | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Long             | EC               |  | US        |        48 | NS      | $37933.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORPORATION                              | CHORD ENERGY CORP COMMON STOCK                      | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               |  | US        |       983 | NS      | $139762.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP.                                     | ADAPTHEALTH CORP COMMON STOCK                       | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               |  | US        |      2632 | NS      | $31320.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP.                                          | Vistra Corp. COMMON STOCK                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               |  | US        |      3895 | NS      | $585535.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO                                    | VERTIV HOLDINGS CO-A COMMON STOCK                   | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               |  | US        |      2378 | NS      | $595879.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US, INC.                                     | T-MOBILE US INC COMMON STOCK                        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               |  | US        |      2550 | NS      | $535576.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORATION                                   | MOODY'S CORP COMMON STOCK                           | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               |  | US        |      2460 | NS      | $1073175.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS INC.                                 | KINETIK HOLDINGS INC COMMON STOCK                   | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               |  | US        |      2668 | NS      | $129157.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE, INC.                            | WOLVERINE WORLD WIDE INC COMMON STOCK               | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               |  | US        |      1511 | NS      | $24659.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION       | WABTEC CORP COMMON STOCK                            | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               |  | US        |       465 | NS      | $116208.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA, INC.                                | BRIDGEBIO PHARMA INC COMMON STOCK                   | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               |  | US        |       241 | NS      | $17896.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                        | KROGER CO COMMON STOCK                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |      1941 | NS      | $140450.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                          | MARRIOTT INTERNATIONAL -CL A COMMON STOCK           | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               |  | US        |      3599 | NS      | $1177124.93   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMPRESS PUBLIC LIMITED COMPANY                       | CIMPRESS PLC COMMON STOCK                           | CUSIP: G2143T103<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               |  | US        |       398 | NS      | $29054.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET, INC.                                      | TECHTARGET INC COMMON STOCK                         | CUSIP: 87874R308<br>LEI: N/A                  | Long             | EC               |  | US        |      1986 | NS      | $7705.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC.                           | IRIDIUM COMMUNICATIONS INC COMMON STOCK             | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               |  | US        |       366 | NS      | $10152.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH, INC.                              | OPTION CARE HEALTH INC COMMON STOCK                 | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               |  | US        |       648 | NS      | $17444.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC.                                  | DENTSPLY SIRONA INC COMMON STOCK                    | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               |  | US        |      3113 | NS      | $36110.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAPA JOHN'S INTERNATIONAL, INC.                       | PAPA JOHN'S INTL INC COMMON STOCK                   | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               |  | US        |       151 | NS      | $4893.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON ENTERPRISES INC.                             | FERGUSON ENTERPRISES INC COMMON STOCK               | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               |  | US        |       582 | NS      | $135757.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES, INC.                            | HIGHWOODS PROPERTIES INC REIT                       | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |       247 | NS      | $5288.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER & DUNLOP, INC.                                 | WALKER & DUNLOP INC COMMON STOCK                    | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               |  | US        |       749 | NS      | $33240.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC.                                     | PITNEY BOWES INC COMMON STOCK                       | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               |  | US        |     11792 | NS      | $130301.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                          | CARMAX INC COMMON STOCK                             | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               |  | US        |      1086 | NS      | $45155.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                    | TARGET CORP COMMON STOCK                            | CUSIP: N/A<br>LEI: 8WDDFXB5T1Z6J0XC1L66       | Long             | EC               |  | US        |      6577 | NS      | $797132.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC.                        | HILTON WORLDWIDE HOLDINGS IN COMMON STOCK           | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               |  | US        |      5774 | NS      | $1755757.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| COHEN & STEERS, INC.                                  | COHEN & STEERS INC COMMON STOCK                     | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               |  | US        |       764 | NS      | $47788.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS, INC.                                   | CLEAN HARBORS INC COMMON STOCK                      | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               |  | US        |       137 | NS      | $39282.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                             | JM SMUCKER CO/THE COMMON STOCK                      | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |      1868 | NS      | $180149.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                           | KEYSIGHT TECHNOLOGIES IN COMMON STOCK               | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               |  | US        |      5247 | NS      | $1481595.39   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVAVAX, INC.                                         | NOVAVAX INC COMMON STOCK                            | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               |  | US        |       816 | NS      | $6642.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROOT, INC.                                            | ROOT INC/OH -CLASS A COMMON STOCK                   | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               |  | US        |       806 | NS      | $35601.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIPER ENERGY, INC.                                    | VIPER ENERGY INC-CL A COMMON STOCK                  | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               |  | US        |      2065 | NS      | $97034.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                   | GAMING AND LEISURE PROPERTIE REIT                   | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |       283 | NS      | $12556.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                             | BAXTER INTERNATIONAL INC COMMON STOCK               | CUSIP: N/A<br>LEI: J5OIVXX3P24RJRW5CK77       | Long             | EC               |  | US        |      4863 | NS      | $81698.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES COMPANY                                  | BAKER HUGHES CO COMMON STOCK                        | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               |  | US        |      9516 | NS      | $580951.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eve Holding Inc                                       | EVE HOLDING INC COMMON STOCK                        | CUSIP: 29970N104<br>LEI: N/A                  | Long             | EC               |  | US        |     20585 | NS      | $51050.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC.                                       | GE VERNOVA INC COMMON STOCK                         | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               |  | US        |      2450 | NS      | $2138168.64   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FLYWIRE CORPORATION                                   | FLYWIRE CORP-VOTING COMMON STOCK                    | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               |  | US        |      9159 | NS      | $106610.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                   | COMCAST CORP-CLASS A COMMON STOCK                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |     13642 | NS      | $391661.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS, INC.                                          | VENTAS INC REIT                                     | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      2183 | NS      | $178525.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                          | ENCOMPASS HEALTH CORP COMMON STOCK                  | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               |  | US        |       164 | NS      | $15863.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RED CAT HOLDINGS, INC.                                | RED CAT HOLDINGS INC COMMON STOCK                   | CUSIP: 75644T100<br>LEI: 5493005OGSQW28V2PY05 | Long             | EC               |  | US        |      6884 | NS      | $90111.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                 | DOMINION ENERGY INC COMMON STOCK                    | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               |  | US        |      2121 | NS      | $131120.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES, INC.                              | FRANKLIN RESOURCES INC COMMON STOCK                 | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               |  | US        |      4744 | NS      | $112053.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS, INC.                                 | ARISTA NETWORKS INC COMMON STOCK                    | CUSIP: N/A<br>LEI: 635400H1WKBLOQERUU95       | Long             | EC               |  | US        |      5405 | NS      | $663625.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN, LTD.                                   | STEVEN MADDEN LTD COMMON STOCK                      | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               |  | US        |      1178 | NS      | $39957.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY, INC.                                  | ENPHASE ENERGY INC COMMON STOCK                     | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               |  | US        |        60 | NS      | $2268.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH, INC.                                        | DOORDASH INC - A COMMON STOCK                       | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               |  | US        |       853 | NS      | $128077.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                               | ARROW ELECTRONICS INC COMMON STOCK                  | CUSIP: N/A<br>LEI: 549300YNNLBXT8N8R512       | Long             | EC               |  | US        |      1149 | NS      | $164778.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                                | CAPRI HOLDINGS LTD COMMON STOCK                     | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               |  | US        |      1319 | NS      | $23240.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                   | SYNCHRONY FINANCIAL COMMON STOCK                    | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               |  | US        |      4720 | NS      | $321054.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                                    | FLUENCE ENERGY INC COMMON STOCK                     | CUSIP: 34379V103<br>LEI: 25490043LHZ97BT5PP29 | Long             | EC               |  | US        |      5301 | NS      | $72941.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS, INC.                              | FIRSTCASH HOLDINGS INC COMMON STOCK                 | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               |  | US        |       612 | NS      | $115056.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORRESTER RESEARCH, INC.                              | FORRESTER RESEARCH INC COMMON STOCK                 | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               |  | US        |      1169 | NS      | $6616.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.                     | PENNYMAC FINANCIAL SERVICES COMMON STOCK            | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               |  | US        |       833 | NS      | $72804.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORPORATION                             | KILROY REALTY CORP REIT                             | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |      2593 | NS      | $73148.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corporation PLC                              | PROTHENA CORP PLC COMMON STOCK                      | CUSIP: G72800108<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               |  | US        |      5314 | NS      | $51652.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                             | ESSENTIAL UTILITIES INC COMMON STOCK                | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               |  | US        |       331 | NS      | $13329.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                          | NORFOLK SOUTHERN CORP COMMON STOCK                  | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               |  | US        |      2628 | NS      | $754236.