# EDGAR Filing Document

**Accession Number:** 0001643174
**File Stem:** 0000894189-25-012158
**Filing Date:** 2025-10
**Character Count:** 223888
**Document Hash:** c0c9252719f930c4a5b4b89175d9aded
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-012158.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000894189-25-012158

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Horizon Funds
- **CENTRAL INDEX KEY:** 0001643174

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23063
- **FILM NUMBER:** 251423695

**BUSINESS ADDRESS:**
- **STREET 1:** 6210 ARDREY KELL ROAD
- **STREET 2:** SUITE 300
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28277
- **BUSINESS PHONE:** 704-544-2399

**MAIL ADDRESS:**
- **STREET 1:** 6210 ARDREY KELL ROAD
- **STREET 2:** SUITE 300
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28277

## Series and Classes Contracts Data

### Horizon Defined Risk Fund (Series ID: S000055167)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000173473 | Investor Class | HNDRX           |
| C000182200 | Advisor Class  | HADRX           |

## Nport-Ex

---

| | | | |
|:---|:---|:---|:---|
| **Horizon Defined Risk Fund** | **Horizon Defined Risk Fund** | **Horizon Defined Risk Fund** | **Horizon Defined Risk Fund** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **August 31, 2025 (Unaudited)** | **August 31, 2025 (Unaudited)** | **August 31, 2025 (Unaudited)** | **August 31, 2025 (Unaudited)** |
| **COMMON STOCKS - 100.8%** | **COMMON STOCKS - 100.8%** | **Shares** | **Value**  |
| **Aerospace & Defense - 2.2%** | **Aerospace & Defense - 2.2%** | **Aerospace & Defense - 2.2%** | |
| Axon Enterprise, Inc. <sup>(a)</sup> | Axon Enterprise, Inc. <sup>(a)</sup> | 1121 | $837712 |
| Boeing Co. <sup>(a)</sup> | Boeing Co. <sup>(a)</sup> | 11715 | 2749276 |
| General Dynamics Corp. | General Dynamics Corp. | 3957 | 1284324 |
| General Electric Co. | General Electric Co. | 16766 | 4614003 |
| Howmet Aerospace, Inc. | Howmet Aerospace, Inc. | 6318 | 1099964 |
| Huntington Ingalls Industries, Inc. | Huntington Ingalls Industries, Inc. | 605 | 163828 |
| L3Harris Technologies, Inc. | L3Harris Technologies, Inc. | 2937 | 815370 |
| Lockheed Martin Corp. | Lockheed Martin Corp. | 3269 | 1489454 |
| Northrop Grumman Corp. | Northrop Grumman Corp. | 2119 | 1250295 |
| RTX Corp. | RTX Corp. | 20810 | 3300466 |
| Textron, Inc. | Textron, Inc. | 2844 | 227975 |
| TransDigm Group, Inc. | TransDigm Group, Inc. | 871 | 1218424 |
|  |  |  | 19051091 |
| **Air Freight & Logistics - 0.3%** | **Air Freight & Logistics - 0.3%** | **Air Freight & Logistics - 0.3%** |  |
| CH Robinson Worldwide, Inc. | CH Robinson Worldwide, Inc. | 1841 | 236937 |
| Expeditors International of Washington, Inc. | Expeditors International of Washington, Inc. | 2180 | 262777 |
| FedEx Corp. | FedEx Corp. | 3457 | 798809 |
| United Parcel Service, Inc. - Class B | United Parcel Service, Inc. - Class B | 11421 | 998652 |
|  |  |  | 2297175 |
| **Automobile Components - 0.0%<sup>(b)</sup>** | **Automobile Components - 0.0%<sup>(b)</sup>** | **Automobile Components - 0.0%<sup>(b)</sup>** |  |
| Aptiv PLC <sup>(a)</sup> | Aptiv PLC <sup>(a)</sup> | 3577 | 284479 |
| **Automobiles - 1.9%** | **Automobiles - 1.9%** | **Automobiles - 1.9%** |  |
| Ford Motor Co. | Ford Motor Co. | 60821 | 715863 |
| General Motors Co. | General Motors Co. | 15544 | 910723 |
| Tesla, Inc. <sup>(a)</sup> | Tesla, Inc. <sup>(a)</sup> | 43726 | 14598800 |
|  |  |  | 16225386 |
| **Banks - 3.7%** | **Banks - 3.7%** | **Banks - 3.7%** |  |
| Bank of America Corp. | Bank of America Corp. | 103469 | 5250017 |
| Citigroup, Inc. | Citigroup, Inc. | 29327 | 2832108 |
| Citizens Financial Group, Inc. | Citizens Financial Group, Inc. | 6824 | 356759 |
| Fifth Third Bancorp | Fifth Third Bancorp | 10463 | 478891 |
| Huntington Bancshares, Inc. | Huntington Bancshares, Inc. | 22702 | 404323 |
| JPMorgan Chase & Co. <sup>(c)</sup> | JPMorgan Chase & Co. <sup>(c)</sup> | 43687 | 13168135 |
| KeyCorp | KeyCorp | 15558 | 301203 |
| M&T Bank Corp. | M&T Bank Corp. | 2582 | 520686 |
| PNC Financial Services Group, Inc. | PNC Financial Services Group, Inc. | 6179 | 1281772 |
| Regions Financial Corp. | Regions Financial Corp. | 14204 | 389048 |
| Truist Financial Corp. | Truist Financial Corp. | 20552 | 962245 |
| US Bancorp | US Bancorp | 24368 | 1189889 |
| Wells Fargo & Co. | Wells Fargo & Co. | 51389 | 4223148 |
|  |  |  | 31358224 |
| **Beverages - 1.1%** | **Beverages - 1.1%** | **Beverages - 1.1%** |  |
| Brown-Forman Corp. - Class B | Brown-Forman Corp. - Class B | 2838 | 84970 |
| Coca-Cola Co. | Coca-Cola Co. | 60499 | 4173826 |
| Constellation Brands, Inc. - Class A | Constellation Brands, Inc. - Class A | 2423 | 392381 |
| Keurig Dr Pepper, Inc. | Keurig Dr Pepper, Inc. | 18650 | 542528 |
| Molson Coors Brewing Co. - Class B | Molson Coors Brewing Co. - Class B | 2683 | 135465 |
| Monster Beverage Corp. <sup>(a)</sup> | Monster Beverage Corp. <sup>(a)</sup> | 10935 | 682453 |
| PepsiCo, Inc. | PepsiCo, Inc. | 21421 | 3184232 |
|  |  |  | 9195855 |
| **Biotechnology - 1.6%** | **Biotechnology - 1.6%** | **Biotechnology - 1.6%** |  |
| AbbVie, Inc. <sup>(c)</sup> | AbbVie, Inc. <sup>(c)</sup> | 27578 | 5802411 |
| Amgen, Inc. | Amgen, Inc. | 8387 | 2413024 |
| Biogen, Inc. <sup>(a)</sup> | Biogen, Inc. <sup>(a)</sup> | 2279 | 301329 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. | 19468 | 2199300 |
| Incyte Corp. <sup>(a)</sup> | Incyte Corp. <sup>(a)</sup> | 2490 | 210679 |
| Moderna, Inc. <sup>(a)</sup> | Moderna, Inc. <sup>(a)</sup> | 5287 | 127364 |
| Regeneron Pharmaceuticals, Inc. | Regeneron Pharmaceuticals, Inc. | 1635 | 949445 |
| Vertex Pharmaceuticals, Inc. <sup>(a)</sup> | Vertex Pharmaceuticals, Inc. <sup>(a)</sup> | 4002 | 1564862 |
|  |  |  | 13568414 |
| **Broadline Retail - 4.1%** | **Broadline Retail - 4.1%** | **Broadline Retail - 4.1%** |  |
| Amazon.com, Inc. <sup>(a)(c)</sup> | Amazon.com, Inc. <sup>(a)(c)</sup> | 147388 | 33751852 |
| eBay, Inc. | eBay, Inc. | 7480 | 677763 |
|  |  |  | 34429615 |
| **Building Products - 0.5%** | **Building Products - 0.5%** | **Building Products - 0.5%** |  |
| Allegion PLC | Allegion PLC | 1349 | 229060 |
| AO Smith Corp. | AO Smith Corp. | 1839 | 131102 |
| Builders FirstSource, Inc. <sup>(a)</sup> | Builders FirstSource, Inc. <sup>(a)</sup> | 1792 | 248515 |
| Carrier Global Corp. | Carrier Global Corp. | 12615 | 822498 |
| Johnson Controls International PLC | Johnson Controls International PLC | 10309 | 1101929 |
| Lennox International, Inc. | Lennox International, Inc. | 491 | 273909 |
| Masco Corp. | Masco Corp. | 3307 | 242701 |
| Trane Technologies PLC | Trane Technologies PLC | 3497 | 1453353 |
|  |  |  | 4503067 |
| **Capital Markets - 3.4%** | **Capital Markets - 3.4%** | **Capital Markets - 3.4%** |  |
| Ameriprise Financial, Inc. | Ameriprise Financial, Inc. | 1494 | 769126 |
| Bank of New York Mellon Corp. | Bank of New York Mellon Corp. | 11207 | 1183459 |
| Blackrock, Inc. | Blackrock, Inc. | 2265 | 2552972 |
| Blackstone, Inc. | Blackstone, Inc. | 11430 | 1959102 |
| CBOE Global Markets, Inc. | CBOE Global Markets, Inc. | 1629 | 384363 |
| Charles Schwab Corp. | Charles Schwab Corp. | 26622 | 2551452 |
| CME Group, Inc. | CME Group, Inc. | 5623 | 1498586 |
| Coinbase Global, Inc. - Class A <sup>(a)</sup> | Coinbase Global, Inc. - Class A <sup>(a)</sup> | 3497 | 1064976 |
| FactSet Research Systems, Inc. | FactSet Research Systems, Inc. | 586 | 218766 |
| Franklin Resources, Inc. | Franklin Resources, Inc. | 4828 | 123886 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | 4873 | 3631603 |
| Intercontinental Exchange, Inc. | Intercontinental Exchange, Inc. | 8969 | 1583925 |
| Invesco, Ltd. | Invesco, Ltd. | 6994 | 153099 |
| KKR & Co., Inc. | KKR & Co., Inc. | 10540 | 1470225 |
| MarketAxess Holdings, Inc. | MarketAxess Holdings, Inc. | 581 | 106811 |
| Moody's Corp. | Moody's Corp. | 2418 | 1232600 |
| Morgan Stanley | Morgan Stanley | 19329 | 2908628 |
| MSCI, Inc. | MSCI, Inc. | 1208 | 685806 |
| Nasdaq, Inc. | Nasdaq, Inc. | 6463 | 612305 |
| Northern Trust Corp. | Northern Trust Corp. | 3055 | 401060 |
| Raymond James Financial, Inc. | Raymond James Financial, Inc. | 2871 | 486462 |
| S&P Global, Inc. | S&P Global, Inc. | 4915 | 2695583 |
| State Street Corp. | State Street Corp. | 4501 | 517480 |
| T. Rowe Price Group, Inc. | T. Rowe Price Group, Inc. | 3466 | 373011 |
|  |  |  | 29165286 |
| **Chemicals - 1.2%** | **Chemicals - 1.2%** | **Chemicals - 1.2%** |  |
| Air Products & Chemicals, Inc. | Air Products & Chemicals, Inc. | 3468 | 1019973 |
| Albemarle Corp. | Albemarle Corp. | 1829 | 155319 |
| CF Industries Holdings, Inc. | CF Industries Holdings, Inc. | 2713 | 235027 |
| Corteva, Inc. | Corteva, Inc. | 10706 | 794278 |
| Dow, Inc. | Dow, Inc. | 10990 | 270684 |
| DuPont de Nemours, Inc. | DuPont de Nemours, Inc. | 6525 | 501903 |
| Eastman Chemical Co. | Eastman Chemical Co. | 1793 | 126120 |
| Ecolab, Inc. | Ecolab, Inc. | 3928 | 1088213 |
| International Flavors & Fragrances, Inc. | International Flavors & Fragrances, Inc. | 3986 | 269095 |
| Linde PLC | Linde PLC | 7433 | 3555129 |
| LyondellBasell Industries NV - Class A | LyondellBasell Industries NV - Class A | 4042 | 227767 |
| Mosaic Co. | Mosaic Co. | 4958 | 165597 |
| PPG Industries, Inc. | PPG Industries, Inc. | 3617 | 402319 |
| Sherwin-Williams Co. | Sherwin-Williams Co. | 3614 | 1322110 |
|  |  |  | 10133534 |
| **Commercial Services & Supplies - 0.5%** | **Commercial Services & Supplies - 0.5%** | **Commercial Services & Supplies - 0.5%** |  |
| Cintas Corp. | Cintas Corp. | 5353 | 1124291 |
| Copart, Inc. <sup>(a)</sup> | Copart, Inc. <sup>(a)</sup> | 13700 | 668697 |
| Republic Services, Inc. | Republic Services, Inc. | 3164 | 740281 |
| Rollins, Inc. | Rollins, Inc. | 4382 | 247758 |
| Veralto Corp. | Veralto Corp. | 3856 | 409469 |
| Waste Management, Inc. | Waste Management, Inc. | 5698 | 1289970 |
|  |  |  | 4480466 |
| **Communications Equipment - 0.9%** | **Communications Equipment - 0.9%** | **Communications Equipment - 0.9%** |  |
| Arista Networks, Inc. <sup>(a)</sup> | Arista Networks, Inc. <sup>(a)</sup> | 16140 | 2203917 |
| Cisco Systems, Inc. | Cisco Systems, Inc. | 62232 | 4299609 |
| F5, Inc. <sup>(a)</sup> | F5, Inc. <sup>(a)</sup> | 895 | 280260 |
| Motorola Solutions, Inc. | Motorola Solutions, Inc. | 2600 | 1228396 |
|  |  |  | 8012182 |
| **Construction & Engineering - 0.1%** | **Construction & Engineering - 0.1%** | **Construction & Engineering - 0.1%** |  |
| Quanta Services, Inc. | Quanta Services, Inc. | 2296 | 867796 |
| **Construction Materials - 0.1%** | **Construction Materials - 0.1%** | **Construction Materials - 0.1%** |  |
| Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. | 945 | 582498 |
| Vulcan Materials Co. | Vulcan Materials Co. | 2054 | 598043 |
|  |  |  | 1180541 |
| **Consumer Finance - 0.7%** | **Consumer Finance - 0.7%** | **Consumer Finance - 0.7%** |  |
| American Express Co. | American Express Co. | 8665 | 2870541 |
| Capital One Financial Corp. | Capital One Financial Corp. | 9944 | 2259476 |
| Synchrony Financial | Synchrony Financial | 6066 | 463078 |
|  |  |  | 5593095 |
| **Consumer Staples Distribution & Retail - 1.9%** | **Consumer Staples Distribution & Retail - 1.9%** | **Consumer Staples Distribution & Retail - 1.9%** |  |
| Costco Wholesale Corp. | Costco Wholesale Corp. | 6928 | 6535321 |
| Dollar General Corp. | Dollar General Corp. | 3430 | 373047 |
| Dollar Tree, Inc. <sup>(a)</sup> | Dollar Tree, Inc. <sup>(a)</sup> | 3149 | 343776 |
| Kroger Co. | Kroger Co. | 10396 | 705265 |
| Sysco Corp. | Sysco Corp. | 7636 | 614469 |
| Target Corp. | Target Corp. | 7150 | 686257 |
| Walmart, Inc. | Walmart, Inc. | 67774 | 6572722 |
|  |  |  | 15830857 |
| **Containers & Packaging - 0.2%** | **Containers & Packaging - 0.2%** | **Containers & Packaging - 0.2%** |  |
