# EDGAR Filing Document

**Accession Number:** 0001605803
**File Stem:** 0001410368-26-030406
**Filing Date:** 2026-3
**Character Count:** 121666
**Document Hash:** d6939009b04f285cbcdb220ac4f51465
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-030406.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0001410368-26-030406

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Lattice Strategies Trust
- **CENTRAL INDEX KEY:** 0001605803

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23002
- **FILM NUMBER:** 26792287

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

## Series and Classes Contracts Data

### Hartford Multifactor US Equity ETF (Series ID: S000047586)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000149409 | Hartford Multifactor US Equity ETF | ROUS            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Lattice Strategies Trust

- **b. Investment Company Act file number:** 811-23002

- **c. CIK number of Registrant:** 0001605803

- **d. LEI of Registrant:** 549300X74R262ISYFF63

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

  - **Street Address 1:** 690 Lee Road

  - **City:** Wayne

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** Hartford Multifactor US Equity ETF

- **b. EDGAR series identifier (if any):** S000047586

- **c. LEI of Series:** 549300HVOI1CBXJEBU43

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $523702410.28

**Total Liabilities:** $2896835.54

**Net Assets:** $520805574.74

**Cash Not Reported:** $1329788.84

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000149409 | 1.36%                | -0.22%               | 3.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13.36                  | $6669863.88                                |
| Month 2  | $11165455.41             | $-12953893.09                              |
| Month 3  | $4370144.47              | $14035542.64                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aflac Inc                            | Aflac Inc                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      3090 | NS      | $342835.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                             | AT&T Inc                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    118287 | NS      | $3100302.27   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                  | Abbott Laboratories                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     14951 | NS      | $1634144.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                           | AbbVie Inc                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      5174 | NS      | $1153853.74   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                            | Adobe Inc                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1465 | NS      | $429611.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc         | Adtalem Global Education Inc                                                | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      3125 | NS      | $323593.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                   | Albertsons Cos Inc                                                          | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    165460 | NS      | $2754909.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Allstate Corp/The                    | Allstate Corp/The                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     12119 | NS      | $2411559.81   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc          | Alnylam Pharmaceuticals Inc                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      4198 | NS      | $1419175.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                         | Alphabet Inc                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     22706 | NS      | $7674628.00   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                     | Altria Group Inc                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     60305 | NS      | $3738306.95   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                       | Amazon.com Inc                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      7806 | NS      | $1867975.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                          | Ameren Corp                                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      8449 | NS      | $872612.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc       | American Electric Power Co Inc                                              | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     12791 | NS      | $1532042.03   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH      | American Financial Group Inc/OH                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1711 | NS      | $222891.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc     | American International Group Inc                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     21860 | NS      | $1636876.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                          | Cencora Inc                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      4615 | NS      | $1657800.30   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                            | Amgen Inc                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1263 | NS      | $431794.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                        | Amphenol Corp                                                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     35504 | NS      | $5115416.32   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                  | Elevance Health Inc                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      8043 | NS      | $2780786.82   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                             | APA Corp                                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     13613 | NS      | $359519.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                            | Apple Inc                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     14401 | NS      | $3736771.48   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                         | Appfolio Inc                                                                | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |     11107 | NS      | $2108997.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc  | Applied Industrial Technologies Inc                                         | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       518 | NS      | $134892.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                | Applied Materials Inc                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     12136 | NS      | $3911675.52   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                        | AppLovin Corp                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1789 | NS      | $846393.79    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                       | AptarGroup Inc                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      4613 | NS      | $576394.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                  | Arista Networks Inc                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     13042 | NS      | $1848573.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc       | Armstrong World Industries Inc                                              | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      4074 | NS      | $748556.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                         | Autodesk Inc                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      7986 | NS      | $2019419.82   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                          | Autoliv Inc                                                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     14383 | NS      | $1743794.92   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                         | AutoZone Inc                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       604 | NS      | $2237391.16   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                            | Avnet Inc                                                                   | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     35732 | NS      | $2229319.48   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc     | BJ's Wholesale Club Holdings Inc                                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      5960 | NS      | $550942.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                 | BWX Technologies Inc                                                        | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      1177 | NS      | $241791.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                      | Baker Hughes Co                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8499 | NS      | $476283.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                 | Bank of America Corp                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      5940 | NS      | $316008.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The     | Bank of New York Mellon Corp/The                                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     31744 | NS      | $3806740.48   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                             | Bank OZK                                                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      7690 | NS      | $365736.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                           | Belden Inc                                                                  | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      9882 | NS      | $1161233.82   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                  | Bentley Systems Inc                                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |     19691 | NS      | $691547.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                     | W R Berkley Corp                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      8232 | NS      | $564550.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc               | Berkshire Hathaway Inc                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      3847 | NS      | $1848598.91   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                      | Best Buy Co Inc                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     10022 | NS      | $652432.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                        | H&R Block Inc                                                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     25590 | NS      | $1009525.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                 | Booking Holdings Inc                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       347 | NS      | $1735638.48   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp     | Booz Allen Hamilton Holding Corp                                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      3456 | NS      | $305579.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp               | Boston Scientific Corp                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      3782 | NS      | $353730.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                              | Box Inc                                                                     | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     42007 | NS      | $1064877.45   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                     | Boyd Gaming Corp                                                            | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      1329 | NS      | $112353.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co              | Bristol-Myers Squibb Co                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     65029 | NS      | $3579846.45   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc   | Broadridge Financial Solutions Inc                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      2832 | NS      | $558215.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                         | Broadcom Inc                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     11566 | NS      | $3831815.80   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc              | Cboe Global Markets Inc                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      7565 | NS      | $2005178.90   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                          | CDW Corp/DE                                                                 | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      4390 | NS      | $554852.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc           | CF Industries Holdings Inc                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     21452 | NS      | $1999969.96   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc            | CH Robinson Worldwide Inc                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     22938 | NS      | $4471763.10   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                      | Cigna Group/The                                                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3236 | NS      | $887019.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                        | CME Group Inc                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      7210 | NS      | $2084122.