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORPORATION                              | ATMOS ENERGY CORP COMMON STOCK                      | CUSIP: N/A<br>LEI: QVLWEGTD2S8GJMO8D383       | Long             | EC               |  | US        |       461 | NS      | $85155.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs, Inc                                      | ASTERA LABS INC COMMON STOCK                        | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               |  | US        |       656 | NS      | $71897.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS, INC.                                   | GXO LOGISTICS INC COMMON STOCK                      | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               |  | US        |      1041 | NS      | $53975.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERUS CONSTRUCTION GROUP, INC.                       | EVERUS CONSTRUCTION GROUP COMMON STOCK              | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               |  | US        |        96 | NS      | $11392.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                           | INTUIT INC COMMON STOCK                             | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               |  | US        |      3309 | NS      | $1430745.42   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COMPANIES, INC.                                | ROCKET COS INC-CLASS A COMMON STOCK                 | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               |  | US        |      4048 | NS      | $57684.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC.                                 | KEURIG DR PEPPER INC COMMON STOCK                   | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               |  | US        |     25092 | NS      | $660672.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                         | EVERQUOTE INC - CLASS A COMMON STOCK                | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               |  | US        |      1468 | NS      | $22636.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                                   | ARCHER AVIATION INC-A COMMON STOCK                  | CUSIP: 03945R102<br>LEI: 529900UGYVU0KY2RLD83 | Long             | EC               |  | US        |      8254 | NS      | $42673.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic N.V.                                          | ELASTIC NV COMMON STOCK                             | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               |  | US        |       183 | NS      | $9148.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation               | BANK OF NEW YORK MELLON CORP COMMON STOCK           | CUSIP: N/A<br>LEI: WFLLPEPC7FZXENRZV188       | Long             | EC               |  | US        |     12656 | NS      | $1501381.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPID7, INC.                                          | RAPID7 INC COMMON STOCK                             | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               |  | US        |       393 | NS      | $2165.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORPORATION                                 | FLOWSERVE CORP COMMON STOCK                         | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               |  | US        |       239 | NS      | $17568.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HOLDINGS CORPORATION             | INTEGRA LIFESCIENCES HOLDING COMMON STOCK           | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               |  | US        |       188 | NS      | $1770.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF, INC.                                           | GREIF INC-CL A COMMON STOCK                         | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               |  | US        |      1122 | NS      | $75252.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                    | RH COMMON STOCK                                     | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               |  | US        |        45 | NS      | $6291.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY.                       | ARCHER-DANIELS-MIDLAND CO COMMON STOCK              | CUSIP: N/A<br>LEI: 549300LO13MQ9HYSTR83       | Long             | EC               |  | US        |      5103 | NS      | $370937.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PURSUIT ATTRACTIONS AND HOSPITALITY, INC.             | PURSUIT ATTRACTIONS AND HOSP COMMON STOCK           | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               |  | US        |      2883 | NS      | $105604.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS, INC.                                 | ADTRAN HOLDINGS INC COMMON STOCK                    | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               |  | US        |       979 | NS      | $12315.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SIMPLY GOOD FOODS COMPANY                         | SIMPLY GOOD FOODS CO/THE COMMON STOCK               | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               |  | US        |      2805 | NS      | $40251.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP.                                        | TOPBUILD CORP COMMON STOCK                          | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               |  | US        |       203 | NS      | $71313.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES, INC.                    | KULICKE & SOFFA INDUSTRIES COMMON STOCK             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               |  | US        |       764 | NS      | $50210.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS, INC.                               | DELEK US HOLDINGS INC COMMON STOCK                  | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               |  | US        |      2494 | NS      | $112404.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE ENERGY, INC.                                      | MGE ENERGY INC COMMON STOCK                         | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               |  | US        |       631 | NS      | $48769.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                             | ASANA INC - CL A COMMON STOCK                       | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               |  | US        |      3091 | NS      | $19782.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORPORATION                           | FIRST MERCHANTS CORP COMMON STOCK                   | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               |  | US        |      1182 | NS      | $45778.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL, INC.                             | WESCO INTERNATIONAL INC COMMON STOCK                | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               |  | US        |      2144 | NS      | $586641.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES, INC.                    | WEST PHARMACEUTICAL SERVICES COMMON STOCK           | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               |  | US        |       250 | NS      | $62660.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | NOVO NORDISK A/S- CVR CONTINGENT VALUE RIGHT        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |       913 | NS      | $593.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORPORATION                                      | ESAB CORP COMMON STOCK                              | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               |  | US        |       485 | NS      | $46880.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                        | CALIFORNIA WATER SERVICE GRP COMMON STOCK           | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               |  | US        |      1995 | NS      | $90453.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOM SOFTWARE, INC.                                 | PAYCOM SOFTWARE INC COMMON STOCK                    | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               |  | US        |       194 | NS      | $23578.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                   | ENTERGY CORP COMMON STOCK                           | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               |  | US        |      4552 | NS      | $511462.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS, INC.                                        | AGILYSYS INC COMMON STOCK                           | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               |  | US        |       323 | NS      | $22978.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN, INC.                                    | HENRY SCHEIN INC COMMON STOCK                       | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               |  | US        |      1546 | NS      | $113940.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES HOLDINGS INC.                           | HOWARD HUGHES HOLDINGS INC COMMON STOCK             | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               |  | US        |       795 | NS      | $50291.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OKTA, INC.                                            | OKTA INC COMMON STOCK                               | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               |  | US        |       812 | NS      | $63912.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARD AIR CORPORATION                               | FORWARD AIR CORP COMMON STOCK                       | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               |  | US        |       144 | NS      | $2406.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC.                                 | HOWMET AEROSPACE INC COMMON STOCK                   | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               |  | US        |      8010 | NS      | $1845984.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATIONAL BANCORP                               | VALLEY NATIONAL BANCORP COMMON STOCK                | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               |  | US        |      4269 | NS      | $52423.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET LABS PBC                                       | PLANET LABS PBC COMMON STOCK                        | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | EC               |  | US        |      4815 | NS      | $134579.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT ACCEPTANCE CORPORATION                         | CREDIT ACCEPTANCE CORP COMMON STOCK                 | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               |  | US        |       177 | NS      | $74952.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES, INC.                                 | SUN COMMUNITIES INC REIT                            | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |       272 | NS      | $34261.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                           | OFG BANCORP COMMON STOCK                            | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               |  | US        |      2119 | NS      | $85734.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL, INC.                                        | OMNICELL INC COMMON STOCK                           | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               |  | US        |       466 | NS      | $15555.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC.                                       | MURPHY USA INC COMMON STOCK                         | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               |  | US        |       263 | NS      | $129914.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT HOLDINGS CORPORATION                         | WILLSCOT HOLDINGS CORP COMMON STOCK                 | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               |  | US        |       590 | NS      | $10242.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWO HARBORS INVESTMENT CORP.                          | TWO HARBORS INVESTMENT CORP REIT                    | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |      1597 | NS      | $18237.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL, INC.                          | CHIPOTLE MEXICAN GRILL INC COMMON STOCK             | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               |  | US        |     11600 | NS      | $371316.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES, INC.                                  | PPG INDUSTRIES INC COMMON STOCK                     | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               |  | US        |      1096 | NS      | $117140.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                       | JONES LANG LASALLE INC COMMON STOCK                 | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               |  | US        |       881 | NS      | $268105.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPADVISOR, INC.                                     | TRIPADVISOR INC COMMON STOCK                        | CUSIP: 896945201<br>LEI: N/A                  | Long             | EC               |  | US        |      1712 | NS      | $18249.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                            | PRUDENTIAL FINANCIAL INC COMMON STOCK               | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               |  | US        |       974 | NS      | $95150.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORPORATION                                 | STARBUCKS CORP COMMON STOCK                         | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               |  | US        |     15798 | NS      | $1415342.82   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                          | NASDAQ INC COMMON STOCK                             | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               |  | US        |      7134 | NS      | $605605.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP, INC.                       | INTERACTIVE BROKERS GRO-CL A COMMON STOCK           | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               |  | US        |      1968 | NS      | $131993.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HANOVER INSURANCE GROUP, INC.                     | HANOVER INSURANCE GROUP INC/ COMMON STOCK           | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               |  | US        |       124 | NS      | $21495.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES, INC.                                 | THOR INDUSTRIES INC COMMON STOCK                    | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               |  | US        |       106 | NS      | $8468.