# EDGAR Filing Document

**Accession Number:** 0001527428
**File Stem:** 0001752724-23-075011
**Filing Date:** 2023-3
**Character Count:** 163225
**Document Hash:** dabb37d39abf4d8dfc20355acaeda52b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075011.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075011

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Arrow Investments Trust
- **CENTRAL INDEX KEY:** 0001527428
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22638
- **FILM NUMBER:** 23784067

**BUSINESS ADDRESS:**
- **STREET 1:** 6100 CHEVY CHASE DR
- **STREET 2:** SUITE 100
- **CITY:** LAUREL
- **STATE:** MD
- **ZIP:** 20707
- **BUSINESS PHONE:** 301-260-0162

**MAIL ADDRESS:**
- **STREET 1:** 6100 CHEVY CHASE DR
- **STREET 2:** SUITE 100
- **CITY:** LAUREL
- **STATE:** MD
- **ZIP:** 20707

## Series and Classes Contracts Data

### Arrow Reverse Cap 500 ETF (Series ID: S000071897)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000227510 | Arrow Reverse Cap 500 ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Arrow Investments Trust

- **b. Investment Company Act file number:** 811-22638

- **c. CIK number of Registrant:** 0001527428

- **d. LEI of Registrant:** 549300IHK71DVRHETY77

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

  - **Street Address 1:** 6100 CHEVY CHASE DR

  - **City:** LAUREL

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20707

  - **Telephone number:** 301-260-1001

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

- **a. Name of Series:** Arrow Reverse Cap 500 ETF

- **b. EDGAR series identifier (if any):** S000071897

- **c. LEI of Series:** 549300IHK71DVRHETY77

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $27482168.44

**Total Liabilities:** $133177.75

**Net Assets:** $27348990.69

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000227510 | 7.13%                | -4.86%               | 9.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $24252.62                | $1019972.25                                |
| Month 2  | $-423655.87              | $-828983.14                                |
| Month 3  | $-2.73                   | $2377831.03                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KLA Corporation                                | KLA CORP              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        51 | NS      | $20016.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies, Inc.                     | COOPER COS INC        | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       236 | NS      | $82347.48     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisign, Inc.                                 | VERISIGN INC          | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       268 | NS      | $58437.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fleetcor Technologies Inc                      | FLEETCOR TECHNOL      | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       450 | NS      | $93964.50     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                          | QUANTA SERVICES       | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       356 | NS      | $54179.64     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.        | INTL FLVR & FRAG      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       380 | NS      | $42734.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                    | AVALONBAY COMMUN      | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       277 | NS      | $49150.88     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                      | GOLDMAN SACHS GP      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        27 | NS      | $9876.87      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                         | HP INC                | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      1381 | NS      | $40242.34     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                        | BERKSHIRE HATH-B      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |         3 | NS      | $934.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                | FED REALTY INVS       | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1184 | NS      | $132051.52    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                     | CONSTELLATION-A       | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       103 | NS      | $23846.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated   | PUB SERV ENTERP       | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       624 | NS      | $38644.32     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, INC.                                  | ABIOMED INC -CVR      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       170 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                     | BIOGEN INC            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        95 | NS      | $27635.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Moodys Corp                                    | MOODY'S CORP          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        73 | NS      | $23560.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc                                 | HOME DEPOT INC        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |         8 | NS      | $2593.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                       | LAM RESEARCH          | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        41 | NS      | $20504.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneok Inc.                                     | ONEOK INC             | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       617 | NS      | $42252.16     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                            | TE CONNECTIVITY       | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |       236 | NS      | $30007.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                           | AMPHENOL CORP-A       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       304 | NS      | $24250.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                             | WATERS CORP           | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       166 | NS      | $54544.28     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                       | AT&T INC              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       429 | NS      | $8738.73      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                   | CITIZENS FINANCI      | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1427 | NS      | $61817.64     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                | GEN DIGITAL INC       | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      3331 | NS      | $76646.31     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                            | EOG RESOURCES         | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       124 | NS      | $16399.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                    | PARKER HANNIFIN       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       103 | NS      | $33578.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                  | ALPHABET INC-C        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        21 | NS      | $2097.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                          | GENERAC HOLDINGS      | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      2053 | NS      | $247591.80    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                     | BIO-RAD LABS-A        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       260 | NS      | $121539.60    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                           | SCHLUMBERGER LTD      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       356 | NS      | $20284.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                     | COPART INC            | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       575 | NS      | $38300.75     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                   | LINCOLN NATL CRP      | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      6575 | NS      | $232952.25    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                         | DIAMONDBACK ENER      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       377 | NS      | $55087.24     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                           | EDISON INTL           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       673 | NS      | $46369.70     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                  | CHUBB LTD             | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |        56 | NS      | $12739.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                   | FORTINET INC          | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       525 | NS      | $27478.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank     | ZIONS BANCORP NA      | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      3301 | NS      | $175481.16    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                  | REGIONS FINANCIA      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2458 | NS      | $57861.32     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group                                     | CBRE GROUP INC-A      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       613 | NS      | $52417.63     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                    | PFIZER INC            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |        86 | NS      | $3797.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                   | TRUIST FINANCIAL      | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       474 | NS      | $23410.86     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                    | LOCKHEED MARTIN       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        17 | NS      | $7875.42      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                    | PROGRESSIVE CORP      | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       114 | NS      | $15543.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                   | PROCTER & GAMBLE      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        25 | NS      | $3559.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                    | VERIZON COMMUNIC      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       190 | NS      | $7898.30      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                | ULTA BEAUTY INC       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        98 | NS      | $50368.08     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Group                          | ROYAL CARIBBEAN GROUP | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      1382 | NS      | $89747.08     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                   | COSTCO WHOLESALE      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        10 | NS      | $5111.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                        | KRAFT HEINZ CO/T      | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       570 | NS      | $23102.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                   | CF INDUSTRIES HO      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       582 | NS      | $49295.40     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                 | SALESFORCE INC        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        65 | NS      | $10918.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                           | ELEVANCE HEALTH       | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        17 | NS      | $8499.83      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                          | STARBUCKS CORP        | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        94 | NS      | $10259.