| Amcor PLC | Amcor PLC | 22580 | 194865 |
| Avery Dennison Corp. | Avery Dennison Corp. | 1246 | 213876 |
| Ball Corp. | Ball Corp. | 4660 | 245303 |
| International Paper Co. | International Paper Co. | 8230 | 408866 |
| Packaging Corp. of America | Packaging Corp. of America | 1384 | 301657 |
| Smurfit WestRock PLC | Smurfit WestRock PLC | 7719 | 365572 |
|  |  |  | 1730139 |
| **Distributors - 0.1%** | **Distributors - 0.1%** | **Distributors - 0.1%** |  |
| Genuine Parts Co. | Genuine Parts Co. | 2167 | 301928 |
| LKQ Corp. | LKQ Corp. | 4054 | 132242 |
| Pool Corp. | Pool Corp. | 588 | 182697 |
|  |  |  | 616867 |
| **Diversified Telecommunication Services - 0.7%** | **Diversified Telecommunication Services - 0.7%** | **Diversified Telecommunication Services - 0.7%** |  |
| AT&T, Inc. | AT&T, Inc. | 112174 | 3285577 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | 65775 | 2909228 |
|  |  |  | 6194805 |
| **Electric Utilities - 1.5%** | **Electric Utilities - 1.5%** | **Electric Utilities - 1.5%** |  |
| Alliant Energy Corp. | Alliant Energy Corp. | 3997 | 260085 |
| American Electric Power Co., Inc. | American Electric Power Co., Inc. | 8321 | 923797 |
| Constellation Energy Corp. | Constellation Energy Corp. | 4883 | 1503866 |
| Duke Energy Corp. | Duke Energy Corp. | 12120 | 1484579 |
| Edison International | Edison International | 6044 | 339250 |
| Entergy Corp. | Entergy Corp. | 6694 | 589674 |
| Evergy, Inc. | Evergy, Inc. | 3587 | 255610 |
| Eversource Energy | Eversource Energy | 5719 | 366416 |
| Exelon Corp. | Exelon Corp. | 15702 | 685863 |
| FirstEnergy Corp. | FirstEnergy Corp. | 8009 | 349353 |
| NextEra Energy, Inc. | NextEra Energy, Inc. | 32125 | 2314606 |
| NRG Energy, Inc. | NRG Energy, Inc. | 3158 | 459679 |
| PG&E Corp. | PG&E Corp. | 34272 | 523676 |
| Pinnacle West Capital Corp. | Pinnacle West Capital Corp. | 1769 | 158078 |
| PPL Corp. | PPL Corp. | 11529 | 420463 |
| Southern Co. | Southern Co. | 17118 | 1579991 |
| Xcel Energy, Inc. | Xcel Energy, Inc. | 8970 | 649338 |
|  |  |  | 12864324 |
| **Electrical Equipment - 0.9%** | **Electrical Equipment - 0.9%** | **Electrical Equipment - 0.9%** |  |
| AMETEK, Inc. | AMETEK, Inc. | 3609 | 666943 |
| Eaton Corp. PLC | Eaton Corp. PLC | 6168 | 2153496 |
| Emerson Electric Co. | Emerson Electric Co. | 8807 | 1162524 |
| GE Vernova, Inc. | GE Vernova, Inc. | 4307 | 2640062 |
| Generac Holdings, Inc. <sup>(a)</sup> | Generac Holdings, Inc. <sup>(a)</sup> | 922 | 170800 |
| Hubbell, Inc. | Hubbell, Inc. | 833 | 359015 |
| Rockwell Automation, Inc. | Rockwell Automation, Inc. | 1758 | 603750 |
|  |  |  | 7756590 |
| **Electronic Equipment, Instruments & Components - 0.7%** | **Electronic Equipment, Instruments & Components - 0.7%** | **Electronic Equipment, Instruments & Components - 0.7%** |  |
| Amphenol Corp. - Class A | Amphenol Corp. - Class A | 18920 | 2059631 |
| CDW Corp. | CDW Corp. | 2071 | 341218 |
| Corning, Inc. | Corning, Inc. | 12040 | 807041 |
| Jabil, Inc. | Jabil, Inc. | 1704 | 349030 |
| Keysight Technologies, Inc. <sup>(a)</sup> | Keysight Technologies, Inc. <sup>(a)</sup> | 2694 | 440281 |
| TE Connectivity PLC | TE Connectivity PLC | 4656 | 961464 |
| Teledyne Technologies, Inc. <sup>(a)</sup> | Teledyne Technologies, Inc. <sup>(a)</sup> | 720 | 387482 |
| Trimble, Inc. <sup>(a)</sup> | Trimble, Inc. <sup>(a)</sup> | 3836 | 310026 |
| Zebra Technologies Corp. - Class A <sup>(a)</sup> | Zebra Technologies Corp. - Class A <sup>(a)</sup> | 797 | 252721 |
|  |  |  | 5908894 |
| **Energy Equipment & Services - 0.2%** | **Energy Equipment & Services - 0.2%** | **Energy Equipment & Services - 0.2%** |  |
| Baker Hughes & GE Co., - Class A | Baker Hughes & GE Co., - Class A | 15461 | 701929 |
| Halliburton Co. | Halliburton Co. | 13561 | 308242 |
| Schlumberger, Ltd. | Schlumberger, Ltd. | 21888 | 806354 |
|  |  |  | 1816525 |
| **Entertainment - 1.6%** | **Entertainment - 1.6%** | **Entertainment - 1.6%** |  |
| Electronic Arts, Inc. | Electronic Arts, Inc. | 3704 | 636903 |
| Live Nation Entertainment, Inc. <sup>(a)</sup> | Live Nation Entertainment, Inc. <sup>(a)</sup> | 2444 | 406902 |
| Netflix, Inc. <sup>(a)(c)</sup> | Netflix, Inc. <sup>(a)(c)</sup> | 6677 | 8067485 |
| Take-Two Interactive Software, Inc. <sup>(a)</sup> | Take-Two Interactive Software, Inc. <sup>(a)</sup> | 2556 | 596238 |
| TKO Group Holdings, Inc. | TKO Group Holdings, Inc. | 1029 | 195057 |
| Walt Disney Co. | Walt Disney Co. | 28241 | 3343170 |
| Warner Bros Discovery, Inc. <sup>(a)</sup> | Warner Bros Discovery, Inc. <sup>(a)</sup> | 34894 | 406166 |
|  |  |  | 13651921 |
| **Financial Services - 4.3%** | **Financial Services - 4.3%** | **Financial Services - 4.3%** |  |
| Apollo Global Management, Inc. | Apollo Global Management, Inc. | 6978 | 950613 |
| Berkshire Hathaway, Inc. - Class B <sup>(a)(c)</sup> | Berkshire Hathaway, Inc. - Class B <sup>(a)(c)</sup> | 28634 | 14402329 |
| Block, Inc. <sup>(a)</sup> | Block, Inc. <sup>(a)</sup> | 8302 | 661171 |
| Corpay, Inc. <sup>(a)</sup> | Corpay, Inc. <sup>(a)</sup> | 1083 | 352701 |
| Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. | 8271 | 577399 |
| Fiserv, Inc. <sup>(a)</sup> | Fiserv, Inc. <sup>(a)</sup> | 8883 | 1227453 |
| Global Payments, Inc. | Global Payments, Inc. | 3861 | 342934 |
| Jack Henry & Associates, Inc. | Jack Henry & Associates, Inc. | 1131 | 184647 |
| MasterCard, Inc. - Class A <sup>(c)</sup> | MasterCard, Inc. - Class A <sup>(c)</sup> | 12719 | 7571494 |
| PayPal Holdings, Inc. <sup>(a)</sup> | PayPal Holdings, Inc. <sup>(a)</sup> | 15450 | 1084435 |
| Visa, Inc. - Class A <sup>(c)</sup> | Visa, Inc. - Class A <sup>(c)</sup> | 26921 | 9470269 |
|  |  |  | 36825445 |
| **Food Products - 0.5%** | **Food Products - 0.5%** | **Food Products - 0.5%** |  |
| Archer-Daniels-Midland Co. | Archer-Daniels-Midland Co. | 7470 | 467921 |
| Bunge Global SA | Bunge Global SA | 2076 | 174841 |
| Conagra Brands, Inc. | Conagra Brands, Inc. | 7453 | 142576 |
| General Mills, Inc. | General Mills, Inc. | 8607 | 424583 |
| Hershey Co. | Hershey Co. | 2300 | 422625 |
| Hormel Foods Corp. | Hormel Foods Corp. | 4532 | 115294 |
| J M Smucker Co. | J M Smucker Co. | 1655 | 182894 |
| Kellanova | Kellanova | 4194 | 333423 |
| Kraft Heinz Co. | Kraft Heinz Co. | 13626 | 381119 |
| Lamb Weston Holdings, Inc. | Lamb Weston Holdings, Inc. | 2221 | 127774 |
| McCormick & Co., Inc. | McCormick & Co., Inc. | 3933 | 276765 |
| Mondelez International, Inc. - Class A | Mondelez International, Inc. - Class A | 20209 | 1241641 |
| The Campbell's Co. | The Campbell's Co. | 3064 | 97834 |
| Tyson Foods, Inc., - Class A | Tyson Foods, Inc., - Class A | 4462 | 253352 |
|  |  |  | 4642642 |
| **Gas Utilities - 0.1%** | **Gas Utilities - 0.1%** | **Gas Utilities - 0.1%** |  |
| Atmos Energy Corp. | Atmos Energy Corp. | 2473 | 410839 |
| **Ground Transportation - 0.9%** | **Ground Transportation - 0.9%** | **Ground Transportation - 0.9%** |  |
| CSX Corp. | CSX Corp. | 30126 | 979396 |
| JB Hunt Transport Services, Inc. | JB Hunt Transport Services, Inc. | 1234 | 178918 |
| Norfolk Southern Corp. | Norfolk Southern Corp. | 3530 | 988329 |
| Old Dominion Freight Line, Inc. | Old Dominion Freight Line, Inc. | 2927 | 441889 |
| Uber Technologies, Inc. <sup>(a)</sup> | Uber Technologies, Inc. <sup>(a)</sup> | 32640 | 3060000 |
| Union Pacific Corp. | Union Pacific Corp. | 9433 | 2108936 |
|  |  |  | 7757468 |
| **Health Care - 0.0%<sup>(b)</sup>** | **Health Care - 0.0%<sup>(b)</sup>** | **Health Care - 0.0%<sup>(b)</sup>** |  |
| ABIOMED INC <sup>(a)(d)</sup> | ABIOMED INC <sup>(a)(d)</sup> | 495 | 0 |
| **Health Care Equipment & Supplies - 2.2%** | **Health Care Equipment & Supplies - 2.2%** | **Health Care Equipment & Supplies - 2.2%** |  |
| Abbott Laboratories | Abbott Laboratories | 27098 | 3594821 |
| Align Technology, Inc. <sup>(a)</sup> | Align Technology, Inc. <sup>(a)</sup> | 1089 | 154595 |
| Baxter International, Inc. | Baxter International, Inc. | 7973 | 196853 |
| Becton Dickinson & Co. | Becton Dickinson & Co. | 4479 | 864357 |
| Boston Scientific Corp. <sup>(a)</sup> | Boston Scientific Corp. <sup>(a)</sup> | 23024 | 2429032 |
| Cooper Cos., Inc. <sup>(a)</sup> | Cooper Cos., Inc. <sup>(a)</sup> | 3108 | 209464 |
| Dexcom, Inc. <sup>(a)</sup> | Dexcom, Inc. <sup>(a)</sup> | 6095 | 459197 |
| Edwards Lifesciences Corp. <sup>(a)</sup> | Edwards Lifesciences Corp. <sup>(a)</sup> | 9210 | 749141 |
| GE HealthCare Technologies, Inc. | GE HealthCare Technologies, Inc. | 7132 | 525842 |
| Hologic, Inc. <sup>(a)</sup> | Hologic, Inc. <sup>(a)</sup> | 3500 | 234920 |
| IDEXX Laboratories, Inc. <sup>(a)</sup> | IDEXX Laboratories, Inc. <sup>(a)</sup> | 1272 | 823099 |
| Insulet Corp. <sup>(a)</sup> | Insulet Corp. <sup>(a)</sup> | 1089 | 370129 |
| Intuitive Surgical, Inc. <sup>(a)</sup> | Intuitive Surgical, Inc. <sup>(a)</sup> | 5565 | 2633887 |
| Medtronic PLC | Medtronic PLC | 20030 | 1858984 |
| ResMed, Inc. | ResMed, Inc. | 2285 | 627255 |
| Solventum Corp. <sup>(a)</sup> | Solventum Corp. <sup>(a)</sup> | 2153 | 157363 |
| STERIS PLC | STERIS PLC | 1525 | 373717 |
| Stryker Corp. | Stryker Corp. | 5359 | 2097566 |
| Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. | 3107 | 329653 |
|  |  |  | 18689875 |
| **Health Care Providers & Services - 1.7%** | **Health Care Providers & Services - 1.7%** | **Health Care Providers & Services - 1.7%** |  |
| Cardinal Health, Inc. | Cardinal Health, Inc. | 3768 | 560603 |
| Cencora, Inc. | Cencora, Inc. | 2691 | 784723 |
| Centene Corp. <sup>(a)</sup> | Centene Corp. <sup>(a)</sup> | 7744 | 224886 |
| Cigna Group | Cigna Group | 4275 | 1286219 |
| CVS Health Corp. | CVS Health Corp. | 19694 | 1440616 |
| DaVita, Inc. <sup>(a)</sup> | DaVita, Inc. <sup>(a)</sup> | 682 | 93952 |
| Elevance Health, Inc. | Elevance Health, Inc. | 3617 | 1152557 |
| HCA Healthcare, Inc. | HCA Healthcare, Inc. | 2787 | 1125837 |
| Henry Schein, Inc. <sup>(a)</sup> | Henry Schein, Inc. <sup>(a)</sup> | 1943 | 135194 |
| Humana, Inc. | Humana, Inc. | 1874 | 569059 |
| Labcorp Holdings, Inc. | Labcorp Holdings, Inc. | 1293 | 359441 |
| McKesson Corp. | McKesson Corp. | 1952 | 1340321 |
| Molina Healthcare, Inc. <sup>(a)</sup> | Molina Healthcare, Inc. <sup>(a)</sup> | 863 | 156056 |
| Quest Diagnostics, Inc. | Quest Diagnostics, Inc. | 1724 | 313147 |
| UnitedHealth Group, Inc. <sup>(c)</sup> | UnitedHealth Group, Inc. <sup>(c)</sup> | 14372 | 4453452 |
| Universal Health Services, Inc. - Class B | Universal Health Services, Inc. - Class B | 910 | 165238 |
|  |  |  | 14161301 |
| **Hotels, Restaurants & Leisure - 2.1%** | **Hotels, Restaurants & Leisure - 2.1%** | **Hotels, Restaurants & Leisure - 2.1%** |  |
| Airbnb, Inc. - Class A <sup>(a)</sup> | Airbnb, Inc. - Class A <sup>(a)</sup> | 6756 | 881861 |
| Booking Holdings, Inc. | Booking Holdings, Inc. | 506 | 2833119 |
| Caesars Entertainment, Inc. <sup>(a)</sup> | Caesars Entertainment, Inc. <sup>(a)</sup> | 3316 | 88769 |
| Carnival Corp. <sup>(a)</sup> | Carnival Corp. <sup>(a)</sup> | 16364 | 521848 |
| Chipotle Mexican Grill, Inc. <sup>(a)</sup> | Chipotle Mexican Grill, Inc. <sup>(a)</sup> | 21175 | 892315 |
| Darden Restaurants, Inc. | Darden Restaurants, Inc. | 1820 | 376631 |
| Domino's Pizza, Inc. | Domino's Pizza, Inc. | 533 | 244274 |
| DoorDash, Inc. - Class A <sup>(a)</sup> | DoorDash, Inc. - Class A <sup>(a)</sup> | 5289 | 1297127 |
| Expedia Group, Inc. | Expedia Group, Inc. | 1922 | 412846 |
| Hilton Worldwide Holdings, Inc. | Hilton Worldwide Holdings, Inc. | 3753 | 1036053 |
| Las Vegas Sands Corp. | Las Vegas Sands Corp. | 5364 | 309127 |
| Marriott International, Inc. - Class A | Marriott International, Inc. - Class A | 3569 | 955992 |
| McDonald's Corp. | McDonald's Corp. | 11191 | 3508826 |
