# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001752724-23-045991
**Filing Date:** 2023-2
**Character Count:** 100353
**Document Hash:** 5c3b3fe0899b03b66d2141cdbeaa56ee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045991.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045991

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 23681797

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs U.S. Tax-Managed Equity Fund (Series ID: S000009340)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000025601 | Institutional   | GCTIX           |
| C000025602 | Service         | GCTSX           |
| C000025603 | Class A         | GCTAX           |
| C000025605 | Class C         | GCTCX           |
| C000091964 | Investor Shares | GQIRX           |
| C000200307 | Class R6 Shares | GCTRX           |
| C000201767 | Class P Shares  | GSDPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Goldman Sachs Trust

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71 South Wacker Drive

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-655-4400

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

- **a. Name of Series:** Goldman Sachs U.S. Tax-Managed Equity Fund

- **b. EDGAR series identifier (if any):** S000009340

- **c. LEI of Series:** 549300HEKU61E0SQOE76

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

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

- **b. Date as of which information is reported:** 2022-12-30

**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:** $2352413561.11

**Total Liabilities:** $17641980.85

**Net Assets:** $2334771580.26

**Cash Not Reported:** $34386812.09

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025602 | 8.79%                | 3.98%                | -5.72%               |
| Class ID C000091964 | 8.81%                | 4.02%                | -5.68%               |
| Class ID C000200307 | 8.84%                | 4.01%                | -5.70%               |
| Class ID C000025603 | 8.80%                | 3.99%                | -5.71%               |
| Class ID C000201767 | 8.80%                | 4.04%                | -5.70%               |
| Class ID C000025601 | 8.83%                | 4.01%                | -5.69%               |
| Class ID C000025605 | 8.74%                | 3.95%                | -5.80%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3340909.04              | $186774985.56                              |
| Month 2  | $5701097.41              | $87656948.88                               |
| Month 3  | $-1243973.40             | $-142541928.04                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ford Motor Co                                  | Ford Motor Co                                  | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    197407 | NS      | $2295843.41   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                        | ExlService Holdings Inc                        | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     24933 | NS      | $4224398.19   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology                  | International Game Technology PLC              | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |    117702 | NS      | $2669481.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    112434 | NS      | $9559138.68   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                      | Brighthouse Financial Inc                      | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     38542 | NS      | $1976048.34   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International                 | Johnson Controls International plc             | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |    406445 | NS      | $26012480.00  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                       | MarketAxess Holdings Inc                       | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     24051 | NS      | $6707583.39   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                             | Meta Platforms Inc                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     17470 | NS      | $2102339.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                   | Alphabet Inc                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    326600 | NS      | $28815918.00  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                  | Huntsman Corp                                  | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |    224219 | NS      | $6161538.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                             | Steel Dynamics Inc                             | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      8802 | NS      | $859955.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                          | Lancaster Colony Corp                          | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      9833 | NS      | $1940050.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                     | Atkore Inc                                     | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     48397 | NS      | $5489187.74   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                             | nVent Electric PLC                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    198373 | NS      | $7631409.31   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                          | Euronet Worldwide Inc                          | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     52450 | NS      | $4950231.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                               | Encore Wire Corp                               | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114566 | NS      | $15759698.96  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In                 | Philip Morris International Inc                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     65544 | NS      | $6633708.24   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                          | Molina Healthcare Inc                          | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     27879 | NS      | $9206203.38   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                   | SM Energy Co                                   | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      9347 | NS      | $325556.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                 | TechnipFMC PLC                                 | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |    224238 | NS      | $2733461.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                     | Signature Bank/New York NY                     | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |     20633 | NS      | $2377334.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                            | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     40827 | NS      | $5474900.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                 | Murphy USA Inc                                 | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     39766 | NS      | $11116187.64  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                     | Vertex Pharmaceuticals Inc                     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     93638 | NS      | $27040781.64  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                            | Arista Networks Inc                            | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      6480 | NS      | $786348.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I                 | PNC Financial Services Group Inc/The           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      5054 | NS      | $798228.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                      | Hess Corp                                      | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     12264 | NS      | $1739280.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                  | Hewlett Packard Enterprise Co                  | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    314773 | NS      | $5023777.08   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                    | Cintas Corp                                    | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29156 | NS      | $13167432.72  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                    | Ovintiv Inc                                    | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51560 | NS      | $2614607.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                               | Ryder System Inc                               | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |    119266 | NS      | $9967059.62   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                    | Asbury Automotive Group Inc                    | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      1486 | NS      | $266365.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                               | Schlumberger Ltd                               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     94650 | NS      | $5059989.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                   | AutoZone Inc                                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |     13147 | NS      | $32422868.46  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     39073 | NS      | $3641212.87   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                            | Eagle Materials Inc                            | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     32458 | NS      | $4312045.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                   | Evercore Inc                                   | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     35397 | NS      | $3861104.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                 | ServiceNow Inc                                 | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     24029 | NS      | $9329739.83   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                           | MGIC Investment Corp                           | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    100794 | NS      | $1310322.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                            | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    691771 | NS      | $22731595.06  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                      | Host Hotels & Resorts Inc                      | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |   1080463 | NS      | $17341431.15  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                       | MSCI Inc                                       | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     17240 | NS      | $8019530.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                             | Royalty Pharma PLC                             | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |     71117 | NS      | $2810543.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Lif                 | American Equity Investment Life Holding Co     | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |    196463 | NS      | $8962642.06   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     17336 | NS      | $5112039.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                      | Chubb Ltd                                      | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |    113046 | NS      | $24937947.60  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                     | Humana Inc                                     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     34579 | NS      | $17711018.01  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    755474 | NS      | $98158736.82  | 4.20%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc                     | H&E Equipment Services Inc                     | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     10402 | NS      | $472250.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    146956 | NS      | $30430178.92  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     20026 | NS      | $3617897.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                               | W R Berkley Corp                               | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      3410 | NS      | $247463.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                            | Elevance Health Inc                            | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     71276 | NS      | $36562449.72  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                       | Simon Property Group Inc                       | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |         2 | NS      | $234.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I                 | West Pharmaceutical Services Inc               | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      6675 | NS      | $1570961.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                       | Super Micro Computer Inc                       | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |    135147 | NS      | $11095568.70  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T                 | Interpublic Group of Cos Inc/The               | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     90544 | NS      | $3016020.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                      | Teledyne Technologies Inc                      | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     21541 | NS      | $8614461.31   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    279233 | NS      | $45126845.13  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                             | Voya Financial Inc                             | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |    295760 | NS      | $18186282.40  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                                | TripAdvisor Inc                                | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     80977 | NS      | $1455966.46   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T                 | Bank of New York Mellon Corp/The               | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    585178 | NS      | $26637302.56  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                              | Cisco Systems Inc                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    395329 | NS      | $18833473.56  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                      | Tesla Inc                                      | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     91537 | NS      | $11275527.66  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                       | Corebridge Financial Inc                       | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     51613 | NS      | $1035356.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                         | Equitable Holdings Inc                         | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    200048 | NS      | $5741377.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                  | Interactive Brokers Group Inc                  | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     19961 | NS      | $1444178.35   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                     | AMETEK Inc                                     | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |    195946 | NS      | $27377575.12  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                  | CME Group Inc                                  | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    100090 | NS      | $16831134.40  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                        | SBA Communications Corp                        | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     83673 | NS      | $23454378.63  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit                 | Mid-America Apartment Communities Inc          | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     29850 | NS      | $4686151.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                        | CNO Financial Group Inc                        | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    216647 | NS      | $4950383.95   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                             | United Rentals Inc                             | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      5515 | NS      | $1960141.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                     | Macy's Inc                                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    328288 | NS      | $6779147.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                            | Paycom Software Inc                            | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |     26485 | NS      | $8218560.35   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America I                 | Reinsurance Group of America Inc               | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      6559 | NS      | $931968.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                       | Microchip Technology Inc                       | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     14728 | NS      | $1034642.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                             | Equity Residential                             | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     17807 | NS      | $1050613.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                              | Kinder Morgan Inc                              | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    588413 | NS      | $10638507.04  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                    | Corteva Inc                                    | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     28500 | NS      | $1675230.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                    | Maximus Inc                                    | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     20312 | NS      | $1489478.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                 | EPR Properties                                 | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |    151660 | NS      | $5720615.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                             | Trade Desk Inc/The                             | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     57664 | NS      | $2585077.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                       | Manhattan Associates Inc                       | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     12751 | NS      | $1547971.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    393336 | NS      | $33040224.00  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                    | Genpact Ltd                                    | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |     11360 | NS      | $526195.