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                              | CROWN CASTLE INC      | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       131 | NS      | $19402.41     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                      | AGILENT TECH INC      | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       161 | NS      | $24484.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                 | KROGER CO             | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       721 | NS      | $32178.23     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                   | TEXTRON INC           | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1038 | NS      | $75618.30     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.            | HUNTINGTON INGAL      | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       513 | NS      | $113137.02    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                          | WELLS FARGO & CO      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       149 | NS      | $6983.63      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                             | LENNAR CORP-A         | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       558 | NS      | $57139.20     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaredge Technologies Inc                     | SOLAREDGE TECHNO      | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       202 | NS      | $64464.26     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                            | FORTIVE CORP          | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       730 | NS      | $49661.90     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                   | MONDELEZ INTER-A      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       182 | NS      | $11910.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                       | O'REILLY AUTOMOT      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        26 | NS      | $20601.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                       | STATE ST CORP         | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       486 | NS      | $44386.38     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                           | HOWMET AEROSPACE      | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      1865 | NS      | $75886.85     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                      | CHURCH & DWIGHT       | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       713 | NS      | $57653.18     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                      | TELEDYNE TECH         | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       144 | NS      | $61093.44     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                   | FASTENAL CO           | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       746 | NS      | $37710.30     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                         | CENTERPOINT ENER      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1908 | NS      | $57468.96     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                 | AUTOZONE INC          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         9 | NS      | $21949.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation               | CINCINNATI FIN        | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       632 | NS      | $71510.80     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                            | COMCAST CORP-A        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       194 | NS      | $7633.90      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicenow Inc                                 | SERVICENOW INC        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        36 | NS      | $16384.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                       | GENERAL ELECTRIC      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       154 | NS      | $12393.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carmax Inc                                     | CARMAX INC            | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |      1635 | NS      | $115185.75    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                | CATERPILLAR INC       | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        42 | NS      | $10596.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                   | BROADCOM INC          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         9 | NS      | $5265.09      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                    | ZOETIS INC            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       101 | NS      | $16714.49     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                | BIO-TECHNE CORP       | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      1090 | NS      | $86829.40     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                          | FREEPORT-MCMORAN      | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       524 | NS      | $23380.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                    | AMERICAN AIRLINE      | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9367 | NS      | $151183.38    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                   | HONEYWELL INTL        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        40 | NS      | $8339.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                     | EVERGY INC            | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      1246 | NS      | $78061.90     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                           | CARNIVAL CORP         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     12737 | NS      | $137814.34    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                            | SYNCHRONY FINANC      | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      2006 | NS      | $73680.38     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                | XCEL ENERGY INC       | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       418 | NS      | $28745.86     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                   | MARRIOTT INTL-A       | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       135 | NS      | $23514.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                            | ABBOTT LABS           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        56 | NS      | $6190.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                        | PTC INC               | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       646 | NS      | $87132.48     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                      | EBAY INC              | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1079 | NS      | $53410.50     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                              | INTEL CORP            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       339 | NS      | $9580.14      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                | T-MOBILE US INC       | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        38 | NS      | $5673.78      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                           | PPG INDS INC          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       279 | NS      | $36364.86     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Engineering Group Inc.                  | JACOBS SOLUTIONS      | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       594 | NS      | $73388.70     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                               | GENUINE PARTS CO      | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       238 | NS      | $39941.16     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                   | EQUIFAX INC           | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       233 | NS      | $51772.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                     | AVERY DENNISON        | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       435 | NS      | $82406.40     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                     | AMERICAN TOWER C      | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        52 | NS      | $11616.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                       | KIMCO REALTY          | CUSIP: 49446R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3821 | NS      | $85819.66     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                            | DELTA AIR LI          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      1521 | NS      | $59471.10     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                     | ZIMMER BIOMET HO      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       342 | NS      | $43550.28     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd             | NORWEGIAN CRUISE      | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     11225 | NS      | $170732.25    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation              | RAYTHEON TECHNOL      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        78 | NS      | $7788.30      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                       | EASTMAN CHEMICAL      | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1281 | NS      | $112945.77    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                               | WELLTOWER INC         | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       530 | NS      | $39771.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                  | MARTIN MAR MTLS       | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       141 | NS      | $50709.24     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                | DOLLAR TREE INC       | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       245 | NS      | $36794.10     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                        | MASTERCARD INC-A      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |         7 | NS      | $2594.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                   | NVIDIA CORP           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |        17 | NS      | $3321.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                   | ILLUMINA INC          | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       167 | NS      | $35771.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                               | WESTROCK CO           | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      3403 | NS      | $133533.72    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                                  | QUALCOMM INC          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        70 | NS      | $9324.70      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                    | MODERNA INC           | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        92 | NS      | $16197.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co (The)                               | HERSHEY CO/THE        | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       135 | NS      | $30321.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                         | F5 INC                | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       833 | NS      | $123000.78    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                              | HORMEL FOODS CRP      | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       924 | NS      | $41866.44     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                            | ENTERGY CORP          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       394 | NS      | $42662.32     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                | BLACKROCK INC         | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |        15 | NS      | $11388.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                             | INGERSOLL-RAND I      | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       971 | NS      | $54376.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                | CVS HEALTH CORP       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        83 | NS      | $7322.26      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                             | META PLATFORMS-A      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        37 | NS      | $5511.89      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                               | BALL CORP             | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      1238 | NS      | $72101.12     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                  | BOSTON SCIENTIFC      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       364 | NS      | $16835.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                         | MICRON TECH           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       341 | NS      | $20562.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                | REGENERON PHARM       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        19 | NS      | $14410.93     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                        | ADVANCE AUTO PAR      | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       869 | NS      | $132331.32    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                   | LYONDELLBASELL-A      | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       510 | NS      | $49311.90     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gallagher Aj &Co                               | ARTHUR J GALLAGH      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       143 | NS      | $27987.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                    | FISERV INC            | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       173 | NS      | $18455.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                         | LUMEN TECHNOLOGI      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     35764 | NS      | $187761.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                    | ROLLINS INC           | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      1525 | NS      | $55510.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                            | REALTY INCOME         | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       427 | NS      | $28963.41     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                               | POOL CORP             | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       260 | NS      | $100258.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                  | MEDTRONIC PLC         | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       136 | NS      | $11381.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                      | ADOBE INC             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        22 | NS      | $8147.48      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                     | CONSTELLATION EN      | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       423 | NS      | $36107.29     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                | FMC CORP              | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       551 | NS      | $73354.63     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated              | MICROCHIP TECH        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       352 | NS      | $27322.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                            | IQVIA HOLDINGS I      | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       138 | NS      | $31658.58     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                            | CENTENE CORP          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       264 | NS      | $20127.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                            | ANALOG DEVICES        | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        76 | NS      | $13031.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                   | RAYMOND JAMES         | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       402 | NS      | $45333.54     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                       | DIGITAL REALTY        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       338 | NS      | $38741.56     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                      | AKAMAI TECHNOLOG      | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       895 | NS      | $79610.25     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                 | ALBEMARLE CORP        | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       148 | NS      | $41654.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.    | HARTFORD FINL SV      | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       629 | NS      | $48816.69     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                 | SIGNATURE BANK        | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      1259 | NS      | $162348.05    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                      | ROCKWELL AUTOMAT      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       144 | NS      | $40612.32     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                 | S&P GLOBAL INC        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        26 | NS      | $9748.44      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                        | EXXON MOBIL CORP      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        27 | NS      | $3132.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                            | KINDER MORGAN IN      | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      1627 | NS      | $29774.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                            | LEIDOS HOLDINGS       | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       713 | NS      | $70472.92     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                   | THERMO FISHER         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         9 | NS      | $5132.97      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                        | KEYCORP               | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      3934 | NS      | $75493.46     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                        | ACTIVISION BLIZZ      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       252 | NS      | $19295.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                   | NORTHROP GRUMMAN      | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        26 | NS      | $11649.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                    | WALMART INC           | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        15 | NS      | $2158.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                   | NORDSON CORP          | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       358 | NS      | $87101.40     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                | KELLOGG CO            | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       624 | NS      | $42793.92     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                      | MARKETAXESS           | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       375 | NS      | $136443.75    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                     | IRON MOUNTAIN         | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      1294 | NS      | $70626.52     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation PLC                          | EATON CORP PLC        | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       112 | NS      | $18167.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                     | INTUIT INC            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        25 | NS      | $10566.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                  | US BANCORP            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       403 | NS      | $20069.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.               | PHILIP MORRIS IN      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        76 | NS      | $7922.24      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                    | VIATRIS INC           | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      7901 | NS      | $96076.16     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                     | AMERIPRISE FINAN      | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       101 | NS      | $35362.12     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                         | CMS ENERGY CORP       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       991 | NS      | $62621.29     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                              | BROWN & BROWN         | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      1190 | NS      | $69686.40     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                              | DR HORTON INC         | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       444 | NS      | $43818.36     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                | CSX CORP              | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       518 | NS      | $16016.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation    | IBM                   | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        58 | NS      | $7814.34      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                             | ORACLE CORP           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        76 | NS      | $6722.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                          | WHIRLPOOL CORP        | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       989 | NS      | $153878.51    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                        | CBOE GLOBAL MARK      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       678 | NS      | $83312.64     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                      | QORVO INC             | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      1154 | NS      | $125393.64    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                  | ALPHABET INC-A        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        22 | NS      | $2174.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                            | VICI PROPERTIES       | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      1004 | NS      | $34316.72     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                     | APPLE INC             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |         7 | NS      | $1010.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                          | EVEREST RE GROUP      | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       257 | NS      | $89870.33     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                   | CATALENT INC          | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3099 | NS      | $165951.45    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                           | BOOKING HOLDINGS      | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         7 | NS      | $17038.