| MGM Resorts International <sup>(a)</sup> | MGM Resorts International <sup>(a)</sup> | 3491 | 138558 |
| Norwegian Cruise Line Holdings Ltd. <sup>(a)</sup> | Norwegian Cruise Line Holdings Ltd. <sup>(a)</sup> | 6873 | 170725 |
| Royal Caribbean Cruises Ltd. | Royal Caribbean Cruises Ltd. | 3859 | 1401666 |
| Starbucks Corp. | Starbucks Corp. | 17742 | 1564667 |
| Wynn Resorts Ltd. | Wynn Resorts Ltd. | 1392 | 176436 |
| Yum! Brands, Inc. | Yum! Brands, Inc. | 4353 | 639761 |
|  |  |  | 17450601 |
| **Household Durables - 0.3%** | **Household Durables - 0.3%** | **Household Durables - 0.3%** |  |
| DR Horton, Inc. | DR Horton, Inc. | 4423 | 749610 |
| Garmin, Ltd. | Garmin, Ltd. | 2399 | 580126 |
| Lennar Corp., - Class A | Lennar Corp., - Class A | 3643 | 485029 |
| Mohawk Industries, Inc. <sup>(a)</sup> | Mohawk Industries, Inc. <sup>(a)</sup> | 814 | 108010 |
| NVR, Inc. <sup>(a)</sup> | NVR, Inc. <sup>(a)</sup> | 40 | 324706 |
| PulteGroup, Inc. | PulteGroup, Inc. | 3156 | 416655 |
|  |  |  | 2664136 |
| **Household Products - 1.0%** | **Household Products - 1.0%** | **Household Products - 1.0%** |  |
| Church & Dwight Co., Inc. | Church & Dwight Co., Inc. | 3838 | 357548 |
| Clorox Co. | Clorox Co. | 1920 | 226944 |
| Colgate-Palmolive Co. | Colgate-Palmolive Co. | 12676 | 1065671 |
| Kimberly-Clark Corp. | Kimberly-Clark Corp. | 5175 | 668300 |
| Procter & Gamble Co. <sup>(c)</sup> | Procter & Gamble Co. <sup>(c)</sup> | 36637 | 5753474 |
|  |  |  | 8071937 |
| **Independent Power and Renewable Electricity Producers - 0.1%** | **Independent Power and Renewable Electricity Producers - 0.1%** | **Independent Power and Renewable Electricity Producers - 0.1%** |  |
| AES Corp. | AES Corp. | 11106 | 150375 |
| Vistra Corp. | Vistra Corp. | 5308 | 1003796 |
|  |  |  | 1154171 |
| **Industrial Conglomerates - 0.4%** | **Industrial Conglomerates - 0.4%** | **Industrial Conglomerates - 0.4%** |  |
| 3M Co. | 3M Co. | 8476 | 1318272 |
| Honeywell International, Inc. | Honeywell International, Inc. | 10152 | 2228364 |
|  |  |  | 3546636 |
| **Insurance - 2.0%** | **Insurance - 2.0%** | **Insurance - 2.0%** |  |
| Aflac, Inc. | Aflac, Inc. | 7727 | 825707 |
| Allstate Corp. | Allstate Corp. | 4134 | 841062 |
| American International Group, Inc. | American International Group, Inc. | 9264 | 753348 |
| Aon PLC - Class A | Aon PLC - Class A | 3368 | 1236056 |
| Arch Capital Group Ltd. | Arch Capital Group Ltd. | 5852 | 535634 |
| Arthur J Gallagher & Co. | Arthur J Gallagher & Co. | 3964 | 1200101 |
| Assurant, Inc. | Assurant, Inc. | 796 | 171626 |
| Brown & Brown, Inc. | Brown & Brown, Inc. | 3700 | 358715 |
| Chubb Ltd. | Chubb Ltd. | 5816 | 1599807 |
| Cincinnati Financial Corp. | Cincinnati Financial Corp. | 2437 | 374323 |
| Erie Indemnity Co. - Class A | Erie Indemnity Co. - Class A | 383 | 135728 |
| Everest Group Ltd. | Everest Group Ltd. | 665 | 227350 |
| Globe Life, Inc. | Globe Life, Inc. | 1302 | 182215 |
| Hartford Insurance Group, Inc. | Hartford Insurance Group, Inc. | 4486 | 593543 |
| Loews Corp. | Loews Corp. | 2754 | 266587 |
| Marsh & McLennan Cos., Inc. | Marsh & McLennan Cos., Inc. | 7669 | 1578357 |
| MetLife, Inc. | MetLife, Inc. | 9038 | 735332 |
| Principal Financial Group, Inc. | Principal Financial Group, Inc. | 3281 | 264153 |
| Progressive Corp. | Progressive Corp. | 9148 | 2260105 |
| Prudential Financial, Inc. | Prudential Financial, Inc. | 5526 | 605981 |
| Travelers Cos., Inc. | Travelers Cos., Inc. | 3536 | 960059 |
| Willis Towers Watson PLC | Willis Towers Watson PLC | 1553 | 507505 |
| WR Berkley Corp. | WR Berkley Corp. | 4685 | 335868 |
|  |  |  | 16549162 |
| **Interactive Media & Services - 7.1%** | **Interactive Media & Services - 7.1%** | **Interactive Media & Services - 7.1%** |  |
| Alphabet, Inc. - Class A <sup>(c)</sup> | Alphabet, Inc. - Class A <sup>(c)</sup> | 91150 | 19406746 |
| Alphabet, Inc. - Class C <sup>(c)</sup> | Alphabet, Inc. - Class C <sup>(c)</sup> | 73869 | 15773248 |
| Match Group, Inc. | Match Group, Inc. | 3917 | 146261 |
| Meta Platforms, Inc. - Class A <sup>(c)</sup> | Meta Platforms, Inc. - Class A <sup>(c)</sup> | 34214 | 25273882 |
|  |  |  | 60600137 |
| **IT Services - 0.9%** | **IT Services - 0.9%** | **IT Services - 0.9%** |  |
| Accenture PLC - Class A | Accenture PLC - Class A | 9766 | 2538867 |
| Akamai Technologies, Inc. <sup>(a)</sup> | Akamai Technologies, Inc. <sup>(a)</sup> | 2341 | 185243 |
| Cognizant Technology Solutions Corp., - Class A | Cognizant Technology Solutions Corp., - Class A | 7721 | 557842 |
| EPAM Systems, Inc. <sup>(a)</sup> | EPAM Systems, Inc. <sup>(a)</sup> | 880 | 155197 |
| Gartner, Inc. <sup>(a)</sup> | Gartner, Inc. <sup>(a)</sup> | 1194 | 299921 |
| GoDaddy, Inc. - Class A <sup>(a)</sup> | GoDaddy, Inc. - Class A <sup>(a)</sup> | 2198 | 325986 |
| International Business Machines Corp. | International Business Machines Corp. | 14441 | 3516239 |
| VeriSign, Inc. | VeriSign, Inc. | 1263 | 345266 |
|  |  |  | 7924561 |
| **Leisure Products - 0.0%<sup>(b)</sup>** | **Leisure Products - 0.0%<sup>(b)</sup>** | **Leisure Products - 0.0%<sup>(b)</sup>** |  |
| Hasbro, Inc. | Hasbro, Inc. | 2043 | 165830 |
| **Life Sciences Tools & Services - 0.9%** | **Life Sciences Tools & Services - 0.9%** | **Life Sciences Tools & Services - 0.9%** |  |
| Agilent Technologies, Inc. | Agilent Technologies, Inc. | 4452 | 559438 |
| Bio-Techne Corp. | Bio-Techne Corp. | 2464 | 134608 |
| Charles River Laboratories International, Inc. <sup>(a)</sup> | Charles River Laboratories International, Inc. <sup>(a)</sup> | 794 | 129668 |
| Danaher Corp. | Danaher Corp. | 9998 | 2057789 |
| IQVIA Holdings, Inc. <sup>(a)</sup> | IQVIA Holdings, Inc. <sup>(a)</sup> | 2605 | 497060 |
| Mettler-Toledo International, Inc. <sup>(a)</sup> | Mettler-Toledo International, Inc. <sup>(a)</sup> | 317 | 412430 |
| Revvity, Inc. | Revvity, Inc. | 1893 | 170578 |
| Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. | 5969 | 2941046 |
| Waters Corp. <sup>(a)</sup> | Waters Corp. <sup>(a)</sup> | 920 | 277656 |
| West Pharmaceutical Services, Inc. | West Pharmaceutical Services, Inc. | 1122 | 277078 |
|  |  |  | 7457351 |
| **Machinery - 1.5%** | **Machinery - 1.5%** | **Machinery - 1.5%** |  |
| Caterpillar, Inc. | Caterpillar, Inc. | 7461 | 3126457 |
| Cummins, Inc. | Cummins, Inc. | 2143 | 853857 |
| Deere & Co. | Deere & Co. | 3949 | 1890149 |
| Dover Corp. | Dover Corp. | 2139 | 382582 |
| Fortive Corp. | Fortive Corp. | 5328 | 254998 |
| IDEX Corp. | IDEX Corp. | 1179 | 193946 |
| Illinois Tool Works, Inc. | Illinois Tool Works, Inc. | 4168 | 1103061 |
| Ingersoll Rand, Inc. | Ingersoll Rand, Inc. | 6286 | 499297 |
| Nordson Corp. | Nordson Corp. | 843 | 189751 |
| Otis Worldwide Corp. | Otis Worldwide Corp. | 6192 | 534865 |
| PACCAR, Inc. | PACCAR, Inc. | 8188 | 818636 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. | 2005 | 1522497 |
| Pentair PLC | Pentair PLC | 2572 | 276567 |
| Snap-on, Inc. | Snap-on, Inc. | 814 | 264745 |
| Stanley Black & Decker, Inc. | Stanley Black & Decker, Inc. | 2406 | 178742 |
| Wabtec Corp. | Wabtec Corp. | 2664 | 515484 |
| Xylem, Inc. | Xylem, Inc. | 3785 | 535805 |
|  |  |  | 13141439 |
| **Media - 0.4%** | **Media - 0.4%** | **Media - 0.4%** |  |
| Charter Communications, Inc. - Class A <sup>(a)</sup> | Charter Communications, Inc. - Class A <sup>(a)</sup> | 1498 | 397839 |
| Comcast Corp. - Class A | Comcast Corp. - Class A | 58928 | 2001784 |
| Fox Corp. - Class A | Fox Corp. - Class A | 3395 | 202682 |
| Fox Corp. - Class B | Fox Corp. - Class B | 2051 | 111882 |
| Interpublic Group of Cos., Inc. | Interpublic Group of Cos., Inc. | 5816 | 156101 |
| News Corp., - Class A | News Corp., - Class A | 5900 | 173519 |
| News Corp., - Class B | News Corp., - Class B | 1735 | 58764 |
| Omnicom Group, Inc. | Omnicom Group, Inc. | 3062 | 239847 |
| Paramount Skydance Corp. <sup>(a)</sup> | Paramount Skydance Corp. <sup>(a)</sup> | 3648 | 53626 |
| Trade Desk, Inc. - Class A <sup>(a)</sup> | Trade Desk, Inc. - Class A <sup>(a)</sup> | 7108 | 388523 |
|  |  |  | 3784567 |
| **Metals & Mining - 0.4%** | **Metals & Mining - 0.4%** | **Metals & Mining - 0.4%** |  |
| Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. | 22448 | 996691 |
| Newmont Goldcorp Corp. | Newmont Goldcorp Corp. | 17784 | 1323130 |
| Nucor Corp. | Nucor Corp. | 3665 | 545095 |
| Steel Dynamics, Inc. | Steel Dynamics, Inc. | 2205 | 288679 |
|  |  |  | 3153595 |
| **Multi-Utilities - 0.6%** | **Multi-Utilities - 0.6%** | **Multi-Utilities - 0.6%** |  |
| Ameren Corp. | Ameren Corp. | 4208 | 419874 |
| CenterPoint Energy, Inc. | CenterPoint Energy, Inc. | 10179 | 383850 |
| CMS Energy Corp. | CMS Energy Corp. | 4665 | 333874 |
| Consolidated Edison, Inc. | Consolidated Edison, Inc. | 5409 | 531326 |
| Dominion Energy, Inc. | Dominion Energy, Inc. | 13120 | 785888 |
| DTE Energy Co. | DTE Energy Co. | 3231 | 441516 |
| NiSource, Inc. | NiSource, Inc. | 7337 | 310135 |
| Public Service Enterprise Group, Inc. | Public Service Enterprise Group, Inc. | 7779 | 640445 |
| Sempra | Sempra | 9893 | 816766 |
| WEC Energy Group, Inc. | WEC Energy Group, Inc. | 4954 | 527651 |
|  |  |  | 5191325 |
| **Oil, Gas & Consumable Fuels - 2.9%** | **Oil, Gas & Consumable Fuels - 2.9%** | **Oil, Gas & Consumable Fuels - 2.9%** |  |
| APA Corp. | APA Corp. | 5771 | 134003 |
| Chevron Corp. | Chevron Corp. | 30529 | 4902957 |
| ConocoPhillips | ConocoPhillips | 19931 | 1972571 |
| Coterra Energy, Inc. | Coterra Energy, Inc. | 11496 | 280962 |
| Devon Energy Corp. | Devon Energy Corp. | 10260 | 370386 |
| Diamondback Energy, Inc. | Diamondback Energy, Inc. | 2910 | 432892 |
| EOG Resources, Inc. | EOG Resources, Inc. | 8780 | 1095920 |
| EQT Corp. | EQT Corp. | 9316 | 482941 |
| Expand Energy Corp. | Expand Energy Corp. | 3333 | 322568 |
| Exxon Mobil Corp. <sup>(c)</sup> | Exxon Mobil Corp. <sup>(c)</sup> | 68019 | 7773891 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. | 30208 | 815012 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. | 4931 | 886150 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | 10546 | 502095 |
| ONEOK, Inc. | ONEOK, Inc. | 9689 | 740046 |
| Phillips 66 | Phillips 66 | 6445 | 860923 |
| Targa Resources Corp. | Targa Resources Corp. | 3397 | 569881 |
| Texas Pacific Land Corp. | Texas Pacific Land Corp. | 285 | 266042 |
| Valero Energy Corp. | Valero Energy Corp. | 4938 | 750625 |
| Williams Cos., Inc. | Williams Cos., Inc. | 19041 | 1102093 |
|  |  |  | 24261958 |
| **Passenger Airlines - 0.2%** | **Passenger Airlines - 0.2%** | **Passenger Airlines - 0.2%** |  |
| Delta Air Lines, Inc. | Delta Air Lines, Inc. | 10021 | 619097 |
| Southwest Airlines Co. | Southwest Airlines Co. | 9254 | 304457 |
| United Airlines Holdings, Inc. <sup>(a)</sup> | United Airlines Holdings, Inc. <sup>(a)</sup> | 5133 | 538965 |
|  |  |  | 1462519 |
| **Personal Care Products - 0.1%** | **Personal Care Products - 0.1%** | **Personal Care Products - 0.1%** |  |
| Estee Lauder Cos., Inc. - Class A | Estee Lauder Cos., Inc. - Class A | 3640 | 333897 |
| Kenvue, Inc. | Kenvue, Inc. | 29967 | 620617 |
|  |  |  | 954514 |
| **Pharmaceuticals - 2.8%** | **Pharmaceuticals - 2.8%** | **Pharmaceuticals - 2.8%** |  |
| Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. | 31700 | 1495606 |
| Eli Lilly & Co. <sup>(c)</sup> | Eli Lilly & Co. <sup>(c)</sup> | 12307 | 9015862 |
| Johnson & Johnson <sup>(c)</sup> | Johnson & Johnson <sup>(c)</sup> | 37617 | 6664604 |
| Merck & Co., Inc. <sup>(c)</sup> | Merck & Co., Inc. <sup>(c)</sup> | 39522 | 3324591 |
| Pfizer, Inc. | Pfizer, Inc. | 88553 | 2192572 |
| Viatris, Inc. | Viatris, Inc. | 18639 | 196641 |
| Zoetis, Inc. | Zoetis, Inc. | 6992 | 1093549 |
|  |  |  | 23983425 |
| **Professional Services - 0.6%** | **Professional Services - 0.6%** | **Professional Services - 0.6%** |  |
| Automatic Data Processing, Inc. | Automatic Data Processing, Inc. | 6348 | 1930109 |
| Broadridge Financial Solutions, Inc. | Broadridge Financial Solutions, Inc. | 1819 | 464973 |
| Dayforce, Inc. <sup>(a)</sup> | Dayforce, Inc. <sup>(a)</sup> | 2476 | 172751 |
| Equifax, Inc. | Equifax, Inc. | 1932 | 475852 |
| Jacobs Solutions, Inc. | Jacobs Solutions, Inc. | 1909 | 279153 |
| Leidos Holdings, Inc. | Leidos Holdings, Inc. | 2044 | 369800 |
| Paychex, Inc. | Paychex, Inc. | 4999 | 697136 |
| Paycom Software, Inc. | Paycom Software, Inc. | 730 | 165819 |
| Verisk Analytics, Inc. | Verisk Analytics, Inc. | 2198 | 589328 |
|  |  |  | 5144921 |
| **Real Estate - 1.8%** | **Real Estate - 1.8%** | **Real Estate - 1.8%** |  |
| Alexandria Real Estate Equities, Inc. | Alexandria Real Estate Equities, Inc. | 2405 | 198268 |
| American Tower Corp. | American Tower Corp. | 7296 | 1487290 |
| AvalonBay Communities, Inc. | AvalonBay Communities, Inc. | 2213 | 433416 |
| BXP, Inc. | BXP, Inc. | 2265 | 164235 |
| Camden Property Trust | Camden Property Trust | 1658 | 185663 |
| Crown Castle, Inc. | Crown Castle, Inc. | 6781 | 672268 |
| Digital Realty Trust, Inc. | Digital Realty Trust, Inc. | 4936 | 827471 |
| Equinix, Inc. | Equinix, Inc. | 1511 | 1187933 |
| Equity Residential | Equity Residential | 5330 | 352420 |
| Essex Property Trust, Inc. | Essex Property Trust, Inc. | 995 | 268859 |
| Extra Space Storage, Inc. | Extra Space Storage, Inc. | 3304 | 474388 |
| Federal Realty Investment Trust | Federal Realty Investment Trust | 1199 | 120559 |
| Healthpeak Properties, Inc. | Healthpeak Properties, Inc. | 10926 | 196012 |
| Host Hotels & Resorts, Inc. | Host Hotels & Resorts, Inc. | 10923 | 187985 |
| Invitation Homes, Inc. | Invitation Homes, Inc. | 8902 | 278544 |
| Iron Mountain, Inc. | Iron Mountain, Inc. | 4578 | 422687 |
| Kimco Realty Corp. | Kimco Realty Corp. | 10610 | 238619 |
| Mid-America Apartment Communities, Inc. | Mid-America Apartment Communities, Inc. | 1817 | 264955 |
| Prologis, Inc. | Prologis, Inc. | 14472 | 1646624 |
| Public Storage | Public Storage | 2457 | 723808 |
| Realty Income Corp. | Realty Income Corp. | 13669 | 803190 |
| Regency Centers Corp. | Regency Centers Corp. | 2541 | 184222 |
| SBA Communications Corp. | SBA Communications Corp. | 1672 | 342509 |
| Simon Property Group, Inc. | Simon Property Group, Inc. | 4786 | 864639 |
| UDR, Inc. | UDR, Inc. | 4690 | 185583 |
| Ventas, Inc. | Ventas, Inc. | 6823 | 464510 |
| VICI Properties, Inc. | VICI Properties, Inc. | 16474 | 556492 |
| Welltower, Inc. | Welltower, Inc. | 9513 | 1600848 |
| Weyerhaeuser Co. | Weyerhaeuser Co. | 11332 | 293159 |
|  |  |  | 15627156 |
| **Real Estate Management & Development - 0.2%** | **Real Estate Management & Development - 0.2%** | **Real Estate Management & Development - 0.2%** |  |
| CBRE Group, Inc. - Class A <sup>(a)</sup> | CBRE Group, Inc. - Class A <sup>(a)</sup> | 4612 | 747697 |
| CoStar Group, Inc. <sup>(a)</sup> | CoStar Group, Inc. <sup>(a)</sup> | 6581 | 588934 |
|  |  |  | 1336631 |
| **Semiconductors & Semiconductor Equipment - 13.3%** | **Semiconductors & Semiconductor Equipment - 13.3%** | **Semiconductors & Semiconductor Equipment - 13.3%** |  |
| Advanced Micro Devices, Inc. <sup>(a)</sup> | Advanced Micro Devices, Inc. <sup>(a)</sup> | 25314 | 4116816 |
| Analog Devices, Inc. | Analog Devices, Inc. | 7748 | 1947150 |
| Applied Materials, Inc. | Applied Materials, Inc. | 12692 | 2040366 |
| Broadcom, Inc. <sup>(c)</sup> | Broadcom, Inc. <sup>(c)</sup> | 73243 | 21781736 |
| Enphase Energy, Inc. <sup>(a)</sup> | Enphase Energy, Inc. <sup>(a)</sup> | 2062 | 77737 |
| First Solar, Inc. <sup>(a)</sup> | First Solar, Inc. <sup>(a)</sup> | 1665 | 324991 |
| Intel Corp. | Intel Corp. | 67658 | 1647472 |
| KLA Corp. | KLA Corp. | 2068 | 1803296 |
| Lam Research Corp. | Lam Research Corp. | 20051 | 2008108 |
| Microchip Technology, Inc. | Microchip Technology, Inc. | 8387 | 545155 |
| Micron Technology, Inc. | Micron Technology, Inc. | 17400 | 2070774 |
| Monolithic Power Systems, Inc. | Monolithic Power Systems, Inc. | 740 | 618462 |
| NVIDIA Corp. <sup>(c)</sup> | NVIDIA Corp. <sup>(c)</sup> | 382700 | 66658686 |
| NXP Semiconductors NV | NXP Semiconductors NV | 3961 | 930241 |
| ON Semiconductor Corp. <sup>(a)</sup> | ON Semiconductor Corp. <sup>(a)</sup> | 6580 | 326302 |
| QUALCOMM, Inc. | QUALCOMM, Inc. | 17277 | 2776932 |
| Skyworks Solutions, Inc. | Skyworks Solutions, Inc. | 2500 | 187350 |
| Teradyne, Inc. | Teradyne, Inc. | 2536 | 299857 |
| Texas Instruments, Inc. | Texas Instruments, Inc. | 14221 | 2879468 |
|  |  |  | 113040899 |
| **Software - 11.1%** | **Software - 11.1%** | **Software - 11.1%** |  |
| Adobe, Inc. <sup>(a)</sup> | Adobe, Inc. <sup>(a)</sup> | 6795 | 2423777 |
| Autodesk, Inc. <sup>(a)</sup> | Autodesk, Inc. <sup>(a)</sup> | 3350 | 1054245 |
| Cadence Design Systems, Inc. <sup>(a)</sup> | Cadence Design Systems, Inc. <sup>(a)</sup> | 4282 | 1500541 |
| Crowdstrike Holdings, Inc. - Class A <sup>(a)</sup> | Crowdstrike Holdings, Inc. - Class A <sup>(a)</sup> | 3843 | 1628279 |
| Datadog, Inc. - Class A <sup>(a)</sup> | Datadog, Inc. - Class A <sup>(a)</sup> | 4947 | 676156 |
| Fair Isaac Corp. <sup>(a)</sup> | Fair Isaac Corp. <sup>(a)</sup> | 371 | 564529 |
| Fortinet, Inc. <sup>(a)</sup> | Fortinet, Inc. <sup>(a)</sup> | 9934 | 782501 |
| Gen Digital, Inc. | Gen Digital, Inc. | 8472 | 255854 |
| Intuit, Inc. | Intuit, Inc. | 4367 | 2912789 |
| Microsoft Corp. <sup>(c)</sup> | Microsoft Corp. <sup>(c)</sup> | 116163 | 58858631 |
| Oracle Corp. | Oracle Corp. | 25341 | 5730360 |
| Palantir Technologies, Inc. - Class A <sup>(a)</sup> | Palantir Technologies, Inc. - Class A <sup>(a)</sup> | 32024 | 5018481 |
| Palo Alto Networks, Inc. <sup>(a)</sup> | Palo Alto Networks, Inc. <sup>(a)</sup> | 10337 | 1969405 |
| PTC, Inc. <sup>(a)</sup> | PTC, Inc. <sup>(a)</sup> | 1870 | 399245 |
| Roper Technologies, Inc. | Roper Technologies, Inc. | 1665 | 876306 |
| Salesforce, Inc. | Salesforce, Inc. | 14949 | 3830681 |
| ServiceNow, Inc. <sup>(a)</sup> | ServiceNow, Inc. <sup>(a)</sup> | 3211 | 2945964 |
| Synopsys, Inc. <sup>(a)</sup> | Synopsys, Inc. <sup>(a)</sup> | 2879 | 1737534 |
| Tyler Technologies, Inc. <sup>(a)</sup> | Tyler Technologies, Inc. <sup>(a)</sup> | 662 | 372627 |
| Workday, Inc. - Class A <sup>(a)</sup> | Workday, Inc. - Class A <sup>(a)</sup> | 3334 | 769554 |
|  |  |  | 94307459 |
| **Specialty Retail - 1.9%** | **Specialty Retail - 1.9%** | **Specialty Retail - 1.9%** |  |
| AutoZone, Inc. <sup>(a)</sup> | AutoZone, Inc. <sup>(a)</sup> | 252 | 1058029 |
| Best Buy Co., Inc. | Best Buy Co., Inc. | 3031 | 223203 |
| CarMax, Inc. <sup>(a)</sup> | CarMax, Inc. <sup>(a)</sup> | 2399 | 147179 |
| Home Depot, Inc. <sup>(c)</sup> | Home Depot, Inc. <sup>(c)</sup> | 15518 | 6312257 |
| Lowe's Cos., Inc. | Lowe's Cos., Inc. | 8817 | 2275315 |
| O'Reilly Automotive, Inc. <sup>(a)</sup> | O'Reilly Automotive, Inc. <sup>(a)</sup> | 13402 | 1389519 |
| Ross Stores, Inc. | Ross Stores, Inc. | 5149 | 757727 |
| TJX Cos., Inc. | TJX Cos., Inc. | 17557 | 2398462 |
| Tractor Supply Co. | Tractor Supply Co. | 8344 | 515325 |
| Ulta Beauty, Inc. <sup>(a)</sup> | Ulta Beauty, Inc. <sup>(a)</sup> | 718 | 353780 |
| Williams-Sonoma, Inc. | Williams-Sonoma, Inc. | 1920 | 361325 |
|  |  |  | 15792121 |
| **Technology Hardware, Storage & Peripherals - 6.8%** | **Technology Hardware, Storage & Peripherals - 6.8%** | **Technology Hardware, Storage & Peripherals - 6.8%** |  |
| Apple, Inc. <sup>(c)</sup> | Apple, Inc. <sup>(c)</sup> | 234747 | 54494169 |
| Dell Technologies, Inc. - Class C | Dell Technologies, Inc. - Class C | 4867 | 594504 |
| Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. | 20516 | 463046 |
| HP, Inc. | HP, Inc. | 14651 | 418140 |
| NetApp, Inc. | NetApp, Inc. | 3171 | 357657 |
| Seagate Technology Holdings PLC | Seagate Technology Holdings PLC | 3300 | 552420 |
| Super Micro Computer, Inc. <sup>(a)</sup> | Super Micro Computer, Inc. <sup>(a)</sup> | 7865 | 326712 |
| Western Digital Corp. | Western Digital Corp. | 5428 | 436085 |
|  |  |  | 57642733 |
| **Textiles, Apparel & Luxury Goods - 0.3%** | **Textiles, Apparel & Luxury Goods - 0.3%** | **Textiles, Apparel & Luxury Goods - 0.3%** |  |
| Deckers Outdoor Corp. <sup>(a)</sup> | Deckers Outdoor Corp. <sup>(a)</sup> | 2366 | 283044 |
| Lululemon Athletica, Inc. <sup>(a)</sup> | Lululemon Athletica, Inc. <sup>(a)</sup> | 1746 | 353041 |
| Nike, Inc. - Class B | Nike, Inc. - Class B | 18454 | 1427786 |
| Ralph Lauren Corp., Class A | Ralph Lauren Corp., Class A | 615 | 182612 |
| Tapestry, Inc. | Tapestry, Inc. | 3230 | 328879 |
|  |  |  | 2575362 |
| **Tobacco - 0.7%** | **Tobacco - 0.7%** | **Tobacco - 0.7%** |  |
| Altria Group, Inc. | Altria Group, Inc. | 26476 | 1779452 |
| Philip Morris International, Inc. | Philip Morris International, Inc. | 24288 | 4059253 |
|  |  |  | 5838705 |
| **Trading Companies & Distributors - 0.3%** | **Trading Companies & Distributors - 0.3%** | **Trading Companies & Distributors - 0.3%** |  |
| Fastenal Co. | Fastenal Co. | 17905 | 889162 |
| United Rentals, Inc. | United Rentals, Inc. | 1009 | 964947 |
| WW Grainger, Inc. | WW Grainger, Inc. | 686 | 695261 |
|  |  |  | 2549370 |
| **Water Utilities - 0.1%** | **Water Utilities - 0.1%** | **Water Utilities - 0.1%** |  |
| American Water Works Co., Inc. | American Water Works Co., Inc. | 3039 | 436127 |
| **Wireless Telecommunication Services - 0.2%** | **Wireless Telecommunication Services - 0.2%** | **Wireless Telecommunication Services - 0.2%** |  |
| T-Mobile US, Inc. | T-Mobile US, Inc. | 7485 | 1886145 |
| **TOTAL COMMON STOCKS** (Cost $583,818,316) | **TOTAL COMMON STOCKS** (Cost $583,818,316) | **TOTAL COMMON STOCKS** (Cost $583,818,316) | 856900191 |
| **PURCHASED OPTIONS - 1.0%<sup>(a)</sup>** | **Notional Amount** | **Contracts** | **Value**  |
| **Put Options - 1.0%** | **Put Options - 1.0%** |  | $**–** |
| S&P 500 Index <sup>(e)(f)(h)</sup> | S&P 500 Index <sup>(e)(f)(h)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Expiration: 09/19/2025; Exercise Price: $5,925.00 | $277791180 | 430 | 283800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Expiration: 10/17/2025; Exercise Price: $6,225.00 | 287481570 | 445 | 2362950 |
| &nbsp;&nbsp;&nbsp;&nbsp; Expiration: 11/21/2025; Exercise Price: $6,425.00 | 284251440 | 440 | 5904800 |
| **TOTAL PURCHASED OPTIONS** (Cost $19,650,066) | **TOTAL PURCHASED OPTIONS** (Cost $19,650,066) | **TOTAL PURCHASED OPTIONS** (Cost $19,650,066) | 8551550 |
| **RIGHTS - 0.0%<sup>(b)</sup>** | **RIGHTS - 0.0%<sup>(b)</sup>** | **Shares** | **Value**  |
| SYCAMORE PARTNERS LLC - RIGHT, Expires 08/28/2026, Exercise Price $3.00 <sup>(a)(d)</sup> | SYCAMORE PARTNERS LLC - RIGHT, Expires 08/28/2026, Exercise Price $3.00 <sup>(a)(d)</sup> | 11159 | 0 |
| **TOTAL RIGHTS** (Cost $0) | **TOTAL RIGHTS** (Cost $0) | **TOTAL RIGHTS** (Cost $0) | 0 |
| **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** |
| **MONEY MARKET FUNDS - 0.6%** | **MONEY MARKET FUNDS - 0.6%** | **Shares** | **Value**  |
| First American Government Obligations Fund - Class X, 4.22%<sup>(g)</sup> | First American Government Obligations Fund - Class X, 4.22%<sup>(g)</sup> | 5308716 | 5308716 |
| **TOTAL MONEY MARKET FUNDS** (Cost $5,308,716) | **TOTAL MONEY MARKET FUNDS** (Cost $5,308,716) | **TOTAL MONEY MARKET FUNDS** (Cost $5,308,716) | 5308716 |
| **TOTAL INVESTMENTS - 102.4% (**Cost $608,777,098**)** | **TOTAL INVESTMENTS - 102.4% (**Cost $608,777,098**)** | **TOTAL INVESTMENTS - 102.4% (**Cost $608,777,098**)** | 870760457 |
| Liabilities in Excess of Other Assets - (2.4)% | Liabilities in Excess of Other Assets - (2.4)% | Liabilities in Excess of Other Assets - (2.4)% | (20443392) |
| **TOTAL NET ASSETS - 100.0%** | 0.0% | 0.0% | $850317065 |
| two | two | two | –% |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | –% |

---

LLC - Limited Liability Company <br> PLC - Public Limited Company

(a) Non-income producing security.

(b) Represents less than 0.05% of net assets.

(c) All or a portion of security has been pledged as collateral for written options. The fair value of assets committed as collateral as of August 31, 2025 is $357,621,912, which is 42.06% of total
 net assets.

(d) Fair value determined using significant unobservable inputs in accordance with procedures established by and under the supervision of the Adviser, acting as Valuation Designee. These securities
 represented $0 or 0.0% of net assets as of August 31, 2025.

(e) Exchange-traded.

(f) 100 shares per contract.

(g) The rate shown represents the 7-day annualized yield as of August 31, 2025.

(h) Held in connection with a written option, see Schedule of Written Options for more details.

---

| | | | |
|:---|:---|:---|:---|
| **Horizon Defined Risk Fund** | **Horizon Defined Risk Fund** | **Horizon Defined Risk Fund** | **Horizon Defined Risk Fund** |
| **Schedule of Written Options** | **Schedule of Written Options** | **Schedule of Written Options** | **Schedule of Written Options** |
| **August 31, 2025 (Unaudited)** | **August 31, 2025 (Unaudited)** | **August 31, 2025 (Unaudited)** | **August 31, 2025 (Unaudited)** |
| **WRITTEN OPTIONS - (2.2)%** | **Notional Amount** | **Contracts** | **Value** |
| **Call Options - (1.8)%** | **Call Options - (1.8)%** | **Call Options - (1.8)%** | **Call Options - (1.8)%** |
| S&P 500 Index <sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration: 09/19/2025; Exercise Price: $6,275.00 | $(277791180) | (430) | $(9662100) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration: 10/17/2025; Exercise Price: $6,575.00 | (287481570) | (445) | (3186200) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration: 11/21/2025; Exercise Price: $6,750.00 | (284251440) | (440) | (2389200) |
| **Total Call Options** |  |  | (15237500) |
| **Put Options - (0.4)%** | **Put Options - (0.4)%** | **Put Options - (0.4)%** | **Put Options - (0.4)%** |
| S&P 500 Index <sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration: 09/19/2025; Exercise Price: $5,375.00 | (277791180) | (430) | (102125) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration: 10/17/2025; Exercise Price: $5,725.00 | (287481570) | (445) | (729800) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration: 11/21/2025; Exercise Price: $5,975.00 | (284251440) | (440) | (2505800) |
| **Total Put Options** |  |  | (3337725) |
| **TOTAL WRITTEN OPTIONS** (Premiums received $18,090,135) |  |  | $(18575225) |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |

---

(a) Exchange-traded.

(b) 100 shares per contract.

------

#### <br>

#### Summary of Fair Value Disclosure as of August 31, 2025 (Unaudited)
Horizon Defined Risk Fund (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.

The following is a summary of the fair valuation hierarchy of the Fund's securities as of August 31, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** | | | | |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | $856900191 | $– | $0 | $856900191 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Purchased Options | – | 8551550 | – | 8551550 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Rights | – | – | 0 | 0 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 5308716 | – | – | 5308716 |
| Total Investments | $862208907 | $8551550 | $0 | $870760457 |
| **Liabilities:** |  |  |  |  |
| <u>Investments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Written Options | $– | $(18575225) | $– | $(18575225) |
| Total Investments | $– | $(18575225) | $– | $(18575225) |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |
| Changes in valuation techniques may result in transfers into or out of assigned levels within the fair value hierarchy. There were no transfers into or out of Level 3 during the reporting period as compared to the security classifications from the prior year's annual report. | Changes in valuation techniques may result in transfers into or out of assigned levels within the fair value hierarchy. There were no transfers into or out of Level 3 during the reporting period as compared to the security classifications from the prior year's annual report. | Changes in valuation techniques may result in transfers into or out of assigned levels within the fair value hierarchy. There were no transfers into or out of Level 3 during the reporting period as compared to the security classifications from the prior year's annual report. | Changes in valuation techniques may result in transfers into or out of assigned levels within the fair value hierarchy. There were no transfers into or out of Level 3 during the reporting period as compared to the security classifications from the prior year's annual report. | Changes in valuation techniques may result in transfers into or out of assigned levels within the fair value hierarchy. There were no transfers into or out of Level 3 during the reporting period as compared to the security classifications from the prior year's annual report. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Horizon Funds

- **b. Investment Company Act file number:** 811-23063

- **c. CIK number of Registrant:** 0001643174

- **d. LEI of Registrant:** 549300Q2NFSH0QP87Y93

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

  - **Street Address 1:** 6210 Ardrey Kell Road

  - **City:** Charlotte

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 28277

  - **Telephone number:** 866-371-2399

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

- **a. Name of Series:** Horizon Defined Risk Fund

- **b. EDGAR series identifier (if any):** S000055167

- **c. LEI of Series:** 5493009GR37CJ8YIKY37

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-08-31

**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:** $869137354.20

**Total Liabilities:** $19531745.91

**Net Assets:** $849605608.29

**Cash Not Reported:** $960081.93

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173473 | 2.28%                | 1.06%                | 0.97%                |
| Class ID C000182200 | 2.27%                | 1.05%                | 0.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $38666210.72                               |
| Month 2  | $9660743.00              | $8052108.50                                |
| Month 3  | $3407216.27              | $12677190.39                               |

**Designated Index Information**

- **Index Name:** S&P 500 Total Return Index

- **Index Identifier:** SPTR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Akamai Technologies Inc        | Akamai Technologies Inc                      | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      2334 | NS      | $184689.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                 | Albemarle Corp                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1824 | NS      | $154894.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie | Alexandria Real Estate Equities Inc          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      2398 | NS      | $197691.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc           | Align Technology Inc                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1086 | NS      | $154168.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                | Best Buy Co Inc                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      3022 | NS      | $222540.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                     | Biogen Inc                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      2273 | NS      | $300536.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                | Bio-Techne Corp                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      2457 | NS      | $134225.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                 | Blackstone Inc                               | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     11396 | NS      | $1953274.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                  | Blackrock Inc                                | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      2259 | NS      | $2546209.26   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                  | Boeing Co/The                                | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     11680 | NS      | $2741062.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc           | Booking Holdings Inc                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       505 | NS      | $2827520.25   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp         | Boston Scientific Corp                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     22955 | NS      | $2421752.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co        | Bristol-Myers Squibb Co                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     31604 | NS      | $1491076.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Campbell's Company         | The Campbell's Company                       | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      3055 | NS      | $97546.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc      | Keysight Technologies Inc                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2686 | NS      | $438972.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                  | M&T Bank Corp                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      2575 | NS      | $519274.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp        | Marathon Petroleum Corp                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      4917 | NS      | $883634.07    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc       | MarketAxess Holdings Inc                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       580 | NS      | $106627.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc       | Marsh & McLennan Cos Inc                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      7646 | NS      | $1573623.26   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                       | MSCI Inc                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1205 | NS      | $684102.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    115811 | NS      | $58680275.59  | 6.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD  | Marriott International Inc/MD                | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      3559 | NS      | $953313.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc  | Martin Marietta Materials Inc                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       943 | NS      | $581265.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     17348 | NS      | $2064585.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co       | Molson Coors Beverage Co                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      2675 | NS      | $135060.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                     | Masco Corp                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      3297 | NS      | $241966.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                 | Mastercard Inc                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     12681 | NS      | $7548872.49   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc     | Mondelez International Inc                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     20148 | NS      | $1237893.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc   | Monolithic Power Systems Inc                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       738 | NS      | $616790.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                | Match Group Inc                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      3906 | NS      | $145850.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD          | McCormick & Co Inc/MD                        | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      3922 | NS      | $275991.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp          | Monster Beverage Corp                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     10902 | NS      | $680393.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                   | Moody's Corp                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      2411 | NS      | $1229031.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                | McDonald's Corp                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     11158 | NS      | $3498479.32   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                  | McKesson Corp                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1947 | NS      | $1336888.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                 | Morgan Stanley                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     19271 | NS      | $2899900.08   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                  | Mosaic Co/The                                | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      4943 | NS      | $165096.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc         | Motorola Solutions Inc                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      2593 | NS      | $1225088.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                    | Rollins Inc                                  | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      4369 | NS      | $247023.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc         | Roper Technologies Inc                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1660 | NS      | $873674.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                      | Block Inc                                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      8277 | NS      | $659180.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                | TJX Cos Inc/The                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     17504 | NS      | $2391221.44   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc         | TKO Group Holdings Inc                       | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1026 | NS      | $194488.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                | T-Mobile US Inc                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      7463 | NS      | $1880601.37   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                   | Teradyne Inc                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      2529 | NS      | $299028.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                      | Tesla Inc                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     43594 | NS      | $14554728.78  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc          | Texas Instruments Inc                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     14178 | NS      | $2870761.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp        | Texas Pacific Land Corp                      | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       285 | NS      | $266041.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                    | Textron Inc                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      2836 | NS      | $227333.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc   | Thermo Fisher Scientific Inc                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      5951 | NS      | $2932176.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                 | NRG Energy Inc                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3149 | NS      | $458368.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                        | NVR Inc                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        40 | NS      | $324706.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                     | Nucor Corp                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      3654 | NS      | $543459.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    381538 | NS      | $66456288.84  | 7.82%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc        | O'Reilly Automotive Inc                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     13362 | NS      | $1385372.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp      | Occidental Petroleum Corp                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     10514 | NS      | $500571.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc  | Old Dominion Freight Line Inc                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      2919 | NS      | $440681.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc              | Omnicom Group Inc                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      3053 | NS      | $239141.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp          | ON Semiconductor Corp                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      6561 | NS      | $325359.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                      | ONEOK Inc                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      9660 | NS      | $737830.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                    | Oracle Corp                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     25265 | NS      | $5713174.45   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp            | Otis Worldwide Corp                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      6174 | NS      | $533310.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                     | PACCAR Inc                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      8164 | NS      | $816236.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America      | Packaging Corp of America                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1380 | NS      | $300784.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc      | Palantir Technologies Inc                    | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     31927 | NS      | $5003280.17   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc         | Palo Alto Networks Inc                       | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     10306 | NS      | $1963499.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corp        | Paramount Skydance Corp                      | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |      3637 | NS      | $53463.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings | Norwegian Cruise Line Holdings Ltd           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6853 | NS      | $170228.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV          | NXP Semiconductors NV                        | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      3949 | NS      | $927422.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions | Broadridge Financial Solutions Inc           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      1814 | NS      | $463694.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                   | Broadcom Inc                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     73021 | NS      | $21715715.19  | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc              | Brown & Brown Inc                            | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      3689 | NS      | $357648.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp              | Brown-Forman Corp                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      2830 | NS      | $84730.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                       | EQT Corp                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      9288 | NS      | $481489.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                    | Equifax Inc                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      1927 | NS      | $474620.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                    | Equinix Inc                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1507 | NS      | $1184788.33   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential             | Equity Residential                           | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      5314 | NS      | $351361.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc             | HCA Healthcare Inc                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      2779 | NS      | $1122604.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                 | Halliburton Co                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     13520 | NS      | $307309.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/T | Hartford Insurance Group Inc/The             | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      4473 | NS      | $591822.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                     | Hasbro Inc                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      2037 | NS      | $165343.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc      | Healthpeak Properties Inc                    | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     10893 | NS      | $195420.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc    | Jack Henry & Associates Inc                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      1128 | NS      | $184157.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc | JB Hunt Transport Services Inc               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1231 | NS      | $178482.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                     | Intel Corp                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     67453 | NS      | $1642480.55   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc  | Intercontinental Exchange Inc                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      8942 | NS      | $1579157.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co         | International Paper Co                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      8206 | NS      | $407674.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T | Interpublic Group of Cos Inc/The             | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      5799 | NS      | $155645.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                     | Intuit Inc                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      4354 | NS      | $2904118.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc         | Intuitive Surgical Inc                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      5549 | NS      | $2626313.96   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc           | Invitation Homes Inc                         | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8875 | NS      | $277698.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc             | IQVIA Holdings Inc                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      2598 | NS      | $495724.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc              | Iron Mountain Inc                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      4565 | NS      | $421486.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co            | JPMorgan Chase & Co                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     43555 | NS      | $13128348.10  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                      | Jabil Inc                                    | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1699 | NS      | $348006.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc           | Jacobs Solutions Inc                         | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1904 | NS      | $278421.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     37503 | NS      | $6644406.51   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                      | Kellanova                                    | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      4182 | NS      | $332469.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit | Mid-America Apartment Communities Inc        | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      1812 | NS      | $264225.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                    | Moderna Inc                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      5271 | NS      | $126978.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc          | Mohawk Industries Inc                        | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       812 | NS      | $107744.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc          | Molina Healthcare Inc                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       861 | NS      | $155694.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                      | PG&E Corp                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     34168 | NS      | $522087.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I | PNC Financial Services Group Inc/The         | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      6161 | NS      | $1278037.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc             | PPG Industries Inc                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      3607 | NS      | $401206.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                       | PPL Corp                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     11494 | NS      | $419186.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     21356 | NS      | $3174569.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                     | Pfizer Inc                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     88285 | NS      | $2185936.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In | Philip Morris International Inc              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     24215 | NS      | $4047052.95   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                    | Phillips 66                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      6426 | NS      | $858385.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp     | Pinnacle West Capital Corp                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1764 | NS      | $157631.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                      | Pool Corp                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       587 | NS      | $182386.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc  | Principal Financial Group Inc                | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      3272 | NS      | $263428.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The        | Procter & Gamble Co/The                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     36526 | NS      | $5736043.04   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The           | Progressive Corp/The                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      9121 | NS      | $2253434.26   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The             | J M Smucker Co/The                           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1650 | NS      | $182341.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                    | Invesco Ltd                                  | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | US        |      6973 | NS      | $152638.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International | Johnson Controls International plc           | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | US        |     10278 | NS      | $1098615.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                    | Pentair PLC                                  | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | GB        |      2565 | NS      | $275814.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co              | Erie Indemnity Co                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |       382 | NS      | $135373.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc       | Essex Property Trust Inc                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       992 | NS      | $268048.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The       | Estee Lauder Cos Inc/The                     | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      3629 | NS      | $332888.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd              | Everest Group Ltd                            | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       663 | NS      | $226666.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc              | Expedia Group Inc                            | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1917 | NS      | $411771.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa | Expeditors International of Washington Inc   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      2174 | NS      | $262053.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc        | Extra Space Storage Inc                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3294 | NS      | $472952.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp               | Exxon Mobil Corp                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     67813 | NS      | $7750347.77   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc   | FactSet Research Systems Inc                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       585 | NS      | $218392.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                | Fair Isaac Corp                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       370 | NS      | $563006.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                    | Fastenal Co                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     17851 | NS      | $886480.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trus | Federal Realty Investment Trust              | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      1196 | NS      | $120257.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                     | FedEx Corp                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      3447 | NS      | $796498.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                         | F5 Inc                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       893 | NS      | $279634.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information  | Fidelity National Information Services Inc   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      8246 | NS      | $575653.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp            | Fifth Third Bancorp                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     10432 | NS      | $477472.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund   | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |   4348633 | NS      | $4348632.68   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                | First Solar Inc                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      1660 | NS      | $324015.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                     | Fiserv Inc                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      8857 | NS      | $1223860.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp               | FirstEnergy Corp                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      7985 | NS      | $348305.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                  | Ford Motor Co                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     60637 | NS      | $713697.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                   | Fortinet Inc                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      9904 | NS      | $780138.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                   | Fortive Corp                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      5312 | NS      | $254232.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                       | Fox Corp                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      3385 | NS      | $202084.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                       | Fox Corp                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2045 | NS      | $111554.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc         | Franklin Resources Inc                       | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      4814 | NS      | $123527.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc           | Freeport-McMoRan Inc                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     22380 | NS      | $993672.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp             | Expand Energy Corp                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      3323 | NS      | $321599.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                     | Evergy Inc                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      3577 | NS      | $254897.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy              | Eversource Energy                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      5702 | NS      | $365327.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                    | Exelon Corp                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     15655 | NS      | $683810.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc | GE HealthCare Technologies Inc               | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      7111 | NS      | $524294.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                    | Gartner Inc                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1191 | NS      | $299167.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                 | GE Vernova Inc                               | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      4294 | NS      | $2632093.18   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc           | Generac Holdings Inc                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       920 | NS      | $170430.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp          | General Dynamics Corp                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      3945 | NS      | $1280428.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co            | General Electric Co                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     16716 | NS      | $4600243.20   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc              | General Mills Inc                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      8581 | NS      | $423300.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co              | General Motors Co                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     15497 | NS      | $907969.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co               | Genuine Parts Co                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      2161 | NS      | $301092.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc            | Gilead Sciences Inc                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     19409 | NS      | $2192634.73   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc            | Global Payments Inc                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      3850 | NS      | $341957.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                 | Globe Life Inc                               | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      1299 | NS      | $181795.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                    | GoDaddy Inc                                  | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      2192 | NS      | $325095.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The    | Goldman Sachs Group Inc/The                  | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      4859 | NS      | $3621169.75   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                | Gen Digital Inc                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      8447 | NS      | $255099.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                     | Garmin Ltd                                   | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      2392 | NS      | $578433.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                    | Cencora Inc                                  | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      2683 | NS      | $782389.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc        | Cboe Global Markets Inc                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1625 | NS      | $383418.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                 | CBRE Group Inc                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      4598 | NS      | $745427.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                    | CDW Corp/DE                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      2065 | NS      | $340229.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc     | CF Industries Holdings Inc                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      2705 | NS      | $234334.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc      | CH Robinson Worldwide Inc                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      1836 | NS      | $236293.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp     | Capital One Financial Corp                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      9914 | NS      | $2252659.08   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc            | Cardinal Health Inc                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      3757 | NS      | $558966.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                     | CarMax Inc                                   | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2392 | NS      | $146749.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                  | Carnival Corp                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |     16315 | NS      | $520285.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp            | Carrier Global Corp                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     12577 | NS      | $820020.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                | Caterpillar Inc                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      7439 | NS      | $3117238.56   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                   | Centene Corp                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      7721 | NS      | $224217.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc         | CenterPoint Energy Inc                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     10149 | NS      | $382718.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int | Charles River Laboratories International Inc | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       792 | NS      | $129341.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc     | Charter Communications Inc                   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      1494 | NS      | $396776.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                   | Chevron Corp                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30437 | NS      | $4888182.20   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                       | LKQ Corp                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      4042 | NS      | $131850.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc  | Live Nation Entertainment Inc                | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      2437 | NS      | $405736.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp           | Lockheed Martin Corp                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      3260 | NS      | $1485353.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                     | Loews Corp                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      2746 | NS      | $265812.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Cos Inc                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      8791 | NS      | $2268605.46   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                | Cigna Group/The                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4263 | NS      | $1282608.81   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                  | CME Group Inc                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      5606 | NS      | $1494055.06   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                | CMS Energy Corp                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      4651 | NS      | $332872.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc     | Chipotle Mexican Grill Inc                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21111 | NS      | $889617.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc         | Church & Dwight Co Inc                       | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      3827 | NS      | $356523.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp      | Cincinnati Financial Corp                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      2430 | NS      | $373248.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems Inc                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     62044 | NS      | $4286619.96   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                    | Cintas Corp                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5337 | NS      | $1120930.11   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                  | Citigroup Inc                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     29238 | NS      | $2823513.66   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc   | Citizens Financial Group Inc                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      6804 | NS      | $355713.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                  | Clorox Co/The                                | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      1915 | NS      | $226353.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The               | Coca-Cola Co/The                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     60316 | NS      | $4161200.84   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions | Cognizant Technology Solutions Corp          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      7698 | NS      | $556180.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc            | Coinbase Global Inc                          | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      3487 | NS      | $1061930.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co           | Colgate-Palmolive Co                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     12638 | NS      | $1062476.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                   | Comcast Corp                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     58750 | NS      | $1995737.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc             | Conagra Brands Inc                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      7431 | NS      | $142155.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                 | ConocoPhillips                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     19871 | NS      | $1966632.87   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc        | Consolidated Edison Inc                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      5393 | NS      | $529754.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc       | Constellation Brands Inc                     | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      2416 | NS      | $391247.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp      | Constellation Energy Corp                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      4869 | NS      | $1499554.62   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The             | Cooper Cos Inc/The                           | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      3099 | NS      | $208857.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc             | Meta Platforms Inc                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     34111 | NS      | $25197795.70  | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International      | MGM Resorts International                    | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      3481 | NS      | $138160.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     39402 | NS      | $3314496.24   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                    | MetLife Inc                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      9011 | NS      | $733134.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I | Mettler-Toledo International Inc             | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       317 | NS      | $412429.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc       | Microchip Technology Inc                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      8362 | NS      | $543530.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                       | RTX Corp                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     20747 | NS      | $3290474.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                | Ross Stores Inc                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      5134 | NS      | $755519.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                 | S&P Global Inc                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      4901 | NS      | $2687904.44   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp        | SBA Communications Corp                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      1667 | NS      | $341484.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                 | Salesforce Inc                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     14904 | NS      | $3819150.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                | Schlumberger NV                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     21822 | NS      | $803922.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                         | Sempra                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      9863 | NS      | $814289.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                 | ServiceNow Inc                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      3202 | NS      | $2937706.92   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The        | Sherwin-Williams Co/The                      | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      3604 | NS      | $1318451.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc        | Lululemon Athletica Inc                      | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      1741 | NS      | $352030.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The        | Charles Schwab Corp/The                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     26542 | NS      | $2543785.28   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc       | Simon Property Group Inc                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      4772 | NS      | $862109.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc         | Skyworks Solutions Inc                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      2493 | NS      | $186825.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                    | Snap-on Inc                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       812 | NS      | $264094.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                 | Solventum Corp                               | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      2147 | NS      | $156924.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                | Southern Co/The                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     17067 | NS      | $1575284.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                  | Medtronic PLC                                | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     19970 | NS      | $1853415.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PL | Seagate Technology Holdings PLC              | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |      3290 | NS      | $550746.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock PLC           | Smurfit WestRock PLC                         | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |      7696 | NS      | $364482.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                      | Chubb Ltd                                    | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      5799 | NS      | $1595130.93   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd    | Royal Caribbean Cruises Ltd                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |      3848 | NS      | $1397670.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV   | LyondellBasell Industries NV                 | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |      4030 | NS      | $227090.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                     | Copart Inc                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     13659 | NS      | $666695.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                    | Corning Inc                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     12004 | NS      | $804628.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                     | Corpay Inc                                   | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      1080 | NS      | $351723.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     10674 | NS      | $791904.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp          | Costco Wholesale Corp                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      6907 | NS      | $6515511.24   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc               | CoStar Group Inc                             | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      6562 | NS      | $587233.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                     | Kenvue Inc                                   | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     29877 | NS      | $618752.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc           | Keurig Dr Pepper Inc                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     18594 | NS      | $540899.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                        | KeyCorp                                      | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     15511 | NS      | $300292.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                  | DR Horton Inc                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      4410 | NS      | $747406.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                  | DTE Energy Co                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      3222 | NS      | $440286.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc         | Diamondback Energy Inc                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      2902 | NS      | $431701.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc       | Digital Realty Trust Inc                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      4922 | NS      | $825124.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp            | Dollar General Corp                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3420 | NS      | $371959.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                | Dollar Tree Inc                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      3140 | NS      | $342793.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc            | Dominion Energy Inc                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     13081 | NS      | $783551.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc             | Domino's Pizza Inc                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       532 | NS      | $243815.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                   | DoorDash Inc                                 | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      5273 | NS      | $1293203.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                     | Dover Corp                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      2133 | NS      | $381508.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                        | Dow Inc                                      | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     10957 | NS      | $269870.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp               | Duke Energy Corp                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     12084 | NS      | $1480169.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc          | DuPont de Nemours Inc                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      6506 | NS      | $500441.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co            | Eastman Chemical Co                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1788 | NS      | $125767.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                       | eBay Inc                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      7458 | NS      | $675769.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                     | Ecolab Inc                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      3917 | NS      | $1085165.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International           | Edison International                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      6026 | NS      | $338239.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp      | Edwards Lifesciences Corp                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      9183 | NS      | $746945.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                 | Eaton Corp PLC                               | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      6150 | NS      | $2147211.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co          | Southwest Airlines Co                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      9226 | NS      | $303535.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc     | Stanley Black & Decker Inc                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      2399 | NS      | $178221.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                 | Starbucks Corp                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     17689 | NS      | $1559992.91   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp              | State Street Corp                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      4488 | NS      | $515985.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc             | Steel Dynamics Inc                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      2199 | NS      | $287893.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                   | Stryker Corp                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      5343 | NS      | $2091303.63   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc       | Super Micro Computer Inc                     | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      7842 | NS      | $325756.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                     | STERIS PLC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1521 | NS      | $372736.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                       | KLA Corp                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2062 | NS      | $1798064.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                   | KKR & Co Inc                                 | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     10508 | NS      | $1465760.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp            | Kimberly-Clark Corp                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      5160 | NS      | $666362.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp              | Kimco Realty Corp                            | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |     10578 | NS      | $237899.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc              | Kinder Morgan Inc                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     30117 | NS      | $812556.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The             | Kraft Heinz Co/The                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     13585 | NS      | $379972.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                  | Kroger Co/The                                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     10365 | NS      | $703161.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc      | L3Harris Technologies Inc                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2929 | NS      | $813148.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc            | Williams-Sonoma Inc                          | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      1915 | NS      | $360383.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                    | Workday Inc                                  | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      3324 | NS      | $767245.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc           | Labcorp Holdings Inc                         | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1290 | NS      | $358607.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp              | Lam Research Corp                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     19991 | NS      | $2002098.65   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc       | Lamb Weston Holdings Inc                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      2215 | NS      | $127428.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp           | Las Vegas Sands Corp                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      5348 | NS      | $308205.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC       | Willis Towers Watson PLC                     | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | GB        |      1549 | NS      | $506197.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc            | Leidos Holdings Inc                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      2038 | NS      | $368714.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                    | Lennar Corp                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      3632 | NS      | $483564.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc       | Lennox International Inc                     | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       490 | NS      | $273351.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc         | T Rowe Price Group Inc                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      3456 | NS      | $371934.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                   | Synopsys Inc                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2871 | NS      | $1732705.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial            | Synchrony Financial                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      6048 | NS      | $461704.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                     | Sysco Corp                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      7613 | NS      | $612618.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software  | Take-Two Interactive Software Inc            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      2549 | NS      | $594605.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                   | Tapestry Inc                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      3221 | NS      | $327962.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                    | Target Corp                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      7129 | NS      | $684241.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp           | Targa Resources Corp                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      3387 | NS      | $568203.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc      | Teledyne Technologies Inc                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       718 | NS      | $386406.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYCAMORE PARTNERS LLC -RIGHT   | SYCAMORE PARTNERS LLC -RIGHT                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11159 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Linde PLC                      | Linde PLC                                    | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | US        |      7411 | NS      | $3544607.19   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC            | TE Connectivity PLC                          | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |      4642 | NS      | $958573.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                       | AT&T Inc                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    111834 | NS      | $3275617.86   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3607 | NS      | $1149370.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc          | Applied Materials Inc                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     12654 | NS      | $2034257.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co      | Archer-Daniels-Midland Co                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      7448 | NS      | $466542.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc            | Arista Networks Inc                          | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     16091 | NS      | $2197226.05   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                   | Assurant Inc                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       794 | NS      | $171194.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp              | Atmos Energy Corp                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      2466 | NS      | $409676.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                   | Autodesk Inc                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3340 | NS      | $1051098.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc  | Automatic Data Processing Inc                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      6329 | NS      | $1924332.45   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                   | AutoZone Inc                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       252 | NS      | $1058029.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc      | AvalonBay Communities Inc                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      2207 | NS      | $432240.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp            | Avery Dennison Corp                          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1243 | NS      | $213360.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc            | Axon Enterprise Inc                          | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      1118 | NS      | $835470.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                | Baker Hughes Co                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15415 | NS      | $699841.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                      | Ball Corp                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      4646 | NS      | $244565.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp           | Bank of America Corp                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    103155 | NS      | $5234084.70   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T | Bank of New York Mellon Corp/The             | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     11173 | NS      | $1179868.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc       | Baxter International Inc                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      7949 | NS      | $196260.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co          | Becton Dickinson & Co                        | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      4466 | NS      | $861848.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc         | Berkshire Hathaway Inc                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     28548 | NS      | $14359073.04  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc            | Electronic Arts Inc                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      3693 | NS      | $635011.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co            | Emerson Electric Co                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      8781 | NS      | $1159092.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co        | Arthur J Gallagher & Co                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      3952 | NS      | $1196468.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                | WW Grainger Inc                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       684 | NS      | $693234.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                 | Eli Lilly & Co                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     12270 | NS      | $8988756.60   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                        | PTC Inc                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      1865 | NS      | $398177.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                   | Prologis Inc                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     14429 | NS      | $1641731.62   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc       | Prudential Financial Inc                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      5510 | NS      | $604226.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou | Public Service Enterprise Group Inc          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      7756 | NS      | $638551.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                 | Public Storage                               | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      2450 | NS      | $721745.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                 | PulteGroup Inc                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3147 | NS      | $415466.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                   | QUALCOMM Inc                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     17225 | NS      | $2768574.25   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc            | Quanta Services Inc                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      2290 | NS      | $865528.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc          | Quest Diagnostics Inc                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1719 | NS      | $312239.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp              | Ralph Lauren Corp                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       614 | NS      | $182315.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc    | Raymond James Financial Inc                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      2863 | NS      | $485106.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp             | Realty Income Corp                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     13628 | NS      | $800781.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp           | Regency Centers Corp                         | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      2534 | NS      | $183715.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd               | Wynn Resorts Ltd                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      1388 | NS      | $175929.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                | Xcel Energy Inc                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      8943 | NS      | $647383.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                   | Xylem Inc/NY                                 | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      3774 | NS      | $534247.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                | Yum! Brands Inc                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      4340 | NS      | $637849.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp        | Zebra Technologies Corp                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       795 | NS      | $252086.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc     | Zimmer Biomet Holdings Inc                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      3098 | NS      | $328697.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                     | Zoetis Inc                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      6971 | NS      | $1090264.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd         | Arch Capital Group Ltd                       | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |      5835 | NS      | $534077.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                      | Aptiv PLC                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      3567 | NS      | $283683.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp               | W R Berkley Corp                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      4671 | NS      | $334863.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The             | Walt Disney Co/The                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     28156 | NS      | $3333107.28   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc  | Regeneron Pharmaceuticals Inc                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1631 | NS      | $947121.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp         | Regions Financial Corp                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     14161 | NS      | $387869.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc          | Republic Services Inc                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      3155 | NS      | $738175.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                     | ResMed Inc                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      2279 | NS      | $625608.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                   | Veralto Corp                                 | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      3845 | NS      | $408300.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                   | VeriSign Inc                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1260 | NS      | $344446.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications Inc                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     65576 | NS      | $2900426.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc           | Verisk Analytics Inc                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      2192 | NS      | $587719.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc     | Vertex Pharmaceuticals Inc                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      3990 | NS      | $1560169.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                    | Viatris Inc                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     18583 | NS      | $196050.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc            | VICI Properties Inc                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     16424 | NS      | $554802.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                       | Visa Inc                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     26840 | NS      | $9441775.20   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                    | Vistra Corp                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      5292 | NS      | $1000770.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co            | Vulcan Materials Co                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2048 | NS      | $596295.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc           | WEC Energy Group Inc                         | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      4939 | NS      | $526052.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol | Westinghouse Air Brake Technologies Corp     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      2656 | NS      | $513936.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                    | Walmart Inc                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     67569 | NS      | $6552841.62   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc      | Warner Bros Discovery Inc                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     34789 | NS      | $404943.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc           | Waste Management Inc                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      5681 | NS      | $1286121.59   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                    | Waters Corp                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       918 | NS      | $277052.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co               | Wells Fargo & Co                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     51233 | NS      | $4210327.94   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                  | Welltower Inc                                | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      9485 | NS      | $1596135.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I | West Pharmaceutical Services Inc             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1119 | NS      | $276337.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp           | Western Digital Corp                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      5412 | NS      | $434800.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                | Weyerhaeuser Co                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     11298 | NS      | $292279.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                      | Aflac Inc                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      7704 | NS      | $823249.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                   | AES Corp/The                                 | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     11073 | NS      | $149928.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     27016 | NS      | $3583942.56   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                     | AbbVie Inc                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     27495 | NS      | $5784948.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED INC                    | ABIOMED INC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       495 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Adobe Inc                      | Adobe Inc                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      6775 | NS      | $2416642.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     25238 | NS      | $4104455.94   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc       | Agilent Technologies Inc                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      4439 | NS      | $557804.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                     | Airbnb Inc                                   | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      6736 | NS      | $879250.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc | Air Products and Chemicals Inc               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      3458 | NS      | $1017032.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp            | Alliant Energy Corp                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      3985 | NS      | $259303.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The              | Allstate Corp/The                            | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      4122 | NS      | $838620.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     73645 | NS      | $15725416.85  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     90874 | NS      | $19347983.34  | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc               | Altria Group Inc                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     26396 | NS      | $1774075.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                 | Amazon.com Inc                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    146941 | NS      | $33649489.00  | 3.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                    | Ameren Corp                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      4196 | NS      | $418676.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc | American Electric Power Co Inc               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      8296 | NS      | $921021.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co            | American Express Co                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      8639 | NS      | $2861927.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I | American International Group Inc             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      9236 | NS      | $751071.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp            | American Tower Corp                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      7274 | NS      | $1482804.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co Inc                  | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      3030 | NS      | $434835.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc       | Ameriprise Financial Inc                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1490 | NS      | $767066.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                     | AMETEK Inc                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3599 | NS      | $665095.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                      | Amgen Inc                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      8362 | NS      | $2405831.02   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                  | Amphenol Corp                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     18863 | NS      | $2053426.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc             | Analog Devices Inc                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      7725 | NS      | $1941369.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                       | APA Corp                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      5754 | NS      | $133607.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc   | Apollo Global Management Inc                 | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      6957 | NS      | $947752.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                      | Apple Inc                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    234035 | NS      | $54328884.90  | 6.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                        | BXP Inc                                      | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      2259 | NS      | $163800.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc       | Builders FirstSource Inc                     | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      1787 | NS      | $247821.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                       | CSX Corp                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     30035 | NS      | $976437.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                | CVS Health Corp                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     19635 | NS      | $1436300.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc             | Coterra Energy Inc                           | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     11462 | NS      | $280131.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc     | Cadence Design Systems Inc                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      4269 | NS      | $1495985.67   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc      | Caesars Entertainment Inc                    | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      3306 | NS      | $88501.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust          | Camden Property Trust                        | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      1653 | NS      | $185102.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                   | Dayforce Inc                                 | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      2469 | NS      | $172262.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc       | Crowdstrike Holdings Inc                     | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      3832 | NS      | $1623618.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc               | Crown Castle Inc                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      6761 | NS      | $670285.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                    | Cummins Inc                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2137 | NS      | $851466.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      9968 | NS      | $2051613.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc         | Darden Restaurants Inc                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1815 | NS      | $375596.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                    | Datadog Inc                                  | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      4932 | NS      | $674105.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                     | DaVita Inc                                   | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       680 | NS      | $93676.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp           | Deckers Outdoor Corp                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      2359 | NS      | $282207.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                     | Deere & Co                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      3938 | NS      | $1884884.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc          | Dell Technologies Inc                        | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      4853 | NS      | $592793.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc            | Delta Air Lines Inc                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      9991 | NS      | $617243.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp              | Devon Energy Corp                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     10229 | NS      | $369266.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                     | Dexcom Inc                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      6077 | NS      | $457841.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc              | EOG Resources Inc                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      8754 | NS      | $1092674.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc             | Enphase Energy Inc                           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      2056 | NS      | $77511.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                   | Entergy Corp                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      6674 | NS      | $587912.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc               | EPAM Systems Inc                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       878 | NS      | $154844.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                         | HP Inc                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     14607 | NS      | $416883.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                 | Hershey Co/The                               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      2294 | NS      | $421522.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co  | Hewlett Packard Enterprise Co                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     20454 | NS      | $461646.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc  | Hilton Worldwide Holdings Inc                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      3742 | NS      | $1033016.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                    | Hologic Inc                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      3490 | NS      | $234248.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The             | Home Depot Inc/The                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     15471 | NS      | $6293138.67   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc    | Honeywell International Inc                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     10122 | NS      | $2221779.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp              | Hormel Foods Corp                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      4519 | NS      | $114963.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc      | Host Hotels & Resorts Inc                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     10890 | NS      | $187416.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc           | Howmet Aerospace Inc                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      6299 | NS      | $1096655.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                    | Hubbell Inc                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       831 | NS      | $358152.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                     | Humana Inc                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1869 | NS      | $567540.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH   | Huntington Bancshares Inc/OH                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     22634 | NS      | $403111.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries  | Huntington Ingalls Industries Inc            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       604 | NS      | $163557.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                      | IDEX Corp                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      1176 | NS      | $193452.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc         | IDEXX Laboratories Inc                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1269 | NS      | $821157.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc        | Illinois Tool Works Inc                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      4156 | NS      | $1099885.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                    | Incyte Corp                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      2483 | NS      | $210086.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc             | Ingersoll Rand Inc                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      6267 | NS      | $497787.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                   | Insulet Corp                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1086 | NS      | $369109.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                            | International Business Machines Corp         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     14398 | NS      | $3505769.02   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                            | International Flavors & Fragrances Inc       | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      3974 | NS      | $268284.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                     | Nasdaq Inc                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      6444 | NS      | $610504.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                     | NetApp Inc                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      3162 | NS      | $356641.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                    | Netflix Inc                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      6657 | NS      | $8043320.25   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                   | Newmont Corp                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     17730 | NS      | $1319112.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                      | News Corp                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      5883 | NS      | $173019.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                      | News Corp                                    | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      1730 | NS      | $58595.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                           | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     32028 | NS      | $2307617.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                       | NIKE Inc                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     18398 | NS      | $1423453.26   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                   | NiSource Inc                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      7315 | NS      | $309205.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                   | Nordson Corp                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       841 | NS      | $189300.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp          | Norfolk Southern Corp                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      3520 | NS      | $985529.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp            | Northern Trust Corp                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      3046 | NS      | $399878.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp          | Northrop Grumman Corp                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2113 | NS      | $1246754.52   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp           | Parker-Hannifin Corp                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1999 | NS      | $1517940.65   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                    | Paychex Inc                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      4984 | NS      | $695043.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc            | Paycom Software Inc                          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       728 | NS      | $165365.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc            | PayPal Holdings Inc                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     15404 | NS      | $1081206.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                    | Revvity Inc                                  | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      1888 | NS      | $170127.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1753 | NS      | $602032.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc               | Henry Schein Inc                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      1938 | NS      | $134846.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                 | A O Smith Corp                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      1834 | NS      | $130745.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The             | Trade Desk Inc/The                           | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      7087 | NS      | $387375.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                          | 3M Co                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      8451 | NS      | $1314384.03   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co              | Tractor Supply Co                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      8319 | NS      | $513781.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc            | TransDigm Group Inc                          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       869 | NS      | $1215626.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The          | Travelers Cos Inc/The                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3526 | NS      | $957344.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                    | Trimble Inc                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      3825 | NS      | $309136.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp          | Truist Financial Corp                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     20490 | NS      | $959341.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc         | Tyler Technologies Inc                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       660 | NS      | $371500.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                | Tyson Foods Inc                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      4449 | NS      | $252614.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                        | UDR Inc                                      | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      4676 | NS      | $185029.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                     | US Bancorp                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     24295 | NS      | $1186324.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc          | Uber Technologies Inc                        | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     32541 | NS      | $3050718.75   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                | Ulta Beauty Inc                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       716 | NS      | $352794.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp             | Union Pacific Corp                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      9405 | NS      | $2102675.85   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc   | United Airlines Holdings Inc                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      5118 | NS      | $537390.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc      | United Parcel Service Inc                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     11387 | NS      | $995679.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc             | United Rentals Inc                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1006 | NS      | $962078.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc         | UnitedHealth Group Inc                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     14329 | NS      | $4440127.23   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc  | Universal Health Services Inc                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       908 | NS      | $164874.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp             | Valero Energy Corp                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      4924 | NS      | $748497.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                     | Ventas Inc                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      6803 | NS      | $463148.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The           | Williams Cos Inc/The                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     18984 | NS      | $1098793.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                   | Allegion plc                                 | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      1345 | NS      | $228381.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                      | Amcor PLC                                    | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | CH        |     22512 | NS      | $194278.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                        | Aon PLC                                      | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | GB        |      3358 | NS      | $1232386.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                  | Accenture PLC                                | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      9737 | NS      | $2531327.89   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC         | Trane Technologies PLC                       | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      3487 | NS      | $1449197.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                | Bunge Global SA                              | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | US        |      2070 | NS      | $174335.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SPX US 09/19/25 C6275                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -430 | NC      | $-9662100.00  | -1.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPX US 09/19/25 P5375                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -430 | NC      | $-102125.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPX US 09/19/25 P5925                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       430 | NC      | $283800.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPX US 10/17/25 C6575                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -445 | NC      | $-3186200.00  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPX US 10/17/25 P5725                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -445 | NC      | $-729800.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPX US 10/17/25 P6225                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       445 | NC      | $2362950.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPX US 11/21/25 C6750                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -440 | NC      | $-2389200.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPX US 11/21/25 P5975                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -440 | NC      | $-2505800.00  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPX US 11/21/25 P6425                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       440 | NC      | $5904800.00   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-28

**Name of Applicant:** Horizon Funds

**Signature:** /s/ Matt Chambers

**Name of Signer:** Matt Chambers

**Title:** Chief Compliance Officer