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                    | MongoDB Inc                                    | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |     17447 | NS      | $3434267.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                         | Victoria's Secret & Co                         | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |         1 | NS      | $35.78        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                            | SVB Financial Group                            | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      1609 | NS      | $370295.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I                 | Mettler-Toledo International Inc               | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      6958 | NS      | $10057441.10  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                              | General Motors Co                              | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    275539 | NS      | $9269131.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                     | DaVita Inc                                     | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     21562 | NS      | $1610034.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                 | NRG Energy Inc                                 | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     68737 | NS      | $2187211.34   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                      | CubeSmart                                      | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5206 | NS      | $209541.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                     | Intuit Inc                                     | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     20249 | NS      | $7881315.78   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                     | LPL Financial Holdings Inc                     | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     23105 | NS      | $4994607.85   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc                 | Petco Health & Wellness Co Inc                 | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |     41013 | NS      | $388803.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                               | Boyd Gaming Corp                               | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     18020 | NS      | $982630.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                           | Medpace Holdings Inc                           | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     64030 | NS      | $13600612.30  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                | Yum! Brands Inc                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      5222 | NS      | $668833.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                               | Wynn Resorts Ltd                               | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     90670 | NS      | $7477554.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                 | Whirlpool Corp                                 | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     43716 | NS      | $6184065.36   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Tr                 | National Storage Affiliates Trust              | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    405272 | NS      | $14638424.64  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                   | Cadence Bank                                   | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     11523 | NS      | $284157.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                      | Park Hotels & Resorts Inc                      | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |    315918 | NS      | $3724673.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                     | Sysco Corp                                     | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     10652 | NS      | $814345.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                          | Antero Resources Corp                          | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     64709 | NS      | $2005331.91   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                     | Nucor Corp                                     | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      8572 | NS      | $1129875.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                        | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     77746 | NS      | $9048856.94   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                           | Red Rock Resorts Inc                           | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25703 | NS      | $1028377.03   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                         | Intuitive Surgical Inc                         | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     43991 | NS      | $11673011.85  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                     | Brixmor Property Group Inc                     | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     21275 | NS      | $482304.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                          | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     18420 | NS      | $4539056.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                               | CoStar Group Inc                               | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71280 | NS      | $5508518.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                 | Public Storage                                 | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |     62322 | NS      | $17462001.18  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                     | Chipotle Mexican Grill Inc                     | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18628 | NS      | $25846163.72  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                          | ON Semiconductor Corp                          | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     66140 | NS      | $4125151.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                          | East West Bancorp Inc                          | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70709 | NS      | $4659723.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                    | Gartner Inc                                    | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |     52678 | NS      | $17707182.92  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                  | Live Nation Entertainment Inc                  | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |    117978 | NS      | $8227785.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                 | NexPoint Residential Trust Inc                 | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     14912 | NS      | $648970.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                    | Penske Automotive Group Inc                    | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      8426 | NS      | $968400.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                             | Teekay Tankers Ltd                             | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |      9713 | NS      | $299257.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                               | Crown Castle Inc                               | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     19313 | NS      | $2619615.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                           | Howmet Aerospace Inc                           | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    518511 | NS      | $20434518.51  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                  | Snowflake Inc                                  | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |     86653 | NS      | $12438171.62  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    366032 | NS      | $87781794.24  | 3.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                   | Centene Corp                                   | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     62227 | NS      | $5103236.27   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                       | NCR Corp                                       | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    115526 | NS      | $2704463.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                   | Wyndham Hotels & Resorts Inc                   | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     38775 | NS      | $2765045.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                              | State Street Corp                              | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      9390 | NS      | $728382.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                           | Williams Cos Inc/The                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    679601 | NS      | $22358872.90  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                   | VeriSign Inc                                   | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |    124296 | NS      | $25535370.24  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                          | Costco Wholesale Corp                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      3528 | NS      | $1610532.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                              | EOG Resources Inc                              | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     89256 | NS      | $11560437.12  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                       | Elanco Animal Health Inc                       | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    374402 | NS      | $4575192.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Manag                 | Apartment Investment and Management Co         | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |         1 | NS      | $7.12         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                      | AGCO Corp                                      | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      5761 | NS      | $798993.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                             | IQVIA Holdings Inc                             | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      7809 | NS      | $1599986.01   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                     | Charter Communications Inc                     | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     12395 | NS      | $4203144.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                  | Regeneron Pharmaceuticals Inc                  | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      4775 | NS      | $3445114.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                          | Civitas Resources Inc                          | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     61306 | NS      | $3551456.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                  | International Bancshares Corp                  | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     19845 | NS      | $908107.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                    | Hexcel Corp                                    | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     12658 | NS      | $744923.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                         | Mueller Industries Inc                         | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |    307311 | NS      | $18131349.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                               | MercadoLibre Inc                               | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |     11283 | NS      | $9548125.92   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                              | Marathon Oil Corp                              | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |    193243 | NS      | $5231088.01   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                         | Arch Capital Group Ltd                         | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     49985 | NS      | $3138058.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                            | Emerson Electric Co                            | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     44716 | NS      | $4295418.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                       | Marsh & McLennan Cos Inc                       | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     58061 | NS      | $9607934.28   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                         | Palo Alto Networks Inc                         | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |    126882 | NS      | $17705114.28  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                           | Summit Materials Inc                           | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |    101858 | NS      | $2891748.62   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                    | Target Corp                                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      8734 | NS      | $1301715.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust                  | First Industrial Realty Trust Inc              | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62315 | NS      | $3007321.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                     | Axalta Coating Systems Ltd                     | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |     44191 | NS      | $1125544.77   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     26154 | NS      | $2901786.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                    | Zscaler Inc                                    | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |     43289 | NS      | $4844039.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                       | LKQ Corp                                       | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     48657 | NS      | $2598770.37   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                  | Martin Marietta Materials Inc                  | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      5444 | NS      | $1839908.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources                  | Alpha Metallurgical Resources Inc              | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3481 | NS      | $509583.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                   | Prologis Inc                                   | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     84670 | NS      | $9544849.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      8185 | NS      | $1240518.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     52651 | NS      | $7147373.25   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                        | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     97597 | NS      | $21500619.10  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                      | Aptiv PLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    152389 | NS      | $14191987.57  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                  | Jefferies Financial Group Inc                  | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |    142443 | NS      | $4882946.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                      | ONEOK Inc                                      | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      8760 | NS      | $575532.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                    | Popular Inc                                    | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     25107 | NS      | $1665096.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |     52517 | NS      | $52517.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                           | Tenable Holdings Inc                           | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     11855 | NS      | $452268.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                             | Outfront Media Inc                             | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     90879 | NS      | $1506773.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                       | Jazz Pharmaceuticals PLC                       | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     15891 | NS      | $2531595.21   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                   | Fortinet Inc                                   | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |    395400 | NS      | $19331106.00  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                      | Axis Capital Holdings Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     23986 | NS      | $1299321.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                    | ONE Gas Inc                                    | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     38829 | NS      | $2940131.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                    | Avantor Inc                                    | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    219556 | NS      | $4630436.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                   | Thermo Fisher Scientific Inc                   | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3494 | NS      | $1924110.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                   | Broadcom Inc                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     47943 | NS      | $26806369.59  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                          | Stifel Financial Corp                          | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |    203209 | NS      | $11861309.33  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                     | Cactus Inc                                     | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      8224 | NS      | $413338.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                   | Pioneer Natural Resources Co                   | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     33190 | NS      | $7580264.10   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                  | Accenture PLC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     31236 | NS      | $8335014.24   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                        | O'Reilly Automotive Inc                        | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1394 | NS      | $1176577.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                               | Clear Secure Inc                               | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162817 | NS      | $4466070.31   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                    | Discover Financial Services                    | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     96351 | NS      | $9426018.33   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                     | Raytheon Technologies Corp                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    149820 | NS      | $15119834.40  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                          | CommVault Systems Inc                          | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     77471 | NS      | $4868277.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                       | KLA Corp                                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      3264 | NS      | $1230625.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                     | Cigna Corp                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     21748 | NS      | $7205982.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                             | HCA Healthcare Inc                             | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     43802 | NS      | $10510727.92  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                           | Vornado Realty Trust                           | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $20.81        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                             | Graham Holdings Co                             | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1587 | NS      | $958881.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                 | Lowe's Cos Inc                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     91859 | NS      | $18301987.16  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                           | Warrior Met Coal Inc                           | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     35291 | NS      | $1222480.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                       | Axcelis Technologies Inc                       | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     29808 | NS      | $2365562.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                               | Exxon Mobil Corp                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     33319 | NS      | $3675085.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                        | Dow Inc                                        | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      8601 | NS      | $433404.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                     | Ventas Inc                                     | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     28435 | NS      | $1280996.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                       | Lamb Weston Holdings Inc                       | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     35242 | NS      | $3149225.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                          | Camden Property Trust                          | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     92408 | NS      | $10338607.04  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                               | Primo Water Corp                               | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78990 | NS      | $1227504.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                        | Sherwin-Williams Co/The                        | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     60677 | NS      | $14400472.41  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                                            | International Flavors & Fragrances Inc         | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      2882 | NS      | $302148.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions                 | Cognizant Technology Solutions Corp            | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    267799 | NS      | $15315424.81  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc                  | Zoom Video Communications Inc                  | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     58807 | NS      | $3983586.18   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                      | Olin Corp                                      | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     56853 | NS      | $3009797.82   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                         | IDEXX Laboratories Inc                         | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |     14459 | NS      | $5898693.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                      | Adobe Inc                                      | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    108540 | NS      | $36526966.20  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties In                 | Equity LifeStyle Properties Inc                | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     42893 | NS      | $2770887.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    235200 | NS      | $41548080.00  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                  | Medtronic PLC                                  | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    397617 | NS      | $30902793.24  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     47957 | NS      | $25425842.26  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | CME E-MINI STANDARD & POOR'S 500 INDEX         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        67 | NC      | $-361299.49   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                             | Valero Energy Corp                             | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      8214 | NS      | $1042028.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                               | EPAM Systems Inc                               | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      5074 | NS      | $1662952.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                           | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     57344 | NS      | $27897282.56  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                       | Equitrans Midstream Corp                       | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     50295 | NS      | $336976.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                     | Biogen Inc                                     | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     16828 | NS      | $4660009.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                       | eBay Inc                                       | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     34974 | NS      | $1450371.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                         | Tyler Technologies Inc                         | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      6431 | NS      | $2073418.71   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                   | Teleflex Inc                                   | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      1199 | NS      | $299306.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                         | Boston Beer Co Inc/The                         | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |     11068 | NS      | $3647127.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | CME E-MINI RUSSELL 2000 INDEX                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        15 | NC      | $-30564.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                       | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    633903 | NS      | $19638314.94  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                  | Golar LNG Ltd                                  | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |    220665 | NS      | $5028955.35   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                         | Berkshire Hathaway Inc                         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    152384 | NS      | $47071417.60  | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                             | BOK Financial Corp                             | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |     32040 | NS      | $3325431.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/O                 | American Financial Group Inc/OH                | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     69660 | NS      | $9562924.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                          | Shockwave Medical Inc                          | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      3886 | NS      | $799000.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp                     | Apartment Income REIT Corp                     | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $34.31        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                           | Targa Resources Corp                           | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |    103628 | NS      | $7616658.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                          | Applied Materials Inc                          | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    218165 | NS      | $21244907.70  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Hol                 | Laboratory Corp of America Holdings            | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     19000 | NS      | $4474120.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                   | SFL Corp Ltd                                   | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |    238799 | NS      | $2201726.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                              | DXC Technology Co                              | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     28169 | NS      | $746478.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                      | Keysight Technologies Inc                      | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     94239 | NS      | $16121465.73  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                     | NetApp Inc                                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     42942 | NS      | $2579096.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                 | Globe Life Inc                                 | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     27694 | NS      | $3338511.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                         | Webster Financial Corp                         | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    123665 | NS      | $5854301.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                       | Ameriprise Financial Inc                       | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     22357 | NS      | $6961299.09   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                   | Fortive Corp                                   | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |         1 | NS      | $64.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                         | Boston Scientific Corp                         | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    592843 | NS      | $27430845.61  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                  | Mosaic Co/The                                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    140756 | NS      | $6174965.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                               | Altria Group Inc                               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     80716 | NS      | $3689528.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                            | Cheniere Energy Inc                            | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     10830 | NS      | $1624066.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                            | Carrier Global Corp                            | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     46100 | NS      | $1901625.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                               | Life Storage Inc                               | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     24620 | NS      | $2425070.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                   | Vontier Corp                                   | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |         1 | NS      | $19.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TaskUS Inc                                     | TaskUS Inc                                     | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |     29687 | NS      | $501710.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global PLC                             | Liberty Global PLC                             | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |     80612 | NS      | $1566291.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                             | Coterra Energy Inc                             | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     59229 | NS      | $1455256.53   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    321881 | NS      | $16493182.44  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                                 | Perficient Inc                                 | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      5663 | NS      | $395447.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                     | CF Industries Holdings Inc                     | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     47477 | NS      | $4045040.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                          | Element Solutions Inc                          | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     71308 | NS      | $1297092.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Ho                 | Knight-Swift Transportation Holdings Inc       | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67627 | NS      | $3544331.07   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                        | Darling Ingredients Inc                        | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     39594 | NS      | $2478188.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                     | Casey's General Stores Inc                     | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     66730 | NS      | $14970875.50  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                    | Gentex Corp                                    | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      5064 | NS      | $138095.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                               | SPS Commerce Inc                               | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     13204 | NS      | $1695789.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                            | Scorpio Tankers Inc                            | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |    433503 | NS      | $23309456.31  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                     | Mondelez International Inc                     | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    484935 | NS      | $32320917.75  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    180588 | NS      | $15503479.80  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                          | General Dynamics Corp                          | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     47851 | NS      | $11872311.61  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                           | Lamar Advertising Co                           | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     20144 | NS      | $1901593.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                       | Horizon Therapeutics Plc                       | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |    178341 | NS      | $20295205.80  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                     | Airbnb Inc                                     | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     55954 | NS      | $4784067.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co                        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      6061 | NS      | $436088.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                      | News Corp                                      | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    647009 | NS      | $11775563.80  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                             | First Hawaiian Inc                             | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     26803 | NS      | $697950.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                   | Alphabet Inc                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    315000 | NS      | $27949950.00  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                      | First BanCorp/Puerto Rico                      | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     40192 | NS      | $511242.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                              | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     13711 | NS      | $5762733.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     63128 | NS      | $10430008.16  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                       | Western Alliance Bancorp                       | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     55059 | NS      | $3279314.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                | Baker Hughes Co                                | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28231 | NS      | $833661.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                    | NVIDIA Corp                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    130588 | NS      | $19084130.32  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                    | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     18506 | NS      | $1512680.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                      | Chewy Inc                                      | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |    130923 | NS      | $4854624.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                    | Snap-on Inc                                    | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     15142 | NS      | $3459795.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Goldman Sachs Trust

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President Assistant Treasurer