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                       | AUTOMATIC DATA PROCESSING COMMON STOCK              | CUSIP: N/A<br>LEI: HGBOLILQXWER4SAL2I23       | Long             | EC               |  | US        |      6965 | NS      | $1415148.70   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HURON CONSULTING GROUP INC.                           | HURON CONSULTING GROUP INC COMMON STOCK             | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               |  | US        |       801 | NS      | $102119.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORPORATION                                      | BALL CORP COMMON STOCK                              | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | EC               |  | US        |     13648 | NS      | $806733.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                        | PRAXIS PRECISION MEDICINES I COMMON STOCK           | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               |  | US        |       351 | NS      | $113088.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS, INC.                                    | DHT HOLDINGS INC COMMON STOCK                       | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               |  | US        |      1338 | NS      | $24445.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICO BANCSHARES                                      | TRICO BANCSHARES COMMON STOCK                       | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               |  | US        |      1219 | NS      | $57951.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HOLDINGS LTD.                   | NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK           | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               |  | US        |      5839 | NS      | $109189.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX, INC.                                         | NUTANIX INC - A COMMON STOCK                        | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               |  | US        |       359 | NS      | $13645.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REVVITY, INC.                                         | REVVITY INC COMMON STOCK                            | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               |  | US        |       120 | NS      | $10513.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                | CVS HEALTH CORP COMMON STOCK                        | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |      4536 | NS      | $325775.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                              | AGREE REALTY CORP REIT                              | CUSIP: N/A<br>LEI: 98450090H010B37OEB68       | Long             | EC               |  | US        |       736 | NS      | $55479.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                 | CAMDEN PROPERTY TRUST REIT                          | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |       125 | NS      | $12207.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                         | GOLDMAN SACHS GROUP INC COMMON STOCK                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               |  | US        |      3746 | NS      | $3169078.54   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGODB, INC.                                         | MONGODB INC COMMON STOCK                            | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               |  | US        |       574 | NS      | $140497.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDWIDTH INC.                                        | BANDWIDTH INC-CLASS A COMMON STOCK                  | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               |  | US        |        74 | NS      | $1318.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS, INC.                              | EQUITABLE HOLDINGS INC COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300FIBAKMNHPZ4009       | Long             | EC               |  | US        |       432 | NS      | $16031.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INCORPORATED                     | ELANCO ANIMAL HEALTH INC COMMON STOCK               | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               |  | US        |       398 | NS      | $9524.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC.                                 | GENERAC HOLDINGS INC COMMON STOCK                   | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               |  | US        |       203 | NS      | $39651.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP.                                    | SITE CENTERS CORP REIT                              | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |       933 | NS      | $5038.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES, INC.                                       | M/I HOMES INC COMMON STOCK                          | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               |  | US        |       198 | NS      | $24245.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC.                                        | VALVOLINE INC COMMON STOCK                          | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               |  | US        |      7878 | NS      | $265331.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY, INC.                                 | CLEARWAY ENERGY INC-A COMMON STOCK                  | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               |  | US        |      3206 | NS      | $125579.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                        | ANAPTYSBIO INC COMMON STOCK                         | CUSIP: N/A<br>LEI: 529900HH4WQT03IG1A12       | Long             | EC               |  | US        |      1908 | NS      | $105817.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET GROUP, INC.                               | AVIS BUDGET GROUP INC COMMON STOCK                  | CUSIP: N/A<br>LEI: 529900E95812SYWMCE44       | Long             | EC               |  | US        |       445 | NS      | $64903.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES, INC.                              | TYLER TECHNOLOGIES INC COMMON STOCK                 | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               |  | US        |       177 | NS      | $60601.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ABIOMED INC - CVR CONTINGENT VALUE RIGHT            | CUSIP: 003CVR016<br>LEI: N/A                  | Long             | EC               |  | US        |       332 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMETEK, INC.                                          | AMETEK INC COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300WZDEF9KKE40E98       | Long             | EC               |  | US        |       794 | NS      | $170201.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS, INC.                           | HALOZYME THERAPEUTICS INC COMMON STOCK              | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               |  | US        |      1555 | NS      | $100499.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORPORATION                     | STANDEX INTERNATIONAL CORP COMMON STOCK             | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               |  | US        |       421 | NS      | $107296.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                                   | XEROX HOLDINGS CORP WT EXPIRATION: 02/14/28         | CUSIP: 98421M114<br>LEI: 5493000Y33XDVO2CXC18 | N/A              | DE               |  | US        |         1 | NC      | $0.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                              | DIAMONDBACK ENERGY INC COMMON STOCK                 | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               |  | US        |       981 | NS      | $194031.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORPORATION                              | RALPH LAUREN CORP COMMON STOCK                      | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               |  | US        |       436 | NS      | $149979.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                                 | QUALCOMM INC COMMON STOCK                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               |  | US        |     10218 | NS      | $1315874.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORPORATION                                 | TD SYNNEX CORP COMMON STOCK                         | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               |  | US        |       387 | NS      | $65290.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORPORATION                                    | GENTEX CORP COMMON STOCK                            | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               |  | US        |       440 | NS      | $9614.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. CORPORATION                                    | FNB CORP COMMON STOCK                               | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               |  | US        |      3907 | NS      | $65325.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC.                                            | ADEIA INC COMMON STOCK                              | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               |  | US        |      2351 | NS      | $56494.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                                 | TWIST BIOSCIENCE CORP COMMON STOCK                  | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               |  | US        |       606 | NS      | $28797.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL, INC.                                 | STAG INDUSTRIAL INC REIT                            | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |       359 | NS      | $12945.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc.                         | SOMNIGROUP INTERNATIONAL INC COMMON STOCK           | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               |  | US        |      1393 | NS      | $102970.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA, INC.                                         | CORTEVA INC COMMON STOCK                            | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               |  | US        |       885 | NS      | $74083.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY FUELS INCORPORATED                             | ENERGY FUELS INC COMMON STOCK                       | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               |  | US        |      8048 | NS      | $146876.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LIMITED                                 | HELEN OF TROY LTD COMMON STOCK                      | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               |  | US        |        57 | NS      | $821.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN, INC.                                  | FIRST HAWAIIAN INC COMMON STOCK                     | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               |  | US        |      3126 | NS      | $77024.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                        | WINTRUST FINANCIAL CORP COMMON STOCK                | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               |  | US        |       708 | NS      | $98369.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                          | FRESH DEL MONTE PRODUCE INC COMMON STOCK            | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               |  | US        |      1442 | NS      | $58054.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                        | TEXAS INSTRUMENTS INC COMMON STOCK                  | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               |  | US        |      5122 | NS      | $994385.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                         | FACTSET RESEARCH SYSTEMS INC COMMON STOCK           | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               |  | US        |       306 | NS      | $66398.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | EQUINIX INC REIT                                    | CUSIP: 29444U700<br>LEI: N/A                  | Long             | EC               |  | US        |       343 | NS      | $336222.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                          | ENVISTA HOLDINGS CORP COMMON STOCK                  | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               |  | US        |       317 | NS      | $8042.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS, INC.                              | PALO ALTO NETWORKS INC COMMON STOCK                 | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               |  | US        |      7672 | NS      | $1229975.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION                         | PROGRESS SOFTWARE CORP COMMON STOCK                 | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               |  | US        |      1206 | NS      | $30933.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APELLIS PHARMACEUTICALS, INC.                         | APELLIS PHARMACEUTICALS INC COMMON STOCK            | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               |  | US        |      1789 | NS      | $71971.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES, INC.                                  | UFP INDUSTRIES INC COMMON STOCK                     | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               |  | US        |       196 | NS      | $18055.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC.                                     | GREEN PLAINS INC COMMON STOCK                       | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               |  | US        |      2069 | NS      | $34035.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PETCO HEALTH AND WELLNESS COMPANY, INC.               | PETCO HEALTH AND WELLNESS CO COMMON STOCK           | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               |  | US        |     27348 | NS      | $76027.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORPORATION                                     | FEDEX CORP COMMON STOCK                             | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               |  | US        |       391 | NS      | $139266.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN, INC.                                        | VERISIGN INC COMMON STOCK                           | CUSIP: N/A<br>LEI: LMPL4N8ZOJRMF0KOF759       | Long             | EC               |  | US        |       494 | NS      | $122689.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS, INC.                                        | PROLOGIS INC REIT                                   | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     13727 | NS      | $1814434.86   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP, INC.                                     | MATCH GROUP INC COMMON STOCK                        | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               |  | US        |      1841 | NS      | $56537.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC.                                         | RAYONIER INC REIT                                   | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |      2160 | NS      | $44547.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS, INC.                        | NATIONAL VISION HOLDINGS INC COMMON STOCK           | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               |  | US        |       447 | NS      | $11577.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS, INC.                              | DARDEN RESTAURANTS INC COMMON STOCK                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               |  | US        |       705 | NS      | $138208.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES, INC.                      | ARMSTRONG WORLD INDUSTRIES COMMON STOCK             | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               |  | US        |       161 | NS      | $26532.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORPORATION                                       | APA CORP COMMON STOCK                               | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               |  | US        |      2988 | NS      | $126823.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBANT S.A.                                          | GLOBANT SA COMMON STOCK                             | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               |  | US        |       271 | NS      | $12495.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                        | APOLLO GLOBAL MANAGEMENT INC COMMON STOCK           | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               |  | US        |      1936 | NS      | $215709.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED          | PUBLIC SERVICE ENTERPRISE GP COMMON STOCK           | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               |  | US        |       210 | NS      | $16999.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                               | KITE REALTY GROUP TRUST REIT                        | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |      3286 | NS      | $80671.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORPORATION                          | INTEGER HOLDINGS CORP COMMON STOCK                  | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               |  | US        |       625 | NS      | $55000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD.                               | ARCH CAPITAL GROUP LTD COMMON STOCK                 | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               |  | US        |      1254 | NS      | $120371.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS. DISCOVERY, INC.                          | WARNER BROS DISCOVERY INC COMMON STOCK              | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               |  | US        |      6879 | NS      | $188897.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORPORATION                                       | LKQ CORP COMMON STOCK                               | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               |  | US        |       317 | NS      | $9310.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                                   | SANMINA CORP COMMON STOCK                           | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               |  | US        |       189 | NS      | $24501.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO MORTGAGE CAPITAL INC.                         | INVESCO MORTGAGE CAPITAL REIT                       | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |       323 | NS      | $2609.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORPORATION                             | FIRST HORIZON CORP COMMON STOCK                     | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               |  | US        |      5109 | NS      | $116280.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY INC.                                           | ACUITY INC COMMON STOCK                             | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               |  | US        |        84 | NS      | $23538.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSUNION                                            | TRANSUNION COMMON STOCK                             | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               |  | US        |       135 | NS      | $9340.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC.                             | MARKETAXESS HOLDINGS INC COMMON STOCK               | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               |  | US        |       144 | NS      | $23757.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PUBLIC LIMITED COMPANY                         | ADIENT PLC COMMON STOCK                             | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               |  | US        |       732 | NS      | $14793.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD, INC.                                      | ROYAL GOLD INC COMMON STOCK                         | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               |  | US        |       512 | NS      | $130298.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                          | ADVANCED MICRO DEVICES COMMON STOCK                 | CUSIP: N/A<br>LEI: R2I72C950HOYXII45366       | Long             | EC               |  | US        |     14789 | NS      | $3008526.27   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                             | CNO FINANCIAL GROUP INC COMMON STOCK                | CUSIP: N/A<br>LEI: 11XPYHB76MPM4Y4P2897       | Long             | EC               |  | US        |      2346 | NS      | $96326.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| POWELL INDUSTRIES, INC.                               | POWELL INDUSTRIES INC COMMON STOCK                  | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               |  | US        |       368 | NS      | $199117.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC.                                   | ALLY FINANCIAL INC COMMON STOCK                     | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               |  | US        |      1575 | NS      | $61787.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS, INC.                             | METHODE ELECTRONICS INC COMMON STOCK                | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               |  | US        |     14933 | NS      | $82430.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW INDUSTRIALS, INC.                                 | CSW INDUSTRIALS INC COMMON STOCK                    | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               |  | US        |       116 | NS      | $30227.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                | PNC FINANCIAL SERVICES GROUP COMMON STOCK           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               |  | US        |      1163 | NS      | $242008.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC.                                | ESCO TECHNOLOGIES INC COMMON STOCK                  | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               |  | US        |       382 | NS      | $107483.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR, INC.                                      | FORMFACTOR INC COMMON STOCK                         | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               |  | US        |       353 | NS      | $34237.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                | U-HAUL HOLDING CO COMMON STOCK                      | CUSIP: N/A<br>LEI: 5493003WIDMLDHYC6Y24       | Long             | EC               |  | US        |        28 | NS      | $1337.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INCORPORATED                                 | TELEFLEX INC COMMON STOCK                           | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               |  | US        |       486 | NS      | $58130.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS, INC.                                         | ROLLINS INC COMMON STOCK                            | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               |  | US        |      2503 | NS      | $133685.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                                      | GEN DIGITAL INC COMMON STOCK                        | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               |  | US        |      4737 | NS      | $89197.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                            | DOLLAR GENERAL CORP COMMON STOCK                    | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               |  | US        |       752 | NS      | $89284.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuscale Power Corp                                    | NUSCALE POWER CORP COMMON STOCK                     | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               |  | US        |      3629 | NS      | $39338.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORPORATION                                 | BRUNSWICK CORP COMMON STOCK                         | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               |  | US        |       839 | NS      | $61045.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORPORATION                     | LATTICE SEMICONDUCTOR CORP COMMON STOCK             | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               |  | US        |       369 | NS      | $34228.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC.                                  | JACK IN THE BOX INC COMMON STOCK                    | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               |  | US        |       658 | NS      | $6362.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER, INC.                                         | GARTNER INC COMMON STOCK                            | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               |  | US        |       224 | NS      | $35468.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                                   | NEWMONT CORP COMMON STOCK                           | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               |  | US        |     17630 | NS      | $1908447.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES, INC.                         | SUMMIT HOTEL PROPERTIES INC REIT                    | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |      4173 | NS      | $18444.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BENTLEY SYSTEMS, INCORPORATED                         | BENTLEY SYSTEMS INC-CLASS B COMMON STOCK            | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               |  | US        |      1422 | NS      | $49940.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT WESTROCK PUBLIC LIMITED COMPANY               | SMURFIT WESTROCK PLC COMMON STOCK                   | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               |  | US        |       336 | NS      | $13389.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORPORATION              | MARRIOTT VACATIONS WORLD COMMON STOCK               | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               |  | US        |       394 | NS      | $25657.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                                  | MCKESSON CORP COMMON STOCK                          | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |       576 | NS      | $498447.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA, INC.                                           | TESLA INC COMMON STOCK                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               |  | US        |     24339 | NS      | $9048023.25   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. SMITH CORPORATION                               | SMITH (A.O.) CORP COMMON STOCK                      | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               |  | US        |      1708 | NS      | $112625.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORPORATION                               | BLACK HILLS CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: 3MGELCRSTNSAMJ962671       | Long             | EC               |  | US        |      1470 | NS      | $102032.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. BERKLEY CORPORATION                             | WR BERKLEY CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: SQOAGCLKBDWNVYV1OV80       | Long             | EC               |  | US        |       370 | NS      | $24523.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grail Inc                                             | GRAIL INC COMMON STOCK                              | CUSIP: 384747101<br>LEI: N/A                  | Long             | EC               |  | US        |       352 | NS      | $18208.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES, INC.                      | FIRST FINL BANKSHARES INC COMMON STOCK              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               |  | US        |      1378 | NS      | $40582.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES, INC.                               | REPUBLIC SERVICES INC COMMON STOCK                  | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               |  | US        |       969 | NS      | $212230.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                | WASTE MANAGEMENT INC COMMON STOCK                   | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               |  | US        |      6467 | NS      | $1486051.93   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL COMPANY                                      | FASTENAL CO COMMON STOCK                            | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               |  | US        |       484 | NS      | $22457.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                                 | OXFORD INDUSTRIES INC COMMON STOCK                  | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               |  | US        |       665 | NS      | $25609.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION, INC.                             | ROCKWELL AUTOMATION INC COMMON STOCK                | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               |  | US        |      1620 | NS      | $581385.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERVICES, INC.                                  | KELLY SERVICES INC -A COMMON STOCK                  | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               |  | US        |      2214 | NS      | $19593.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP, INC.                         | Pediatrix Medical Group Inc COMMON STOCK            | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               |  | US        |       417 | NS      | $8919.