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group                             | T ROWE PRICE GRP      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       343 | NS      | $39949.21     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                 | WALGREENS BOOTS       | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       789 | NS      | $29082.54     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc     | FIDELITY NATIONA      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       380 | NS      | $28515.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                   | CUMMINS INC           | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       139 | NS      | $34686.06     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                   | SHERWIN-WILLIAMS      | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        67 | NS      | $15851.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                         | SEMPRA ENERGY         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       137 | NS      | $21965.21     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                      | MGM RESORTS INTE      | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      2196 | NS      | $90936.36     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Transdigm Group Inc.                           | TRANSDIGM GROUP       | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        55 | NS      | $39476.25     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                             | HENRY SCHEIN INC      | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      1246 | NS      | $107342.90    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                   | BRISTOL-MYER SQB      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        85 | NS      | $6175.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                   | CADENCE DESIGN        | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       151 | NS      | $27607.33     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                 | TEXAS INSTRUMENT      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        40 | NS      | $7088.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                    | XYLEM INC             | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       500 | NS      | $52005.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                   | ADV MICRO DEVICE      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       147 | NS      | $11047.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                            | NEWMONT CORP          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       652 | NS      | $34510.36     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                              | FIRSTENERGY CORP      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      1132 | NS      | $46355.40     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                  | INTERCONTINENTAL      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       184 | NS      | $19789.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation              | CAPITAL ONE FINA      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       328 | NS      | $39032.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                          | MONSTER BEVERAGE      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       213 | NS      | $22169.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                             | ENPHASE ENERGY        | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |        81 | NS      | $17931.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies, Inc.                   | WILLIAMS COS INC      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       860 | NS      | $27726.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                             | DTE ENERGY CO         | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       419 | NS      | $48759.03     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                | UNIVERSAL HLTH-B      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      1069 | NS      | $158436.49    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                              | JOHNSON&JOHNSON       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        11 | NS      | $1797.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                      | TESLA INC             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |         6 | NS      | $1039.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                    | HOLOGIC INC           | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       814 | NS      | $66235.18     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                          | TELEFLEX INC          | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       388 | NS      | $94446.96     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group                      | PRINCIPAL FINL        | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       587 | NS      | $54326.85     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.               | MARSH & MCLENNAN      | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        81 | NS      | $14167.71     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Company                     | MARATHON PETROLE      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       208 | NS      | $26732.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                          | WEC ENERGY GROUP      | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       385 | NS      | $36186.15     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                          | CAMDEN PROP TR        | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       777 | NS      | $95734.17     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                      | COLGATE-PALMOLIV      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       208 | NS      | $15502.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                            | ARISTA NETWORKS       | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       223 | NS      | $28102.46     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                         | MOTOROLA SOLUTIO      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        94 | NS      | $24158.94     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM Brands Inc                                 | YUM! BRANDS INC       | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       242 | NS      | $31583.42     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                 | SBA COMM CORP         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       124 | NS      | $36893.72     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                         | ROPER TECHNOLOGI      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        56 | NS      | $23898.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                     | GARMIN LTD            | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       644 | NS      | $63678.72     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                    | DISCOVER FINANCI      | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       385 | NS      | $44941.05     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                    | ABBVIE INC            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        30 | NS      | $4432.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                       | VISA INC-CLASS A      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        12 | NS      | $2762.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc                            | DENTSPLY SIRONA       | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      5659 | NS      | $208420.97    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                          | COCA-COLA CO/THE      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        62 | NS      | $3801.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                         | SOUTHWEST AIR         | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      1298 | NS      | $46429.46     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                              | FEDEX CORP            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       144 | NS      | $27915.84     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                              | EXPEDIA GROUP IN      | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       836 | NS      | $95554.80     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                       | MARATHON OIL          | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      2558 | NS      | $70268.26     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                   | NORFOLK SOUTHERN      | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        78 | NS      | $19173.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                    | INVESCO LTD           | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      7277 | NS      | $134697.27    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                       | SKYWORKS SOLUTIO      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       777 | NS      | $85213.59     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                       | CERIDIAN HCM HOL      | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      1724 | NS      | $124610.72    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                              | NUCOR CORP            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       201 | NS      | $33973.02     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                        | MOLINA HEALTHCAR      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       164 | NS      | $51140.12     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                          | WESTERN DIGITAL       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      2759 | NS      | $121258.05    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                            | GLOBAL PAYMENTS       | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       431 | NS      | $48582.32     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Idex Corporation                               | IDEX CORP             | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       267 | NS      | $63994.56     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| The J M Smucker Company                        | JM SMUCKER CO         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       436 | NS      | $66620.80     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                          | DUPONT DE NEMOUR      | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       472 | NS      | $34904.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                             | CONAGRA BRANDS I      | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      1608 | NS      | $59801.52     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                              | SYSCO CORP            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       324 | NS      | $25097.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                        | INTUITIVE SURGIC      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        43 | NS      | $10564.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corp                                      | VF CORP               | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      3604 | NS      | $111507.76    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                  | HILTON WORLDWIDE      | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       218 | NS      | $31629.62     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Grainger W W Inc                               | WW GRAINGER INC       | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        63 | NS      | $37137.24     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.            | HUNT (JB) TRANS       | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       340 | NS      | $64277.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                   | SYNOPSYS INC          | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        69 | NS      | $24408.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                               | NEWS CORP-CL B        | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     17261 | NS      | $352814.84    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company    | WILLIS TOWERS WA      | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       172 | NS      | $43720.68     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                              | EPAM SYSTEMS INC      | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       164 | NS      | $54554.60     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                    | WARNER BROS DISC      | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      3739 | NS      | $55411.98     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                              | TRACTOR SUPPLY        | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       212 | NS      | $48333.88     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                  | AMERISOURCEBERGE      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       201 | NS      | $33960.96     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                 | ROBERT HALF INTL      | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      1927 | NS      | $161790.92    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMORGAN CHASE        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        27 | NS      | $3778.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                           | KEURIG DR PEPPER      | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       536 | NS      | $18910.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International Of Washington Inc.    | EXPEDITORS INTL       | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       602 | NS      | $65106.30     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation              | PINNACLE WEST         | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1639 | NS      | $122187.45    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                | LIVE NATION ENTE      | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       954 | NS      | $76787.46     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                  | NETFLIX INC           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        24 | NS      | $8492.64      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                  | FACTSET RESEARCH      | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       144 | NS      | $60903.36     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America               | PACKAGING CORP        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       659 | NS      | $94039.30     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                      | AMCOR PLC             | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      4887 | NS      | $58937.22     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith(Ao)Corp                                  | SMITH (A.O.)CORP      | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      2584 | NS      | $174936.80    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                 | CME GROUP INC         | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        97 | NS      | $17136.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                         | TJX COS INC           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       158 | NS      | $12933.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc               | METTLER-TOLEDO        | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        24 | NS      | $36790.08     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                  | EQUINIX INC           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        26 | NS      | $19191.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                        | TYLER TECHNOLOG       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       256 | NS      | $82629.12     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                     | L3HARRIS TECHNOL      | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       126 | NS      | $27067.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                          | CARDINAL HEALTH       | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       707 | NS      | $54615.75     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                               | DUKE ENERGY CORP      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       144 | NS      | $14752.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                       | EXTRA SPACE STOR      | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |       339 | NS      | $53504.37     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                       | AMERICAN EXPRESS      | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        60 | NS      | $10495.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                       | ILLINOIS TOOL WO      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        75 | NS      | $17703.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                          | ALIGN TECHNOLOGY      | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       399 | NS      | $107622.27    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                    | NETAPP INC            | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1241 | NS      | $82191.43     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                       | ATMOS ENERGY          | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       575 | NS      | $67585.50     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                 | QUEST DIAGNOSTIC      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       442 | NS      | $65628.16     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                     | 3M CO                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       129 | NS      | $14845.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                            | GENERAL MILLS IN      | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       255 | NS      | $19981.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                     | NASDAQ INC            | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       568 | NS      | $34187.92     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                 | ZEBRA TECH CORP       | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       342 | NS      | $108133.56    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                               | NRG ENERGY            | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      4641 | NS      | $158815.02    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                            | DANAHER CORP          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        21 | NS      | $5551.98      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                     | NORTHERN TRUST        | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       693 | NS      | $67200.21     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                     | DEXCOM                | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       213 | NS      | $22810.17     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                               | MERCK & CO            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        38 | NS      | $4081.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | MORGAN STANLEY        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        82 | NS      | $7981.06      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                    | PHILLIPS 66           | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       245 | NS      | $24566.15     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                             | HCA HEALTHCARE I      | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        70 | NS      | $17854.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                   | STANLEY BLACK &       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      1200 | NS      | $107172.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                  | ACCENTURE PLC-A       | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        21 | NS      | $5860.05      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                      | UNION PAC CORP        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        41 | NS      | $8371.79      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                           | VORNADO RLTY TST      | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11902 | NS      | $290289.78    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                 | CITIGROUP INC         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       286 | NS      | $14934.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation               | OCCIDENTAL PETE       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       312 | NS      | $20214.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                     | PRUDENTL FINL         | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       295 | NS      | $30957.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                         | VERISK ANALYTI        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       214 | NS      | $38903.06     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                    | CORTEVA INC           | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       399 | NS      | $25715.55     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                    | HUMANA INC            | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        32 | NS      | $16374.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation.                            | INCYTE CORP           | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       738 | NS      | $62833.32     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                        | ARCH CAPITAL GRP      | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       835 | NS      | $53732.25     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                | DEERE & CO            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        20 | NS      | $8456.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                             | BROWN-FORMAN -B       | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       779 | NS      | $51865.82     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                     | CARRIER GLOB          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       720 | NS      | $32781.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                   | TAPESTRY INC          | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      3492 | NS      | $159130.44    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                         | SEALED AIR CORP       | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      2987 | NS      | $163568.12    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.                 | OLD DOMINION FRT      | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       118 | NS      | $39322.32     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                | FIRST SOLAR INC       | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       953 | NS      | $169252.80    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                              | CIGNA CORP            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        33 | NS      | $10450.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                     | BAXTER INTL INC       | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       806 | NS      | $36826.14     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corporation                       | DISH NETWORK-A        | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     17561 | NS      | $252702.79    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | ALTRIA GROUP INC      | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       295 | NS      | $13286.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                    | RESMED INC            | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       155 | NS      | $35397.35     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc. | CHARLES RIVER LA      | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       495 | NS      | $120408.75    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc               | PNC FINANCIAL SE      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       116 | NS      | $19189.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                 | AIR PRODS & CHEM      | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        51 | NS      | $16346.01     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.            | BROADRIDGE FINL       | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       469 | NS      | $70518.84     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                   | CHARTER COMMUN-A      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        49 | NS      | $18831.19     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                  | MONOLITHIC POWER      | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       159 | NS      | $67823.04     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                             | MOSAIC CO/THE         | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      1493 | NS      | $73963.22     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Incorporated      | WEST PHARMACEUT       | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       263 | NS      | $69852.80     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                    | TRIMBLE INC           | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      1368 | NS      | $79426.08     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                   | AUTODESK INC          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       137 | NS      | $29476.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                             | COTERRA ENERGY I      | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      2354 | NS      | $58920.62     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                         | TRANE TECHNOLOGI      | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       158 | NS      | $28300.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources                             | FRANKLIN RES INC      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      3163 | NS      | $98685.60     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                        | NVR INC               | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        16 | NS      | $84320.00     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                | ELI LILLY & CO        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |         8 | NS      | $2753.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                     | CHIPOTLE MEXICAN      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $29634.84     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                               | NEWS CORP-CL A        | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      8949 | NS      | $181306.74    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                              | DOVER CORP            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       421 | NS      | $63920.43     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company                            | WALT DISNEY CO        | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        70 | NS      | $7594.30      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                | FOX CORP - B          | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      5361 | NS      | $169943.70    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.       | INTERPUBLIC GRP       | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      2788 | NS      | $101650.48    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                        | DOW INC               | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       625 | NS      | $37093.75     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                       | ALLSTATE CORP         | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       253 | NS      | $32502.91     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc New                  | CAESARS ENTERTAI      | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      2135 | NS      | $111148.10    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                          | MICROSOFT CORP        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |         3 | NS      | $743.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                         | MCDONALDS CORP        | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        21 | NS      | $5615.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.          | ALEXANDRIA REAL       | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       305 | NS      | $49025.70     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                            | CHEVRON CORP          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $3654.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                          | GILEAD SCIENCES       | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       115 | NS      | $9653.10      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                              | MASCO CORP            | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      2031 | NS      | $108049.20    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Costar Group Inc                               | COSTAR GROUP INC      | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       421 | NS      | $32795.90     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                         | APPLIED MATERIAL      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       113 | NS      | $12598.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabtec Corp                                    | WABTEC CORP           | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       608 | NS      | $63116.48     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                | SEAGATE TECHNOLO      | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      1843 | NS      | $124918.54    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                     | ESSEX PROPERTY        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       373 | NS      | $84324.11     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulte Group Inc                                | PULTEGROUP INC        | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2531 | NS      | $143988.59    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                          | NXP SEMICONDUCTO      | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       153 | NS      | $28199.43     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                           | CORNING INC           | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      1209 | NS      | $41843.49     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                    | VENTAS INC            | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      1349 | NS      | $69891.69     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                   | ORGANON & CO          | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      5983 | NS      | $180267.79    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                             | TARGET CORP           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       105 | NS      | $18074.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc                                | MASTERBRAND           | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      2198 | NS      | $20221.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                         | WASTE MANAGEMENT      | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        97 | NS      | $15008.81     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.             | AMERICAN WATER W      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       252 | NS      | $39435.48     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                | MATCH GROUP INC       | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      2103 | NS      | $113814.36    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                          | CAMPBELL SOUP CO      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      1199 | NS      | $62264.07     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Incorporation                  | PAYPAL HOLDINGS       | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       181 | NS      | $14749.69     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                     | KIMBERLY-CLARK        | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       178 | NS      | $23141.78     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                     | HASBRO INC            | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      2278 | NS      | $134789.26    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Paccar Inc                                     | PACCAR INC            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       313 | NS      | $34214.03     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                    | BANK OF AMERICA       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       116 | NS      | $4115.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                       | LAMB WESTON           | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      1058 | NS      | $105683.62    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                             | AMEREN CORP           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       548 | NS      | $47604.76     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                               | PARAMOUNT GLOBAL      | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      5071 | NS      | $117444.36    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated             | HUNTINGTON BANC       | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      3647 | NS      | $55324.99     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                            | DOMINION ENERGY       | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       394 | NS      | $25074.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Inc                                   | BEST BUY CO INC       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       739 | NS      | $65564.08     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                | FOX CORP - A          | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      3757 | NS      | $127512.58    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                            | SVB FINANCIAL GR      | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       389 | NS      | $117649.16    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                         | GENERAL MOTORS C      | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       535 | NS      | $21036.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                           | ELECTRONIC ARTS       | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       259 | NS      | $33328.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Davita Inc                                     | DAVITA INC            | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      2237 | NS      | $184306.43    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                     | AMGEN INC             | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        27 | NS      | $6814.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                    | PEPSICO INC           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        26 | NS      | $4446.52      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                             | BOEING CO/THE         | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        58 | NS      | $12354.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                              | TYSON FOODS-A         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       947 | NS      | $62265.25     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated            | VERTEX PHARM          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        45 | NS      | $14539.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential Properties Trust            | EQUITY RESIDENTI      | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       749 | NS      | $47673.85     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                             | AFLAC INC             | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       366 | NS      | $26901.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                       | ETSY INC              | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       552 | NS      | $75944.16     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Perkinelmer, Inc.                              | PERKINELMER INC       | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       455 | NS      | $62576.15     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                      | APTIV PLC             | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       482 | NS      | $54509.38     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Healthcare Technologies Inc.                | GE HEALTHCARE TE      | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        51 | NS      | $3545.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.        | MID-AMERICA APAR      | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       370 | NS      | $61686.40     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp                                       | CDW CORP/DE           | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       239 | NS      | $46851.17     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                 | GLOBE LIFE INC        | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       844 | NS      | $101997.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                | ROSS STORES INC       | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       243 | NS      | $28720.17     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                          | COMERICA INC          | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      1957 | NS      | $143467.67    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                           | M&T BANK CORP         | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       282 | NS      | $43992.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                              | OMNICOM GROUP         | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       955 | NS      | $82120.45     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc                    | CH ROBINSON           | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      1042 | NS      | $104377.14    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                               | AMAZON.COM INC        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |        14 | NS      | $1443.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                     | DOLLAR GENERAL C      | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        79 | NS      | $18454.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                            | AES CORP              | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      2050 | NS      | $56190.50     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                            | STRYKER CORP          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        49 | NS      | $12436.69     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                  | PROLOGIS INC          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |        89 | NS      | $11505.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominos Pizza Inc                              | DOMINO'S PIZZA        | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       239 | NS      | $84367.00     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                        | IDEXX LABS            | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        76 | NS      | $36518.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                  | NISOURCE INC          | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      3655 | NS      | $101426.25    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                            | PAYCOM SOFTWARE       | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       195 | NS      | $63168.30     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                              | EVERSOURCE ENERG      | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       452 | NS      | $37213.16     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextera Energy Inc                             | NEXTERA ENERGY        | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        75 | NS      | $5597.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                      | APA CORP              | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1976 | NS      | $87596.08     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                          | LOWE'S COS INC        | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        44 | NS      | $9163.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                      | VALERO ENERGY         | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       219 | NS      | $30666.57     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                             | EXELON CORP           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       654 | NS      | $27592.26     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                      | TRAVELERS COS IN      | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       138 | NS      | $26374.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Co                             | TARGA RESOURCES       | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      1046 | NS      | $78470.92     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                   | UNITED AIRLINES       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      1840 | NS      | $90086.40     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                        | BOSTON PROPERTIE      | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      1601 | NS      | $119338.54    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                  | TERADYNE INC          | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       839 | NS      | $85326.30     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.             | AMERICAN INTERNA      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       383 | NS      | $24213.26     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                               | P G & E CORP          | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      2320 | NS      | $36888.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                | EQT CORP              | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      2381 | NS      | $77787.27     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                       | WR BERKLEY CORP       | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       775 | NS      | $54358.50     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.           | COGNIZANT TECH-A      | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       638 | NS      | $42586.50     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                         | JUNIPER NETWORKS      | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      3274 | NS      | $105750.20    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.             | TAKE-TWO INTERAC      | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       638 | NS      | $72240.74     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                     | ALLIANT ENERGY        | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1450 | NS      | $78343.50     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                        | AON PLC               | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |        60 | NS      | $19120.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                             | CONOCOPHILLIPS        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        74 | NS      | $9018.38      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                      | HEALTHPEAK PROPE      | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      3222 | NS      | $88540.56     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                    | PAYCHEX INC           | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       216 | NS      | $25025.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                             | CLOROX CO             | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       408 | NS      | $59033.52     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank San Francisco              | FIRST REPUBLIC B      | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |       445 | NS      | $62691.60     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                           | OTIS WORLDWI          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       435 | NS      | $35770.05     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                             | CINTAS CORP           | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        53 | NS      | $23518.22     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                 | ARCHER-DANIELS        | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       249 | NS      | $20629.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                   | METLIFE INC           | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       273 | NS      | $19934.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                | BORGWARNER INC        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      2903 | NS      | $137253.84    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                        | UNITEDHEALTH GRP      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |         4 | NS      | $1996.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                   | SOUTHERN CO           | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       219 | NS      | $14821.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                              | LOEWS CORP            | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      1471 | NS      | $90437.08     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                      | CONS EDISON INC       | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       337 | NS      | $32119.47     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Incorporation                 | ALASKA AIR GROUP      | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      4427 | NS      | $227282.18    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                         | DXC TECHNOLOGY C      | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      6990 | NS      | $200822.70    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                       | DARDEN RESTAURAN      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       448 | NS      | $66290.56     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation               | EDWARDS LIFE          | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       329 | NS      | $25234.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                     | STERIS PLC            | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       303 | NS      | $62572.53     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                          | INVITATION HOMES      | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1825 | NS      | $59312.50     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                      | HOST HOTELS & RE      | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      4978 | NS      | $93835.30     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International PLC             | JOHNSON CONTROLS      | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |       374 | NS      | $26019.18     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                         | ON SEMICONDUCTOR      | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       519 | NS      | $38120.55     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion PLC                                   | ALLEGION PLC          | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      1066 | NS      | $125308.30    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                             | FORD MOTOR CO         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      1625 | NS      | $21953.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                       | VULCAN MATERIALS      | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       252 | NS      | $46199.16     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                       | SIMON PROPERTY        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       250 | NS      | $32115.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                           | CELANESE CORP         | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       981 | NS      | $120859.20    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                       | DEVON ENERGY CO       | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       479 | NS      | $30291.96     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                          | BATH & BODY WORK      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      2724 | NS      | $125331.24    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                 | SCHWAB (CHARLES)      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        96 | NS      | $7432.32      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                           | EMERSON ELEC CO       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       212 | NS      | $19126.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                | AUTOMATIC DATA        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        40 | NS      | $9032.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                  | BECTON DICKINSON      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        64 | NS      | $16142.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ansys Inc                                      | ANSYS INC             | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       218 | NS      | $58066.48     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                           | MCKESSON CORP         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        57 | NS      | $21584.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ametek, Inc.                                   | AMETEK INC            | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       251 | NS      | $36374.92     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                      | MSCI INC              | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        57 | NS      | $30298.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co, Inc.               | AMERICAN ELECTRI      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       233 | NS      | $21892.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                    | KEYSIGHT TEC          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       191 | NS      | $34255.85     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation        | BANK NY MELLON        | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       689 | NS      | $34842.73     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                           | LAS VEGAS SANDS       | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       652 | NS      | $38468.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company              | PIONEER NATURAL       | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       102 | NS      | $23495.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                           | BAKER HUGHES CO       | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1512 | NS      | $47990.88     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                  | MOLSON COORS-B        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      1927 | NS      | $101321.66    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.                   | JACK HENRY            | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       464 | NS      | $83561.76     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Nike, Inc.                                     | NIKE INC -CL B        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        75 | NS      | $9549.75      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                 | PUBLIC STORAGE        | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |        72 | NS      | $21912.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                    | UNITED PARCEL-B       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        48 | NS      | $8891.04      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                           | WEYERHAEUSER CO       | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      1527 | NS      | $52574.61     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                            | FIFTH THIRD BANC      | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1500 | NS      | $54435.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Incorporation                          | GARTNER INC           | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       120 | NS      | $40576.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company             | HEWLETT PACKA         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      3321 | NS      | $53567.73     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Limited                           | WYNN RESORTS LTD      | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      1361 | NS      | $141054.04    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                          | REGENCY CENTERS       | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      1507 | NS      | $100411.41    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                            | CISCO SYSTEMS         | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       128 | NS      | $6229.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated              | MCCORMICK-N/V         | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       611 | NS      | $45898.32     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-On Incorporated                           | SNAP-ON INC           | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       383 | NS      | $95263.59     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                | ESTEE LAUDER          | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        84 | NS      | $23274.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                    | INTL PAPER CO         | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      2406 | NS      | $100618.92    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                  | ASSURANT INC          | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1240 | NS      | $164411.60    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                    | ECOLAB INC            | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       173 | NS      | $26785.59     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                             | NEWELL BRANDS IN      | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     14918 | NS      | $238091.28    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                           | UNITED RENTALS        | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       130 | NS      | $57323.50     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                               | HESS CORP             | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       216 | NS      | $32434.56     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                      | LINDE PLC             | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |        21 | NS      | $6949.74      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                | LKQ CORP              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      1471 | NS      | $86730.16     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                            | HALLIBURTON CO        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      1125 | NS      | $46372.50     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                       | RALPH LAUREN COR      | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      2347 | NS      | $290675.95    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                        | UDR INC               | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      2149 | NS      | $91525.91     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                        | MOHAWK INDS           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      1772 | NS      | $212746.32    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                    | PENTAIR PLC           | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      3335 | NS      | $184692.30    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                | PPL CORP              | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      1804 | NS      | $53398.40     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                        | REPUBLIC SVCS         | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       191 | NS      | $23840.62     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings            | LABORATORY CP         | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       231 | NS      | $58239.72     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                   | GENERAL DYNAMICS      | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        67 | NS      | $15615.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** Arrow Investments Trust

**Signature:** Sam Singh

**Name of Signer:** Sam Singh

**Title:** Treasurer