# EDGAR Filing Document

**Accession Number:** 0000918294
**File Stem:** 0000918294-23-000070
**Filing Date:** 2023-2
**Character Count:** 178217
**Document Hash:** 6a7517aca899686b6b3d7a9e056cd08b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000918294-23-000070.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0000918294-23-000070

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Equity Series, Inc.
- **CENTRAL INDEX KEY:** 0000918294
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07143
- **FILM NUMBER:** 23667593

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE EQUITY SERIES INC
- **DATE OF NAME CHANGE:** 19940131

## Series and Classes Contracts Data

### T. Rowe Price Equity Index 500 Portfolio (Series ID: S000002082)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000005447 | T. Rowe Price Equity Index 500 Portfolio | QAAGTX          |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE EQUITY SERIES, INC.

- **b. Investment Company Act file number:** 811-07143

- **c. CIK number of Registrant:** 0000918294

- **d. LEI of Registrant:** 549300U8GAQGX2UFFV03

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

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Equity Index 500 Portfolio

- **b. EDGAR series identifier (if any):** S000002082

- **c. LEI of Series:** 549300JRQIR43TYMRT44

**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:** $23544073.58

**Total Liabilities:** $35589.73

**Net Assets:** $23508483.85

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005447 | 8.05%                | 5.53%                | -5.76%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14607.19                | $1729490.97                                |
| Month 2  | $-7767.04                | $1275447.67                                |
| Month 3  | $-20575.00               | $-1463294.81                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                             | S&P500 EMINI FUT MAR23                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-5389.73     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                       | LINDE PLC                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |       358 | NS      | $116772.44    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc              | JOHNSON CONTROLS INTERNATIONAL PLC              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |       500 | NS      | $32000.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                   | MEDTRONIC PLC                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       963 | NS      | $74844.36     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                     | PENTAIR PLC                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |       119 | NS      | $5352.62      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                         | AON PLC                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       150 | NS      | $45021.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                 | SEAGATE TECHNOLOGY HOLDINGS PLC                 | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       139 | NS      | $7312.79      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                          | TRANE TECHNOLOGIES PLC                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       166 | NS      | $27902.94     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                       | AMCOR PLC                                       | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      1079 | NS      | $12850.89     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                      | STERIS PLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        73 | NS      | $13482.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                    | ALLEGION PLC                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        62 | NS      | $6526.12      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                        | WILLIS TOWERS WATSON PLC                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |        78 | NS      | $19077.24     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd              | NORWEGIAN CRUISE LINE HOLDINGS LTD              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       303 | NS      | $3708.72      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                  | EATON CORP PLC                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       288 | NS      | $45201.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                       | APTIV PLC                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       197 | NS      | $18346.61     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                             | TE CONNECTIVITY LTD                             | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |       230 | NS      | $26404.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                           | NXP SEMICONDUCTORS NV                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       188 | NS      | $29709.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                   | ACCENTURE PLC                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       457 | NS      | $121945.88    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                      | GARMIN LTD                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       111 | NS      | $10244.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                    | LYONDELLBASELL INDUSTRIES NV                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       184 | NS      | $15277.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                       | CHUBB LTD                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       301 | NS      | $66400.60     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                     | INVESCO LTD                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       324 | NS      | $5828.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                      | ZOETIS INC                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       337 | NS      | $49387.35     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                | ZIONS BANCORP NA                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       110 | NS      | $5407.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                      | ZIMMER BIOMET HOLDINGS INC                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       152 | NS      | $19380.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                         | ZEBRA TECHNOLOGIES CORP                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        38 | NS      | $9743.58      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum  Brands Inc                                 | YUM! BRANDS INC                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       204 | NS      | $26128.32     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                    | XYLEM INC/NY                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       130 | NS      | $14374.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                 | XCEL ENERGY INC                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       396 | NS      | $27763.56     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                | WYNN RESORTS LTD                                | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        75 | NS      | $6185.25      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                            | WILLIAMS COS INC/THE                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       883 | NS      | $29050.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                  | WHIRLPOOL CORP                                  | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |        40 | NS      | $5658.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                 | WEYERHAEUSER CO                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       535 | NS      | $16585.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                     | WESTROCK CO                                     | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |       181 | NS      | $6363.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                            | WESTERN DIGITAL CORP                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       225 | NS      | $7098.75      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                | WEST PHARMACEUTICAL SERVICES INC                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        54 | NS      | $12708.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                   | WELLTOWER INC                                   | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |       342 | NS      | $22418.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                | WELLS FARGO & CO                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      2760 | NS      | $113960.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                     | WATERS CORP                                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        43 | NS      | $14730.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                            | WASTE MANAGEMENT INC                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       270 | NS      | $42357.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                       | WARNER BROS DISCOVERY INC                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      1599 | NS      | $15158.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                    | WALGREENS BOOTS ALLIANCE INC                    | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       520 | NS      | $19427.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                     | WALMART INC                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1022 | NS      | $144909.38    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp        | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP        | CUSIP: 929740108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       132 | NS      | $13174.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                            | WEC ENERGY GROUP INC                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       228 | NS      | $21377.28     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                             | VULCAN MATERIALS CO                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        96 | NS      | $16810.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                            | VORNADO REALTY TRUST                            | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       115 | NS      | $2393.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                        | VISA INC                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1184 | NS      | $245987.84    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                             | VICI PROPERTIES INC                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       698 | NS      | $22615.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                     | VIATRIS INC                                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       871 | NS      | $9694.23      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                | PARAMOUNT GLOBAL                                | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       368 | NS      | $6211.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                      | VERTEX PHARMACEUTICALS INC                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       187 | NS      | $54001.86     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                            | VERISK ANALYTICS INC                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       114 | NS      | $20111.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                      | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      3042 | NS      | $119854.80    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                    | VERISIGN INC                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        66 | NS      | $13559.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                      | VENTAS INC                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       287 | NS      | $12929.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                              | VALERO ENERGY CORP                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       280 | NS      | $35520.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                         | VF CORP                                         | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       237 | NS      | $6543.57      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                   | UNIVERSAL HEALTH SERVICES INC                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        46 | NS      | $6480.94      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                          | UNITEDHEALTH GROUP INC                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       676 | NS      | $358401.68    | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bill                     | UNITED STATES TREASURY BILL                     | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $39801.27     | 0.17%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                              | UNITED RENTALS INC                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        51 | NS      | $18126.42     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                       | UNITED PARCEL SERVICE INC                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       528 | NS      | $91787.52     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                    | UNITED AIRLINES HOLDINGS INC                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       238 | NS      | $8972.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                              | UNION PACIFIC CORP                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       445 | NS      | $92146.15     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                 | ULTA BEAUTY INC                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        37 | NS      | $17355.59     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                      | US BANCORP                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       981 | NS      | $42781.41     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                         | UDR INC                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       219 | NS      | $8481.87      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                 | TYSON FOODS INC                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       210 | NS      | $13072.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                          | TYLER TECHNOLOGIES INC                          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        30 | NS      | $9672.30      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                           | TRUIST FINANCIAL CORP                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       963 | NS      | $41437.89     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                     | TRIMBLE INC                                     | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       180 | NS      | $9100.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                           | TRAVELERS COS INC/THE                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       170 | NS      | $31873.30     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                             | TRANSDIGM GROUP INC                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $23926.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                               | TRACTOR SUPPLY CO                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        80 | NS      | $17997.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                           | 3M CO                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       400 | NS      | $47968.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                    | THERMO FISHER SCIENTIFIC INC                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       285 | NS      | $156946.65    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                     | TEXTRON INC                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       151 | NS      | $10690.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                           | TEXAS INSTRUMENTS INC                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       657 | NS      | $108549.54    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                       | TESLA INC                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1944 | NS      | $239461.92    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                    | TERADYNE INC                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       114 | NS      | $9957.90      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                    | TELEFLEX INC                                    | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |        34 | NS      | $8487.42      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                       | TELEDYNE TECHNOLOGIES INC                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        34 | NS      | $13596.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                            | TARGA RESOURCES CORP                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       165 | NS      | $12127.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                     | TARGET CORP                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       334 | NS      | $49779.36     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                    | Tapestry Inc                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       175 | NS      | $6664.00      | 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        |       114 | NS      | $11870.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                 | T-MOBILE US INC                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       432 | NS      | $60480.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                 | TJX COS INC/THE                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       841 | NS      | $66943.60     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                      | SYSCO CORP                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       368 | NS      | $28133.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                             | SYNCHRONY FINANCIAL                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       326 | NS      | $10712.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                    | SYNOPSYS INC                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       111 | NS      | $35441.19     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                    | STRYKER CORP                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       245 | NS      | $59900.05     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                              | STEEL DYNAMICS INC                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       122 | NS      | $11919.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                               | STATE STREET CORP                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       266 | NS      | $20633.62     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                  | STARBUCKS CORP                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       831 | NS      | $82435.20     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                      | STANLEY BLACK & DECKER INC                      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       107 | NS      | $8037.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                           | SOUTHWEST AIRLINES CO                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       429 | NS      | $14444.43     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                 | SOUTHERN CO/THE                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       788 | NS      | $56271.08     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                      | SOLAREDGE TECHNOLOGIES INC                      | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |        41 | NS      | $11614.07     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                     | SNAP-ON INC                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        38 | NS      | $8682.62      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                              | J M SMUCKER CO/THE                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        77 | NS      | $12201.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                  | A O SMITH CORP                                  | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        91 | NS      | $5208.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                          | SKYWORKS SOLUTIONS INC                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       116 | NS      | $10571.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                        | SIMON PROPERTY GROUP INC                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       237 | NS      | $27842.76     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                      | SIGNATURE BANK/NEW YORK NY                      | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |        45 | NS      | $5184.90      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                         | SHERWIN-WILLIAMS CO/THE                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       170 | NS      | $40346.10     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                  | SERVICENOW INC                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       147 | NS      | $57075.69     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                   | SEMPRA ENERGY                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       228 | NS      | $35235.12     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                 | SEALED AIR CORP                                 | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       104 | NS      | $5187.52      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                         | CHARLES SCHWAB CORP/THE                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1105 | NS      | $92002.30     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                | SCHLUMBERGER LTD                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      1027 | NS      | $54903.42     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                | HENRY SCHEIN INC                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        98 | NS      | $7827.26      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                  | SALESFORCE INC                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       724 | NS      | $95995.16     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                             | SVB FINANCIAL GROUP                             | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |        42 | NS      | $9665.88      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                         | SBA COMMUNICATIONS CORP                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        79 | NS      | $22144.49     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                  | S&P GLOBAL INC                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       242 | NS      | $81055.48     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                 | ROSS STORES INC                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       251 | NS      | $29133.57     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                          | ROPER TECHNOLOGIES INC                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        77 | NS      | $33270.93     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                     | ROLLINS INC                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       165 | NS      | $6029.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                         | ROCKWELL AUTOMATION INC                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        84 | NS      | $21635.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                   | ROBERT HALF INTERNATIONAL INC                   | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |        78 | NS      | $5758.74      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                      | RESMED INC                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       107 | NS      | $22269.91     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |    159163 | NS      | $159163.39    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                           | REPUBLIC SERVICES INC                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       148 | NS      | $19090.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                          | REGIONS FINANCIAL CORP                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       678 | NS      | $14617.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                   | REGENERON PHARMACEUTICALS INC                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        78 | NS      | $56276.22     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                            | REGENCY CENTERS CORP                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       110 | NS      | $6875.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                              | REALTY INCOME CORP                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       454 | NS      | $28797.22     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                      | RAYTHEON TECHNOLOGIES CORP                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1064 | NS      | $107378.88    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                     | RAYMOND JAMES FINANCIAL INC                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       140 | NS      | $14959.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                               | RALPH LAUREN CORP                               | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        30 | NS      | $3170.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                           | QUEST DIAGNOSTICS INC                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        82 | NS      | $12828.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                             | QUANTA SERVICES INC                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       104 | NS      | $14820.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                    | QUALCOMM INC                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       812 | NS      | $89271.28     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                       | QORVO INC                                       | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        73 | NS      | $6616.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                  | PULTEGROUP INC                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $7512.45      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                  | PUBLIC STORAGE                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       114 | NS      | $31941.66     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc             | PUBLIC SERVICE ENTERPRISE GROUP INC             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       361 | NS      | $22118.47     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                        | PRUDENTIAL FINANCIAL INC                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       267 | NS      | $26555.82     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                    | PROLOGIS INC                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       668 | NS      | $75303.64     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                            | PROGRESSIVE CORP/THE                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       423 | NS      | $54867.33     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                         | PROCTER & GAMBLE CO/THE                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1716 | NS      | $260076.96    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                   | PRINCIPAL FINANCIAL GROUP INC                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       165 | NS      | $13846.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                          | T ROWE PRICE GROUP INC                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       162 | NS      | $17667.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                       | POOL CORP                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        29 | NS      | $8767.57      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                    | PIONEER NATURAL RESOURCES CO                    | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       173 | NS      | $39511.47     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                      | PINNACLE WEST CAPITAL CORP                      | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        82 | NS      | $6235.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                     | PHILLIPS 66                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       343 | NS      | $35699.44     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                 | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1123 | NS      | $113658.83    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                      | PFIZER INC                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      4065 | NS      | $208290.60    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                                 | PERKINELMER INC                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |        91 | NS      | $12760.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                     | PEPSICO INC                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       997 | NS      | $180118.02    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                             | PAYPAL HOLDINGS INC                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       826 | NS      | $58827.72     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                             | PAYCOM SOFTWARE INC                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        35 | NS      | $10860.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                     | PAYCHEX INC                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       232 | NS      | $26809.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                            | PARKER-HANNIFIN CORP                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        94 | NS      | $27354.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                       | PACKAGING CORP OF AMERICA                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        67 | NS      | $8569.97      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                      | PACCAR INC                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       252 | NS      | $24940.44     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                         | PTC INC                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        77 | NS      | $9243.08      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                        | PPL CORP                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       534 | NS      | $15603.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                              | PPG INDUSTRIES INC                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       170 | NS      | $21375.80     | 0.09%             |  |  |  | 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        |       293 | NS      | $46276.42     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                       | PG&E CORP                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      1166 | NS      | $18959.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                             | OTIS WORLDWIDE CORP                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       302 | NS      | $23649.62     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                    | ORGANON & CO                                    | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |       186 | NS      | $5194.98      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                     | ORACLE CORP                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1113 | NS      | $90976.62     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                       | ONEOK INC                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       324 | NS      | $21286.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                           | ON SEMICONDUCTOR CORP                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       314 | NS      | $19584.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                               | OMNICOM GROUP INC                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       147 | NS      | $11990.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                   | OLD DOMINION FREIGHT LINE INC                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        66 | NS      | $18729.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                       | OCCIDENTAL PETROLEUM CORP                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       528 | NS      | $33258.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| O Reilly Automotive Inc                         | O'REILLY AUTOMOTIVE INC                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        46 | NS      | $38825.38     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                     | NVIDIA CORP                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      1803 | NS      | $263490.42    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                      | NUCOR CORP                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       186 | NS      | $24516.66     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                 | GEN DIGITAL INC                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       421 | NS      | $9022.03      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                           | NORTHROP GRUMMAN CORP                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       104 | NS      | $56743.44     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                             | NORTHERN TRUST CORP                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       150 | NS      | $13273.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                           | NORFOLK SOUTHERN CORP                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       168 | NS      | $41398.56     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                    | NORDSON CORP                                    | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        39 | NS      | $9271.08      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                    | NISOURCE INC                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       294 | NS      | $8061.48      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                        | NIKE INC                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       912 | NS      | $106713.12    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                              | NEXTERA ENERGY INC                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1439 | NS      | $120300.40    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                       | NEWS CORP                                       | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        86 | NS      | $1585.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                       | NEWS CORP                                       | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       282 | NS      | $5132.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                    | NEWMONT CORP                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       576 | NS      | $27187.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                               | NEWELL BRANDS INC                               | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |       267 | NS      | $3492.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                     | NETFLIX INC                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       322 | NS      | $94951.36     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                      | NETAPP INC                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       157 | NS      | $9429.42      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                      | NASDAQ INC                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       246 | NS      | $15092.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                         | NVR INC                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         2 | NS      | $9225.16      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                  | NRG ENERGY INC                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       169 | NS      | $5377.58      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                          | MOTOROLA SOLUTIONS INC                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       122 | NS      | $31440.62     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                   | MOSAIC CO/THE                                   | CUSIP: 61945C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       247 | NS      | $10835.89     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                  | MORGAN STANLEY                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       955 | NS      | $81194.10     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody s Corp                                    | MOODY'S CORP                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       115 | NS      | $32041.30     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                           | MONSTER BEVERAGE CORP                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       277 | NS      | $28123.81     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                    | MONOLITHIC POWER SYSTEMS INC                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        33 | NS      | $11669.13     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                      | MONDELEZ INTERNATIONAL INC                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       989 | NS      | $65916.85     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                        | MOLSON COORS BEVERAGE CO                        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       135 | NS      | $6955.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                           | MOLINA HEALTHCARE INC                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        43 | NS      | $14199.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                           | MOHAWK INDUSTRIES INC                           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        37 | NS      | $3782.14      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                     | MODERNA INC                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       240 | NS      | $43108.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc           | MID-AMERICA APARTMENT COMMUNITIES INC           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |        84 | NS      | $13187.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                           | MICRON TECHNOLOGY INC                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       787 | NS      | $39334.26     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                        | MICROCHIP TECHNOLOGY INC                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       399 | NS      | $28029.75     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                  | MICROSOFT CORP                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      5398 | NS      | $1294548.36   | 5.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                | METTLER-TOLEDO INTERNATIONAL INC                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        16 | NS      | $23127.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                     | METLIFE INC                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       478 | NS      | $34592.86     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                  | MERCK & CO INC                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1836 | NS      | $203704.20    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                   | MCKESSON CORP                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       103 | NS      | $38637.36     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald s Corp                                 | MCDONALD'S CORP                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       530 | NS      | $139670.90    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                           | MCCORMICK & CO INC/MD                           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       181 | NS      | $15003.09     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                 | MATCH GROUP INC                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       203 | NS      | $8422.47      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                  | MASTERCARD INC                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       614 | NS      | $213506.22    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                      | MASCO CORP                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       164 | NS      | $7653.88      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                   | MARTIN MARIETTA MATERIALS INC                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        45 | NS      | $15208.65     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                   | MARRIOTT INTERNATIONAL INC/MD                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       196 | NS      | $29182.44     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                        | MARSH & MCLENNAN COS INC                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       359 | NS      | $59407.32     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                        | MARKETAXESS HOLDINGS INC                        | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        27 | NS      | $7530.03      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                         | MARATHON PETROLEUM CORP                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       340 | NS      | $39572.60     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                               | MARATHON OIL CORP                               | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       459 | NS      | $12425.13     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                        | MSCI INC                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        57 | NS      | $26514.69     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                       | MGM RESORTS INTERNATIONAL                       | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       231 | NS      | $7745.43      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                   | M&T BANK CORP                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       125 | NS      | $18132.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                          | LUMEN TECHNOLOGIES INC                          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       680 | NS      | $3549.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe s Cos Inc                                  | LOWE'S COS INC                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       449 | NS      | $89458.76     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                      | LOEWS CORP                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       143 | NS      | $8341.19      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                            | LOCKHEED MARTIN CORP                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       168 | NS      | $81730.32     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                   | LIVE NATION ENTERTAINMENT INC                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       102 | NS      | $7113.48      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                           | LINCOLN NATIONAL CORP                           | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       112 | NS      | $3440.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                  | ELI LILLY & CO                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       572 | NS      | $209260.48    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                     | LENNAR CORP                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       184 | NS      | $16652.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                             | LEIDOS HOLDINGS INC                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       100 | NS      | $10519.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                        | ESTEE LAUDER COS INC/THE                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       167 | NS      | $41434.37     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                            | LAS VEGAS SANDS CORP                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       239 | NS      | $11488.73     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                        | LAMB WESTON HOLDINGS INC                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       105 | NS      | $9382.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                               | LAM RESEARCH CORP                               | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        98 | NS      | $41189.40     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings             | LABORATORY CORP OF AMERICA HOLDINGS             | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |        65 | NS      | $15306.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                       | L3HARRIS TECHNOLOGIES INC                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       139 | NS      | $28941.19     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                        | LKQ CORP                                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       184 | NS      | $9827.44      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                   | KROGER CO/THE                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       472 | NS      | $21041.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                              | KRAFT HEINZ CO/THE                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       577 | NS      | $23489.67     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                               | KINDER MORGAN INC                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      1434 | NS      | $25926.72     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KRC Interim Corp                                | KIMCO REALTY CORP                               | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |       452 | NS      | $9573.36      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                             | KIMBERLY-CLARK CORP                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       245 | NS      | $33258.75     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                       | KEYSIGHT TECHNOLOGIES INC                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       130 | NS      | $22239.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                         | KEYCORP                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       669 | NS      | $11653.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                            | KEURIG DR PEPPER INC                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       616 | NS      | $21966.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                      | KELLOGG CO                                      | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       185 | NS      | $13179.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                        | KLA CORP                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       103 | NS      | $38834.09     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                            | JUNIPER NETWORKS INC                            | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |       232 | NS      | $7414.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                               | JOHNSON & JOHNSON                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1893 | NS      | $334398.45    | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                            | JACOBS SOLUTIONS INC                            | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        92 | NS      | $11046.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                             | JPMORGAN CHASE & CO                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2124 | NS      | $284828.40    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P 500 ETF                        | ISHARES CORE S&P 500 ETF                        | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |        92 | NS      | $35347.32     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                               | IRON MOUNTAIN INC                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       209 | NS      | $10418.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                              | IQVIA HOLDINGS INC                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       135 | NS      | $27660.15     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                            | INVITATION HOMES INC                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       418 | NS      | $12389.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                          | INTUITIVE SURGICAL INC                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       257 | NS      | $68194.95     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                      | INTUIT INC                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       205 | NS      | $79790.10     | 0.34%             |  |  |  | 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        |       283 | NS      | $9426.73      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                          | INTERNATIONAL PAPER CO                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       258 | NS      | $8934.54      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc          | INTERNATIONAL FLAVORS & FRAGRANCES INC          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       184 | NS      | $19290.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp            | INTERNATIONAL BUSINESS MACHINES CORP            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       655 | NS      | $92282.95     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                   | INTERCONTINENTAL EXCHANGE INC                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       404 | NS      | $41446.36     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                      | INTEL CORP                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      2990 | NS      | $79025.70     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                              | INGERSOLL RAND INC                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       292 | NS      | $15257.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                     | INCYTE CORP                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       134 | NS      | $10762.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                    | ILLUMINA INC                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       114 | NS      | $23050.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                         | ILLINOIS TOOL WORKS INC                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       203 | NS      | $44720.90     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                          | IDEXX LABORATORIES INC                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        61 | NS      | $24885.56     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                       | IDEX CORP                                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        55 | NS      | $12558.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc               | HUNTINGTON INGALLS INDUSTRIES INC               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        29 | NS      | $6689.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                    | HUNTINGTON BANCSHARES INC/OH                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      1040 | NS      | $14664.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                  | JB HUNT TRANSPORT SERVICES INC                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        61 | NS      | $10635.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                      | HUMANA INC                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        91 | NS      | $46609.29     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                            | HOWMET AEROSPACE INC                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       267 | NS      | $10522.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                       | HOST HOTELS & RESORTS INC                       | CUSIP: 44107P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       512 | NS      | $8217.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                               | HORMEL FOODS CORP                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       208 | NS      | $9474.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                     | HONEYWELL INTERNATIONAL INC                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       487 | NS      | $104364.10    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                              | HOME DEPOT INC/THE                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       741 | NS      | $234052.26    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                     | HOLOGIC INC                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       180 | NS      | $13465.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                   | HILTON WORLDWIDE HOLDINGS INC                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       196 | NS      | $24766.56     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                   | HEWLETT PACKARD ENTERPRISE CO                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       933 | NS      | $14890.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                       | HESS CORP                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       202 | NS      | $28647.64     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                  | HERSHEY CO/THE                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       107 | NS      | $24777.99     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                     | JACK HENRY & ASSOCIATES INC                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        52 | NS      | $9129.12      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                       | HEALTHPEAK PROPERTIES INC                       | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |       388 | NS      | $9727.16      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                      | HASBRO INC                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        93 | NS      | $5673.93      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The       | HARTFORD FINANCIAL SERVICES GROUP INC/THE       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       230 | NS      | $17440.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                  | HALLIBURTON CO                                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       658 | NS      | $25892.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                          | HP INC                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       641 | NS      | $17223.67     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                              | HCA HEALTHCARE INC                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       154 | NS      | $36953.84     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                 | WW GRAINGER INC                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        33 | NS      | $18356.25     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                     | GOLDMAN SACHS GROUP INC/THE                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       246 | NS      | $84471.48     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                  | GLOBE LIFE INC                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        66 | NS      | $7956.30      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                             | GLOBAL PAYMENTS INC                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       196 | NS      | $19466.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                             | GILEAD SCIENCES INC                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       908 | NS      | $77951.80     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                | GENUINE PARTS CO                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       103 | NS      | $17871.53     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                               | GENERAL MOTORS CO                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      1031 | NS      | $34682.84     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                               | GENERAL MILLS INC                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       431 | NS      | $36139.35     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                             | GENERAL ELECTRIC CO                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       810 | NS      | $67869.90     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                           | GENERAL DYNAMICS CORP                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       164 | NS      | $40690.04     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                            | GENERAC HOLDINGS INC                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        46 | NS      | $4630.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                     | GARTNER INC                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        57 | NS      | $19159.98     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                         | ARTHUR J GALLAGHER & CO                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       152 | NS      | $28658.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                            | FREEPORT-MCMORAN INC                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1036 | NS      | $39368.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                          | FRANKLIN RESOURCES INC                          | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       205 | NS      | $5407.90      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                        | FOX CORP                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       104 | NS      | $2958.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                        | FOX CORP                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       220 | NS      | $6681.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                    | FORTIVE CORP                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       257 | NS      | $16512.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                    | FORTINET INC                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       470 | NS      | $22978.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                   | FORD MOTOR CO                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      2864 | NS      | $33308.32     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                       | FLEETCOR TECHNOLOGIES INC                       | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        53 | NS      | $9735.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                | FIRSTENERGY CORP                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       393 | NS      | $16482.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                      | FISERV INC                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       460 | NS      | $46492.20     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                 | FIRST SOLAR INC                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        71 | NS      | $10635.09     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                          | FIRST REPUBLIC BANK/CA                          | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |       132 | NS      | $16089.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                             | FIFTH THIRD BANCORP                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       498 | NS      | $16339.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc      | FIDELITY NATIONAL INFORMATION SERVICES INC      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       430 | NS      | $29175.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                          | F5 INC                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        43 | NS      | $6170.93      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                      | FEDEX CORP                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       173 | NS      | $29963.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                 | FEDERAL REALTY INVESTMENT TRUST                 | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        54 | NS      | $5456.16      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                     | FASTENAL CO                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       416 | NS      | $19685.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                    | FACTSET RESEARCH SYSTEMS INC                    | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        28 | NS      | $11233.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                              | META PLATFORMS INC                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1628 | NS      | $195913.52    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                        | FMC CORP                                        | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        92 | NS      | $11481.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                | EXXON MOBIL CORP                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      2982 | NS      | $328914.60    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                         | EXTRA SPACE STORAGE INC                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        98 | NS      | $14423.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc      | EXPEDITORS INTERNATIONAL OF WASHINGTON INC      | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       114 | NS      | $11846.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                               | EXPEDIA GROUP INC                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       110 | NS      | $9636.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                     | EXELON CORP                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       720 | NS      | $31125.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                               | EVERSOURCE ENERGY                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       252 | NS      | $21127.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                      | EVERGY INC                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       166 | NS      | $10446.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                        | ETSY INC                                        | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        91 | NS      | $10899.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                        | ESSEX PROPERTY TRUST INC                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        47 | NS      | $9960.24      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                              | EQUITY RESIDENTIAL                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       246 | NS      | $14514.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                     | EQUINIX INC                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        67 | NS      | $43887.01     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                     | EQUIFAX INC                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        89 | NS      | $17298.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                | EPAM SYSTEMS INC                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        41 | NS      | $13437.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                    | ENTERGY CORP                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       148 | NS      | $16650.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                              | ENPHASE ENERGY INC                              | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |        98 | NS      | $25966.08     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                             | EMERSON ELECTRIC CO                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       428 | NS      | $41113.68     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                             | ELECTRONIC ARTS INC                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       191 | NS      | $23336.38     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                       | EDWARDS LIFESCIENCES CORP                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       448 | NS      | $33425.28     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                            | EDISON INTERNATIONAL                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       277 | NS      | $17622.74     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                      | ECOLAB INC                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       179 | NS      | $26055.24     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                        | EBAY INC                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       393 | NS      | $16297.71     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                             | EASTMAN CHEMICAL CO                             | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        87 | NS      | $7085.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                     | ROYAL CARIBBEAN CRUISES LTD                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       157 | NS      | $7760.51      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                          | ARCH CAPITAL GROUP LTD                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       267 | NS      | $16762.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                        | EQT CORP                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       266 | NS      | $8998.78      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                               | EOG RESOURCES INC                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       426 | NS      | $55175.52     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                           | DUPONT DE NEMOURS INC                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       360 | NS      | $24706.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                | DUKE ENERGY CORP                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       558 | NS      | $57468.42     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                         | DOW INC                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       509 | NS      | $25648.51     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                      | DOVER CORP                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       101 | NS      | $13676.41     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino s Pizza Inc                              | DOMINO'S PIZZA INC                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        26 | NS      | $9006.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                             | DOMINION ENERGY INC                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       604 | NS      | $37037.28     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                 | DOLLAR TREE INC                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       152 | NS      | $21498.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                             | DOLLAR GENERAL CORP                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       163 | NS      | $40138.75     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                            | EVEREST RE GROUP LTD                            | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        28 | NS      | $9275.56      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                               | DISH NETWORK CORP                               | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |       181 | NS      | $2541.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                     | DISCOVER FINANCIAL SERVICES                     | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       198 | NS      | $19370.34     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                              | WALT DISNEY CO/THE                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1320 | NS      | $114681.60    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                        | DIGITAL REALTY TRUST INC                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       208 | NS      | $20856.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                          | DIAMONDBACK ENERGY INC                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       128 | NS      | $17507.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                      | DEXCOM INC                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       280 | NS      | $31707.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                               | DEVON ENERGY CORP                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       473 | NS      | $29094.23     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                             | DENTSPLY SIRONA INC                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |       155 | NS      | $4935.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                             | DELTA AIR LINES INC                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       464 | NS      | $15247.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                      | DEERE & CO                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       199 | NS      | $85323.24     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                      | DAVITA INC                                      | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        41 | NS      | $3061.47      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                          | DARDEN RESTAURANTS INC                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        89 | NS      | $12311.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                    | DANAHER CORP                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       475 | NS      | $126074.50    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                               | DXC TECHNOLOGY CO                               | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |       169 | NS      | $4478.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                   | DTE ENERGY CO                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       141 | NS      | $16571.73     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                   | DR HORTON INC                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       227 | NS      | $20234.78     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                     | CUMMINS INC                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       103 | NS      | $24955.87     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                | CROWN CASTLE INC                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       314 | NS      | $42590.96     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                | COSTAR GROUP INC                                | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $22720.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                           | COSTCO WHOLESALE CORP                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       321 | NS      | $146536.50    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                     | CORTEVA INC                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       518 | NS      | $30448.04     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                     | CORNING INC                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       551 | NS      | $17598.94     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                      | COPART INC                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       309 | NS      | $18815.01     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                              | COOPER COS INC/THE                              | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        35 | NS      | $11573.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                       | CONSTELLATION ENERGY CORP                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       236 | NS      | $20345.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                        | CONSTELLATION BRANDS INC                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       117 | NS      | $27114.75     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                         | CONSOLIDATED EDISON INC                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       256 | NS      | $24399.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                  | CONOCOPHILLIPS                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       901 | NS      | $106318.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                              | CONAGRA BRANDS INC                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       345 | NS      | $13351.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                    | COMERICA INC                                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        95 | NS      | $6350.75      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                    | COMCAST CORP                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3124 | NS      | $109246.28    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                            | COLGATE-PALMOLIVE CO                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       606 | NS      | $47746.74     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp             | COGNIZANT TECHNOLOGY SOLUTIONS CORP             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       371 | NS      | $21217.49     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                | COCA-COLA CO/THE                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      2818 | NS      | $179252.98    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                   | CLOROX CO/THE                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        90 | NS      | $12629.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                    | CITIZENS FINANCIAL GROUP INC                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       356 | NS      | $14015.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                   | CITIGROUP INC                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1402 | NS      | $63412.46     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                     | CINTAS CORP                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        62 | NS      | $28000.44     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                               | CISCO SYSTEMS INC                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2973 | NS      | $141633.72    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                       | CINCINNATI FINANCIAL CORP                       | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       113 | NS      | $11570.07     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                          | CHURCH & DWIGHT CO INC                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       175 | NS      | $14106.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                      | CHIPOTLE MEXICAN GRILL INC                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $27749.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                    | CHEVRON CORP                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1287 | NS      | $231003.63    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                      | CHARTER COMMUNICATIONS INC                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        76 | NS      | $25771.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc    | CHARLES RIVER LABORATORIES INTERNATIONAL INC    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        36 | NS      | $7844.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                        | CERIDIAN HCM HOLDING INC                        | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       111 | NS      | $7120.65      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                          | CENTERPOINT ENERGY INC                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       453 | NS      | $13585.47     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                    | CENTENE CORP                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       410 | NS      | $33624.10     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                   | CELANESE CORP                                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |        72 | NS      | $7361.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                 | CATERPILLAR INC                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       377 | NS      | $90314.12     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                    | CATALENT INC                                    | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       130 | NS      | $5851.30      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                             | CARRIER GLOBAL CORP                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       605 | NS      | $24956.25     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                   | CARNIVAL CORP                                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       703 | NS      | $5666.18      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                      | CARMAX INC                                      | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       113 | NS      | $6880.57      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                             | CARDINAL HEALTH INC                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       189 | NS      | $14528.43     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                      | CAPITAL ONE FINANCIAL CORP                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       275 | NS      | $25564.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                | CAMPBELL SOUP CO                                | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       144 | NS      | $8172.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                           | CAMDEN PROPERTY TRUST                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        78 | NS      | $8726.64      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                       | CAESARS ENTERTAINMENT INC                       | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       154 | NS      | $6406.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                      | CADENCE DESIGN SYSTEMS INC                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       198 | NS      | $31806.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                              | COTERRA ENERGY INC                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       571 | NS      | $14029.47     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                 | CVS HEALTH CORP                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       950 | NS      | $88530.50     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                        | CSX CORP                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      1525 | NS      | $47244.50     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                 | CMS ENERGY CORP                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       210 | NS      | $13299.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                   | CME GROUP INC                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       260 | NS      | $43721.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                      | CIGNA CORP                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       221 | NS      | $73226.14     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                       | CH ROBINSON WORLDWIDE INC                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        84 | NS      | $7691.04      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                      | CF INDUSTRIES HOLDINGS INC                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       141 | NS      | $12013.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                     | CDW CORP/DE                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        97 | NS      | $17322.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                  | CBRE GROUP INC                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       228 | NS      | $17546.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                         | CBOE GLOBAL MARKETS INC                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        78 | NS      | $9786.66      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                               | BROWN-FORMAN CORP                               | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       132 | NS      | $8669.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                               | BROWN & BROWN INC                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       169 | NS      | $9627.93      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                    | BROADCOM INC                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       294 | NS      | $164384.22    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc              | BROADRIDGE FINANCIAL SOLUTIONS INC              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |        86 | NS      | $11535.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                         | BRISTOL-MYERS SQUIBB CO                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1539 | NS      | $110731.05    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                          | BOSTON SCIENTIFIC CORP                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1036 | NS      | $47935.72     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc                           | BOSTON PROPERTIES INC                           | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       103 | NS      | $6960.74      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                  | BORGWARNER INC                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       169 | NS      | $6802.25      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                            | BOOKING HOLDINGS INC                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        29 | NS      | $58443.12     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                   | BOEING CO/THE                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       406 | NS      | $77338.94     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                   | BLACKROCK INC                                   | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       107 | NS      | $75823.41     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                 | BIO-TECHNE CORP                                 | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       112 | NS      | $9282.56      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                      | BIOGEN INC                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       104 | NS      | $28799.68     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                        | BIO-RAD LABORATORIES INC                        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |        16 | NS      | $6727.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                 | BEST BUY CO INC                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       144 | NS      | $11550.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                          | BERKSHIRE HATHAWAY INC                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1303 | NS      | $402496.70    | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                | W R BERKLEY CORP                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       148 | NS      | $10740.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                         | BECTON DICKINSON AND CO                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       206 | NS      | $52385.80     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                        | BAXTER INTERNATIONAL INC                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       365 | NS      | $18604.05     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                           | BATH & BODY WORKS INC                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       166 | NS      | $6995.24      | 0.03%             |  |  |  | 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        |       532 | NS      | $24216.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                            | BANK OF AMERICA CORP                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      5054 | NS      | $167388.48    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                       | BALL CORP                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       227 | NS      | $11608.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                 | BAKER HUGHES CO                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       725 | NS      | $21409.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                             | AVERY DENNISON CORP                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        58 | NS      | $10498.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                       | AVALONBAY COMMUNITIES INC                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       102 | NS      | $16475.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                    | AUTOZONE INC                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        14 | NS      | $34526.52     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                   | AUTOMATIC DATA PROCESSING INC                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       301 | NS      | $71896.86     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                    | AUTODESK INC                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       156 | NS      | $29151.72     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                               | ATMOS ENERGY CORP                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       102 | NS      | $11431.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                    | ASSURANT INC                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        38 | NS      | $4752.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                             | ARISTA NETWORKS INC                             | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       178 | NS      | $21600.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                       | ARCHER-DANIELS-MIDLAND CO                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       398 | NS      | $36954.30     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                           | APPLIED MATERIALS INC                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       624 | NS      | $60765.12     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                       | APPLE INC                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     10829 | NS      | $1407011.97   | 5.99%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                        | APA CORP                                        | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       232 | NS      | $10829.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                             | ELEVANCE HEALTH INC                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       173 | NS      | $88743.81     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                       | ANSYS INC                                       | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        63 | NS      | $15220.17     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                              | ANALOG DEVICES INC                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       373 | NS      | $61183.19     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                   | AMPHENOL CORP                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       431 | NS      | $32816.34     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                       | AMGEN INC                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       387 | NS      | $101641.68    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                      | AMETEK INC                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       166 | NS      | $23193.52     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                        | AMERIPRISE FINANCIAL INC                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        78 | NS      | $24286.86     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                          | AMERISOURCEBERGEN CORP                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       118 | NS      | $19553.78     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                     | AMERICAN WATER WORKS CO INC                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       132 | NS      | $20119.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                             | AMERICAN TOWER CORP                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       338 | NS      | $71608.68     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                | AMERICAN INTERNATIONAL GROUP INC                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       538 | NS      | $34023.12     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                             | AMERICAN EXPRESS CO                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       433 | NS      | $63975.75     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                  | AMERICAN ELECTRIC POWER CO INC                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       372 | NS      | $35321.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                     | AMERICAN AIRLINES GROUP INC                     | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       470 | NS      | $5978.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                     | AMEREN CORP                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       188 | NS      | $16716.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                  | AMAZON.COM INC                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      6427 | NS      | $539868.00    | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                | ALTRIA GROUP INC                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      1299 | NS      | $59377.29     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                    | ALPHABET INC                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4325 | NS      | $381594.75    | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                    | ALPHABET INC                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3834 | NS      | $340190.82    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                               | ALLSTATE CORP/THE                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       192 | NS      | $26035.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                             | ALLIANT ENERGY CORP                             | CUSIP: 018802108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       181 | NS      | $9993.01      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                            | ALIGN TECHNOLOGY INC                            | CUSIP: 016255101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52 | NS      | $10966.80     | 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        |       108 | NS      | $15732.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                  | ALBEMARLE CORP                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        84 | NS      | $18216.24     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                            | ALASKA AIR GROUP INC                            | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |        92 | NS      | $3950.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                         | AKAMAI TECHNOLOGIES INC                         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       113 | NS      | $9525.90      | 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        |       160 | NS      | $49321.60     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                        | AGILENT TECHNOLOGIES INC                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       213 | NS      | $31875.45     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                      | ADVANCED MICRO DEVICES INC                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1166 | NS      | $75521.82     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                          | ADVANCE AUTO PARTS INC                          | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        44 | NS      | $6469.32      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                       | ADOBE INC                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       337 | NS      | $113410.61    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                         | ACTIVISION BLIZZARD INC                         | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       516 | NS      | $39499.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                      | ABBVIE INC                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1279 | NS      | $206699.19    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                             | ABBOTT LABORATORIES                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1262 | NS      | $138554.98    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                        | AT&T INC                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      5162 | NS      | $95032.42     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                    | AES CORP/THE                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       480 | NS      | $13804.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                       | AFLAC INC                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       410 | NS      | $29495.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** T. ROWE PRICE EQUITY SERIES, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President