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO.                                  | EMERSON ELECTRIC CO COMMON STOCK                    | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               |  | US        |      1464 | NS      | $191813.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                             | COLGATE-PALMOLIVE CO COMMON STOCK                   | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |      3661 | NS      | $312027.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC.                                    | NEWELL BRANDS INC COMMON STOCK                      | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               |  | US        |       605 | NS      | $2075.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                            | OTIS WORLDWIDE CORP COMMON STOCK                    | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               |  | US        |      2457 | NS      | $189385.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                      | NRG ENERGY INC COMMON STOCK                         | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               |  | US        |       323 | NS      | $47203.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY, INC.                              | MARVELL TECHNOLOGY INC COMMON STOCK                 | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               |  | US        |      7143 | NS      | $707514.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS, INC.                                 | BELLRING BRANDS INC COMMON STOCK                    | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               |  | US        |       136 | NS      | $2188.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS, INC.                           | SALLY BEAUTY HOLDINGS INC COMMON STOCK              | CUSIP: N/A<br>LEI: 529900VXW6E8ONDIQ271       | Long             | EC               |  | US        |      2794 | NS      | $38696.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE, INC.                                          | STRIDE INC COMMON STOCK                             | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               |  | US        |       348 | NS      | $30683.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLAWAY GOLF COMPANY                                 | CALLAWAY GOLF COMPANY COMMON STOCK                  | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               |  | US        |      2383 | NS      | $33076.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                     | INTEL CORP COMMON STOCK                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               |  | US        |     43413 | NS      | $1915815.69   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON COMPANY, INC.                               | DONALDSON CO INC COMMON STOCK                       | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               |  | US        |       202 | NS      | $17143.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd.                              | CUSHMAN & WAKEFIELD LTD COMMON STOCK                | CUSIP: G2717C106<br>LEI: N/A                  | Long             | EC               |  | US        |      2593 | NS      | $31790.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO GROUP HOLDINGS, INC.                              | TKO GROUP HOLDINGS INC COMMON STOCK                 | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               |  | US        |       512 | NS      | $103244.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UPBOUND GROUP, INC.                                   | UPBOUND GROUP INC COMMON STOCK                      | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               |  | US        |      1764 | NS      | $31840.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS, INC.                                   | YETI HOLDINGS INC COMMON STOCK                      | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               |  | US        |      2684 | NS      | $98207.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INCORPORATED                                  | HUBBELL INC COMMON STOCK                            | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               |  | US        |        78 | NS      | $38277.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPAY, INC.                                          | CORPAY INC COMMON STOCK                             | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               |  | US        |       277 | NS      | $80604.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS, INCORPORATED.                                    | MKS INC COMMON STOCK                                | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               |  | US        |       103 | NS      | $23670.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS PACIFIC LAND CORPORATION                        | TEXAS PACIFIC LAND CORP COMMON STOCK                | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               |  | US        |      1593 | NS      | $755974.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST, INC.                   | FIRST INDUSTRIAL REALTY TR REIT                     | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |       263 | NS      | $15214.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT, INC.                                  | DOUGLAS EMMETT INC REIT                             | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |       448 | NS      | $4220.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                                 | MEIRAGTX HOLDINGS PLC COMMON STOCK                  | CUSIP: G59665102<br>LEI: 54930007YV6NYIOGFZ57 | Long             | EC               |  | US        |      4240 | NS      | $36718.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS, INC.                     | ACADEMY SPORTS & OUTDOORS IN COMMON STOCK           | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               |  | US        |      2047 | NS      | $115553.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA, INC.                                         | MODERNA INC COMMON STOCK                            | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               |  | US        |      3544 | NS      | $180035.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX, INC.                                         | DROPBOX INC-CLASS A COMMON STOCK                    | CUSIP: 26210C104<br>LEI: N/A                  | Long             | EC               |  | US        |      2914 | NS      | $66206.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORPORATION                                   | SEMTECH CORP COMMON STOCK                           | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               |  | US        |      1000 | NS      | $76890.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                          | PROCTER & GAMBLE CO/THE COMMON STOCK                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |     18385 | NS      | $2655529.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL, INC.                              | INTUITIVE SURGICAL INC COMMON STOCK                 | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               |  | US        |      4209 | NS      | $1940306.91   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY | JOHNSON CONTROLS INTERNATION COMMON STOCK           | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               |  | US        |      8308 | NS      | $1087932.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                        | LYONDELLBASELL INDU-CL A COMMON STOCK               | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               |  | US        |      2182 | NS      | $175781.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JOBY AVIATION, INC.                                   | JOBY AVIATION INC COMMON STOCK                      | CUSIP: G65163100<br>LEI: 254900NMVFUM8FO88E56 | Long             | EC               |  | US        |      6719 | NS      | $55498.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC.                                     | RADIAN GROUP INC COMMON STOCK                       | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               |  | US        |      1924 | NS      | $63645.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                        | CITIGROUP INC COMMON STOCK                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               |  | US        |     11307 | NS      | $1282326.87   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA, INC.                                        | PENUMBRA INC COMMON STOCK                           | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               |  | US        |        72 | NS      | $23642.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORPORATION                         | LOUISIANA-PACIFIC CORP COMMON STOCK                 | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               |  | US        |      1155 | NS      | $84026.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPSTONE GROUP INC.                                  | STEPSTONE GROUP INC-CLASS A COMMON STOCK            | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               |  | US        |      1643 | NS      | $78403.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CALUMET, INC.                                         | CALUMET INC COMMON STOCK                            | CUSIP: 131428104<br>LEI: 529900E014J6I18H3V27 | Long             | EC               |  | US        |      3628 | NS      | $130245.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE.                                       | PUBLIC STORAGE REIT                                 | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |       384 | NS      | $104017.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS, INC.                                       | B&G FOODS INC COMMON STOCK                          | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               |  | US        |       862 | NS      | $4146.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORPORATION                             | CNX RESOURCES CORP COMMON STOCK                     | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               |  | US        |      1745 | NS      | $67269.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORPORATION                              | LAM RESEARCH CORP COMMON STOCK                      | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               |  | US        |     14503 | NS      | $3098710.98   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Trevi Therapeutics Inc                                | TREVI THERAPEUTICS INC COMMON STOCK                 | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               |  | US        |     11314 | NS      | $134976.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORPORATION                           | RANGE RESOURCES CORP COMMON STOCK                   | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               |  | US        |      2839 | NS      | $128266.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                               | DUKE ENERGY CORP COMMON STOCK                       | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               |  | US        |     11833 | NS      | $1549413.02   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC.                                         | ADVANSIX INC COMMON STOCK                           | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               |  | US        |      1143 | NS      | $27889.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN ELECTRIC CO., INC.                           | FRANKLIN ELECTRIC CO INC COMMON STOCK               | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               |  | US        |       180 | NS      | $16590.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                           | WESTERN DIGITAL CORP COMMON STOCK                   | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               |  | US        |      2423 | NS      | $655397.27    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SABLE OFFSHORE CORP.                                  | SABLE OFFSHORE CORP COMMON STOCK                    | CUSIP: 78574H104<br>LEI: 254900IMMKZUOZF7V487 | Long             | EC               |  | US        |      4472 | NS      | $73877.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMAS CORPORATION                                    | TRIMAS CORP COMMON STOCK                            | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               |  | US        |      1583 | NS      | $56893.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION, INC.                             | STRATEGIC EDUCATION INC COMMON STOCK                | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               |  | US        |       331 | NS      | $27459.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWDSTRIKE HOLDINGS, INC.                            | CROWDSTRIKE HOLDINGS INC - A COMMON STOCK           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               |  | US        |      1122 | NS      | $438040.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY LIVE HOLDINGS, INC.                           | LIBERTY LIVE HOLDINGS-C COMMON STOCK                | CUSIP: 530909308<br>LEI: N/A                  | Long             | EC               |  | US        |        58 | NS      | $5505.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                | TRANE TECHNOLOGIES PLC COMMON STOCK                 | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               |  | US        |      2367 | NS      | $986423.58    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTLY, INC.                                          | FASTLY INC - CLASS A COMMON STOCK                   | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               |  | US        |       905 | NS      | $26299.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                | SEMPRA COMMON STOCK                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               |  | US        |      1258 | NS      | $122239.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HARTFORD INSURANCE GROUP, INC.                    | HARTFORD INSURANCE GROUP INC/THE COMMON STOCK       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               |  | US        |      1006 | NS      | $136041.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOOSEHEAD INSURANCE, INC.                             | GOOSEHEAD INSURANCE INC -A COMMON STOCK             | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               |  | US        |       215 | NS      | $9171.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR VOYIX CORPORATION                                 | NCR VOYIX CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300YKTY8JX1DV2R67       | Long             | EC               |  | US        |       334 | NS      | $2114.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT DEFENSE PROPERTIES                               | COPT DEFENSE PROPERTIES REIT                        | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |      3986 | NS      | $121971.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMONADE, INC.                                        | LEMONADE INC COMMON STOCK                           | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               |  | US        |      1665 | NS      | $104362.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT, INC.                                         | HUBSPOT INC COMMON STOCK                            | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               |  | US        |       322 | NS      | $78600.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIOS TECHNOLOGIES, INC.                             | HELIOS TECHNOLOGIES INC COMMON STOCK                | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               |  | US        |      1091 | NS      | $70598.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SOUTHERN COMPANY                                  | SOUTHERN CO/THE COMMON STOCK                        | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               |  | US        |      3534 | NS      | $341101.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE, INC.                                     | LENDINGTREE INC COMMON STOCK                        | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               |  | US        |       175 | NS      | $7504.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                          | PROTAGONIST THERAPEUTICS INC COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      1083 | NS      | $114148.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | S&P500 EMINI FUT  JUN26 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        12 | NC      | $3942450.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ELLINGTON FINANCIAL INC.                              | ELLINGTON FINANCIAL INC REIT                        | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |      2748 | NS      | $32563.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE, INC.                                       | CABLE ONE INC COMMON STOCK                          | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               |  | US        |        79 | NS      | $7205.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN, INC.                                   | BROWN & BROWN INC COMMON STOCK                      | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               |  | US        |       290 | NS      | $18910.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORPORATION              | FIRST COMMONWEALTH FINL CORP COMMON STOCK           | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               |  | US        |      3365 | NS      | $59156.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC.                                           | KENVUE INC COMMON STOCK                             | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               |  | US        |      4950 | NS      | $85338.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                           | VERIZON COMMUNICATIONS INC COMMON STOCK             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |     32959 | NS      | $1654541.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & COMPANY                                       | DEERE & CO COMMON STOCK                             | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               |  | US        |      3808 | NS      | $2145046.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP.                                        | GAMESTOP CORP-CLASS A COMMON STOCK                  | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               |  | US        |      2040 | NS      | $47001.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL, INC.                           | BRIGHTHOUSE FINANCIAL INC COMMON STOCK              | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               |  | US        |       268 | NS      | $16047.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                      | MARSH COMMON STOCK                                  | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               |  | US        |      2808 | NS      | $487047.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                           | AVALONBAY COMMUNITIES INC REIT                      | CUSIP: N/A<br>LEI: K9G90K85RBWD2LAGQX17       | Long             | EC               |  | US        |      3261 | NS      | $532684.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                 | ALEXANDRIA REAL ESTATE EQUIT REIT                   | CUSIP: N/A<br>LEI: MGCJBT4MKTQBVLNUIS88       | Long             | EC               |  | US        |       846 | NS      | $39271.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORPORATION                            | AVERY DENNISON CORP COMMON STOCK                    | CUSIP: N/A<br>LEI: 549300PW7VPFCYKLIV37       | Long             | EC               |  | US        |        88 | NS      | $15195.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES, INC.                                | CAVCO INDUSTRIES INC COMMON STOCK                   | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               |  | US        |        60 | NS      | $29057.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORPORATION                                | CONCENTRIX CORP COMMON STOCK                        | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               |  | US        |       387 | NS      | $10588.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP, INC.                                | ALASKA AIR GROUP INC COMMON STOCK                   | CUSIP: N/A<br>LEI: 529900G48RT4KWLC6C27       | Long             | EC               |  | US        |      2673 | NS      | $98312.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP, INC.                                   | EXPEDIA GROUP INC COMMON STOCK                      | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               |  | US        |       389 | NS      | $89816.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS, INC.                                   | LITHIA MOTORS INC COMMON STOCK                      | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               |  | US        |       296 | NS      | $73917.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT REALTY TRUST, INC.                           | PIEDMONT REALTY TRUST INC REIT                      | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |      2333 | NS      | $15327.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA, INC.                                 | WILLIAMS-SONOMA INC COMMON STOCK                    | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               |  | US        |       320 | NS      | $58345.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LUXFER HOLDINGS PLC                                   | LUXFER HOLDINGS PLC COMMON STOCK                    | CUSIP: G5698W116<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               |  | US        |      3194 | NS      | $38902.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & COMPANY, INCORPORATED                     | MCCORMICK & CO-NON VTG SHRS COMMON STOCK            | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               |  | US        |      2119 | NS      | $106882.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY RECOVERY, INC.                                 | ENERGY RECOVERY INC COMMON STOCK                    | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               |  | US        |      5869 | NS      | $59100.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aebi Schmidt Holding AG                               | AEBI SCHMIDT HOLDING AG COMMON STOCK                | CUSIP: H00501108<br>LEI: 506700TN58RT735OV464 | Long             | EC               |  | US        |       446 | NS      | $4330.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORPORATION                                 | JBT MAREL CORP COMMON STOCK                         | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               |  | US        |       439 | NS      | $56134.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                               | KEYCORP COMMON STOCK                                | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               |  | US        |      6129 | NS      | $122886.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORPORATION                                  | APPLOVIN CORP-CLASS A COMMON STOCK                  | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               |  | US        |      1260 | NS      | $501480.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS, INC.                              | BOOT BARN HOLDINGS INC COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900QE1BFMYA3N4E71       | Long             | EC               |  | US        |       199 | NS      | $29125.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC.                                              | AZZ INC COMMON STOCK                                | CUSIP: N/A<br>LEI: 549300HD1X2NFLWPYC83       | Long             | EC               |  | US        |      1071 | NS      | $134014.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                      | P G & E CORP COMMON STOCK                           | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               |  | US        |       692 | NS      | $12158.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB N.V.                                              | SLB LTD COMMON STOCK                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               |  | US        |     28794 | NS      | $1479698.22   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR & DECOR HOLDINGS, INC.                          | FLOOR & DECOR HOLDINGS INC-A COMMON STOCK           | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               |  | US        |       232 | NS      | $11785.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORPORATION                           | DECKERS OUTDOOR CORP COMMON STOCK                   | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               |  | US        |      2634 | NS      | $263637.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL, INC.                              | GENWORTH FINANCIAL INC COMMON STOCK                 | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               |  | US        |     10439 | NS      | $84764.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORO COMPANY                                      | TORO CO COMMON STOCK                                | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               |  | US        |      1175 | NS      | $109792.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL BUSINESS TRAVEL GROUP, INC.                    | GLOBAL BUSINESS TRAVEL GROUP COMMON STOCK           | CUSIP: 37890B100<br>LEI: N/A                  | Long             | EC               |  | US        |     11930 | NS      | $66569.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORPORATION                                      | AGCO CORP COMMON STOCK                              | CUSIP: N/A<br>LEI: LYOM0B2GCF1JWXK5ZG04       | Long             | EC               |  | US        |       149 | NS      | $17264.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORPORATION                                      | NEWS CORP - CLASS A COMMON STOCK                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               |  | US        |       829 | NS      | $20666.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. CAREY INC.                                       | WP CAREY INC REIT                                   | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |       149 | NS      | $10126.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORPORATION                                    | AVISTA CORP COMMON STOCK                            | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               |  | US        |      2860 | NS      | $114800.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOS ENERGY ENTERPRISES, INC.                          | EOS ENERGY ENTERPRISES INC COMMON STOCK             | CUSIP: 29415C101<br>LEI: 529900UCCJMLRGDXVT41 | Long             | EC               |  | US        |      7025 | NS      | $34844.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP.                                     | FIRSTENERGY CORP COMMON STOCK                       | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               |  | US        |      1531 | NS      | $77560.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES, INC.                    | PROVIDENT FINANCIAL SERVICES COMMON STOCK           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               |  | US        |      4392 | NS      | $92938.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP.                                | STIFEL FINANCIAL CORP COMMON STOCK                  | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               |  | US        |       368 | NS      | $27165.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                            | AMGEN INC COMMON STOCK                              | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | EC               |  | US        |      5307 | NS      | $1867267.95   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                           | DICK'S SPORTING GOODS INC COMMON STOCK              | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               |  | US        |       582 | NS      | $115404.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF HAWAII CORPORATION                            | BANK OF HAWAII CORP COMMON STOCK                    | CUSIP: N/A<br>LEI: 5493006Q8BQ8AD8M2U33       | Long             | EC               |  | US        |      1051 | NS      | $78036.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                           | MGIC INVESTMENT CORP COMMON STOCK                   | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               |  | US        |      3455 | NS      | $90693.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMICUS THERAPEUTICS, INC.                             | AMICUS THERAPEUTICS INC COMMON STOCK                | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               |  | US        |      5193 | NS      | $75090.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE, INC.                                  | HCA HEALTHCARE INC COMMON STOCK                     | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               |  | US        |       566 | NS      | $267853.