# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0001752724-23-048902
**Filing Date:** 2023-3
**Character Count:** 336625
**Document Hash:** 04e0537639f945e235606d477f6622ea
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-048902.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-048902

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EQ ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0001027263
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07953
- **FILM NUMBER:** 23690543

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 787 TRUST
- **DATE OF NAME CHANGE:** 19961125

## Series and Classes Contracts Data

### EQ/Large Cap Value Managed Volatility Portfolio (Series ID: S000009059)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000024610 | Class IA     |  |
| C000024611 | Class IB     |  |
| C000104171 | Class K      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EQ Advisors Trust

- **b. Investment Company Act file number:** 811-07953

- **c. CIK number of Registrant:** 0001027263

- **d. LEI of Registrant:** 549300Q691FLN6WHB832

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

  - **Street Address 1:** 1290 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 212-554-1234

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

- **a. Name of Series:** EQ/Large Cap Value Managed Volatility Portfolio

- **b. EDGAR series identifier (if any):** S000009059

- **c. LEI of Series:** 549300X0K3O3JK2WKL59

**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:** $3821632937.38

**Total Liabilities:** $94054982.60

**Net Assets:** $3727577954.78

**Cash Not Reported:** $251774284.44

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024610 | 9.10%                | 6.07%                | -4.46%               |
| Class ID C000104171 | 9.14%                | 6.12%                | -4.42%               |
| Class ID C000024611 | 9.06%                | 6.10%                | -4.48%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $17551761.85             | $298094789.22                              |
| Month 2  | $21375387.01             | $182050437.30                              |
| Month 3  | $6459039.98              | $-167243119.22                             |

**Designated Index Information**

- **Index Name:** Russell 1000 Value Index

- **Index Identifier:** RS1000V

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                               | CBRE Group, Inc., Class A                                           | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     17419 | NS      | $1340566.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                            | Brown & Brown, Inc.                                                 | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     23190 | NS      | $1321134.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                    | Host Hotels & Resorts, Inc.                                         | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     75153 | NS      | $1206205.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Intercontinental Exchange, Inc.                                     | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     58637 | NS      | $6015569.83   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Morningstar US Equity ETF              | iShares Morningstar U.S. Equity ETF                                 | CUSIP: 464287127<br>LEI: 5493009PL6SP423UWN97 | Long             |  | RF                | US        |      5416 | NS      | $285098.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                   | Oracle Corp.                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    154240 | NS      | $12607577.60  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co. (The)                          | Kraft Heinz Co. (The)                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     74217 | NS      | $3021374.07   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                 | Walgreens Boots Alliance, Inc.                                      | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    110409 | NS      | $4124880.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                       | Wintrust Financial Corp.                                            | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      6360 | NS      | $537547.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                | Eaton Corp. plc                                                     | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     87962 | NS      | $13805635.90  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                              | Match Group, Inc.                                                   | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      1906 | NS      | $79079.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                         | Monster Beverage Corp.                                              | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      2961 | NS      | $300630.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino, Inc.                                    | nCino, Inc.                                                         | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5928 | NS      | $156736.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                 | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    103567 | NS      | $3403211.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                                 | Carter's, Inc.                                                      | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      4046 | NS      | $301872.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories, Inc.                       | Dolby Laboratories, Inc., Class A                                   | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      6477 | NS      | $456887.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                     | Archer-Daniels-Midland Co.                                          | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     74936 | NS      | $6957807.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat, Inc.                                   | Viasat, Inc.                                                        | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      7627 | NS      | $241394.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                              | Exxon Mobil Corp.                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    443222 | NS      | $48887386.60  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA   | Cie Generale des Etablissements Michelin SCA                        | CUSIP: 59410T106<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |    498613 | NS      | $6925734.57   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Vulcan Materials Co.                           | Vulcan Materials Co.                                                | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      7197 | NS      | $1260266.67   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                        | Louisiana-Pacific Corp.                                             | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      7019 | NS      | $415524.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                 | Alphabet, Inc., Class A                                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     83108 | NS      | $7332618.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                    | Ionis Pharmaceuticals, Inc.                                         | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      1214 | NS      | $45852.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                  | Six Flags Entertainment Corp.                                       | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      3945 | NS      | $91721.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                      | United Therapeutics Corp.                                           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      4735 | NS      | $1316756.15   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                      | CubeSmart                                                           | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63695 | NS      | $2563723.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.   | Expeditors International of Washington, Inc.                        | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     11964 | NS      | $1243298.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                  | Walmart, Inc.                                                       | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    219677 | NS      | $31148001.83  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                               | Zions Bancorp NA                                                    | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     15810 | NS      | $777219.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                | CME Group, Inc.                                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     38111 | NS      | $6408745.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                | Ingredion, Inc.                                                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      6957 | NS      | $681299.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                | Interactive Brokers Group, Inc., Class A                            | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      9857 | NS      | $713153.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp.                             | QuantumScape Corp.                                                  | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26843 | NS      | $152199.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Valero Energy Corp.                            | Valero Energy Corp.                                                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     75002 | NS      | $9514753.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                          | PayPal Holdings, Inc.                                               | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    127781 | NS      | $9100562.82   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                     | Esab Corp.                                                          | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      5380 | NS      | $252429.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                         | Waste Management, Inc.                                              | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      2778 | NS      | $435812.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                               | OGE Energy Corp.                                                    | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     21198 | NS      | $838380.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                          | Landstar System, Inc.                                               | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       418 | NS      | $68092.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                     | Microchip Technology, Inc.                                          | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    150478 | NS      | $10571079.50  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                 | Amphenol Corp., Class A                                             | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     15299 | NS      | $1164865.86   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                        | Robinhood Markets, Inc., Class A                                    | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     59658 | NS      | $485616.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Loews Corp.                                    | Loews Corp.                                                         | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     21165 | NS      | $1234554.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                   | AMETEK, Inc.                                                        | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     24466 | NS      | $3418389.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                     | Chubb Ltd.                                                          | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     83427 | NS      | $18403996.20  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings, Inc.                   | Driven Brands Holdings, Inc.                                        | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5517 | NS      | $150669.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                         | Kyndryl Holdings, Inc.                                              | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     21479 | NS      | $238846.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                     | Baxter International, Inc.                                          | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     45117 | NS      | $2299613.49   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                                  | Polaris, Inc.                                                       | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      1553 | NS      | $156853.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                    | Huntington Bancshares, Inc.                                         | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    152370 | NS      | $2148417.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TD PRIME SVCS                                  | Other Repurchase Agreement                                          | CUSIP: N/A<br>LEI: 549300ZBQI1JB1844X09       | Long             | RA               | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CoStar Group, Inc.                             | CoStar Group, Inc.                                                  | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35758 | NS      | $2763378.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                   | NVIDIA Corp.                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     12031 | NS      | $1758210.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                  | Equifax, Inc.                                                       | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     30147 | NS      | $5859370.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                     | PG&E Corp.                                                          | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    164703 | NS      | $2678070.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                               | Amazon.com, Inc.                                                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     70826 | NS      | $5949384.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                                   | Gentex Corp.                                                        | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     24940 | NS      | $680113.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Portfolio S&P 500 Growth ETF              | SPDR Portfolio S&P 500 Growth ETF                                   | CUSIP: 78464A409<br>LEI: 549300VUPJJVH7HVPB06 | Long             |  | RF                | US        |     56300 | NS      | $2852721.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| BioMarin Pharmaceutical, Inc.                  | BioMarin Pharmaceutical, Inc.                                       | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     19592 | NS      | $2027576.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                  | Ovintiv, Inc.                                                       | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7813 | NS      | $396197.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.              | Equity LifeStyle Properties, Inc.                                   | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     86397 | NS      | $5581246.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                            | Carlisle Cos., Inc.                                                 | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       857 | NS      | $201952.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                 | EPR Properties                                                      | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      7858 | NS      | $296403.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                            | Flowers Foods, Inc.                                                 | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     19895 | NS      | $571782.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                               | Timken Co. (The)                                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      6615 | NS      | $467482.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                    | Jabil, Inc.                                                         | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      2623 | NS      | $178888.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                            | Syneos Health, Inc.                                                 | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      8974 | NS      | $329166.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                    | Xylem, Inc.                                                         | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     99149 | NS      | $10962904.93  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                     | Essex Property Trust, Inc.                                          | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      6900 | NS      | $1462248.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                             | nVent Electric plc                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     17535 | NS      | $674571.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                              | ICU Medical, Inc.                                                   | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      1743 | NS      | $274487.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti, Inc.                                 | Ubiquiti, Inc.                                                      | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       451 | NS      | $123362.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AECOM                                          | AECOM                                                               | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     13126 | NS      | $1114791.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics plc                       | Horizon Therapeutics plc                                            | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |      1669 | NS      | $189932.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                | Hilton Worldwide Holdings, Inc.                                     | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      7947 | NS      | $1004182.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                      | NVR, Inc.                                                           | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        89 | NS      | $410519.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                 | Doximity, Inc., Class A                                             | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6165 | NS      | $206897.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Northrop Grumman Corp.                         | Northrop Grumman Corp.                                              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     32673 | NS      | $17826715.53  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                      | KLA Corp.                                                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     21603 | NS      | $8144979.09   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                           | Curtiss-Wright Corp.                                                | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      4065 | NS      | $678814.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                       | Jazz Pharmaceuticals plc                                            | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |      6468 | NS      | $1030417.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.        | Mid-America Apartment Communities, Inc.                             | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     12189 | NS      | $1913551.11   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.             | BJ's Wholesale Club Holdings, Inc.                                  | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      5249 | NS      | $347273.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                       | Bristol-Myers Squibb Co.                                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    255159 | NS      | $18358690.05  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                              | Gen Digital, Inc.                                                   | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    161709 | NS      | $3465423.87   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                | Eli Lilly and Co.                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     16656 | NS      | $6093431.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                  | Danaher Corp.                                                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    124938 | NS      | $33161043.96  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                                  | Stryker Corp.                                                       | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     17362 | NS      | $4244835.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                          | Deckers Outdoor Corp.                                               | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       327 | NS      | $130525.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                          | Harley-Davidson, Inc.                                               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     14280 | NS      | $594048.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co. (The)                          | J M Smucker Co. (The)                                               | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     10944 | NS      | $1734186.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                         | Howmet Aerospace, Inc.                                              | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     35899 | NS      | $1414779.59   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp.                     | Brookfield Renewable Corp.                                          | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     13555 | NS      | $373304.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                 | Alphabet, Inc., Class C                                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    222148 | NS      | $19711192.04  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | Other Repurchase Agreement                                          | CUSIP: N/A<br>LEI: BSGEFEIOM18Y80CKCV46       | Long             | RA               | CORP              | CA        |  17000000 | PA      | $17000000.00  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Repligen Corp.                                 | Repligen Corp.                                                      | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      1691 | NS      | $286303.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier, Inc.                                  | Premier, Inc., Class A                                              | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12496 | NS      | $437110.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                  | Cummins, Inc.                                                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     14966 | NS      | $3626112.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                      | ATI, Inc.                                                           | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     60097 | NS      | $1794496.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                    | Intel Corp.                                                         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    497181 | NS      | $13140493.83  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                        | Boston Scientific Corp.                                             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    251302 | NS      | $11627743.54  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                  | Owens Corning                                                       | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     10286 | NS      | $877395.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.          | International Business Machines Corp.                               | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     38754 | NS      | $5460051.06   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                   | Marriott International, Inc., Class A                               | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     26629 | NS      | $3964791.81   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                | BlackRock, Inc.                                                     | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     23143 | NS      | $16399824.09  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.             | Madison Square Garden Sports Corp., Class A                         | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1002 | NS      | $183696.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                       | Bank OZK                                                            | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     11869 | NS      | $475472.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                   | Biogen, Inc.                                                        | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     17466 | NS      | $4836684.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                     | Constellation Brands, Inc., Class A                                 | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     47157 | NS      | $10928634.75  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                    | Phillips 66                                                         | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    119214 | NS      | $12407793.12  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                 | WP Carey, Inc.                                                      | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     20299 | NS      | $1586366.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd.                                     | Bunge Ltd.                                                          | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |     14875 | NS      | $1484078.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.              | Fidelity National Financial, Inc.                                   | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     78026 | NS      | $2935338.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                             | Crane Holdings Co.                                                  | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      4993 | NS      | $501546.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake, Inc.                                | Snowflake, Inc., Class A                                            | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      2085 | NS      | $299280.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                       | SBA Communications Corp.                                            | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      8742 | NS      | $2450470.02   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.           | Frontier Communications Parent, Inc.                                | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25999 | NS      | $662454.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                        | Republic Services, Inc.                                             | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     20497 | NS      | $2643908.03   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                          | Everest Re Group Ltd.                                               | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      6850 | NS      | $2269199.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                    | CH Robinson Worldwide, Inc.                                         | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      9479 | NS      | $867897.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                    | Apple, Inc.                                                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    180138 | NS      | $23405330.34  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                | PacWest Bancorp                                                     | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     12336 | NS      | $283111.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet, Inc.                                 | Freshpet, Inc.                                                      | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |      2128 | NS      | $112294.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc. | Charles River Laboratories International, Inc.                      | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       359 | NS      | $78226.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                  | Moody's Corp.                                                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     10507 | NS      | $2927460.34   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest, Inc.                                | Pinterest, Inc., Class A                                            | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48780 | NS      | $1184378.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital, Inc.                    | Spirit Realty Capital, Inc.                                         | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     14421 | NS      | $575830.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                | Automatic Data Processing, Inc.                                     | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      3639 | NS      | $869211.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp.                        | Chesapeake Energy Corp.                                             | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     12856 | NS      | $1213220.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| DoorDash, Inc.                                 | DoorDash, Inc., Class A                                             | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      3051 | NS      | $148949.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                   | Fiserv, Inc.                                                        | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     56867 | NS      | $5747547.69   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                             | Royalty Pharma plc, Class A                                         | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     38968 | NS      | $1540015.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                             | Devon Energy Corp.                                                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     35698 | NS      | $2195783.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                           | NextEra Energy, Inc.                                                | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    208656 | NS      | $17443641.60  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.            | Gaming and Leisure Properties, Inc.                                 | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     25919 | NS      | $1350120.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE NY BRANCH                     | Treasury Repurchase Agreement                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                         | Southwest Airlines Co.                                              | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     97337 | NS      | $3277336.79   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                               | Boeing Co. (The)                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     40125 | NS      | $7643411.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit, Inc.                                  | Enhabit, Inc.                                                       | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      5197 | NS      | $68392.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                            | Toll Brothers, Inc.                                                 | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      5511 | NS      | $275109.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                          | Sun Communities, Inc.                                               | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     18833 | NS      | $2693119.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                      | Fox Corp., Class A                                                  | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     31964 | NS      | $970746.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics, Inc.                      | Mirati Therapeutics, Inc.                                           | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |      4568 | NS      | $206976.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                         | Stifel Financial Corp.                                              | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     10966 | NS      | $640085.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage, Inc.                             | Life Storage, Inc.                                                  | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      8930 | NS      | $879605.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                  | Dropbox, Inc., Class A                                              | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      1976 | NS      | $44222.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble, Inc.                                  | Trimble, Inc.                                                       | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     26510 | NS      | $1340345.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                  | Starwood Property Trust, Inc.                                       | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     31004 | NS      | $568303.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                          | Cheniere Energy, Inc.                                               | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     11207 | NS      | $1680601.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions, Inc.                         | Univar Solutions, Inc.                                              | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     17447 | NS      | $554814.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                              | Ross Stores, Inc.                                                   | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     21113 | NS      | $2450585.91   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                          | Albertsons Cos., Inc., Class A                                      | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     17865 | NS      | $370520.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp.                                      | NCR Corp.                                                           | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     12792 | NS      | $299460.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                      | UGI Corp.                                                           | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     22224 | NS      | $823843.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                                  | Snap-on, Inc.                                                       | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      5582 | NS      | $1275431.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                           | American Express Co.                                                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    100316 | NS      | $14821689.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                    | Acadia Healthcare Co., Inc.                                         | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      9453 | NS      | $778170.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                          | JetBlue Airways Corp.                                               | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     34046 | NS      | $220618.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                        | Uber Technologies, Inc.                                             | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     26905 | NS      | $665360.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                               | Kroger Co. (The)                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    117338 | NS      | $5230928.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp.                             | DISH Network Corp., Class A                                         | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     26597 | NS      | $373421.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Allstate Corp. (The)                           | Allstate Corp. (The)                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     39635 | NS      | $5374506.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings, Inc.                 | Spectrum Brands Holdings, Inc.                                      | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      4230 | NS      | $257691.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                     | Digital Realty Trust, Inc.                                          | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     30161 | NS      | $3024243.47   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp. (The)                      | Howard Hughes Corp. (The)                                           | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      3888 | NS      | $297120.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                          | Camden Property Trust                                               | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     10081 | NS      | $1127862.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                           | Edison International                                                | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     39924 | NS      | $2539964.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                          | MGIC Investment Corp.                                               | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     32027 | NS      | $416351.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                   | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    360763 | NS      | $63728783.95  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                              | Merck & Co., Inc.                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    355909 | NS      | $39488103.55  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                               | Mastercard, Inc., Class A                                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     10037 | NS      | $3490166.01   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                 | DTE Energy Co.                                                      | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     20484 | NS      | $2407484.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                     | AT&T, Inc.                                                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    784477 | NS      | $14442221.57  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp.                             | Hormel Foods Corp.                                                  | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     30438 | NS      | $1386450.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                          | American Homes 4 Rent, Class A                                      | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     32198 | NS      | $970447.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp.                        | Liberty Broadband Corp., Class A                                    | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      1040 | NS      | $78884.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                               | Roche Holding AG                                                    | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     59736 | NS      | $2338664.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics, Inc.                             | 10X Genomics, Inc., Class A                                         | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |      1016 | NS      | $37023.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                       | Equitable Holdings, Inc.                                            | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     39719 | NS      | $1139935.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                   | Pfizer, Inc.                                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    866073 | NS      | $44377580.52  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                        | Lumentum Holdings, Inc.                                             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      7318 | NS      | $381780.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Unity Software, Inc.                           | Unity Software, Inc.                                                | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      7440 | NS      | $212709.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ally Financial, Inc.                           | Ally Financial, Inc.                                                | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     32724 | NS      | $800101.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                           | Teladoc Health, Inc.                                                | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     15410 | NS      | $364446.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                              | TripAdvisor, Inc.                                                   | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      9963 | NS      | $179134.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.         | Bright Horizons Family Solutions, Inc.                              | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4383 | NS      | $276567.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                    | Pentair plc                                                         | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     17466 | NS      | $785620.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                          | Las Vegas Sands Corp.                                               | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     22019 | NS      | $1058453.33   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co.                        | Southwestern Energy Co.                                             | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    109750 | NS      | $642037.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                     | EastGroup Properties, Inc.                                          | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      4366 | NS      | $646429.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex, Inc.                                 | Teleflex, Inc.                                                      | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      4981 | NS      | $1243407.03   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                           | Middleby Corp. (The)                                                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      5284 | NS      | $707527.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                    | Tesla, Inc.                                                         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     10940 | NS      | $1347589.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, Inc.                                      | RXO, Inc.                                                           | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     10040 | NS      | $172688.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp.                            | IPG Photonics Corp.                                                 | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      3567 | NS      | $337687.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                             | Atmos Energy Corp.                                                  | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     95777 | NS      | $10733728.39  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                        | Regions Financial Corp.                                             | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     99239 | NS      | $2139592.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                          | Range Resources Corp.                                               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      9247 | NS      | $231359.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                            | Capri Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |     14286 | NS      | $818873.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                             | Under Armour, Inc., Class C                                         | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     21221 | NS      | $189291.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                | Federal Realty Investment Trust                                     | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8520 | NS      | $860860.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                          | Assured Guaranty Ltd.                                               | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |      6312 | NS      | $392985.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co.                       | Becton Dickinson and Co.                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     30174 | NS      | $7673248.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                    | Nucor Corp.                                                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     27783 | NS      | $3662077.23   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                         | Juniper Networks, Inc.                                              | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     33925 | NS      | $1084243.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                     | Prudential Financial, Inc.                                          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     39848 | NS      | $3963282.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp, Inc.               | New York Community Bancorp, Inc.                                    | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     48899 | NS      | $420531.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                      | Aptiv plc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |     21501 | NS      | $2002388.13   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp.                                      | LKQ Corp.                                                           | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     27255 | NS      | $1455689.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp.                         | Playtika Holding Corp.                                              | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |       944 | NS      | $8033.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                   | Grand Canyon Education, Inc.                                        | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      3339 | NS      | $352798.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                    | United Parcel Service, Inc., Class B                                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      8437 | NS      | $1466688.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                    | Kirby Corp.                                                         | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      6336 | NS      | $407721.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                 | TopBuild Corp.                                                      | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       535 | NS      | $83722.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co.                              | Genuine Parts Co.                                                   | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     13547 | NS      | $2350539.97   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                       | Marvell Technology, Inc.                                            | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90120 | NS      | $3338044.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                     | Simon Property Group, Inc.                                          | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     17839 | NS      | $2095725.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares S&P 500 Value ETF                      | iShares S&P 500 Value ETF                                           | CUSIP: 464287408<br>LEI: 549300CBC7RH6BCDVO32 | Long             |  | RF                | US        |    214891 | NS      | $31174237.37  | 0.84%             |  |  |  | No            |                  1 | On Loan: —       |
| Hewlett Packard Enterprise Co.                 | Hewlett Packard Enterprise Co.                                      | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    137903 | NS      | $2200931.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                              | Morningstar, Inc.                                                   | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       248 | NS      | $53714.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.     | Knight-Swift Transportation Holdings, Inc.                          | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16560 | NS      | $867909.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                           | Steel Dynamics, Inc.                                                | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     18383 | NS      | $1796019.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.               | Omega Healthcare Investors, Inc.                                    | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     24947 | NS      | $697268.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Raymond James Financial, Inc.                  | Raymond James Financial, Inc.                                       | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     19010 | NS      | $2031218.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                         | US Foods Holding Corp.                                              | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     21422 | NS      | $728776.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                        | Aramark                                                             | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     24609 | NS      | $1017336.06   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc             | Johnson Controls International plc                                  | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |    157237 | NS      | $10063168.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                 | Teradyne, Inc.                                                      | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1546 | NS      | $135043.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                 | Assurant, Inc.                                                      | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      5304 | NS      | $663318.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                        | Molina Healthcare, Inc.                                             | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1362 | NS      | $449759.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                               | Globe Life, Inc.                                                    | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      9493 | NS      | $1144381.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                            | First Republic Bank                                                 | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     19306 | NS      | $2353208.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co., Inc.                                | KKR & Co., Inc.                                                     | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |    104895 | NS      | $4869225.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                              | HF Sinclair Corp.                                                   | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15469 | NS      | $802686.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp.                        | Credit Acceptance Corp.                                             | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       641 | NS      | $304090.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hartford Financial Services Group, Inc. (The)  | Hartford Financial Services Group, Inc. (The)                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     50823 | NS      | $3853908.09   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                               | Tetra Tech, Inc.                                                    | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      3331 | NS      | $483627.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamf Holding Corp.                             | Jamf Holding Corp.                                                  | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |       983 | NS      | $20937.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                        | Progressive Corp. (The)                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    116716 | NS      | $15139232.36  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings, Inc.                        | Bill.com Holdings, Inc.                                             | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     10358 | NS      | $1128607.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                      | Nexstar Media Group, Inc., Class A                                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      3598 | NS      | $629757.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                              | QuidelOrtho Corp.                                                   | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      5244 | NS      | $449253.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery, Inc.                    | Warner Bros Discovery, Inc.                                         | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     66631 | NS      | $631661.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.      | Westinghouse Air Brake Technologies Corp.                           | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     19219 | NS      | $1918248.39   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health, Inc.                           | Signify Health, Inc., Class A                                       | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7119 | NS      | $204030.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                         | Home Depot, Inc. (The)                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     46122 | NS      | $14568094.92  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                            | General Mills, Inc.                                                 | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     63294 | NS      | $5307201.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                       | Jones Lang LaSalle, Inc.                                            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      5067 | NS      | $807527.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                                 | Illumina, Inc.                                                      | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     16692 | NS      | $3375122.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Value ETF                             | Vanguard Value ETF                                                  | CUSIP: 922908744<br>LEI: N/A                  | Long             |  | RF                | US        |    483601 | NS      | $67883072.37  | 1.82%             |  |  |  | No            |                  1 | On Loan: —       |
| Comerica, Inc.                                 | Comerica, Inc.                                                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     13867 | NS      | $927008.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC, Inc.                                      | IAC, Inc.                                                           | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      8258 | NS      | $366655.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                               | Stericycle, Inc.                                                    | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      9729 | NS      | $485379.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co., Inc.                          | McCormick & Co., Inc. (Non-Voting)                                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     26616 | NS      | $2206200.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp.                                  | Newmont Corp.                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     84401 | NS      | $3983727.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.              | Pinnacle Financial Partners, Inc.                                   | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      7955 | NS      | $583897.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                 | Exelixis, Inc.                                                      | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      4494 | NS      | $72083.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                     | Corebridge Financial, Inc.                                          | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      8423 | NS      | $168965.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Advance Auto Parts, Inc.                       | Advance Auto Parts, Inc.                                            | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      5971 | NS      | $877916.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                      | UDR, Inc.                                                           | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     34372 | NS      | $1331227.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                  | Popular, Inc.                                                       | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      7802 | NS      | $517428.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                 | Coherent Corp.                                                      | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     11401 | NS      | $400175.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                       | Skyworks Solutions, Inc.                                            | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     17074 | NS      | $1555953.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                         | Trane Technologies plc                                              | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     32722 | NS      | $5500240.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                          | Dentsply Sirona, Inc.                                               | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     22746 | NS      | $724232.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                      | Williams Cos., Inc. (The)                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    129345 | NS      | $4255450.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES, Inc.                          | GLOBALFOUNDRIES, Inc.                                               | CUSIP: N/A<br>LEI: 549300BA76VK784VMX48       | Long             | EC               | CORP              | KY        |      5102 | NS      | $274946.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| American Water Works Co., Inc.                 | American Water Works Co., Inc.                                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     19228 | NS      | $2930731.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                           | Globus Medical, Inc., Class A                                       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      7564 | NS      | $561778.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                         | Lincoln National Corp.                                              | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     14283 | NS      | $438773.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp.                                 | Seaboard Corp.                                                      | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        27 | NS      | $101930.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                                 | VeriSign, Inc.                                                      | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      8902 | NS      | $1828826.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                  | Hologic, Inc.                                                       | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     45443 | NS      | $3399590.83   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.               | Old Republic International Corp.                                    | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     30015 | NS      | $724862.25    | 0.02%             |  |  |  | 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        |    123893 | NS      | $19567660.42  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co.                               | Weyerhaeuser Co.                                                    | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     79045 | NS      | $2450395.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp.                     | Cincinnati Financial Corp.                                          | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     92825 | NS      | $9504351.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                   | CarMax, Inc.                                                        | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15053 | NS      | $916577.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger, Inc.                              | WW Grainger, Inc.                                                   | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      4408 | NS      | $2451950.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos., Inc. (The)                     | Travelers Cos., Inc. (The)                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     56850 | NS      | $10658806.50  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                          | Mercury Systems, Inc.                                               | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      6037 | NS      | $270095.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                              | First Solar, Inc.                                                   | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     11278 | NS      | $1689331.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                   | Genpact Ltd.                                                        | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |      9045 | NS      | $418964.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                            | Regal Rexnord Corp.                                                 | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     28574 | NS      | $3428308.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                            | Rithm Capital Corp.                                                 | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     45282 | NS      | $369953.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                      | Church & Dwight Co., Inc.                                           | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     14102 | NS      | $1136762.22   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                    | Adobe, Inc.                                                         | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     32933 | NS      | $11082942.49  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                            | Acuity Brands, Inc.                                                 | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8334 | NS      | $1380193.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                          | Regency Centers Corp.                                               | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     18191 | NS      | $1136937.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                          | Pilgrim's Pride Corp.                                               | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      2405 | NS      | $57070.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.                | Ultragenyx Pharmaceutical, Inc.                                     | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      1566 | NS      | $72552.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp.                                     | Hess Corp.                                                          | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      6488 | NS      | $920128.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | Altria Group, Inc.                                                  | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    192486 | NS      | $8798535.06   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P 500 ETF                       | iShares Core S&P 500 ETF                                            | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             |  | RF                | US        |       794 | NS      | $305062.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp.                                | NewMarket Corp.                                                     | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       627 | NS      | $195065.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer, Inc.                              | PerkinElmer, Inc.                                                   | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     13391 | NS      | $1877686.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty SiriusXM           | Liberty Media Corp.-Liberty SiriusXM, Class A                       | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5752 | NS      | $226111.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                            | Vertiv Holdings Co.                                                 | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     27132 | NS      | $370623.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International, Inc.                     | Lennox International, Inc.                                          | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      3391 | NS      | $811228.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                     | Performance Food Group Co.                                          | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     11155 | NS      | $651340.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                         | General Dynamics Corp.                                              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     96761 | NS      | $24007371.71  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp.                             | Ralph Lauren Corp.                                                  | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      4493 | NS      | $474775.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                 | Autodesk, Inc.                                                      | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     42693 | NS      | $7978040.91   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                     | Bio-Rad Laboratories, Inc., Class A                                 | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      2270 | NS      | $954512.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                    | Sysco Corp.                                                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     94069 | NS      | $7191575.05   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group, Inc.                          | TransDigm Group, Inc.                                               | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3343 | NS      | $2104919.95   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                                 | Huntsman Corp.                                                      | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     20289 | NS      | $557541.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                | Universal Health Services, Inc., Class B                            | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      6746 | NS      | $950443.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                     | Builders FirstSource, Inc.                                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     16371 | NS      | $1062150.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                   | Royal Caribbean Cruises Ltd.                                        | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |     23385 | NS      | $1155920.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft, Inc.                                     | Lyft, Inc., Class A                                                 | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     49089 | NS      | $540960.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                   | Ventas, Inc.                                                        | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     42389 | NS      | $1909624.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                     | Axis Capital Holdings Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      8259 | NS      | $447390.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software, Inc.                           | Coupa Software, Inc.                                                | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |      3546 | NS      | $280736.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                  | Ashland, Inc.                                                       | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      5377 | NS      | $578188.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                      | Consolidated Edison, Inc.                                           | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     37685 | NS      | $3591757.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp.                            | CNA Financial Corp.                                                 | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      2896 | NS      | $122442.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands, Inc.                            | Newell Brands, Inc.                                                 | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     40074 | NS      | $524167.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                         | Freeport-McMoRan, Inc.                                              | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    151447 | NS      | $5754986.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                   | Natera, Inc.                                                        | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       650 | NS      | $26110.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                             | Southern Co. (The)                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    210896 | NS      | $15060083.36  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's, Inc.                                 | Leslie's, Inc.                                                      | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1849 | NS      | $22576.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                     | MSCI, Inc.                                                          | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      2067 | NS      | $961506.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Informatica, Inc.                              | Informatica, Inc., Class A                                          | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3193 | NS      | $52013.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GXO Logistics, Inc.                            | GXO Logistics, Inc.                                                 | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      9990 | NS      | $426473.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp.                             | Kimco Realty Corp.                                                  | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     64120 | NS      | $1358061.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                     | Sherwin-Williams Co. (The)                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     17904 | NS      | $4249156.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash, Inc.                          | Mister Car Wash, Inc.                                               | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2319 | NS      | $21404.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Celanese Corp.                                 | Celanese Corp.                                                      | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     11497 | NS      | $1175453.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                | Annaly Capital Management, Inc.                                     | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     45716 | NS      | $963693.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Mattel, Inc.                                   | Mattel, Inc.                                                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     19329 | NS      | $344829.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                       | Diamondback Energy, Inc.                                            | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      7882 | NS      | $1078099.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                | Citigroup, Inc.                                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    293525 | NS      | $13276135.75  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                                | Brunswick Corp.                                                     | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      6497 | NS      | $468303.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                      | Darling Ingredients, Inc.                                           | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     15813 | NS      | $989735.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                       | Cousins Properties, Inc.                                            | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     16031 | NS      | $405423.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp.                                   | Cognex Corp.                                                        | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      1273 | NS      | $59971.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                          | Axon Enterprise, Inc.                                               | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      1621 | NS      | $268972.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                             | Ryder System, Inc.                                                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      5247 | NS      | $438491.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                               | Royal Gold, Inc.                                                    | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      6504 | NS      | $733130.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                   | LyondellBasell Industries NV, Class A                               | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |     84960 | NS      | $7054228.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                             | Under Armour, Inc., Class A                                         | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     20001 | NS      | $203210.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                  | Corteva, Inc.                                                       | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    308353 | NS      | $18124989.34  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp.                           | Exact Sciences Corp.                                                | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     15199 | NS      | $752502.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                     | News Corp., Class A                                                 | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     40969 | NS      | $745635.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                   | Watsco, Inc.                                                        | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      1647 | NS      | $410761.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                          | Williams-Sonoma, Inc.                                               | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      1515 | NS      | $174103.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                        | Element Solutions, Inc.                                             | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     24252 | NS      | $441143.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                    | HEICO Corp.                                                         | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       301 | NS      | $46245.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                                | TD SYNNEX Corp.                                                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      4524 | NS      | $428468.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                               | S&P Global, Inc.                                                    | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     35417 | NS      | $11862569.98  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                         | Encompass Health Corp.                                              | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     10395 | NS      | $621724.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                      | APA Corp.                                                           | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     34542 | NS      | $1612420.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                    | Prosperity Bancshares, Inc.                                         | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9294 | NS      | $675487.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                        | Columbia Sportswear Co.                                             | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      3823 | NS      | $334818.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co. (The)                               | Clorox Co. (The)                                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      2237 | NS      | $313918.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                      | Linde plc                                                           | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |     42182 | NS      | $13758924.76  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd.           | White Mountains Insurance Group Ltd.                                | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |       299 | NS      | $422884.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                              | Eversource Energy                                                   | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     36594 | NS      | $3068040.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                   | Nasdaq, Inc.                                                        | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    141620 | NS      | $8688387.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                 | AutoZone, Inc.                                                      | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      1647 | NS      | $4061798.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)          | Interpublic Group of Cos., Inc. (The)                               | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     41740 | NS      | $1390359.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                    | Discover Financial Services                                         | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     28974 | NS      | $2834526.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                           | Otis Worldwide Corp.                                                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     55281 | NS      | $4329055.11   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                             | Brown-Forman Corp., Class A                                         | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1989 | NS      | $130796.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                       | Darden Restaurants, Inc.                                            | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     11831 | NS      | $1636582.23   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                | Wolfspeed, Inc.                                                     | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     12266 | NS      | $846844.64    | 0.02%             |  |  |  | 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        |      1903 | NS      | $38079.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Russell 1000 Value                    | Vanguard Russell 1000 Value                                         | CUSIP: 92206C714<br>LEI: N/A                  | Long             |  | RF                | US        |    691600 | NS      | $46046728.00  | 1.24%             |  |  |  | No            |                  1 | On Loan: —       |
| METROPOLITAN LIFE INSURANCE COMPANY            | Treasury Repurchase Agreement                                       | CUSIP: N/A<br>LEI: 549300H7EXFMRS487544       | Long             | RA               | CORP              | US        |  15000000 | PA      | $15000000.00  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd.                                   | Invesco Ltd.                                                        | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |     39638 | NS      | $713087.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                                  | Rollins, Inc.                                                       | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      1820 | NS      | $66502.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp.                                  | Fortive Corp.                                                       | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     38090 | NS      | $2447282.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                             | Zillow Group, Inc., Class C                                         | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     15976 | NS      | $514586.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                      | Fox Corp., Class B                                                  | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     15119 | NS      | $430135.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                | Live Nation Entertainment, Inc.                                     | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      8177 | NS      | $570263.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                 | Broadcom, Inc.                                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3376 | NS      | $1887622.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                 | McKesson Corp.                                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     32524 | NS      | $12200402.88  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT, Inc.                                      | ADT, Inc.                                                           | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22185 | NS      | $201217.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                                | Gap, Inc. (The)                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     20994 | NS      | $236812.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                                 | Teradata Corp.                                                      | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      4975 | NS      | $167458.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Portfolio S&P 500 Value ETF               | SPDR Portfolio S&P 500 Value ETF                                    | CUSIP: 78464A508<br>LEI: 549300Q000TDS51V8H46 | Long             |  | RF                | US        |    946500 | NS      | $36809385.00  | 0.99%             |  |  |  | No            |                  1 | On Loan: —       |
| Roper Technologies, Inc.                       | Roper Technologies, Inc.                                            | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     11216 | NS      | $4846321.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd.                                    | Lazard Ltd., Class A                                                | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |      9486 | NS      | $328879.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                    | ANSYS, Inc.                                                         | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |     41190 | NS      | $9951092.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                            | Kilroy Realty Corp.                                                 | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     12337 | NS      | $477071.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd.                                    | Amdocs Ltd.                                                         | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     12823 | NS      | $1165610.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies, Inc.                        | SoFi Technologies, Inc.                                             | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |     84393 | NS      | $389051.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Littelfuse, Inc.                               | Littelfuse, Inc.                                                    | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      2566 | NS      | $565033.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon, Inc.                                    | Alcon, Inc.                                                         | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |    105998 | NS      | $7266162.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp.                                | Whirlpool Corp.                                                     | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      9908 | NS      | $1401585.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                         | Alaska Air Group, Inc.                                              | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     24220 | NS      | $1040006.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    211502 | NS      | $23220804.58  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co.                                   | Westrock Co.                                                        | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     26905 | NS      | $945979.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                        | International Paper Co.                                             | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     38379 | NS      | $1329064.77   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                           | Meta Platforms, Inc., Class A                                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    218492 | NS      | $26293327.28  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                  | Medtronic plc                                                       | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |    332144 | NS      | $25814231.68  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                      | MDU Resources Group, Inc.                                           | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21442 | NS      | $650550.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                 | United Airlines Holdings, Inc.                                      | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     34629 | NS      | $1305513.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.               | Air Products and Chemicals, Inc.                                    | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     23527 | NS      | $7252433.02   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                    | Capital One Financial Corp.                                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    137323 | NS      | $12765546.08  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                         | BWX Technologies, Inc.                                              | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      5912 | NS      | $343368.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co.                  | Graphic Packaging Holding Co.                                       | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7434 | NS      | $165406.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware, Inc.                                   | VMware, Inc., Class A                                               | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     11380 | NS      | $1397008.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                           | Carrier Global Corp.                                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     90020 | NS      | $3713325.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging SA                      | Ardagh Metal Packaging SA                                           | CUSIP: N/A<br>LEI: 5493009WKQTU4FN9G032       | Long             | EC               | CORP              | LU        |     10653 | NS      | $51240.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                            | S&P Midcap 400 E-Mini Index                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       357 | NC      | $-2561935.87  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp.                            | TFS Financial Corp.                                                 | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5316 | NS      | $76603.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX, Inc.                                      | WEX, Inc.                                                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      1292 | NS      | $211435.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                               | Concentrix Corp.                                                    | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4582 | NS      | $610139.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings, Inc.                    | DoubleVerify Holdings, Inc.                                         | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       874 | NS      | $19193.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                    | Keysight Technologies, Inc.                                         | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1408 | NS      | $240866.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                       | VF Corp.                                                            | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     37114 | NS      | $1024717.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                        | Aon plc, Class A                                                    | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     32422 | NS      | $9731139.08   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.              | Philip Morris International, Inc.                                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    164686 | NS      | $16667870.06  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, Inc.                                      | IAA, Inc.                                                           | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      2429 | NS      | $97160.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                            | SVB Financial Group                                                 | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      2256 | NS      | $519195.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                        | Avis Budget Group, Inc.                                             | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      3157 | NS      | $517527.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                       | Willis Towers Watson plc                                            | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |     21933 | NS      | $5364373.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp.                                     | IDEX Corp.                                                          | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      6630 | NS      | $1513827.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                 | Carnival Corp.                                                      | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    101624 | NS      | $819089.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Okta, Inc.                                     | Okta, Inc.                                                          | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     13681 | NS      | $934822.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.             | Hawaiian Electric Industries, Inc.                                  | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     11547 | NS      | $483241.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                            | Sonoco Products Co.                                                 | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     10329 | NS      | $627073.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                   | Chemed Corp.                                                        | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       999 | NS      | $509919.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International, Inc.                | Robert Half International, Inc.                                     | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     29875 | NS      | $2205671.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                            | Realty Income Corp.                                                 | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     65625 | NS      | $4162593.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                   | Grocery Outlet Holding Corp.                                        | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8671 | NS      | $253106.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                            | Clean Harbors, Inc.                                                 | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      5411 | NS      | $617503.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp.                                   | Markel Corp.                                                        | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      1094 | NS      | $1441334.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive, Inc.                      | Peloton Interactive, Inc., Class A                                  | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |     32061 | NS      | $254564.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon Oil Corp.                             | Marathon Oil Corp.                                                  | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     71712 | NS      | $1941243.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group plc                    | Reckitt Benckiser Group plc                                         | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |     28371 | NS      | $1973571.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp.             | Marriott Vacations Worldwide Corp.                                  | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      4069 | NS      | $547646.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                         | Keurig Dr Pepper, Inc.                                              | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     91071 | NS      | $3247591.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Procore Technologies, Inc.                     | Procore Technologies, Inc.                                          | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |      2076 | NS      | $97945.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Growth ETF                            | Vanguard Growth ETF                                                 | CUSIP: 922908736<br>LEI: N/A                  | Long             |  | RF                | US        |     15890 | NS      | $3386317.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes, Inc.                         | Invitation Homes, Inc.                                              | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64333 | NS      | $1906830.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                        | Arch Capital Group Ltd.                                             | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     35529 | NS      | $2230510.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                  | Comcast Corp., Class A                                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    831756 | NS      | $29086507.32  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy, Inc.                                  | GoDaddy, Inc., Class A                                              | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     14320 | NS      | $1071422.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp.                        | Liberty Broadband Corp., Class C                                    | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      7013 | NS      | $534881.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                              | Xcel Energy, Inc.                                                   | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    222969 | NS      | $15632356.59  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.          | Ollie's Bargain Outlet Holdings, Inc.                               | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      6286 | NS      | $294436.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                           | Conagra Brands, Inc.                                                | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     49977 | NS      | $1934109.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                              | Hanesbrands, Inc.                                                   | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     36995 | NS      | $235288.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                       | Motorola Solutions, Inc.                                            | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     17484 | NS      | $4505801.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply, Inc.                 | SiteOne Landscape Supply, Inc.                                      | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      1851 | NS      | $217159.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding, Inc.                     | Ceridian HCM Holding, Inc.                                          | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     11767 | NS      | $754853.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co.                  | Canadian National Railway Co.                                       | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     17523 | NS      | $2083134.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co., Inc.              | Petco Health & Wellness Co., Inc.                                   | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |      8542 | NS      | $80978.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                       | Lumen Technologies, Inc.                                            | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    109060 | NS      | $569293.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                 | GameStop Corp., Class A                                             | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     28497 | NS      | $526054.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardinal Health, Inc.                          | Cardinal Health, Inc.                                               | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     48953 | NS      | $3763017.11   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.          | Public Service Enterprise Group, Inc.                               | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     52875 | NS      | $3239651.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                     | News Corp., Class B                                                 | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     12821 | NS      | $236419.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                         | Antero Resources Corp.                                              | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     10716 | NS      | $332088.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials, Inc.                          | Eagle Materials, Inc.                                               | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       674 | NS      | $89540.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp. of America Holdings           | Laboratory Corp. of America Holdings                                | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      9593 | NS      | $2258959.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                            | Expedia Group, Inc.                                                 | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7888 | NS      | $690988.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings, Inc.              | Spirit AeroSystems Holdings, Inc., Class A                          | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27848 | NS      | $824300.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                               | Blackstone, Inc., Class A                                           | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     90172 | NS      | $6689860.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp.                             | UWM Holdings Corp.                                                  | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       905 | NS      | $2995.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Diageo plc                                     | Diageo plc                                                          | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |    136060 | NS      | $6003875.46   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                  | Netflix, Inc.                                                       | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     25542 | NS      | $7531824.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp.                                   | Enovis Corp.                                                        | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      5374 | NS      | $287616.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.           | Mitsubishi UFJ Financial Group, Inc.                                | CUSIP: 606822104<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    772651 | NS      | $5153582.17   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                       | Arthur J Gallagher & Co.                                            | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     19574 | NS      | $3690481.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                                          | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    142601 | NS      | $6218829.61   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                      | PPL Corp.                                                           | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     78253 | NS      | $2286552.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                         | Tenet Healthcare Corp.                                              | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     11283 | NS      | $550497.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power, Inc.                               | Plug Power, Inc.                                                    | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |     27734 | NS      | $343069.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Activision Blizzard, Inc.                      | Activision Blizzard, Inc.                                           | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     82532 | NS      | $6317824.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co.                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    554159 | NS      | $22881225.11  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                      | Rockwell Automation, Inc.                                           | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      4013 | NS      | $1033628.41   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                        | Synovus Financial Corp.                                             | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     15282 | NS      | $573839.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                   | Macy's, Inc.                                                        | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     28606 | NS      | $590713.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                   | Azenta, Inc.                                                        | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      7861 | NS      | $457667.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                                | Perrigo Co. plc                                                     | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |     14255 | NS      | $485952.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                        | KeyCorp                                                             | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     98650 | NS      | $1718483.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.          | Alexandria Real Estate Equities, Inc.                               | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     17200 | NS      | $2505524.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund, IM Shares    | JPMorgan Prime Money Market Fund, IM Shares                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  62690792 | NS      | $62722136.94  | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Berkley Corp.                               | W R Berkley Corp.                                                   | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     21856 | NS      | $1586089.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                            | Cisco Systems, Inc.                                                 | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    441883 | NS      | $21051306.12  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                         | Antero Midstream Corp.                                              | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35691 | NS      | $385105.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                           | Travel + Leisure Co.                                                | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      2453 | NS      | $89289.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                | Starbucks Corp.                                                     | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     77995 | NS      | $7737104.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)               | Goodyear Tire & Rubber Co. (The)                                    | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     26317 | NS      | $267117.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PepsiCo, Inc.                                  | PepsiCo, Inc.                                                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     61932 | NS      | $11188635.12  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                  | Corning, Inc.                                                       | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     75443 | NS      | $2409649.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                      | KBR, Inc.                                                           | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      5180 | NS      | $273504.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp                                                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     72341 | NS      | $2373508.21   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                               | AptarGroup, Inc.                                                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      6951 | NS      | $764470.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                              | FirstEnergy Corp.                                                   | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     57660 | NS      | $2418260.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp.                    | Definitive Healthcare Corp.                                         | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1703 | NS      | $18715.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                         | Cleveland-Cliffs, Inc.                                              | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     54246 | NS      | $873903.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                   | Casey's General Stores, Inc.                                        | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      3935 | NS      | $882817.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.           | Cognizant Technology Solutions Corp., Class A                       | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     55266 | NS      | $3160662.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.            | First Industrial Realty Trust, Inc.                                 | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13984 | NS      | $674867.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    419256 | NS      | $56222229.60  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                                  | Oshkosh Corp.                                                       | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     68474 | NS      | $6038722.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginkgo Bioworks Holdings, Inc.                 | Ginkgo Bioworks Holdings, Inc.                                      | CUSIP: 37611X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75083 | NS      | $126890.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Huntington Ingalls Industries, Inc.            | Huntington Ingalls Industries, Inc.                                 | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      3259 | NS      | $751786.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)            | Hanover Insurance Group, Inc. (The)                                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      3757 | NS      | $507683.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 1000 ETF                       | iShares Russell 1000 ETF                                            | CUSIP: 464287622<br>LEI: 549300R9T7XRZ4D3YF43 | Long             |  | RF                | US        |      1631 | NS      | $343358.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NiSource, Inc.                                 | NiSource, Inc.                                                      | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     43108 | NS      | $1182021.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services, Inc.               | JB Hunt Transport Services, Inc.                                    | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       965 | NS      | $168257.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                       | Berkshire Hathaway, Inc., Class B                                   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    191740 | NS      | $59228486.00  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                      | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    265635 | NS      | $22584287.70  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                          | Affirm Holdings, Inc.                                               | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18845 | NS      | $182231.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PPG Industries, Inc.                           | PPG Industries, Inc.                                                | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     54488 | NS      | $6851321.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                              | T-Mobile US, Inc.                                                   | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     93012 | NS      | $13021680.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                          | Quanta Services, Inc.                                               | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      6859 | NS      | $977407.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety, Inc.                               | MSA Safety, Inc.                                                    | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      2406 | NS      | $346921.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                                 | Evercore, Inc., Class A                                             | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      3870 | NS      | $422139.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                    | Axalta Coating Systems Ltd.                                         | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     17742 | NS      | $451888.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                   | Advanced Micro Devices, Inc.                                        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     36391 | NS      | $2357045.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                  | Certara, Inc.                                                       | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4367 | NS      | $70177.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                 | Apollo Global Management, Inc.                                      | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11605 | NS      | $740282.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings, Inc.                    | Hertz Global Holdings, Inc.                                         | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     21623 | NS      | $332777.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                     | Constellation Energy Corp.                                          | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     34675 | NS      | $2989331.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                     | Ball Corp.                                                          | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     19711 | NS      | $1008020.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                    | Ciena Corp.                                                         | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     15806 | NS      | $805789.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings, Inc.               | AMC Entertainment Holdings, Inc., Class A                           | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |     54862 | NS      | $223288.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NOV, Inc.                                      | NOV, Inc.                                                           | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     41548 | NS      | $867937.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                     | AGCO Corp.                                                          | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      5719 | NS      | $793168.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                       | HP, Inc.                                                            | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     80860 | NS      | $2172708.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                   | Vertex Pharmaceuticals, Inc.                                        | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1522 | NS      | $439523.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                            | Post Holdings, Inc.                                                 | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      5806 | NS      | $524049.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                | Primerica, Inc.                                                     | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      3950 | NS      | $560189.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                              | Lowe's Cos., Inc.                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     54475 | NS      | $10853599.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                           | Analog Devices, Inc.                                                | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     61627 | NS      | $10108676.81  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath, Inc.                                   | UiPath, Inc., Class A                                               | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |     35965 | NS      | $457115.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                   | Kohl's Corp.                                                        | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     13583 | NS      | $342970.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                       | Schneider National, Inc., Class B                                   | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      5733 | NS      | $134152.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd.                              | Schlumberger Ltd.                                                   | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    150098 | NS      | $8024239.08   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                             | Chemours Co. (The)                                                  | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      6505 | NS      | $199183.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                          | Colgate-Palmolive Co.                                               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     33871 | NS      | $2668696.09   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                        | Applied Materials, Inc.                                             | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     26767 | NS      | $2606570.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                      | Cboe Global Markets, Inc.                                           | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     11239 | NS      | $1410157.33   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd.                                   | Wix.com Ltd.                                                        | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |      1265 | NS      | $97189.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Russell 1000 Growth ETF               | Vanguard Russell 1000 Growth ETF                                    | CUSIP: 92206C680<br>LEI: N/A                  | Long             |  | RF                | US        |     50000 | NS      | $2756000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Roche Holding AG                               | Roche Holding AG                                                    | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      4452 | NS      | $1398697.89   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates, Inc.                     | Manhattan Associates, Inc.                                          | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      2551 | NS      | $309691.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.                | Rexford Industrial Realty, Inc.                                     | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     18176 | NS      | $993136.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.            | Take-Two Interactive Software, Inc.                                 | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      2983 | NS      | $310619.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                      | EQT Corp.                                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     39124 | NS      | $1323564.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                   | Exelon Corp.                                                        | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    129780 | NS      | $5610389.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                             | Henry Schein, Inc.                                                  | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     14352 | NS      | $1146294.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                             | Brown-Forman Corp., Class B                                         | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      8028 | NS      | $527279.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.       | International Flavors & Fragrances, Inc.                            | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     41507 | NS      | $4351593.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Morningstar Growth ETF                 | iShares Morningstar Growth ETF                                      | CUSIP: 464287119<br>LEI: 549300T4EMBVXIT1TP48 | Long             |  | RF                | US        |     56300 | NS      | $2740684.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                  | Chevron Corp.                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    226702 | NS      | $40690741.98  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp.                                    | Cigna Corp.                                                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     69609 | NS      | $23064246.06  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                        | Mohawk Industries, Inc.                                             | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      5583 | NS      | $570694.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, Inc.                                       | F5, Inc.                                                            | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      6320 | NS      | $906983.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                    | RenaissanceRe Holdings Ltd.                                         | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      2070 | NS      | $381356.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                           | Planet Fitness, Inc., Class A                                       | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      2356 | NS      | $185652.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                   | Target Corp.                                                        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     54239 | NS      | $8083780.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                   | Stanley Black & Decker, Inc.                                        | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     15677 | NS      | $1177656.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                   | Zimmer Biomet Holdings, Inc.                                        | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     40531 | NS      | $5167702.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group, Inc.                  | American Airlines Group, Inc.                                       | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68564 | NS      | $872134.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Twilio, Inc.                                   | Twilio, Inc., Class A                                               | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     11327 | NS      | $554569.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co.                                | Halliburton Co.                                                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     52186 | NS      | $2053519.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co.                              | Campbell Soup Co.                                                   | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     20580 | NS      | $1167915.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co.                             | Erie Indemnity Co., Class A                                         | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |       692 | NS      | $172114.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                                      | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    205561 | NS      | $24256198.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                | First Citizens BancShares, Inc., Class A                            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      1972 | NS      | $1495485.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                        | RPM International, Inc.                                             | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |    100207 | NS      | $9765172.15   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.              | American Electric Power Co., Inc.                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    124063 | NS      | $11779781.85  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp.                            | BOK Financial Corp.                                                 | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      3120 | NS      | $323824.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                          | MKS Instruments, Inc.                                               | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      6082 | NS      | $515327.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                             | Crown Castle, Inc.                                                  | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     55595 | NS      | $7540905.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                                  | Vontier Corp.                                                       | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      6317 | NS      | $122107.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                          | SL Green Realty Corp.                                               | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      6795 | NS      | $229127.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Broadridge Financial Solutions, Inc.           | Broadridge Financial Solutions, Inc.                                | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      1140 | NS      | $152908.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main, Inc.                              | Core & Main, Inc., Class A                                          | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4978 | NS      | $96125.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                     | Charles Schwab Corp. (The)                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     71884 | NS      | $5985061.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                          | Southern Copper Corp.                                               | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      3101 | NS      | $187269.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                     | Cullen/Frost Bankers, Inc.                                          | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     63590 | NS      | $8501983.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                   | Lennar Corp., Class A                                               | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |    142455 | NS      | $12892177.50  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.               | Tempur Sealy International, Inc.                                    | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     17838 | NS      | $612378.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                 | Wyndham Hotels & Resorts, Inc.                                      | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      2883 | NS      | $205586.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                       | Western Alliance Bancorp                                            | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      4355 | NS      | $259383.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                               | Paramount Global, Class B                                           | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     61227 | NS      | $1033511.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Tyson Foods, Inc.                              | Tyson Foods, Inc., Class A                                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     30246 | NS      | $1882813.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                | MSC Industrial Direct Co., Inc., Class A                            | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      4904 | NS      | $400656.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts, Inc.                    | Park Hotels & Resorts, Inc.                                         | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     23659 | NS      | $278939.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                      | Akamai Technologies, Inc.                                           | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     16625 | NS      | $1401487.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                           | Avery Dennison Corp.                                                | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      3328 | NS      | $602368.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                  | Reliance Steel & Aluminum Co.                                       | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      6368 | NS      | $1289137.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                   | Vistra Corp.                                                        | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     18457 | NS      | $428202.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Street Health, Inc.                        | Oak Street Health, Inc.                                             | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |     12365 | NS      | $265971.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos., Inc. (The)                        | Cooper Cos., Inc. (The)                                             | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      5158 | NS      | $1705595.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp.            | Integra LifeSciences Holdings Corp.                                 | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      7687 | NS      | $431010.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                   | Masimo Corp.                                                        | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      1183 | NS      | $175024.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                         | Hayward Holdings, Inc.                                              | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7306 | NS      | $68676.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd.                              | Wynn Resorts Ltd.                                                   | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      9670 | NS      | $797484.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                        | Micron Technology, Inc.                                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    106106 | NS      | $5303177.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                                 | Westlake Corp.                                                      | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      3503 | NS      | $359197.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies, Inc.                    | Teledyne Technologies, Inc.                                         | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      4917 | NS      | $1966357.47   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                  | Organon & Co.                                                       | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     26975 | NS      | $753411.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                           | Ingersoll Rand, Inc.                                                | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     43130 | NS      | $2253542.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                   | Allegion plc                                                        | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      1935 | NS      | $203678.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                      | T. Rowe Price Group, Inc.                                           | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     23763 | NS      | $2591592.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris, Inc.                                  | Viatris, Inc.                                                       | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    128646 | NS      | $1431829.98   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                   | Ameren Corp.                                                        | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     52609 | NS      | $4677992.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                       | Guidewire Software, Inc.                                            | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      8877 | NS      | $555345.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.       | Science Applications International Corp.                            | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      5908 | NS      | $655374.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                            | Coca-Cola Co. (The)                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    332592 | NS      | $21156177.12  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                        | DuPont de Nemours, Inc.                                             | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    132080 | NS      | $9064650.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                              | Caterpillar, Inc.                                                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      7237 | NS      | $1733695.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                               | CMS Energy Corp.                                                    | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     30741 | NS      | $1946827.53   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products, Inc.               | Reynolds Consumer Products, Inc.                                    | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5764 | NS      | $172804.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                       | Zebra Technologies Corp., Class A                                   | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      3232 | NS      | $828717.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                      | Janus Henderson Group plc                                           | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     14437 | NS      | $339558.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings, Inc.               | SS&C Technologies Holdings, Inc.                                    | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     23690 | NS      | $1233301.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                    | L3Harris Technologies, Inc.                                         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     20443 | NS      | $4256437.03   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty Formula One        | Liberty Media Corp.-Liberty Formula One, Class A                    | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1981 | NS      | $105844.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp.                          | Umpqua Holdings Corp.                                               | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     22934 | NS      | $409371.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA, Inc.                               | Altice USA, Inc., Class A                                           | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     22208 | NS      | $102156.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                    | Marsh & McLennan Cos., Inc.                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     58925 | NS      | $9750909.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                     | Olin Corp.                                                          | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     14194 | NS      | $751430.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                                | Welltower, Inc.                                                     | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     49260 | NS      | $3228993.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                           | Coterra Energy, Inc.                                                | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    421642 | NS      | $10359743.94  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp.                    | Apartment Income REIT Corp.                                         | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15019 | NS      | $515301.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                      | XPO, Inc.                                                           | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     10040 | NS      | $334231.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp.            | WillScot Mobile Mini Holdings Corp.                                 | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     10337 | NS      | $466922.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                  | Penske Automotive Group, Inc.                                       | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      2849 | NS      | $327435.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS TREASURY & AGENCY LEX                  | DREYFUS TREASURY OBLIGATIONS CASH MANAGEMENT FUND OPEN-END FUND USD | CUSIP: 261908107<br>LEI: 54930067A504FBYASH16 | Long             | STIV             | RF                | US        |  30000000 | PA      | $30000000.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                         | Norfolk Southern Corp.                                              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     24903 | NS      | $6136597.26   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                     | Ameriprise Financial, Inc.                                          | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     45522 | NS      | $14174185.14  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                          | Thor Industries, Inc.                                               | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      5617 | NS      | $424027.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AvalonBay Communities, Inc.                    | AvalonBay Communities, Inc.                                         | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     14831 | NS      | $2395503.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                          | VICI Properties, Inc.                                               | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    168688 | NS      | $5465491.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                                | Nordstrom, Inc.                                                     | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      1722 | NS      | $27793.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lear Corp.                                     | Lear Corp.                                                          | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      6317 | NS      | $783434.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                                      | Dow, Inc.                                                           | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     76327 | NS      | $3846117.53   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                     | Procter & Gamble Co. (The)                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    220713 | NS      | $33451262.28  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust, Inc.                   | Americold Realty Trust, Inc.                                        | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     49562 | NS      | $1403100.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                     | Agilent Technologies, Inc.                                          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      3248 | NS      | $486063.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor plc                                      | Amcor plc                                                           | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |    159251 | NS      | $1896679.41   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.                       | Penn Entertainment, Inc.                                            | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16762 | NS      | $497831.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                         | Truist Financial Corp.                                              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    188657 | NS      | $8117910.71   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International, Inc.          | Restaurant Brands International, Inc.                               | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |     46522 | NS      | $3008577.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                      | Commerce Bancshares, Inc.                                           | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93255 | NS      | $6347867.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                           | Domino's Pizza, Inc.                                                | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      1026 | NS      | $355406.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                          | Global Payments, Inc.                                               | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     29208 | NS      | $2900938.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                 | American Financial Group, Inc.                                      | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      7143 | NS      | $980591.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne, Inc.                              | SentinelOne, Inc., Class A                                          | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5829 | NS      | $85045.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                    | Dick's Sporting Goods, Inc.                                         | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      5775 | NS      | $694674.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.                 | First American Financial Corp.                                      | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     10709 | NS      | $560509.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                   | LPL Financial Holdings, Inc.                                        | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      6625 | NS      | $1432126.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co., Inc. (The)                    | Boston Beer Co., Inc. (The), Class A                                | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        51 | NS      | $16805.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                  | Hubbell, Inc.                                                       | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      5684 | NS      | $1333921.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp.                                  | Nordson Corp.                                                       | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      4710 | NS      | $1119661.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                  | MetLife, Inc.                                                       | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    121098 | NS      | $8763862.26   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                        | Western Union Co. (The)                                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    116576 | NS      | $1605251.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global, Inc.                          | Coinbase Global, Inc., Class A                                      | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |     16760 | NS      | $593136.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Black Knight, Inc.                             | Black Knight, Inc.                                                  | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     14880 | NS      | $918840.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                   | Verizon Communications, Inc.                                        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    520043 | NS      | $20489694.20  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     46185 | NS      | $15859005.30  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                              | Rocket Cos., Inc., Class A                                          | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5310 | NS      | $37170.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| National Retail Properties, Inc.               | National Retail Properties, Inc.                                    | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     18623 | NS      | $852188.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co.                                    | Kellogg Co.                                                         | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     12113 | NS      | $862930.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                      | MGM Resorts International                                           | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     34858 | NS      | $1168788.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                          | Walt Disney Co. (The)                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    213853 | NS      | $18579548.64  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                       | Franklin Resources, Inc.                                            | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     30291 | NS      | $799076.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                               | AutoNation, Inc.                                                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17752 | NS      | $1904789.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                   | Humana, Inc.                                                        | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      3949 | NS      | $2022638.31   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                | Principal Financial Group, Inc.                                     | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     26187 | NS      | $2197613.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp. plc                     | Gates Industrial Corp. plc                                          | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |     11454 | NS      | $130690.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM, Inc.                               | Paycor HCM, Inc.                                                    | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5012 | NS      | $122643.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                               | Paramount Global, Class A                                           | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       974 | NS      | $19100.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amgen, Inc.                                    | Amgen, Inc.                                                         | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     57384 | NS      | $15071333.76  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                | Microsoft Corp.                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    150341 | NS      | $36054778.62  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co., Inc. (The)                           | AZEK Co., Inc. (The)                                                | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     11808 | NS      | $239938.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                  | Textron, Inc.                                                       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     22431 | NS      | $1588114.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics, Inc.                        | Quest Diagnostics, Inc.                                             | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     26114 | NS      | $4085274.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co.                      | Molson Coors Beverage Co., Class B                                  | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     44978 | NS      | $2317266.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.               | Armstrong World Industries, Inc.                                    | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      2061 | NS      | $141363.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co.                             | DXC Technology Co.                                                  | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     24419 | NS      | $647103.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                    | Alcoa Corp.                                                         | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     19083 | NS      | $867704.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                    | Caesars Entertainment, Inc.                                         | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      6839 | NS      | $284502.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    958416 | NS      | $31742737.92  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                 | Public Storage                                                      | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      8487 | NS      | $2377972.53   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                    | Avnet, Inc.                                                         | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      9985 | NS      | $415176.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                           | Bank of Hawaii Corp.                                                | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      4198 | NS      | $325596.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive, Inc.                        | Rivian Automotive, Inc., Class A                                    | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55170 | NS      | $1016783.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Evergy, Inc.                                   | Evergy, Inc.                                                        | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     23602 | NS      | $1485273.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                                  | Nutanix, Inc., Class A                                              | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     10887 | NS      | $283606.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                 | Prologis, Inc.                                                      | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    128437 | NS      | $14478703.01  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                    | ONEOK, Inc.                                                         | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     41867 | NS      | $2750661.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                           | Kimberly-Clark Corp.                                                | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     39024 | NS      | $5297508.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                                  | Avantor, Inc.                                                       | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4597 | NS      | $96950.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                    | Graco, Inc.                                                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      5594 | NS      | $376252.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                     | TransUnion                                                          | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      5455 | NS      | $309571.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)            | Bank of New York Mellon Corp. (The)                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    106338 | NS      | $4840505.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup, Inc.                            | ManpowerGroup, Inc.                                                 | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      5459 | NS      | $454243.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                   | Hexcel Corp.                                                        | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      8895 | NS      | $523470.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                           | Emerson Electric Co.                                                | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     49067 | NS      | $4713376.02   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                            | First Horizon Corp.                                                 | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     56175 | NS      | $1376287.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                 | Rayonier, Inc.                                                      | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     15466 | NS      | $509759.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                            | Lithia Motors, Inc., Class A                                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      2878 | NS      | $589241.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                         | 3M Co.                                                              | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     60313 | NS      | $7232734.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining, Inc.                               | SSR Mining, Inc.                                                    | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |     22504 | NS      | $352637.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                 | Tapestry, Inc.                                                      | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    168470 | NS      | $6415337.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                  | Honeywell International, Inc.                                       | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    137945 | NS      | $29561613.50  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                      | ITT, Inc.                                                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      8862 | NS      | $718708.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                        | Boston Properties, Inc.                                             | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     16638 | NS      | $1124396.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp.                          | AGNC Investment Corp.                                               | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |     55442 | NS      | $573824.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Nestle SA                                      | Nestle SA (Registered)                                              | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     50105 | NS      | $5805709.94   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                   | Hasbro, Inc.                                                        | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     13947 | NS      | $850906.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                              | Boyd Gaming Corp.                                                   | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      8296 | NS      | $452380.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings, Inc.                         | OneMain Holdings, Inc.                                              | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     12329 | NS      | $410678.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co.                            | SEI Investments Co.                                                 | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     10916 | NS      | $636402.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.                | Martin Marietta Materials, Inc.                                     | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     33042 | NS      | $11167204.74  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                    | Pinnacle West Capital Corp.                                         | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     11984 | NS      | $911263.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust, Inc.                  | Healthcare Realty Trust, Inc.                                       | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     40248 | NS      | $775578.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp.                    | Raytheon Technologies Corp.                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    184600 | NS      | $18629832.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                     | STERIS plc                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     10595 | NS      | $1956790.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                           | HCA Healthcare, Inc.                                                | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     25392 | NS      | $6093064.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                     | Unum Group                                                          | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     21261 | NS      | $872338.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                   | Ecolab, Inc.                                                        | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     49975 | NS      | $7274361.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp.                           | Alliant Energy Corp.                                                | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     26613 | NS      | $1469303.73   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                             | Equity Residential                                                  | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     39320 | NS      | $2319880.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                          | Elevance Health, Inc.                                               | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     22935 | NS      | $11764966.95  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp.                                    | Masco Corp.                                                         | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     69039 | NS      | $3222050.13   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                       | Intuitive Surgical, Inc.                                            | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      3004 | NS      | $797111.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                             | State Street Corp.                                                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     38956 | NS      | $3021816.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                     | Occidental Petroleum Corp.                                          | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     15125 | NS      | $952723.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                   | Mondelez International, Inc., Class A                               | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    146838 | NS      | $9786752.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                        | East West Bancorp, Inc.                                             | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15012 | NS      | $989290.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                           | Northern Trust Corp.                                                | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     21823 | NS      | $1931117.27   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                   | AbbVie, Inc.                                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     32896 | NS      | $5316322.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                            | Omnicom Group, Inc.                                                 | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     21601 | NS      | $1761993.57   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                           | Vornado Realty Trust                                                | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18729 | NS      | $389750.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.                | Dun & Bradstreet Holdings, Inc.                                     | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26688 | NS      | $327194.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                         | ON Semiconductor Corp.                                              | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     17321 | NS      | $1080310.77   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                     | National Instruments Corp.                                          | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     12077 | NS      | $445641.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                        | Arrow Electronics, Inc.                                             | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     23229 | NS      | $2429056.53   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                      | United States Steel Corp.                                           | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     24951 | NS      | $625022.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Union Pacific Corp.                            | Union Pacific Corp.                                                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     40429 | NS      | $8371633.03   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                              | Dollar Tree, Inc.                                                   | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     15568 | NS      | $2201937.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                         | WEC Energy Group, Inc.                                              | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     33511 | NS      | $3141991.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                           | Douglas Emmett, Inc.                                                | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17941 | NS      | $281314.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.             | Reinsurance Group of America, Inc.                                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     12783 | NS      | $1816336.47   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                           | JBG SMITH Properties                                                | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11207 | NS      | $212708.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                       | Marathon Petroleum Corp.                                            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     52895 | NS      | $6156449.05   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group, Inc.                              | Lucid Group, Inc.                                                   | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3442 | NS      | $23508.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| U-Haul Holding Co.                             | U-Haul Holding Co.                                                  | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       983 | NS      | $59166.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PACCAR, Inc.                                   | PACCAR, Inc.                                                        | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    112200 | NS      | $11104434.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                          | NXP Semiconductors NV                                               | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     52175 | NS      | $8245215.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                            | Donaldson Co., Inc.                                                 | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     10893 | NS      | $641270.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                          | Western Digital Corp.                                               | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     67550 | NS      | $2131202.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                               | Baker Hughes Co.                                                    | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    265860 | NS      | $7850845.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                | Regeneron Pharmaceuticals, Inc.                                     | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      9407 | NS      | $6787056.43   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                      | WESCO International, Inc.                                           | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      2227 | NS      | $278820.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                         | Booking Holdings, Inc.                                              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1016 | NS      | $2047524.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                | Affiliated Managers Group, Inc.                                     | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      4027 | NS      | $637997.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                    | Qorvo, Inc.                                                         | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     22563 | NS      | $2045110.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets, Inc.                         | Tradeweb Markets, Inc., Class A                                     | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4207 | NS      | $273160.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                           | United Rentals, Inc.                                                | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      4011 | NS      | $1425589.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                      | FNB Corp.                                                           | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     37042 | NS      | $483398.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     33423 | NS      | $5165190.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings, Inc.            | Allison Transmission Holdings, Inc.                                 | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      2144 | NS      | $89190.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                  | IDACORP, Inc.                                                       | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      5342 | NS      | $576134.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                              | Hershey Co. (The)                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      2061 | NS      | $477265.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                             | Zillow Group, Inc., Class A                                         | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      5691 | NS      | $177616.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                       | Tyler Technologies, Inc.                                            | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       555 | NS      | $178937.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.             | American International Group, Inc.                                  | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    120827 | NS      | $7641099.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                             | RH                                                                  | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      1314 | NS      | $351087.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EOG Resources, Inc.                            | EOG Resources, Inc.                                                 | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     75133 | NS      | $9731226.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                          | Gilead Sciences, Inc.                                               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    168806 | NS      | $14491995.10  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                              | Duke Energy Corp.                                                   | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    159526 | NS      | $16429582.74  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | S&P 500 E-Mini Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1107 | NC      | $-7566070.63  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications, Inc.                | Zoom Video Communications, Inc., Class A                            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     13300 | NS      | $900942.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions, Inc.                         | Jacobs Solutions, Inc.                                              | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13569 | NS      | $1629229.83   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                       | UnitedHealth Group, Inc.                                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     26056 | NS      | $13814370.08  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp.                                   | Cameco Corp.                                                        | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     44364 | NS      | $1005731.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                             | General Motors Co.                                                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    154530 | NS      | $5198389.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                      | Essential Utilities, Inc.                                           | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     24566 | NS      | $1172535.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                 | Thermo Fisher Scientific, Inc.                                      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     60753 | NS      | $33456069.57  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                       | CACI International, Inc., Class A                                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      2459 | NS      | $739150.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies, Inc.                    | Opendoor Technologies, Inc.                                         | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |     35433 | NS      | $41102.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HEICO Corp.                                    | HEICO Corp., Class A                                                | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       528 | NS      | $63280.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties, Inc.                | Hudson Pacific Properties, Inc.                                     | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14603 | NS      | $142087.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                    | FedEx Corp.                                                         | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     25509 | NS      | $4418158.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair, Inc.                                  | Wayfair, Inc., Class A                                              | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      3021 | NS      | $99360.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Euronet Worldwide, Inc.                        | Euronet Worldwide, Inc.                                             | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      1243 | NS      | $117314.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                      | O'Reilly Automotive, Inc.                                           | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      6269 | NS      | $5291224.07   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp.                                    | Dover Corp.                                                         | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     15276 | NS      | $2068523.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                           | Voya Financial, Inc.                                                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     10332 | NS      | $635314.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Brighthouse Financial, Inc.                    | Brighthouse Financial, Inc.                                         | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      7567 | NS      | $387960.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                   | Incyte Corp.                                                        | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      2616 | NS      | $210117.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.                 | Medical Properties Trust, Inc.                                      | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     63044 | NS      | $702310.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Visa, Inc.                                     | Visa, Inc., Class A                                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     21952 | NS      | $4560747.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co.                             | U-Haul Holding Co.                                                  | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      8847 | NS      | $486408.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid, Inc.                                 | Avangrid, Inc.                                                      | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |      7524 | NS      | $323381.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Parker-Hannifin Corp.                          | Parker-Hannifin Corp.                                               | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     45815 | NS      | $13332165.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                           | Crown Holdings, Inc.                                                | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1469 | NS      | $120766.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works, Inc.                      | Illinois Tool Works, Inc.                                           | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     30676 | NS      | $6757922.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                     | Highwoods Properties, Inc.                                          | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     11027 | NS      | $308535.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                               | McDonald's Corp.                                                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     59456 | NS      | $15668439.68  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                | Albemarle Corp.                                                     | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      6027 | NS      | $1307015.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                     | Elanco Animal Health, Inc.                                          | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     47268 | NS      | $577614.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                      | PVH Corp.                                                           | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      7129 | NS      | $503236.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co.                           | General Electric Co.                                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    128777 | NS      | $10790224.83  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                             | Cirrus Logic, Inc.                                                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      5909 | NS      | $440102.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                            | Kinder Morgan, Inc.                                                 | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    211039 | NS      | $3815585.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Large-Cap ETF                         | Vanguard Large-Cap ETF                                              | CUSIP: 922908637<br>LEI: N/A                  | Long             |  | RF                | US        |      1464 | NS      | $255028.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                    | Aflac, Inc.                                                         | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     66543 | NS      | $4787103.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                          | Leidos Holdings, Inc.                                               | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     14461 | NS      | $1521152.59   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties, Inc.                    | Healthpeak Properties, Inc.                                         | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     57249 | NS      | $1435232.43   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                              | Yum! Brands, Inc.                                                   | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     26906 | NS      | $3446120.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                             | DT Midstream, Inc.                                                  | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10287 | NS      | $568459.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent, Inc.                                 | Catalent, Inc.                                                      | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12340 | NS      | $555423.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                   | Charter Communications, Inc., Class A                               | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     16376 | NS      | $5553101.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                  | Accenture plc, Class A                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     25895 | NS      | $6909821.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                        | Bath & Body Works, Inc.                                             | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     44829 | NS      | $1889094.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                   | Lennar Corp., Class B                                               | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1571 | NS      | $117479.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                               | PulteGroup, Inc.                                                    | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109540 | NS      | $4987356.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                          | Dominion Energy, Inc.                                               | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    175818 | NS      | $10781159.76  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Inc.                          | Leggett & Platt, Inc.                                               | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     14124 | NS      | $455216.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                               | CVS Health Corp.                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    149550 | NS      | $13936564.50  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 1000 Value ETF                 | iShares Russell 1000 Value ETF                                      | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             |  | RF                | US        |    455188 | NS      | $69029260.20  | 1.85%             |  |  |  | No            |                  1 | On Loan: —       |
| Silgan Holdings, Inc.                          | Silgan Holdings, Inc.                                               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      8926 | NS      | $462723.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                   | DaVita, Inc.                                                        | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      7177 | NS      | $535906.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp.                             | Hyatt Hotels Corp., Class A                                         | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     38649 | NS      | $3495802.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                               | BorgWarner, Inc.                                                    | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     25058 | NS      | $1008584.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                      | Carlyle Group, Inc. (The)                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     21977 | NS      | $655793.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                 | Signature Bank                                                      | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      6242 | NS      | $719203.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health, Inc.                            | agilon health, Inc.                                                 | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1324 | NS      | $21369.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies, Inc.                        | Dell Technologies, Inc., Class C                                    | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     23293 | NS      | $936844.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co.                  | Pioneer Natural Resources Co.                                       | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     38807 | NS      | $8863130.73   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co. (The)                       | New York Times Co. (The), Class A                                   | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     17455 | NS      | $566589.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                          | Electronic Arts, Inc.                                               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     27603 | NS      | $3372534.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Morningstar Value ETF                  | iShares Morningstar Value ETF                                       | CUSIP: 464288109<br>LEI: 549300VH0Z7NN9LNDW04 | Long             |  | RF                | US        |   1129310 | NS      | $71406271.30  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                  | Entergy Corp.                                                       | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     21555 | NS      | $2424937.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                      | FMC Corp.                                                           | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      8799 | NS      | $1098115.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                            | STORE Capital Corp.                                                 | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     26969 | NS      | $864626.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                   | MasTec, Inc.                                                        | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      6471 | NS      | $552170.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                        | Webster Financial Corp.                                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     18538 | NS      | $877588.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                 | QUALCOMM, Inc.                                                      | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     76166 | NS      | $8373690.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                                 | Amedisys, Inc.                                                      | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      3394 | NS      | $283534.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                                 | Woodward, Inc.                                                      | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      6248 | NS      | $603619.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.            | Norwegian Cruise Line Holdings Ltd.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     41110 | NS      | $503186.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lam Research Corp.                             | Lam Research Corp.                                                  | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      5320 | NS      | $2235996.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                           | First Hawaiian, Inc.                                                | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     13558 | NS      | $353050.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty Formula One        | Liberty Media Corp.-Liberty Formula One, Class C                    | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18917 | NS      | $1130858.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.               | Fortune Brands Innovations, Inc.                                    | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      8976 | NS      | $512619.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                                | AES Corp. (The)                                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     58083 | NS      | $1670467.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                               | NRG Energy, Inc.                                                    | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     68209 | NS      | $2170410.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co. (The)                               | Mosaic Co. (The)                                                    | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     32109 | NS      | $1408621.83   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                  | Centene Corp.                                                       | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    106711 | NS      | $8751369.11   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                           | American Tower Corp.                                                | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     11489 | NS      | $2434059.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                 | M&T Bank Corp.                                                      | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     18571 | NS      | $2693909.26   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                                 | Ford Motor Co.                                                      | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    625645 | NS      | $7276251.35   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                   | Scotts Miracle-Gro Co. (The)                                        | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      2819 | NS      | $136975.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                          | Lockheed Martin Corp.                                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      2836 | NS      | $1379685.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                       | CenterPoint Energy, Inc.                                            | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     66903 | NS      | $2006420.97   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                  | Treasury Repurchase Agreement                                       | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | RA               | CORP              | US        |  17439888 | PA      | $17439888.10  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| WeWork, Inc.                                   | WeWork, Inc.                                                        | CUSIP: 96209A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13796 | NS      | $19728.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Citizens Financial Group, Inc.                 | Citizens Financial Group, Inc.                                      | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     51840 | NS      | $2040940.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                                | Flowserve Corp.                                                     | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     13821 | NS      | $424028.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group, Inc.                       | Berry Global Group, Inc.                                            | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      6872 | NS      | $415274.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp.                               | Sony Group Corp.                                                    | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    109490 | NS      | $8351897.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                             | Vail Resorts, Inc.                                                  | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       231 | NS      | $55058.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co.                           | Eastman Chemical Co.                                                | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     12994 | NS      | $1058231.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                   | Brixmor Property Group, Inc.                                        | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     31662 | NS      | $717777.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                                | Cable One, Inc.                                                     | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       239 | NS      | $170134.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp. of America                     | Packaging Corp. of America                                          | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      9810 | NS      | $1254797.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                        | Burlington Stores, Inc.                                             | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       440 | NS      | $89214.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                        | Texas Instruments, Inc.                                             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     85497 | NS      | $14125814.34  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                               | Copa Holdings SA, Class A                                           | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |      3045 | NS      | $253252.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                            | Iron Mountain, Inc.                                                 | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      7692 | NS      | $383446.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate plc                                  | Clarivate plc                                                       | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Long             | EC               | CORP              | JE        |     50108 | NS      | $417900.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                  | Moderna, Inc.                                                       | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     35718 | NS      | $6415667.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                               | Salesforce, Inc.                                                    | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     80393 | NS      | $10659307.87  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                      | SLM Corp.                                                           | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26546 | NS      | $440663.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                      | QIAGEN NV                                                           | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |     24080 | NS      | $1200869.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                | Air Lease Corp.                                                     | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     11027 | NS      | $423657.34    | 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        |     84390 | NS      | $5725861.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                      | Extra Space Storage, Inc.                                           | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12394 | NS      | $1824148.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                    | Garmin Ltd.                                                         | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |     16368 | NS      | $1510602.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                                | DR Horton, Inc.                                                     | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     16110 | NS      | $1436045.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings, Inc.                       | Sirius XM Holdings, Inc.                                            | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     74495 | NS      | $435050.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Align Technology, Inc.                         | Align Technology, Inc.                                              | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      2083 | NS      | $439304.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings, Inc.       | CCC Intelligent Solutions Holdings, Inc.                            | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10985 | NS      | $95569.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                        | Victoria's Secret & Co.                                             | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      2502 | NS      | $89521.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                          | National Fuel Gas Co.                                               | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      8550 | NS      | $541215.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc               | Sensata Technologies Holding plc                                    | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |     34958 | NS      | $1411604.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                          | Lamar Advertising Co., Class A                                      | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      1101 | NS      | $103934.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA, Inc.                             | Skechers USA, Inc., Class A                                         | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     12057 | NS      | $505791.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                         | Envista Holdings Corp.                                              | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     17276 | NS      | $581682.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust              | National Storage Affiliates Trust                                   | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9011 | NS      | $325477.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                                | H&R Block, Inc.                                                     | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      2945 | NS      | $107521.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                      | CSX Corp.                                                           | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    219566 | NS      | $6802154.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                    | Service Corp. International                                         | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     16387 | NS      | $1132997.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                       | Valmont Industries, Inc.                                            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      1920 | NS      | $634886.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                               | PDC Energy, Inc.                                                    | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      4660 | NS      | $295816.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc.                                     | Coty, Inc., Class A                                                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     36803 | NS      | $315033.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.                | Jefferies Financial Group, Inc.                                     | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     21586 | NS      | $739968.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku, Inc.                                     | Roku, Inc.                                                          | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      9116 | NS      | $371021.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp.                                   | Kemper Corp.                                                        | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      6742 | NS      | $331706.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings, Inc.                         | Upstart Holdings, Inc.                                              | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |      6056 | NS      | $80060.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FTI Consulting, Inc.                           | FTI Consulting, Inc.                                                | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      2075 | NS      | $329510.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                    | Block, Inc., Class A                                                | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     56100 | NS      | $3525324.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                  | Equinix, Inc.                                                       | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      2375 | NS      | $1555696.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                                   | Sunrun, Inc.                                                        | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     21798 | NS      | $523587.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty SiriusXM           | Liberty Media Corp.-Liberty SiriusXM, Class C                       | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11861 | NS      | $464120.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                     | eBay, Inc.                                                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    131942 | NS      | $5471634.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AO Smith Corp.                                 | A O Smith Corp.                                                     | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     10207 | NS      | $584248.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                   | Cintas Corp.                                                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       616 | NS      | $278197.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                          | Virtu Financial, Inc., Class A                                      | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     10339 | NS      | $211018.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand, Inc.                              | Masterbrand, Inc.                                                   | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      8976 | NS      | $67768.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                     | Tandem Diabetes Care, Inc.                                          | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |       440 | NS      | $19778.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                             | Best Buy Co., Inc.                                                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     14661 | NS      | $1175958.81   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer