# EDGAR Filing Document

**Accession Number:** 0001298699
**File Stem:** 0001752724-23-042380
**Filing Date:** 2023-2
**Character Count:** 101560
**Document Hash:** 50a49d589104a96df0353fc5ad205510
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-042380.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-042380

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nuveen S&P 500 BuyWrite Income Fund
- **CENTRAL INDEX KEY:** 0001298699
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21619
- **FILM NUMBER:** 23672891

**BUSINESS ADDRESS:**
- **STREET 1:** 333 WEST WACKER DRIVE
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-917-8146

**MAIL ADDRESS:**
- **STREET 1:** 333 WEST WACKER DRIVE
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Nuveen Equity Premium Income Fund
- **DATE OF NAME CHANGE:** 20040903

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Nuveen Premium Income Strategy Fund
- **DATE OF NAME CHANGE:** 20040727

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nuveen S&P 500 Buy-Write Income Fund

- **b. Investment Company Act file number:** 811-21619

- **c. CIK number of Registrant:** 0001298699

- **d. LEI of Registrant:** 5493000J8QMCY5J7XP73

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

  - **Street Address 1:** 333 W. Wacker Dr

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-917-7700

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

- **a. Name of Series:** Nuveen S&P 500 Buy-Write Income Fund

- **c. LEI of Series:** 5493000J8QMCY5J7XP73

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $1349826983.00

**Total Liabilities:** $41072482.00

**Net Assets:** $1308754501.00

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 6.12%                | 4.27%                | -2.91%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $30494.48                | $96426573.11                               |
| Month 2  | $911633.16               | $69595803.48                               |
| Month 3  | $91.93                   | $-82960623.44                              |

**Designated Index Information**

- **Index Name:** BXMX BM - 100% CBOE BUY WRITE MONTHLY INDEX (BXM)

- **Index Identifier:** BXM00000

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Parker-Hannifin Corp                       | Parker-Hannifin Corp                                                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     15767 | NS      | $4588197.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR              | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     12408 | NS      | $12408.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                      | NXP Semiconductors NV                                                       | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | US        |     23765 | NS      | $3755582.95   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                         | Cenovus Energy Inc                                                          | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | US        |     44283 | NS      | $859533.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                             | Lowe's Cos Inc                                                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     38481 | NS      | $7666954.44   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                    | Akamai Technologies Inc                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     20604 | NS      | $1736917.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                         | Avanos Medical Inc                                                          | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      7646 | NS      | $206900.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                              | Ford Motor Co                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    211763 | NS      | $2462803.69   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                           | Schlumberger Ltd                                                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     77600 | NS      | $4148496.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                               | Alphabet Inc                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    268491 | NS      | $23688960.93  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                        | Gilead Sciences Inc                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     67257 | NS      | $5774013.45   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                 | Advanced Micro Devices Inc                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     82790 | NS      | $5362308.30   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                      | Costco Wholesale Corp                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     24465 | NS      | $11168272.50  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 Index                              | S&P 500 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -378 | NC      | $-232470.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                              | Timken Co/The                                                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     10383 | NS      | $733766.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                             | Starbucks Corp                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     67125 | NS      | $6658800.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                               | Danaher Corp                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     38822 | NS      | $10304135.24  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                             | Halliburton Co                                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     72910 | NS      | $2869008.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                      | Applied Materials Inc                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     56923 | NS      | $5543161.74   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                        | BellRing Brands Inc                                                         | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     15340 | NS      | $393317.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                      | US Foods Holding Corp                                                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     15913 | NS      | $541360.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                      | Waste Connections Inc                                                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |     20246 | NS      | $2683809.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                       | LXP Industrial Trust                                                        | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     19823 | NS      | $198626.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                 | Deere & Co                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     13565 | NS      | $5816129.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                               | Autodesk Inc                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     15194 | NS      | $2839302.78   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                    | Charles Schwab Corp/The                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     83608 | NS      | $6961202.08   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                              | Boeing Co/The                                                               | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     28960 | NS      | $5516590.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc         | Broadridge Financial Solutions Inc                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |     15971 | NS      | $2142190.23   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                      | Lumentum Holdings Inc                                                       | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      5140 | NS      | $268153.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                | Phillips 66                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     26554 | NS      | $2763740.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                 | Evergy Inc                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     58152 | NS      | $3659505.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                  | Adobe Inc                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     23165 | NS      | $7795717.45   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                          | Atmos Energy Corp                                                           | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     23637 | NS      | $2648998.59   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                    | Brandywine Realty Trust                                                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    123846 | NS      | $761652.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                 | TransUnion                                                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     23554 | NS      | $1336689.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                             | Microsoft Corp                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    313964 | NS      | $75294846.48  | 5.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                       | Invitation Homes Inc                                                        | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159619 | NS      | $4731107.16   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc             | Fortune Brands Innovations Inc                                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     23666 | NS      | $1351565.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co                             | Walt Disney Co                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     85224 | NS      | $7404261.12   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                         | Sonoco Products Co                                                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     18945 | NS      | $1150150.95   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                   | NIKE Inc                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     72500 | NS      | $8483225.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                              | Nordstrom Inc                                                               | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     16563 | NS      | $267326.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| OGE Energy Corp                            | OGE Energy Corp                                                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     74176 | NS      | $2933660.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                           | CoStar Group Inc                                                            | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29484 | NS      | $2278523.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                              | TopBuild Corp                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      6575 | NS      | $1028921.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                    | HCA Inc                                                                     | CUSIP: 40412C101<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | EC               | CORP              | US        |     16250 | NS      | $3899350.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                   | MSCI Inc                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      8344 | NS      | $3881378.48   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                         | Home Depot Inc/The                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     50051 | NS      | $15809108.86  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                          | Lam Research Corp                                                           | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     10447 | NS      | $4390874.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                        | American Tower Corp                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     30488 | NS      | $6459187.68   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                               | Alphabet Inc                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    209307 | NS      | $18571810.11  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                | Waters Corp                                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      7519 | NS      | $2575859.02   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd               | Canadian Pacific Railway Ltd                                                | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30324 | NS      | $2261867.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                | BioMarin Pharmaceutical Inc                                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      9243 | NS      | $956558.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                           | Zions Bancorp NA                                                            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     31763 | NS      | $1561469.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                              | Accenture PLC                                                               | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34892 | NS      | $9310581.28   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                 | Sabra Health Care REIT Inc                                                  | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     51162 | NS      | $635943.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                          | Post Holdings Inc                                                           | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     12100 | NS      | $1092146.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                    | Arthur J Gallagher & Co                                                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     37438 | NS      | $7058560.52   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                  | Packaging Corp of America                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     15364 | NS      | $1965209.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                      | RPM International Inc                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     14399 | NS      | $1403182.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 Index                              | S&P 500 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -378 | NC      | $-1999620.00  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The       | PNC Financial Services Group Inc/The                                        | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     41891 | NS      | $6616264.54   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                        | Eastman Chemical Co                                                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     23362 | NS      | $1902601.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                 | Cigna Corp                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     20430 | NS      | $6769276.20   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc               | Spectrum Brands Holdings Inc                                                | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     13445 | NS      | $819069.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                           | W R Berkley Corp                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     71665 | NS      | $5200729.05   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                    | CNO Financial Group Inc                                                     | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     37130 | NS      | $848420.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                      | American Homes 4 Rent                                                       | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     97035 | NS      | $2924634.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                    | KeyCorp                                                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    165652 | NS      | $2885657.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                            | Ulta Beauty Inc                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      4641 | NS      | $2176953.87   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                 | Sysco Corp                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     47866 | NS      | $3659355.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                    | Procter & Gamble Co/The                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    144112 | NS      | $21841614.72  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                   | Lyft Inc                                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      4425 | NS      | $48763.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                 | Garmin Ltd                                                                  | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | US        |     16552 | NS      | $1527584.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                        | Sun Communities Inc                                                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     16725 | NS      | $2391675.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                    | Marathon Petroleum Corp                                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     30656 | NS      | $3568051.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 Index                              | S&P 500 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -374 | NC      | $-2690930.00  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                | Hubbell Inc                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      8860 | NS      | $2079264.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                   | SLM Corp                                                                    | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     89957 | NS      | $1493286.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                              | Welltower Inc                                                               | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     59317 | NS      | $3888229.35   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                      | Northrop Grumman Corp                                                       | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     10463 | NS      | $5708717.43   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                               | Newmont Corp                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     42845 | NS      | $2022284.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                  | Linde PLC                                                                   | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | US        |     30588 | NS      | $9977193.84   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                       | Booking Holdings Inc                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      2484 | NS      | $5005955.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                 | Mondelez International Inc                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    133397 | NS      | $8890910.05   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                        | Avery Dennison Corp                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      9313 | NS      | $1685653.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                  | Olin Corp                                                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     10656 | NS      | $564128.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc               | Thermo Fisher Scientific Inc                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     21185 | NS      | $11666367.65  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                 | RenaissanceRe Holdings Ltd                                                  | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | US        |      7573 | NS      | $1395173.79   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                              | M&T Bank Corp                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     14051 | NS      | $2038238.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                    | Lululemon Athletica Inc                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      3315 | NS      | $1062059.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                       | National Fuel Gas Co                                                        | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      2933 | NS      | $185658.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                     | Marvell Technology Inc                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32109 | NS      | $1189317.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                           | Altria Group Inc                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    148308 | NS      | $6779158.68   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                                 | Seagen Inc                                                                  | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3237 | NS      | $415986.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                      | New York Times Co/The                                                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     17899 | NS      | $581001.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                             | ConocoPhillips                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     81811 | NS      | $9653698.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc              | Annaly Capital Management Inc                                               | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      6700 | NS      | $141236.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                     | Boston Scientific Corp                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    130178 | NS      | $6023336.06   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                 | Ciena Corp                                                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     19049 | NS      | $971118.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co                  | Goodyear Tire & Rubber Co                                                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      9851 | NS      | $99987.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                | Moderna Inc                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     15810 | NS      | $2839792.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                 | Macy's Inc                                                                  | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     25320 | NS      | $522858.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                              | Kroger Co/The                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     73551 | NS      | $3278903.58   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                 | CarMax Inc                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14810 | NS      | $901780.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                 | HEICO Corp                                                                  | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      9566 | NS      | $1469720.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                             | Merck & Co Inc                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    112570 | NS      | $12489641.50  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                             | S&P Global Inc                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     19659 | NS      | $6584585.46   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                 | Masco Corp                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     43726 | NS      | $2040692.42   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                  | Apple Inc                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    630066 | NS      | $81864475.38  | 6.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                       | Howmet Aerospace Inc                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     62456 | NS      | $2461390.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                | Corning Inc                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     86143 | NS      | $2751407.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 Index                              | S&P 500 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -370 | NC      | $-2689900.00  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                      | Uber Technologies Inc                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     31571 | NS      | $780750.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                      | Norfolk Southern Corp                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     21947 | NS      | $5408179.74   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                 | Verizon Communications Inc                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    207579 | NS      | $8178612.60   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                  | Hess Corp                                                                   | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     25709 | NS      | $3646050.38   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                 | Mattel Inc                                                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     25861 | NS      | $461360.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Co     | Apartment Investment and Management Co                                      | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |     73114 | NS      | $520571.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                               | Comcast Corp                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    216324 | NS      | $7564850.28   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                         | Crown Holdings Inc                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     20677 | NS      | $1699856.17   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                       | MGIC Investment Corp                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     48313 | NS      | $628069.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                          | ManpowerGroup Inc                                                           | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      9803 | NS      | $815707.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd      | Check Point Software Technologies Ltd                                       | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | US        |     10744 | NS      | $1355463.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                     | Genworth Financial Inc                                                      | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     16078 | NS      | $85052.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 Index                              | S&P 500 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -373 | NC      | $-4910545.00  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                | Netflix Inc                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     22085 | NS      | $6512424.80   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                   | AT&T Inc                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    379832 | NS      | $6992707.12   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc               | United Airlines Holdings Inc                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     47025 | NS      | $1772842.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                   | Roku Inc                                                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      1091 | NS      | $44403.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                | Ameren Corp                                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     80101 | NS      | $7122580.92   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                 | FedEx Corp                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      8966 | NS      | $1552911.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                | Discover Financial Services                                                 | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     42085 | NS      | $4117175.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                         | CNX Resources Corp                                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      9675 | NS      | $162927.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                        | PayPal Holdings Inc                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     55304 | NS      | $3938750.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                        | Elevance Health Inc                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     15832 | NS      | $8121341.04   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co                               | Coca-Cola Co                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    265212 | NS      | $16870135.32  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                    | Dow Inc                                                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     53214 | NS      | $2681453.46   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     86746 | NS      | $7375144.92   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    115829 | NS      | $20461192.85  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                          | Cisco Systems Inc                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    220344 | NS      | $10497188.16  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                      | Monster Beverage Corp                                                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     47494 | NS      | $4822065.82   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                        | General Electric Co                                                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     60545 | NS      | $5073065.55   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                             | Salesforce Inc                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     47152 | NS      | $6251883.68   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                         | Meta Platforms Inc                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     93805 | NS      | $11288493.70  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                              | CME Group Inc                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     23102 | NS      | $3884832.32   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                       | WEC Energy Group Inc                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     81221 | NS      | $7615280.96   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Inc                                  | Alcon Inc                                                                   | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | US        |     19319 | NS      | $1324317.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                | Healthcare Realty Trust Inc                                                 | CUSIP: 42225P501<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     84268 | NS      | $1623844.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                     | UnitedHealth Group Inc                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     43595 | NS      | $23113197.10  | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                  | Amgen Inc                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     28228 | NS      | $7413801.92   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                               | Arconic Corp                                                                | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     15262 | NS      | $322943.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                      | Dell Technologies Inc                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     26933 | NS      | $1083245.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                      | DuPont de Nemours Inc                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     42507 | NS      | $2917255.41   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                      | ON Semiconductor Corp                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     36779 | NS      | $2293906.23   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                | Alnylam Pharmaceuticals Inc                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      1757 | NS      | $417551.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                | Ovintiv Inc                                                                 | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |     17934 | NS      | $909433.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                             | Five Below Inc                                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      4736 | NS      | $837656.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                     | Palo Alto Networks Inc                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      9327 | NS      | $1301489.58   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                        | Equity Commonwealth                                                         | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     51595 | NS      | $1288327.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 Index                              | S&P 500 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -373 | NC      | $-2348035.00  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                       | Keurig Dr Pepper Inc                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    134640 | NS      | $4801262.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                        | Exact Sciences Corp                                                         | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      2000 | NS      | $99020.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                 | Pfizer Inc                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    241787 | NS      | $12389165.88  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                               | QUALCOMM Inc                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     53276 | NS      | $5857163.44   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                           | Black Knight Inc                                                            | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     16990 | NS      | $1049132.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                               | Fortinet Inc                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     48865 | NS      | $2389009.85   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc              | Intercontinental Exchange Inc                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     44488 | NS      | $4564023.92   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                               | VeriSign Inc                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     14844 | NS      | $3049551.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                           | Exxon Mobil Corp                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    183113 | NS      | $20197363.90  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                  | Graco Inc                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     31851 | NS      | $2142298.26   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                       | Waste Management Inc                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     37983 | NS      | $5958773.04   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                 | Nucor Corp                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     20588 | NS      | $2713704.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                             | Mastercard Inc                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     39289 | NS      | $13661963.97  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                             | Amazon.com Inc                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    371437 | NS      | $31200708.00  | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                | American Airlines Group Inc                                                 | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68557 | NS      | $872045.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc              | American Eagle Outfitters Inc                                               | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      8358 | NS      | $116677.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                               | Illumina Inc                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     10529 | NS      | $2128963.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                   | Visa Inc                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     75786 | NS      | $15745299.36  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                     | Berkshire Hathaway Inc                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     93321 | NS      | $28826856.90  | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                        | Otis Worldwide Corp                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     39784 | NS      | $3115485.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                    | Bristol-Myers Squibb Co                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    105941 | NS      | $7622454.95   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                   | Baxter International Inc                                                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     49755 | NS      | $2536012.35   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD              | Marriott International Inc/MD                                               | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     31485 | NS      | $4687801.65   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                               | Chevron Corp                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84740 | NS      | $15209982.60  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                          | Suncor Energy Inc                                                           | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     26407 | NS      | $837894.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                               | Comerica Inc                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     26341 | NS      | $1760895.85   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                  | Warner Bros Discovery Inc                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    146699 | NS      | $1390706.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                 | Biogen Inc                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      9647 | NS      | $2671447.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                        | Viavi Solutions Inc                                                         | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     74070 | NS      | $778475.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                         | Kontoor Brands Inc                                                          | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      6689 | NS      | $267493.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                 | VMware Inc                                                                  | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      9651 | NS      | $1184756.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                         | Enphase Energy Inc                                                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      7284 | NS      | $1929968.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                        | Alliant Energy Corp                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     90850 | NS      | $5015828.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                              | Medtronic PLC                                                               | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |     89338 | NS      | $6943349.36   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                     | IDEXX Laboratories Inc                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      8009 | NS      | $3267351.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 Index                              | S&P 500 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -377 | NC      | $-162110.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                          | Hormel Foods Corp                                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     71353 | NS      | $3250129.15   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                      | Lincoln National Corp                                                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     33540 | NS      | $1030348.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                           | Wells Fargo & Co                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    195504 | NS      | $8072360.16   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                 | Casey's General Stores Inc                                                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      4507 | NS      | $1011145.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                  | United Parcel Service Inc                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     40842 | NS      | $7099973.28   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc        | Restaurant Brands International Inc                                         | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | US        |     16077 | NS      | $1039699.59   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                         | Valero Energy Corp                                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     25961 | NS      | $3293412.46   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                | Honeywell International Inc                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     40807 | NS      | $8744940.10   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                 | AbbVie Inc                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     78698 | NS      | $12718383.78  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                 | Pinnacle West Capital Corp                                                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     29198 | NS      | $2220215.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc              | Old Dominion Freight Line Inc                                               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     11774 | NS      | $3341225.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                          | Allstate Corp/The                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     28004 | NS      | $3797342.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                      | 3M Co                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     38682 | NS      | $4638745.44   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                             | Eli Lilly & Co                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     36480 | NS      | $13345843.20  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY        | Fixed Income Clearing Corp                                                  | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  26896495 | PA      | $26896494.83  | 2.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co/The                            | Chemours Co/The                                                             | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     16669 | NS      | $510404.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                        | Fifth Third Bancorp                                                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    162841 | NS      | $5342813.21   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The  | Hartford Financial Services Group Inc/The                                   | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     38545 | NS      | $2922867.35   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                      | Burlington Stores Inc                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      4047 | NS      | $820569.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                               | Broadcom Inc                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     20036 | NS      | $11202728.68  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                          | Veeva Systems Inc                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      6414 | NS      | $1035091.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                            | Masterbrand Inc                                                             | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     23666 | NS      | $178678.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc | Fidelity National Information Services Inc                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     39198 | NS      | $2659584.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    132821 | NS      | $17811296.10  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                            | Best Buy Co Inc                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     24636 | NS      | $1976053.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                   | LKQ Corp                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     51888 | NS      | $2771338.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                | Corteva Inc                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     52881 | NS      | $3108345.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                    | KB Home                                                                     | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     32919 | NS      | $1048470.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                                | Kemper Corp                                                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      4703 | NS      | $231387.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                 | Twilio Inc                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      9442 | NS      | $462280.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                  | CubeSmart                                                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55269 | NS      | $2224577.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc            | Fidelity National Financial Inc                                             | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     23577 | NS      | $886966.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                      | Travelers Cos Inc/The                                                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     32951 | NS      | $6177982.99   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                        | Abbott Laboratories                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     98976 | NS      | $10866575.04  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                    | Rockwell Automation Inc                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     10242 | NS      | $2638031.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                | Polaris Inc                                                                 | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      6048 | NS      | $610848.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                 | Stanley Black & Decker Inc                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     16044 | NS      | $1205225.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                          | NorthWestern Corp                                                           | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     17519 | NS      | $1039577.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                | CDW Corp/DE                                                                 | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     20728 | NS      | $3701606.24   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                 | Intel Corp                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    203100 | NS      | $5367933.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                            | McDonald's Corp                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     39518 | NS      | $10414178.54  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                        | Emerson Electric Co                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     54146 | NS      | $5201264.76   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                      | Micron Technology Inc                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     62434 | NS      | $3120451.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp                 | Apartment Income REIT Corp                                                  | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17121 | NS      | $587421.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc                   | F&G Annuities & Life Inc                                                    | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1603 | NS      | $32076.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 Index                              | S&P 500 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -374 | NC      | $-5063960.00  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                            | Caterpillar Inc                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     29025 | NS      | $6953229.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                | Gentex Corp                                                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     50606 | NS      | $1380025.62   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                        | Cheniere Energy Inc                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      8394 | NS      | $1258764.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     69178 | NS      | $6446697.82   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                            | Weyerhaeuser Co                                                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     94015 | NS      | $2914465.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                         | First Horizon Corp                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     51859 | NS      | $1270545.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                              | Citigroup Inc                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     81507 | NS      | $3686561.61   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                  | News Corp                                                                   | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     78489 | NS      | $1428499.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                  | Tesla Inc                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    110669 | NS      | $13632207.42  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc        | Public Service Enterprise Group Inc                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    105501 | NS      | $6464046.27   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                               | Allegion plc                                                                | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | US        |     15381 | NS      | $1619004.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                             | ServiceNow Inc                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     12353 | NS      | $4796299.31   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com Inc                                 | JD.com Inc                                                                  | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |      5685 | NS      | $319099.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                | NVIDIA Corp                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    111295 | NS      | $16264651.30  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                  | Constellation Energy Corp                                                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     22757 | NS      | $1961880.97   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                | Target Corp                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     31203 | NS      | $4650495.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                               | Woodward Inc                                                                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      4597 | NS      | $444116.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc              | Jefferies Financial Group Inc                                               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     53398 | NS      | $1830483.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                 | Raytheon Technologies Corp                                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     99428 | NS      | $10034273.76  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc              | Automatic Data Processing Inc                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     28578 | NS      | $6826141.08   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 Index                              | S&P 500 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -378 | NC      | $-3598560.00  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                | Oracle Corp                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     81715 | NS      | $6679384.10   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                        | Harley-Davidson Inc                                                         | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     16446 | NS      | $684153.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** Nuveen S&P 500 Buy-Write Income Fund

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Vice President and Funds Controller