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE NEW YORK TIMES COMPANY                            | NEW YORK TIMES CO-A COMMON STOCK                    | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               |  | US        |       439 | NS      | $36757.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY, INC.                                    | HEALTHEQUITY INC COMMON STOCK                       | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               |  | US        |       673 | NS      | $56242.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RIOT PLATFORMS, INC.                                  | RIOT PLATFORMS INC COMMON STOCK                     | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               |  | US        |      3379 | NS      | $41764.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES, INC.                              | EASTERN BANKSHARES INC COMMON STOCK                 | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               |  | US        |       608 | NS      | $11892.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES, INC.               | MID-AMERICA APARTMENT COMM REIT                     | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |       318 | NS      | $38834.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                                | MURPHY OIL CORP COMMON STOCK                        | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               |  | US        |       449 | NS      | $18521.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP.                                         | EMBECTA CORP COMMON STOCK                           | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               |  | US        |       887 | NS      | $7841.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                          | TENET HEALTHCARE CORP COMMON STOCK                  | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               |  | US        |       564 | NS      | $106432.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                     | PINNACLE WEST CAPITAL COMMON STOCK                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               |  | US        |      1420 | NS      | $143065.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BRINK'S COMPANY                                   | BRINK'S CO/THE COMMON STOCK                         | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               |  | US        |       540 | NS      | $55960.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UTAH MEDICAL PRODUCTS, INC.                           | UTAH MEDICAL PRODUCTS INC COMMON STOCK              | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               |  | US        |       515 | NS      | $31924.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                 | THERMO FISHER SCIENTIFIC INC COMMON STOCK           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               |  | US        |      2892 | NS      | $1421504.76   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR, INC.                                       | FRONTDOOR INC COMMON STOCK                          | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               |  | US        |       251 | NS      | $13267.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                          | ON SEMICONDUCTOR COMMON STOCK                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               |  | US        |      1757 | NS      | $108793.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORPORATION.                     | CONSTELLATION ENERGY COMMON STOCK                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               |  | US        |      1248 | NS      | $348504.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COVISTA INC.                                          | COVISTA INC COMMON STOCK                            | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               |  | US        |      1089 | NS      | $125507.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. FULLER COMPANY                                   | H.B. FULLER CO. COMMON STOCK                        | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               |  | US        |       158 | NS      | $9745.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE FINANCIAL CORPORATION                        | HERITAGE FINANCIAL CORP COMMON STOCK                | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               |  | US        |      1744 | NS      | $45344.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLEEP NUMBER CORPORATION                              | SLEEP NUMBER CORP COMMON STOCK                      | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               |  | US        |      1033 | NS      | $1854.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC.                                       | GLOBE LIFE INC COMMON STOCK                         | CUSIP: N/A<br>LEI: 5493001JFHKQOPP6XA71       | Long             | EC               |  | US        |       108 | NS      | $15030.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES, INC.                              | ORMAT TECHNOLOGIES INC COMMON STOCK                 | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               |  | US        |       644 | NS      | $72076.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES, INC.                              | DOLBY LABORATORIES INC-CL A COMMON STOCK            | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               |  | US        |       731 | NS      | $43903.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION            | ZIONS BANCORP NA COMMON STOCK                       | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               |  | US        |      1771 | NS      | $102045.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORPORATION                                   | GLAUKOS CORP COMMON STOCK                           | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               |  | US        |       167 | NS      | $17979.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                        | EXELIXIS INC COMMON STOCK                           | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |      2898 | NS      | $124295.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE VITA COCO COMPANY, INC.                           | VITA COCO CO INC/THE COMMON STOCK                   | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               |  | US        |      1354 | NS      | $64870.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORPORATION                 | BROOKFIELD INFRASTRUCTURE-A COMMON STOCK            | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               |  | US        |      1827 | NS      | $72203.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                              | ADVANCE AUTO PARTS INC COMMON STOCK                 | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               |  | US        |       317 | NS      | $16721.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL DISPLAY CORPORATION                         | UNIVERSAL DISPLAY CORP COMMON STOCK                 | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               |  | US        |       847 | NS      | $77636.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON ENTERPRISES, INC.                         | WORTHINGTON ENTERPRISES INC COMMON STOCK            | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               |  | US        |       223 | NS      | $11627.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                              | COMSTOCK RESOURCES INC COMMON STOCK                 | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               |  | US        |      4929 | NS      | $103903.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S, INC.                                          | MACY'S INC COMMON STOCK                             | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               |  | US        |      4042 | NS      | $73119.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd.                                    | FTAI AVIATION LTD COMMON STOCK                      | CUSIP: G3730V105<br>LEI: N/A                  | Long             | EC               |  | US        |       606 | NS      | $148470.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.           | HA SUSTAINABLE INFRASTRUCTUR COMMON STOCK           | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               |  | US        |      3153 | NS      | $115872.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK, INC.                                        | AUTODESK INC COMMON STOCK                           | CUSIP: N/A<br>LEI: FRKKVKAIQEF3FCSTPG55       | Long             | EC               |  | US        |      2496 | NS      | $597542.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                   | CENTENE CORP COMMON STOCK                           | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               |  | US        |      4805 | NS      | $157315.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORPORATION                               | HAEMONETICS CORP/MASS COMMON STOCK                  | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               |  | US        |       195 | NS      | $10990.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIA, INC.                                            | SAIA INC COMMON STOCK                               | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               |  | US        |        96 | NS      | $33722.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE & MAIN, INC.                                     | CORE & MAIN INC-CLASS A COMMON STOCK                | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               |  | US        |      1715 | NS      | $84721.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                          | WALMART INC COMMON STOCK                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |     33703 | NS      | $4188608.84   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIFE RIVER CORPORATION                               | KNIFE RIVER CORP COMMON STOCK                       | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               |  | US        |        96 | NS      | $7838.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                   | FIFTH THIRD BANCORP COMMON STOCK                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               |  | US        |      6898 | NS      | $320494.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                        | CONOCOPHILLIPS COMMON STOCK                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               |  | US        |     19262 | NS      | $2542615.68   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS, INC.                               | QNITY ELECTRONICS INC COMMON STOCK                  | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               |  | US        |       680 | NS      | $78400.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES, INC.                     | EQUITY LIFESTYLE PROPERTIES REIT                    | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |       167 | NS      | $10424.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC.                                       | BORGWARNER INC COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300DSFX2IE88NSX47       | Long             | EC               |  | US        |       321 | NS      | $17417.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORPORATION                                      | LEAR CORP COMMON STOCK                              | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               |  | US        |      1322 | NS      | $160067.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                         | ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK           | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               |  | US        |      1143 | NS      | $23945.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA FINANCIAL, INC.                                   | MFA FINANCIAL INC REIT                              | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               |  | US        |      1584 | NS      | $15174.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                              | FB FINANCIAL CORP COMMON STOCK                      | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               |  | US        |      1250 | NS      | $64925.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELLIA THERAPEUTICS, INC.                           | INTELLIA THERAPEUTICS INC COMMON STOCK              | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               |  | US        |      1231 | NS      | $15781.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qiagen N.V.                                           | QIAGEN N.V. COMMON STOCK                            | CUSIP: N72482156<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               |  | US        |      2093 | NS      | $83803.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON GRAND VACATIONS INC.                           | HILTON GRAND VACATIONS INC COMMON STOCK             | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               |  | US        |      3016 | NS      | $117985.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC.                                         | WINGSTOP INC COMMON STOCK                           | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               |  | US        |       363 | NS      | $56254.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC.                              | DARLING INGREDIENTS INC COMMON STOCK                | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               |  | US        |       716 | NS      | $44284.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC.                                          | NOVANTA INC COMMON STOCK                            | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               |  | US        |        98 | NS      | $11574.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST                       | FEDERAL REALTY INVS TRUST REIT                      | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               |  | US        |       114 | NS      | $12107.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA, INC.                                         | CENCORA INC COMMON STOCK                            | CUSIP: N/A<br>LEI: AI8GXW8LG5WK7E9UD086       | Long             | EC               |  | US        |       589 | NS      | $185028.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET & CO.                               | VICTORIA'S SECRET & CO COMMON STOCK                 | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               |  | US        |       212 | NS      | $9828.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG LTD.                                         | FLEX LNG LTD COMMON STOCK                           | CUSIP: G35947202<br>LEI: 21380084THHU3MPC3647 | Long             | EC               |  | US        |      2301 | NS      | $68362.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC.                                  | SCORPIO TANKERS INC COMMON STOCK                    | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               |  | US        |       270 | NS      | $20158.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, INC.                                             | RPC INC COMMON STOCK                                | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               |  | US        |      1226 | NS      | $8680.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES, INC.                    | HAWAIIAN ELECTRIC INDS COMMON STOCK                 | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               |  | US        |       249 | NS      | $3695.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                                   | KODIAK SCIENCES INC COMMON STOCK                    | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               |  | US        |      1218 | NS      | $46430.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                                 | CARDINAL HEALTH INC COMMON STOCK                    | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |       998 | NS      | $210887.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                   | ABBOTT LABORATORIES COMMON STOCK                    | CUSIP: N/A<br>LEI: HQD377W2YR662HK5JX27       | Long             | EC               |  | US        |     11993 | NS      | $1231321.31   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON STEEL, INC.                               | WORTHINGTON STEEL INC COMMON STOCK                  | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               |  | US        |       223 | NS      | $6768.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                            | QUALYS INC COMMON STOCK                             | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               |  | US        |       591 | NS      | $51919.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP, INC.                                      | PULTEGROUP INC COMMON STOCK                         | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               |  | US        |       871 | NS      | $102438.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS, INC.                       | ARROWHEAD PHARMACEUTICALS IN COMMON STOCK           | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               |  | US        |       251 | NS      | $15737.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPSON MANUFACTURING CO., INC.                       | SIMPSON MANUFACTURING CO INC COMMON STOCK           | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               |  | US        |       643 | NS      | $110351.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TIC SOLUTIONS, INC.                                   | TIC SOLUTIONS INC COMMON STOCK                      | CUSIP: 00510N102<br>LEI: N/A                  | Long             | EC               |  | US        |       931 | NS      | $6126.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMO GROUP INC.                                      | ALAMO GROUP INC COMMON STOCK                        | CUSIP: N/A<br>LEI: 54930080C93RVZRSDV26       | Long             | EC               |  | US        |        86 | NS      | $14187.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                | KYNDRYL HOLDINGS INC COMMON STOCK                   | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               |  | US        |      2624 | NS      | $34426.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                    | ENTERPRISE FINANCIAL SERVICE COMMON STOCK           | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               |  | US        |      1063 | NS      | $57518.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC.                                              | NOV INC COMMON STOCK                                | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               |  | US        |       482 | NS      | $9066.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC.                                           | Atkore Inc COMMON STOCK                             | CUSIP: N/A<br>LEI: 52990002TI38AM4RPV48       | Long             | EC               |  | US        |       453 | NS      | $26686.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORPORATION                                  | ECHOSTAR CORP-A COMMON STOCK                        | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               |  | US        |      1124 | NS      | $131586.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CALAVO GROWERS, INC.                                  | CALAVO GROWERS INC COMMON STOCK                     | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               |  | US        |       571 | NS      | $14726.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc                                    | D-WAVE QUANTUM INC COMMON STOCK                     | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               |  | US        |      3215 | NS      | $46392.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                                 | COCA-COLA CO/THE COMMON STOCK                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |     36380 | NS      | $2766699.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TOAST, INC.                                           | TOAST INC-CLASS A COMMON STOCK                      | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               |  | US        |      2222 | NS      | $58905.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC.                                           | RESMED INC COMMON STOCK                             | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               |  | US        |       459 | NS      | $103036.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDSAY CORPORATION                                   | LINDSAY CORP COMMON STOCK                           | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               |  | US        |        91 | NS      | $10835.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER'S, INC.                                        | CARTER'S INC COMMON STOCK                           | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               |  | US        |       471 | NS      | $16842.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc.                  | RESTAURANT BRANDS INTERN COMMON STOCK               | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               |  | US        |      1594 | NS      | $117796.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC.                                          | WAYFAIR INC- CLASS A COMMON STOCK                   | CUSIP: 94419L101<br>LEI: N/A                  | Long             | EC               |  | US        |       320 | NS      | $24067.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                             | CBOE GLOBAL MARKETS INC COMMON STOCK                | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               |  | US        |        99 | NS      | $27825.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. CORPORATION                                      | VF CORP COMMON STOCK                                | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               |  | US        |      4023 | NS      | $68350.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                     | ESSENT GROUP LTD COMMON STOCK                       | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               |  | US        |       970 | NS      | $56686.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE, INC.                                       | INTERFACE INC COMMON STOCK                          | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               |  | US        |      3174 | NS      | $79096.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORPORATION                                     | TEREX CORP COMMON STOCK                             | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               |  | US        |       341 | NS      | $20153.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                    | UNITY SOFTWARE INC COMMON STOCK                     | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               |  | US        |      2638 | NS      | $57877.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                       | DORIAN LPG LTD COMMON STOCK                         | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               |  | US        |      2360 | NS      | $80712.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT, INC.                       | ANNALY CAPITAL MANAGEMENT IN REIT                   | CUSIP: N/A<br>LEI: 2DTL0G3FPRYUT58TI025       | Long             | EC               |  | US        |       655 | NS      | $13853.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS MINERALS INTERNATIONAL, INC.                  | COMPASS MINERALS INTERNATION COMMON STOCK           | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               |  | US        |       851 | NS      | $19870.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC.                                           | RAMBUS INC COMMON STOCK                             | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               |  | US        |      1298 | NS      | $111666.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS, INC.                                          | CACTUS INC - A COMMON STOCK                         | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               |  | US        |       298 | NS      | $14116.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                                    | CIRRUS LOGIC INC COMMON STOCK                       | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               |  | US        |       640 | NS      | $92556.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC.                                 | TRADEWEB MARKETS INC-CLASS A COMMON STOCK           | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               |  | US        |       805 | NS      | $94716.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA, INC.                                        | ILLUMINA INC COMMON STOCK                           | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               |  | US        |      1115 | NS      | $137434.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION, INC.                                      | AUTONATION INC COMMON STOCK                         | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               |  | US        |       649 | NS      | $126723.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORPORATION                                       | EQT CORP COMMON STOCK                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               |  | US        |      8048 | NS      | $512150.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                     | PORTLAND GENERAL ELECTRIC CO COMMON STOCK           | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               |  | US        |       894 | NS      | $47176.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc.                                               | XP INC - CLASS A COMMON STOCK                       | CUSIP: G98239109<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               |  | US        |      3989 | NS      | $75950.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY, INC.                                         | WORKDAY INC-CLASS A COMMON STOCK                    | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               |  | US        |      2079 | NS      | $270103.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                                   | STRYKER CORP COMMON STOCK                           | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               |  | US        |      2003 | NS      | $658165.77    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANSOURCE, INC.                                      | SCANSOURCE INC COMMON STOCK                         | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               |  | US        |      1292 | NS      | $46899.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                         | PEPSICO INC COMMON STOCK                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     18825 | NS      | $2923334.25   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY, INC.                                  | NEXTERA ENERGY INC COMMON STOCK                     | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               |  | US        |     26367 | NS      | $2448966.96   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LIMITED                         | AXIS CAPITAL HOLDINGS LTD COMMON STOCK              | CUSIP: G0692U109<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               |  | US        |       825 | NS      | $83663.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc                                    | PROG HOLDINGS INC COMMON STOCK                      | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               |  | US        |       832 | NS      | $23870.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORPORATION                                   | ARCBEST CORP COMMON STOCK                           | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               |  | US        |       336 | NS      | $33048.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp, Inc.                        | WASHINGTON TRUST BANCORP COMMON STOCK               | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               |  | US        |       924 | NS      | $30917.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC.                                   | COTERRA ENERGY INC COMMON STOCK                     | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               |  | US        |     19841 | NS      | $697212.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                             | CONSOLIDATED EDISON INC COMMON STOCK                | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               |  | US        |      7823 | NS      | $885407.14    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED            | REINSURANCE GROUP OF AMERICA COMMON STOCK           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               |  | US        |       578 | NS      | $118004.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP, INC.                            | SIMON PROPERTY GROUP INC REIT                       | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       698 | NS      | $130197.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** NEW COVENANT FUNDS

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer