# EDGAR Filing Document

**Accession Number:** 0000802716
**File Stem:** 0001752724-23-041028
**Filing Date:** 2023-2
**Character Count:** 176885
**Document Hash:** b3058c837ab429527f34dad2bee5c13f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041028.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041028

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VICTORY PORTFOLIOS
- **CENTRAL INDEX KEY:** 0000802716
- **IRS NUMBER:** 316364605
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04852
- **FILM NUMBER:** 23670818

**BUSINESS ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144
- **BUSINESS PHONE:** 6144708000

**MAIL ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SOCIETY FUNDS
- **DATE OF NAME CHANGE:** 19940906

## Series and Classes Contracts Data

### Victory S&P 500 Index Fund (Series ID: S000046396)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000144988 | Class A      | MUXAX           |
| C000144989 | Class R      | MUXRX           |
| C000144990 | Class Y      | MUXYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Victory Portfolios

- **b. Investment Company Act file number:** 811-04852

- **c. CIK number of Registrant:** 0000802716

- **d. LEI of Registrant:** 549300V07N3HJP1EW330

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

  - **Street Address 1:** 4900 Tiedeman Road 4th Floor

  - **City:** Brooklyn

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 44144

  - **Telephone number:** 800-539-3863

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

- **a. Name of Series:** Victory S&P 500 Index Fund

- **b. EDGAR series identifier (if any):** S000046396

- **c. LEI of Series:** 5493003FYR9UIIV6R751

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $211664753.04

**Total Liabilities:** $180143.02

**Net Assets:** $211484610.02

**Cash Not Reported:** $360671.56

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144990 | 8.07%                | 5.51%                | -5.76%               |
| Class ID C000144988 | 8.05%                | 5.52%                | -5.80%               |
| Class ID C000144989 | 7.99%                | 5.50%                | -5.83%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2182920.98              | $14187440.11                               |
| Month 2  | $1742856.93              | $9875162.72                                |
| Month 3  | $3259823.33              | $-16637781.00                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MCKESSON CORPORATION                               | MCKESSON CORP                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       931 | NS      | $349236.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                   | ACCENTURE PLC                                | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4139 | NS      | $1104450.76   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORPORATION                                   | HESS CORP                                    | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      1823 | NS      | $258537.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORPORATION                         | AVERY DENNISON CORP                          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       532 | NS      | $96292.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS, INC.                               | STEEL DYNAMICS INC                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1106 | NS      | $108056.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORPORATION                                    | LKQ CORPORATION                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      1667 | NS      | $89034.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORP                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     45845 | NS      | $1518386.40   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                | VERTEX PHARAMACEUTICALS INC                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1686 | NS      | $486883.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                      | RAYMOND JAMES FINANCIAL INC                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      1272 | NS      | $135913.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                  | MERCK CO INC                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     16653 | NS      | $1847650.35   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                         | AMERIPRISE FINANCIAL INC                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       699 | NS      | $217647.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                    | FOX CORP CLASS A                             | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      1987 | NS      | $60345.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                                | NEWMONT CORP                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      5214 | NS      | $246100.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                    | MARTIN MARIETTA MATERIALS INC                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       408 | NS      | $137891.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                                | FIRST REPUBLIC BANK CA                       | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      1201 | NS      | $146389.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                       | WILLIAMS COS INC                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      8000 | NS      | $263200.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                       | NORTHROP GRUMMAN CORP                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       950 | NS      | $518329.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                       | EVERGY INC                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      1508 | NS      | $94898.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY                     | ARCHER DANIELS MIDLAND CO                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      3608 | NS      | $335002.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.              | ALEXANDRIA REAL ESTATE EQUITIES INC          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       981 | NS      | $142902.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                        | L3HARRIS TECHNOLOGIES INC                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1251 | NS      | $260470.71    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                     | CONOCOPHILLIPS                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      8185 | NS      | $965830.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                       | NASDAQ INC                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      2227 | NS      | $136626.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                     | SBA COMMUNICATIONS CORP                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       709 | NS      | $198739.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM, INC.                                       | DEXCOM INC                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      2537 | NS      | $287289.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                     | QUEST DIAGNOSTICS INC                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       748 | NS      | $117017.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                      | AMERISOURCEBERGEN CORP                       | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1064 | NS      | $176315.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                 | HUNTINGTON BANCSHARES INC                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      9476 | NS      | $133611.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS, INC.                           | DARDEN RESTAURANTS INC                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       804 | NS      | $111217.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC.                                       | TEXTRON INC                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1371 | NS      | $97066.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC.                              | FREEPORT MCMORAN INC                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      9388 | NS      | $356744.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                         | ALLIANT ENERGY CORP                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1649 | NS      | $91041.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                       | CADENCE DESIGN SYSTEMS INC                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1802 | NS      | $289473.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORPORATION                                   | NEWS CORP CLASS B                            | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       774 | NS      | $14272.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                            | MOLINA HEALTHCARE INC                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       384 | NS      | $126804.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORPORATION                                   | BALL CORP                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      2062 | NS      | $105450.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC.                       | HONEYWELL INTERNATIONAL INC                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      4416 | NS      | $946348.80    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                      | JACK HENRY ASSOCIATES INC                    | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       479 | NS      | $84093.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                              | WELLS FARGO CO                               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     25027 | NS      | $1033364.83   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                           | LUMEN TECHNOLOGIES INC                       | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      6252 | NS      | $32635.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PUBLIC LIMITED COMPANY                     | PENTAIR PLC                                  | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      1080 | NS      | $48578.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                           | BERKSHIRE HATHAWAY INC CLASS B               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     11835 | NS      | $3655831.50   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                    | CSX CORP                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     13810 | NS      | $427833.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS, INC.                             | VERISK ANALYTICS INC                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1027 | NS      | $181183.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC.                          | MARKETAXESS HOLDINGS INC                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       247 | NS      | $68885.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                      | MOLSON COORS BEVERAGE CO                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      1235 | NS      | $63627.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                                 | AMEREN CORP                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1698 | NS      | $150986.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS, INC.               | BROADRIDGE FINANCIAL SOLUTIONS               | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       773 | NS      | $103682.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK, INC.                                    | BLACKROCK INC                                | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       987 | NS      | $699417.81    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger N.V.                                  | SCHLUMBERGER LTD                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      9314 | NS      | $497926.44    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CLOROX COMPANY                                 | CLOROX COMPANY                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       810 | NS      | $113667.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                 | JOHNSON CONTROLS INTERNATIONAL PLC           | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      4524 | NS      | $289536.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                       | COSTCO WHOLESALE CORP                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2907 | NS      | $1327045.50   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC.                              | KEURIG DR PEPPER INC                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      5581 | NS      | $199018.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                        | PROGRESSIVE CORP                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3843 | NS      | $498475.53    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC.                                         | XYLEM INC                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      1184 | NS      | $130914.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                            | KRAFT HEINZ CO THE                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      5230 | NS      | $212913.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. GRAINGER, INC.                                | WW GRAINGER INC                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       295 | NS      | $164093.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                  | METTLER TOLEDO INTERNATIONAL                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       146 | NS      | $211035.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE, INC.                    | OLD DOMINION FREIGHT LINE INC                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       595 | NS      | $168849.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                | COTERRA ENERCOTERRA ENERGY INC               | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      5179 | NS      | $127248.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                       | CARMAX INC                                   | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |      1038 | NS      | $63203.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA, INC.                                      | MODERNA INC                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      2170 | NS      | $389775.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC.                                     | CME GROUP INC                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2363 | NS      | $397362.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORPORATION                                   | POOL CORPORATION                             | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       257 | NS      | $77698.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                      | BROADCOM INC                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2660 | NS      | $1487285.80   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                    | UNITEDHEALTH GROUP INC                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      6137 | NS      | $3253714.66   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                           | EASTMAN CHEMICAL CO                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       788 | NS      | $64174.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                 | ALTRIA GROUP INC                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     11772 | NS      | $538098.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET, INC.                                     | FORTINET INC                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      4259 | NS      | $208222.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD, INC.                          | ACTIVISION BLIZZARD INC                      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      4678 | NS      | $358100.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, INC.                                        | ANSYS INC                                    | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       572 | NS      | $138189.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                        | DISCOVER FINANCIAL SERVICES                  | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      1795 | NS      | $175604.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                   | SALESFORCE INC                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      6568 | NS      | $870851.12    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION        | INTERNATIONAL BUSINESS MACHINES CORP         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      5939 | NS      | $836745.71    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BOEING COMPANY                                 | BOEING CO                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      3680 | NS      | $701003.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. HORTON, INC.                                  | DR HORTON INC                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      2056 | NS      | $183271.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                             | SEALED AIR CORP                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       950 | NS      | $47386.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORPORATION                              | STARBUCKS CORP                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      7540 | NS      | $747968.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                                 | CINTAS CORP                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       567 | NS      | $256068.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS, INC.                                       | VENTAS INC                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      2625 | NS      | $118256.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.           | INTERPUBLIC GROUP OF COS INC                 | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      2552 | NS      | $85007.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC.                          | CERIDIAN HCM HOLDING INC                     | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      1009 | NS      | $64727.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                        | VERIZON COMMUNICATIONS INC                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     27586 | NS      | $1086888.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC.                                       | TRIMBLE INC                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      1620 | NS      | $81907.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC.                                        | RESMED INC                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       962 | NS      | $200221.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                         | AMERICAN TOWER CORP REIT                     | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      3058 | NS      | $647867.88    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                       | NETAPP INC                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1428 | NS      | $85765.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORPORATION                           | MARATHON OIL CORP                            | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      4172 | NS      | $112936.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW, INC.                                   | SERVICENOW INC                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1327 | NS      | $515234.29    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC.                               | VICI PROPERTIES INC                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      6326 | NS      | $204962.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                    | UNIVERSAL HEALTH SERVICES                    | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       421 | NS      | $59314.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA, INC.                                     | ILLUMINA INC                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1033 | NS      | $208872.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. ROBINSON WORLDWIDE, INC.                      | CH ROBINSON WORLDWIDE INC                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       773 | NS      | $70775.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                             | GENERAL MOTORS CO                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      9332 | NS      | $313928.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR TECHNOLOGIES, INC.                        | FLEETCOR TECHNOLOGIES INC                    | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       484 | NS      | $88901.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                          | JM SMUCKER CO                                | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       700 | NS      | $110922.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                          | ARTHUR J GALLAGHER CO                        | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      1385 | NS      | $261127.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                        | LOCKHEED MARTIN CORP                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1532 | NS      | $745302.68    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                        | PARKER HANNIFIN CORP                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       843 | NS      | $245313.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES COMPANY                               | BAKER HUGHES CO                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6578 | NS      | $194248.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                             | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      3317 | NS      | $55990.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO.                               | EMERSON ELECTRIC CO                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      3884 | NS      | $373097.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                       | ADVANCED MICRO DEVICES INC                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     10591 | NS      | $685979.07    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                       | MONDELEZ INTERNATIONAL INC                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      8970 | NS      | $597850.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                        | HOST HOTELS RESORTS INC                      | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      4697 | NS      | $75386.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                          | AMCOR PLC                                    | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      9781 | NS      | $116491.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                           | BROWN FORMAN CORP CLASS B                    | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1201 | NS      | $78881.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                       | MARRIOTT INTERNATIONAL INC CLASS A           | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1767 | NS      | $263088.63    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORPORATION.                  | CONSTELLATION ENERGY CORP                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      2148 | NS      | $185179.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                      | FACTSET RESEARCH SYSTEMS INC                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       250 | NS      | $100302.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                           | CENTERPOINT ENERGY INC                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      4135 | NS      | $124008.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR, INC.                                  | FIRST SOLAR INC                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       643 | NS      | $96314.97     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH, INC.                              | ELEVANCE HEALTH INC                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1569 | NS      | $804849.93    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INCORPORATED                                 | AFLAC INC                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      3717 | NS      | $267400.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP, INC.                                   | CBRE GROUP INC CL A                          | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      2075 | NS      | $159692.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INC.                                  | TYSON FOODS INC CLASS A                      | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      1902 | NS      | $118399.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION    | WABTEC CORP                                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1195 | NS      | $119272.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                      | BOSTON SCIENTIFIC CORP                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      9408 | NS      | $435308.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                         | PACCAR INC                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      2284 | NS      | $226047.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                           | F5 Inc                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       393 | NS      | $56399.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                        | WESTERN DIGITAL CORP                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      2086 | NS      | $65813.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                              | MICROSOFT CORP                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     48964 | NS      | $11742546.48  | 5.55%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC.                                       | EQUIFAX INC                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       804 | NS      | $156265.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. BANCORP                                       | US BANCORP                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      8881 | NS      | $387300.41    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                               | JPMORGAN CHASE CO                            | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     19266 | NS      | $2583570.60   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                | SYNCHRONY FINANCIAL                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      2959 | NS      | $97232.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                              | COCA COLA CO                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     25564 | NS      | $1626126.04   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                            | AON PLC                                      | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      1359 | NS      | $407890.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                              | PAYPAL HOLDINGS INC                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      7488 | NS      | $533295.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TJX COMPANIES, INC.                            | TJX COS INC                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      7627 | NS      | $607109.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                          | CONSOLIDATED EDISON INC                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      2331 | NS      | $222167.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & COMPANY                                    | DEERE CO                                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1804 | NS      | $773483.04    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                         | AMGEN INC                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      3505 | NS      | $920553.20    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS COMPANY                           | VULCAN MATERIALS CO                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       873 | NS      | $152871.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX, INC.                                      | PAYCHEX INC                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      2107 | NS      | $243484.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP, INC.                             | WEC ENERGY GROUP                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      2072 | NS      | $194270.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS, INC.                               | UNITED RENTALS INC                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       455 | NS      | $161716.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE, INC.                                  | DOLLAR TREE INC                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1383 | NS      | $195611.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                  | RAYTHEON TECHNOLOGIES                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      9656 | NS      | $974483.52    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                    | AUTOMATIC DATA PROCESSING INC                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2725 | NS      | $650893.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC.                                  | CROWN CASTLE INC                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      2844 | NS      | $385760.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                              | DOMINION ENERGY INC                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      5473 | NS      | $335604.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.             | PNC FINANCIAL SERVICES GROUP INC             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      2649 | NS      | $418383.06    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                               | CARNIVAL CORP                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      6577 | NS      | $53010.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                     | THE CHARLES SCHWAB CORP                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     10019 | NS      | $834181.94    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION PUBLIC LIMITED COMPANY           | EATON CORP PLC                               | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      2612 | NS      | $409953.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG COMPANY                                    | KELLOGG CO                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      1681 | NS      | $119754.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES, INC.                        | HEALTHPEAK PROPERTIES INC                    | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      3531 | NS      | $88522.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                               | VORNADO REALTY TRUST                         | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1058 | NS      | $22016.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                   | OCCIDENTAL PETROLEUM CORP                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      4776 | NS      | $300840.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORPORATION                           | HORMEL FOODS CORP                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      1901 | NS      | $86590.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORPORATION                                  | MASCO CORP                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      1481 | NS      | $69118.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                            | DUKE ENERGY CORP                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      5058 | NS      | $520923.42    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                        | PFIZER INC                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     36870 | NS      | $1889218.80   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                             | CMS ENERGY CORP                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      1906 | NS      | $120706.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORPORATION                              | ALBEMARLE CORP                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       770 | NS      | $166982.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA, INC.                                        | TESLA INC                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     17628 | NS      | $2171417.04   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT, INC.                                     | CATALENT INC                                 | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1182 | NS      | $53201.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                        | PHILLIPS 66                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3105 | NS      | $323168.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN, INC.                                | KINDER MORGAN INC                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     12993 | NS      | $234913.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                       | ZIMMER BIOMET HOLDINGS INC                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      1378 | NS      | $175695.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                       | PROCTER GAMBLE CO                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     15566 | NS      | $2359182.96   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INCORPORATED                 | TELEDYNE TECHNOLOGIES INC                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       308 | NS      | $123172.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON, INC        | EXPEDITORS INTERNATIONAL OF WASHINGTON INC   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1045 | NS      | $108596.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                             | DXC TECHNOLOGY CO                            | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      1511 | NS      | $40041.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                        | INTUIT INC                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1851 | NS      | $720446.22    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.     | CHARLES RIVER LABORATORIES INTERNATIONAL INC | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       334 | NS      | $72778.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORPORATION                       | MONSTER BEVERAGE CORP                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      2502 | NS      | $254028.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC.                       | AMERICAN AIRLINES GROUP INC                  | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4269 | NS      | $54301.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO., INC.                                 | BEST BUY CO INC                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1316 | NS      | $105556.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORPORATION                           | RALPH LAUREN CORP                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       270 | NS      | $28530.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER COMPANY                               | WEYERHAEUSER CO                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      4834 | NS      | $149854.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INCORPORATED                       | TRANSDIGM GROUP INC                          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       339 | NS      | $213451.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                   | NRG ENERGY INC                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1513 | NS      | $48143.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA, INC.                                      | CORTEVA INC                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      4693 | NS      | $275854.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC.                              | HOWMET AEROSPACE INC                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      2419 | NS      | $95332.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ALLSTATE CORPORATION                           | ALLSTATE CORP                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1742 | NS      | $236215.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                  | PINNACLE WEST CAPITAL CORP                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       743 | NS      | $56497.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, INC.                                         | ETSY INC                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       826 | NS      | $98938.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                     | LYONDELLBASELL INDUSTRIES NV                 | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      1668 | NS      | $138494.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS, INC.                     | MONOLITHIC POWER SYSTEMS INC                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       293 | NS      | $103607.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC.                                | INGERSOLL RAND INC                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      2660 | NS      | $138985.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                           | DEVON ENERGY CORP                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      4294 | NS      | $264123.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                                | HALLIBURTON CO                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      5964 | NS      | $234683.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                        | AVALONBAY COMMUNITIES INC                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       919 | NS      | $148436.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                   | AIR PRODUCTS CHEMICALS INC                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1457 | NS      | $449134.82    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY, INC.                                     | TAPESTRY INC                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1583 | NS      | $60280.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                       | ON SEMICONDUCTOR CORP                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      2840 | NS      | $177130.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                                 | IQVIA HOLDINGS INC                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1220 | NS      | $249965.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC.                                     | WELLTOWER INC                                | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3103 | NS      | $203401.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                                 | LENNAR CORP CLASS A                          | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1673 | NS      | $151406.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES, INC.                            | BOSTON PROPERTIES INC                        | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       937 | NS      | $63322.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL, INC.                       | CHIPOTLE MEXICAN GRILL INC                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       182 | NS      | $252523.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA, INC.                               | DOMINO S PIZZA INC                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       233 | NS      | $80711.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                          | MGM RESORTS INTERNATIONAL                    | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      2094 | NS      | $70211.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC.                              | BOOKING HOLDINGS INC                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       255 | NS      | $513896.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORPORATION                                    | EQT CORP                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      2411 | NS      | $81564.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                          | COLGATE PALMOLIVE CO                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      5486 | NS      | $432241.94    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                        | KEYSIGHT TECHNOLOGIES INC                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1174 | NS      | $200836.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                               | META PLATFORMS INC                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     14771 | NS      | $1777542.14   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS, LIMITED                              | WYNN RESORTS LIMITED                         | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       677 | NS      | $55832.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                           | MOTOROLA SOLUTIONS INC                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1098 | NS      | $282965.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                        | UNITED PARCEL SERVICE INC                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      4794 | NS      | $833388.96    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS, INC.                                     | SYNOPSYS INC                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1004 | NS      | $320567.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                     | TEXAS INSTRUMENTS INC                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      5961 | NS      | $984876.42    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORPORATION                             | BIO TECHNE CORP                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      1031 | NS      | $85449.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORPORATION                                    | KLA CORP                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       931 | NS      | $351014.93    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOM SOFTWARE, INC.                              | PAYCOM SOFTWARE INC                          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       319 | NS      | $98988.89     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC.                              | INVITATION HOMES INC                         | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               | CORP              | US        |      3815 | NS      | $113076.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, INC.                                       | AMETEK INC                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1508 | NS      | $210697.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS, INC.                                     | PROLOGIS INC                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      6063 | NS      | $683481.99    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                   | CINCINNATI FINANCIAL CORP                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      1032 | NS      | $105666.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC.                           | EXTRA SPACE STORAGE INC                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       880 | NS      | $129518.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                     | PUBLIC STORAGE                               | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      1038 | NS      | $290837.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                       | GENERAL DYNAMICS CORP                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1479 | NS      | $366954.69    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                             | TRANE TECHNOLOGIES PLC                       | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1513 | NS      | $254320.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES, INC.                                | EOG RESOURCES INC                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3858 | NS      | $499688.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP, INC.                                 | COSTAR GROUP INC                             | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2670 | NS      | $206337.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                       | STANLEY BLACK DECKER INC                     | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       972 | NS      | $73016.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                      | THERMO FISHER SCIENTIFIC INC                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2576 | NS      | $1418577.44   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                          | BAXTER INTERNATIONAL INC                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      3311 | NS      | $168761.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                           | ADVANCE AUTO PARTS INC                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       395 | NS      | $58076.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                       | HASBRO INC                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       853 | NS      | $52041.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                                | STRYKER CORP                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      2212 | NS      | $540811.88    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                         | ADOBE INC                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      3054 | NS      | $1027762.62   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                         | CONSTELLATION BRANDS INC CLASS A             | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      1066 | NS      | $247045.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                 | ORACLE CORP                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     10093 | NS      | $825001.82    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES, INC.                               | ANALOG DEVICES INC                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      3379 | NS      | $554257.37    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC.                                        | DAVITA INC                                   | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       361 | NS      | $26955.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COOPER COMPANIES, INC.                         | COOPER COMPANIES INC                         | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       324 | NS      | $107137.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                       | ROYAL CARIBBEAN CRUISES LTD                  | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      1441 | NS      | $71228.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                               | SNAP ON INC                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       349 | NS      | $79743.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORPORATION                                  | LOEWS CORP                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      1294 | NS      | $75479.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION, INC.                          | ROCKWELL AUTOMATION INC                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       754 | NS      | $194207.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORPORATION                           | LAM RESEARCH CORP                            | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       896 | NS      | $376588.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SOUTHERN COMPANY                               | SOUTHERN CO                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      7149 | NS      | $510510.09    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, INC.                                         | NIKE INC CLASS B                             | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      8274 | NS      | $968140.74    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                             | SOUTHWEST AIRLINES CO                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      3900 | NS      | $131313.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY | SEAGATE TECHNOLOGY HOLD                      | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      1261 | NS      | $66341.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, INC.                                          | UDR INC                                      | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      2010 | NS      | $77847.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES, INC.                              | QUANTA SERVICES INC                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       939 | NS      | $133807.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                  | YUM BRANDS INC                               | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1850 | NS      | $236948.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                 | AMERICAN INTERNATIONAL GROUP INC             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      4880 | NS      | $308611.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORPORATION                     | ZEBRA TECHNOLOGIES CORP                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       339 | NS      | $86922.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                               | M T BANK CORP                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1134 | NS      | $164498.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST, INC.                         | ESSEX PROPERTY TRUST INC                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       425 | NS      | $90066.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      8659 | NS      | $736188.18    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                         | LAMB WESTON HOLDING INC                      | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       945 | NS      | $84445.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                               | CONAGRA BRANDS INC                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      3148 | NS      | $121827.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                 | EXELON CORP                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      6527 | NS      | $282162.21    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. CORPORATION                                   | VF CORP                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      2169 | NS      | $59886.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES, INC.                 | WEST PHARMACEUTICAL SERVICES INC             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       486 | NS      | $114380.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                    | PRINCIPAL FINANCIAL GROUP INC                | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      1495 | NS      | $125460.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                                | HERSHEY CO                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       965 | NS      | $223465.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES, INC.                           | IDEXX LABORATORIES INC                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       544 | NS      | $221930.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC.                                        | ZOETIS INC                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      3061 | NS      | $448589.55    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC.                                           | PTC INC                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       694 | NS      | $83307.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL, INC.                           | INTUITIVE SURGICAL INC                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2321 | NS      | $615877.35    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC.                                    | GLOBE LIFE INC                               | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       594 | NS      | $71606.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP, LTD.                             | EVEREST RE GROUP LTD                         | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       257 | NS      | $85136.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY, INC.                                  | ULTA BEAUTY INC                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       336 | NS      | $157607.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES, INC.                            | MOHAWK INDUSTRIES INC                        | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       346 | NS      | $35368.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                                   | IDEX CORP                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       495 | NS      | $113023.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC.                               | ELECTRONIC ARTS INC                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1723 | NS      | $210516.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| T. ROWE PRICE GROUP, INC.                          | T ROWE PRICE GROUP INC                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1468 | NS      | $160100.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                        | INTERNATIONAL PAPER CO                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      2336 | NS      | $80895.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORPORATION                           | KIMCO REALTY CORP                            | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      4062 | NS      | $86033.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                         | 3M CO                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      3631 | NS      | $435429.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                     | CITIGROUP INC                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     12722 | NS      | $575416.06    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS, INC.                                 | EPAM SYSTEMS INC                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       378 | NS      | $123885.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                       | LINDE PLC                                    | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      3247 | NS      | $1059106.46   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORPORATION                             | MCDONALD S CORP                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      4811 | NS      | $1267842.83   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                | HUNTINGTON INGALLS INDUSTRIES INC            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       262 | NS      | $60438.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC, INC.                                      | HOLOGIC INC                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      1640 | NS      | $122688.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                      | SEMPRA ENERGY                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      2065 | NS      | $319125.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC.                                          | MSCI INC COMMON                              | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       525 | NS      | $244214.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                            | KEYCORP                                      | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      6128 | NS      | $106749.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                          | AT T INC                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     46812 | NS      | $861808.92    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS, INC.                            | BATH BODY WORKS INC                          | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      1500 | NS      | $63210.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC.                                        | BIOGEN INC                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       946 | NS      | $261966.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC.                                    | BORGWARNER INC                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      1538 | NS      | $61904.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                          | VISA INC CLASS A                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     10739 | NS      | $2231134.64   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                           | GENERAL ELECTRIC CO                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      7177 | NS      | $601360.83    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN, INC.                                | BROWN BROWN INC                              | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      1544 | NS      | $87961.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT, INC.                             | WASTE MANAGEMENT INC                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      2454 | NS      | $384983.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                | DANAHER CORP                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      4303 | NS      | $1142102.26   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV, INC.                                       | FISERV INC                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      4171 | NS      | $421562.97    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                    | REGENERON PHARMACEUTICALS INC                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       703 | NS      | $507207.47    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORPORATION                              | WHIRLPOOL CORP                               | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       358 | NS      | $50642.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                  | INTEL CORP                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     27106 | NS      | $716411.58    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORPORATION                                    | APA CORP                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      2112 | NS      | $98588.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORPORATION                                    | CDW CORP OF DELAWARE                         | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       889 | NS      | $158757.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MOSAIC COMPANY                                 | THE MOSAIC CO                                | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      2236 | NS      | $98093.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY, INC.                             | ALIGN TECHNOLOGY INC                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       477 | NS      | $100599.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                      | PEPSICO INC                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      9049 | NS      | $1634792.34   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & COMPANY, INCORPORATED                  | MCCORMICK CO INC                             | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      1646 | NS      | $136436.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC.                              | JACOBS SOLUTIONS INC                         | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       838 | NS      | $100618.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                   | AMAZON COM INC                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     58296 | NS      | $4896864.00   | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS, INC.                              | LEIDOS HOLDINGS INC                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       898 | NS      | $94460.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                     | AUTOZONE INC                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       125 | NS      | $308272.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                  | SYSCO CORP                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      3329 | NS      | $254502.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION         | COGNIZANT TECHNOLOGY SOLUTIONS CORP          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      3376 | NS      | $193073.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INCORPORATED                               | CORNING INC                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      5000 | NS      | $159700.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                               | TE CONNECTIVITY LTD                          | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |      2089 | NS      | $239817.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INCORPORATED                              | TELEFLEX INC                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       308 | NS      | $76886.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE, INC.                                     | TERADYNE INC                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1023 | NS      | $89359.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                   | PG E CORP                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     10575 | NS      | $171949.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE, INC.                | TAKE TWO INTERACTIVE SOFTWARE                | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1036 | NS      | $107878.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HARTFORD FINANCIAL SERVICES GROUP, INC.        | HARTFORD FINANCIAL SERVICES GROUP INC        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      2089 | NS      | $158408.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC.                              | GENERAC HOLDINGS INC                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       416 | NS      | $41874.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORPORATION                           | DISH NETWORK CORP                            | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      1651 | NS      | $23180.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.            | INTERNATIONAL FLAVORS FRAGRANCES INC         | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      1675 | NS      | $175607.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                         | PRUDENTIAL FINANCIAL INC                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      2417 | NS      | $240394.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                 | FORD MOTOR CO                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     25942 | NS      | $301705.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                               | EDISON INTERNATIONAL                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      2508 | NS      | $159558.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS, INC.                              | ARISTA NETWORKS INC                          | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1626 | NS      | $197315.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                  | JOHNSON JOHNSON                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     17174 | NS      | $3033787.10   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                  | CIGNA CORP                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2008 | NS      | $665330.72    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORPORATION                                  | DOVER CORP                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       922 | NS      | $124848.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                       | VIATRIS INC                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      7965 | NS      | $88650.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX, INC.                                      | EQUINIX INC                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       608 | NS      | $398258.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES, INC.                                  | ROSS STORES INC                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      2280 | NS      | $264639.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                 | HEWLETT PACKARD ENTERPRISES CO               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      8452 | NS      | $134893.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                | FIFTH THIRD BANCORP                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      4508 | NS      | $147907.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                                 | OMNICOM GROUP INC                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1339 | NS      | $109222.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP COMPANY                              | CAMPBELL SOUP CO                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      1319 | NS      | $74853.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                          | O REILLY AUTOMOTIVE INC                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       411 | NS      | $346896.33    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                   | MARSH MCLENNAN COS                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3258 | NS      | $539133.84    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                         | AGILENT TECHNOLOGIES INC                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1945 | NS      | $291069.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                           | MASTERCARD INC CLASS A                       | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      5576 | NS      | $1938942.48   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BANK                                     | SIGNATURE BANK NEW YORK NY                   | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       413 | NS      | $47585.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORPORATION                                  | FEDEX CORP                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1572 | NS      | $272270.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                   | XCEL ENERGY INC                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      3594 | NS      | $251975.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                       | SHERWIN WILLIAMS CO                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1549 | NS      | $367624.17    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WALT DISNEY COMPANY                            | WALT DISNEY CO THE                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     11974 | NS      | $1040301.12   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                            | MICRON TECHNOLOGY INC                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      7141 | NS      | $356907.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP                                | SVB FINANCIAL GROUP                          | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       388 | NS      | $89294.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                         | IRON MOUNTAIN INC                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      1909 | NS      | $95163.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORPORATION                         | NORTHERN TRUST CORP                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1369 | NS      | $121142.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                        | ABBVIE INC                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     11616 | NS      | $1877261.76   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORPORATION                           | ATMOS ENERGY CORPORATION                     | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       919 | NS      | $102992.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PERKINELMER, INC.                                  | PERKINELMER INC                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       829 | NS      | $116242.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                     | THE KROGER CO                                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      4278 | NS      | $190713.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT, INC.                                     | ASSURANT INC                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       347 | NS      | $43395.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES, INC.                           | FRANKLIN RESOURCES INC                       | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      1866 | NS      | $49225.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                | CENTENE CORP                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      3720 | NS      | $305077.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                       | NORFOLK SOUTHERN CORP                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1521 | NS      | $374804.82    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                              | GENUINE PARTS CO                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       926 | NS      | $160670.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS, INC.                            | APPLIED MATERIALS INC                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      5651 | NS      | $550294.38    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS, INC.                       | CHARTER COMMUNICATIONS INC                   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       706 | NS      | $239404.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP.                              | LAS VEGAS SANDS CORP                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      2158 | NS      | $103735.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                      | ALPHABET INC CLASS A                         | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     39234 | NS      | $3461615.82   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                       | WALMART INC                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      9271 | NS      | $1314535.09   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                          | VALERO ENERGY CORP                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      2532 | NS      | $321209.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company        | WILLIS TOWERS WATSON PLC                     | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       711 | NS      | $173896.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                          | CHURCH DWIGHT CO INC                         | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1602 | NS      | $129137.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                          | NVR INC                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        20 | NS      | $92251.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, INC.                                        | ONEOK INC                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      2936 | NS      | $192895.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP, INC.                                   | PULTEGROUP INC                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1496 | NS      | $68112.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY, INC.                               | NEXTERA ENERGY INC                           | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13051 | NS      | $1091063.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORPORATION                                | NORDSON CORP                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       353 | NS      | $83915.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE AES CORPORATION                                | AES CORP                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      4387 | NS      | $126170.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                    | LIVE NATION ENTERTAINMENT INC                | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       938 | NS      | $65416.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                           | SKYWORKS SOLUTIONS INC                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      1054 | NS      | $96051.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                | COMCAST CORP CLASS A                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     28337 | NS      | $990944.89    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC.                                      | NISOURCE INC                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      2668 | NS      | $73156.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORPORATION                                 | WATERS CORP                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       390 | NS      | $133606.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                  | MICROCHIP TECHNOLOGY INC                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      3613 | NS      | $253813.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP, INC.                         | SIMON PROPERTY GROUP INC                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2148 | NS      | $252347.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                           | DIAMONDBACK ENERGY INC                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      1156 | NS      | $158117.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES, INC.                           | TYLER TECHNOLOGIES INC                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       273 | NS      | $88017.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO, INC.                                        | QORVO INC                                    | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       666 | NS      | $60366.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORATION                                | MOODY S CORP                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1035 | NS      | $288371.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                     | WALGREENS BOOTS ALLIANCE INC                 | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      4715 | NS      | $176152.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORPORATION OF AMERICA HOLDINGS         | LABORATORY CORP OF AMERICA HOLDINGS          | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       582 | NS      | $137049.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                   | MEDTRONIC PLC                                | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      8730 | NS      | $678495.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC.                     | HILTON WORLDWIDE HOLDINGS INC                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      1777 | NS      | $224541.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC.                           | ILLINOIS TOOL WORKS INC                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1836 | NS      | $404470.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                    | FOX CORP CLASS B                             | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       915 | NS      | $26031.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP, INC.                                  | MATCH GROUP INC                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      1835 | NS      | $76134.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC.                     | ROBERT HALF INTERNATIONAL INC                | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       713 | NS      | $52640.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                 | NVIDIA CORP                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     16356 | NS      | $2390265.84   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INCORPORATED                              | COMERICA INC                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       860 | NS      | $57491.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                | ENTERGY CORP                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1337 | NS      | $150412.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP, INC.                                | EXPEDIA GROUP INC                            | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       989 | NS      | $86636.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP, INC.                             | ALASKA AIR GROUP INC                         | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       833 | NS      | $35769.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                               | HOME DEPOT INC                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      6724 | NS      | $2123842.64   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY, INC.                               | ENPHASE ENERGY INC                           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       893 | NS      | $236609.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC.                               | DENTSPLY SIRONA INC                          | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      1412 | NS      | $44958.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                     | UNITED AIRLINES HOLDINGS INC                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      2147 | NS      | $80941.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES, INC.                              | DELTA AIR LINES INC                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      4212 | NS      | $138406.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS, INC.                            | DUPONT DE NEMOURS INC                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      3263 | NS      | $223939.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD.                            | ARCH CAPITAL GROUP LIMITED                   | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      2429 | NS      | $152492.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                              | CARDINAL HEALTH INC                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1722 | NS      | $132370.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                  | EVERSOURCE ENERGY                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      2288 | NS      | $191825.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                         | OTIS WORLDWIDE CORP                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      2736 | NS      | $214256.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                    | PPL CORP                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      4836 | NS      | $141307.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST, INC.                         | DIGITAL REALTY TRUST INC                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      1889 | NS      | $189410.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                      | TRAVELERS COMPANIES INC                      | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1539 | NS      | $288547.11    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK, INC.                                     | AUTODESK INC                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1418 | NS      | $264981.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE, INC.                                      | METLIFE INC                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      4329 | NS      | $313289.73    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                | CISCO SYSTEMS INC                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     26971 | NS      | $1284898.44   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC.                                    | S P GLOBAL INC                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2187 | NS      | $732513.78    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                      | GOLDMAN SACHS GROUP INC                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      2224 | NS      | $763677.12    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                          | CBOE GLOBAL MARKETS INC                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       697 | NS      | $87452.59     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                   | PHILIP MORRIS INTERNATIONAL INC              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     10182 | NS      | $1030520.22   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                       | CF INDUSTRIES HOLDINGS INC                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      1289 | NS      | $109822.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.              | AMERICAN ELECTRIC POWER CO INC               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      3375 | NS      | $320456.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. BERKLEY CORPORATION                          | WR BERKLEY CORP                              | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      1343 | NS      | $97461.51     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                           | AMERICAN EXPRESS CO                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3927 | NS      | $580214.25    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES, INC.                               | PPG INDUSTRIES INC                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1544 | NS      | $194142.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                                 | EQUITY RESIDENTIAL REIT                      | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      2234 | NS      | $131806.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC.                                        | HUMANA INC                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       832 | NS      | $426142.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                         | CARRIER GLOBAL CORP                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      5493 | NS      | $226586.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                 | DTE ENERGY CO                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1273 | NS      | $149615.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC.                                 | NEWELL BRANDS INC                            | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      2472 | NS      | $32333.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                      | ALPHABET INC CLASS C                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     34780 | NS      | $3086029.40   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY, INC.                 | AMERICAN WATER WORKS CO INC                  | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1194 | NS      | $181989.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                                   | GEN DIGITAL INC                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      3808 | NS      | $81605.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                       | TRUIST FINANCIAL CORP                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      8715 | NS      | $375006.45    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN, INC.                                 | HENRY SCHEIN INC                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       890 | NS      | $71084.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                                 | INCYTE PHARMACEUTICALS INC                   | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1213 | NS      | $97428.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP.                                  | FIRSTENERGY CORP                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      3568 | NS      | $149641.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                              | CAMDEN PROPERTY TRUST                        | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       700 | NS      | $78316.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART, INC.                                       | COPART INC                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      2815 | NS      | $171405.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION         | ZIONS BANCORPORATION                         | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       983 | NS      | $48324.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                       | BRISTOL MYERS SQUIBB CO                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     13966 | NS      | $1004853.70   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORPORATION                                  | NUCOR CORP                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1685 | NS      | $222099.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HOLDINGS LTD.                | NORWEGIAN CRUISE LINE HOLDINGS LTD           | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2768 | NS      | $33880.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                              | ELI LILLY CO                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      5180 | NS      | $1895051.20   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD.                                       | INVESCO LIMITED                              | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      2987 | NS      | $53736.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US, INC.                                  | T MOBILE US INC                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      3923 | NS      | $549220.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                      | REGIONS FINANCIAL CORP                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      6138 | NS      | $132335.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX, INC.                                      | NETFLIX INC                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2923 | NS      | $861934.24    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 EMINI FUTURE MAR23                         | S P 500 EMINI FUTURE MAR23                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         7 | NC      | $-25095.97    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC.                                           | DOW INC                                      | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      4623 | NS      | $232952.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL COMPANY                                   | FASTENAL CO                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      3762 | NS      | $178017.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORPORATION                          | REALTY INCOME CORP                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      4119 | NS      | $261268.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                            | EXXON MOBIL CORP                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     27051 | NS      | $2983725.30   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC.                                   | CATERPILLAR INC                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      3418 | NS      | $818816.08    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                             | LOWE S COS INC                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      4077 | NS      | $812301.48    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                               | CELANESE CORPORATION                         | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       655 | NS      | $66967.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORPORATION                        | REGENCY CENTERS CORP                         | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      1012 | NS      | $63250.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. SMITH CORPORATION                            | AO SMITH CORP                                | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       833 | NS      | $47680.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                          | EBAY INC                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      3565 | NS      | $147840.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                  | CAPITAL ONE FINANCIAL CORP                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2507 | NS      | $233050.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                     | MARATHON PETROLEUM CORP                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      3078 | NS      | $358248.42    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC.                                        | ECOLAB INC                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1628 | NS      | $236971.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                   | PACKAGING CORP OF AMERICA                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       608 | NS      | $77769.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES, INC.            | MID AMERICA APARTMENT COMM                   | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       758 | NS      | $118998.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK COMPANY                                   | WESTROCK COMPANY                             | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      1670 | NS      | $58717.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                      | BECTON DICKINSON AND CO                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1873 | NS      | $476303.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PUBLIC LIMITED COMPANY                    | ALLEGION PLC                                 | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       577 | NS      | $60735.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS, INC.                                      | ROLLINS INC                                  | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      1520 | NS      | $55540.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES, INC.                          | AKAMAI TECHNOLOGIES INC                      | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      1033 | NS      | $87081.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC.                                       | CUMMINS INC                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       926 | NS      | $224360.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE, INC.                               | HCA HEALTHCARE INC                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1393 | NS      | $334264.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES, INC.                       | SOLAREDGE TECHNOLOGIES INC                   | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       367 | NS      | $103960.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                        | CAESARS ENTERTAINMENT INC                    | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      1409 | NS      | $58614.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                         | BIO RAD LABORATORIES INC                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       141 | NS      | $59289.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                              | GILEAD SCIENCES INC                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      8238 | NS      | $707232.30    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED       | PUBLIC SERVICE ENTERPRISE GROUP INC          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      3277 | NS      | $200781.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                             | TRACTOR SUPPLY CO                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       726 | NS      | $163328.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                          | APTIV PLC                                    | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      1780 | NS      | $165771.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                              | QUALCOMM INC                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      7363 | NS      | $809488.22    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                                    | FMC CORP                                     | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       827 | NS      | $103209.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                       | LINCOLN NATIONAL CORP                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      1011 | NS      | $31057.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN, INC.                                     | VERISIGN INC                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       606 | NS      | $124496.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                | ABBOTT LABORATORIES                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     11453 | NS      | $1257424.87   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                             | CVS HEALTH CORP                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      8630 | NS      | $804229.70    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                            | HP INC                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      5815 | NS      | $156249.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                         | DOLLAR GENERAL CORP                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1482 | NS      | $364942.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS. DISCOVERY, INC.                       | WARNER BROS DISCOVERY INC                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     14515 | NS      | $137602.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                    | INTERCONTINENTAL EXCHANGE INC                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      3669 | NS      | $376402.71    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                     | CITIZENS FINANCIAL GROUP INC                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      3235 | NS      | $127361.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                | CHEVRON CORP                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11685 | NS      | $2097340.65   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PUBLIC LIMITED COMPANY                      | STERIS PLC                                   | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       656 | NS      | $121156.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                        | GARMIN LTD                                   | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      1007 | NS      | $92936.03     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                 | TARGET CORP                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      3023 | NS      | $450547.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORPORATION                                   | NEWS CORP                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      2512 | NS      | $45718.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                  | PIONEER NATURAL RESOURCES CO                 | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      1561 | NS      | $356516.79    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                          | UNION PACIFIC CORP                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      4038 | NS      | $836148.66    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                         | APPLE INC                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     98225 | NS      | $12762374.25  | 6.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                | GENERAL MILLS INC                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      3899 | NS      | $326931.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                           | ROPER TECHNOLOGIES INC                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       697 | NS      | $301166.73    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP.                              | TARGA RESOURCES CORP                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      1487 | NS      | $109294.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORPORATION                           | STATE STREET CORP                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      2410 | NS      | $186943.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                      | ORGANON CO                                   | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      1671 | NS      | $46671.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                         | KIMBERLY CLARK CORP                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2217 | NS      | $300957.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES, INC.                            | REPUBLIC SERVICES INC                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1349 | NS      | $174007.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                    | ESTEE LAUDER COS INC CLASS A                 | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1519 | NS      | $376879.09    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORPORATION                                | FORTIVE CORPORATION                          | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      2324 | NS      | $149317.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                            | NXP SEMICONDUCTOR NV                         | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      1702 | NS      | $268967.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                               | AMPHENOL CORP CLASS A                        | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      3909 | NS      | $297631.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation            | BANK OF NEW YORK MELLON CORP                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      4831 | NS      | $219907.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.       | FIDELITY NATIONAL INFORMATION SERVICES INC   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      3898 | NS      | $264479.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER, INC.                                      | GARTNER INC                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       519 | NS      | $174456.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. HUNT TRANSPORT SERVICES, INC.                | J B HUNT TRANSPORT SERVICES INC              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       544 | NS      | $94851.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS, INC.                             | JUNIPER NETWORKS INC                         | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      2132 | NS      | $68138.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                      | CHUBB LIMITED                                | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2726 | NS      | $601355.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                               | GLOBAL PAYMENTS INC                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1776 | NS      | $176392.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION                   | EDWARDS LIFESCIENCES CORPORATION             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      4061 | NS      | $302991.21    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST                    | FEDERAL REALTY INVESTMENT TRUST              | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       480 | NS      | $48499.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Victory Portfolios

**Signature:** Allan Shaer

**Name of Signer:** Allan Shaer

**Title:** Treasurer