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                      | CVS Health Corp                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     32025 | NS      | $2386503.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc               | CACI International Inc                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       893 | NS      | $554177.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc           | Cadence Design Systems Inc                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     10400 | NS      | $3082144.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                  | Cal-Maine Foods Inc                                                         | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     46579 | NS      | $3890743.87   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp           | Capital One Financial Corp                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       663 | NS      | $145150.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                  | Cardinal Health Inc                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     19012 | NS      | $4085298.56   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                   | CareTrust REIT Inc                                                          | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |     20835 | NS      | $777978.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc           | Casey's General Stores Inc                                                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      2578 | NS      | $1563557.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                      | Caterpillar Inc                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      4195 | NS      | $2757625.20   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc               | CenterPoint Energy Inc                                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1499 | NS      | $59495.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                          | Chemed Corp                                                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       591 | NS      | $252439.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                  | Cheniere Energy Inc                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      3798 | NS      | $803352.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                         | Chevron Corp                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7692 | NS      | $1360714.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                           | Ciena Corp                                                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     10201 | NS      | $2568713.81   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                     | Cirrus Logic Inc                                                            | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      2145 | NS      | $279579.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                    | Cisco Systems Inc                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     62285 | NS      | $4878161.20   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                          | Cintas Corp                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10223 | NS      | $1956579.97   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                        | Citigroup Inc                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     20050 | NS      | $2319985.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                       | Cloudflare Inc                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      2766 | NS      | $490550.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp  | Cognizant Technology Solutions Corp                                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     52688 | NS      | $4323577.28   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                 | Colgate-Palmolive Co                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     14450 | NS      | $1304690.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc              | Comfort Systems USA Inc                                                     | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       410 | NS      | $468261.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                         | Comcast Corp                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     37159 | NS      | $1105480.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                | Commvault Systems Inc                                                       | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      9001 | NS      | $771385.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                       | ConocoPhillips                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     13327 | NS      | $1389073.21   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc              | Consolidated Edison Inc                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     13128 | NS      | $1399838.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                          | Corning Inc                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     47405 | NS      | $4894566.25   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                          | Corteva Inc                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     10500 | NS      | $764400.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                     | CoStar Group Inc                                                            | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     12312 | NS      | $757188.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc             | Crowdstrike Holdings Inc                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      3180 | NS      | $1403667.90   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                     | Crown Castle Inc                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      1629 | NS      | $141413.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                   | Crown Holdings Inc                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      2080 | NS      | $217734.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                          | Cummins Inc                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      4567 | NS      | $2643470.94   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                        | DR Horton Inc                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      5871 | NS      | $873839.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                        | DTE Energy Co                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      9259 | NS      | $1244224.42   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                          | Datadog Inc                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      5765 | NS      | $745529.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                | Dell Technologies Inc                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     28097 | NS      | $3215420.68   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                         | Docusign Inc                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      4769 | NS      | $250563.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc               | Dolby Laboratories Inc                                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     23971 | NS      | $1538698.49   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                  | Dollar General Corp                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     15022 | NS      | $2154605.46   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                  | Dominion Energy Inc                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      3691 | NS      | $222087.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                   | Domino's Pizza Inc                                                          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       768 | NS      | $315133.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                     | Donaldson Co Inc                                                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     13322 | NS      | $1358044.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                          | Dropbox Inc                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |    104483 | NS      | $2662226.84   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                     | Duke Energy Corp                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     10604 | NS      | $1286795.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                 | Dycom Industries Inc                                                        | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      4693 | NS      | $1710082.27   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                    | EOG Resources Inc                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     30839 | NS      | $3457977.07   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                             | eBay Inc                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     38576 | NS      | $3518902.72   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                           | Ecolab Inc                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      4694 | NS      | $1323661.06   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp            | Edwards Lifesciences Corp                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      8241 | NS      | $670487.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                  | Electronic Arts Inc                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     20782 | NS      | $4237865.44   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                      | EMCOR Group Inc                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      5876 | NS      | $4235009.48   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                  | Emerson Electric Co                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       799 | NS      | $117421.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                         | Entergy Corp                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      8843 | NS      | $847955.27    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                           | Evergy Inc                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      3712 | NS      | $284821.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                          | Exelon Corp                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     43581 | NS      | $1951557.18   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                         | Exelixis Inc                                                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     61769 | NS      | $2554765.84   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                     | Exxon Mobil Corp                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     22072 | NS      | $3120980.80   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                   | Meta Platforms Inc                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      6035 | NS      | $4324077.50   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                      | Fair Isaac Corp                                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       354 | NS      | $517962.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                          | Fastenal Co                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     81658 | NS      | $3540690.88   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                  | Federal Signal Corp                                                         | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       978 | NS      | $105712.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                           | FedEx Corp                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       380 | NS      | $122455.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc             | Ferguson Enterprises Inc                                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |     12865 | NS      | $3247897.90   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                               | F5 Inc                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      6520 | NS      | $1796977.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc               | FirstCash Holdings Inc                                                      | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4526 | NS      | $771683.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                       | Five Below Inc                                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       963 | NS      | $184549.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                         | Fortinet Inc                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     33779 | NS      | $2744881.54   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                             | Fox Corp                                                                    | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     35448 | NS      | $2579905.44   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                        | Frontdoor Inc                                                               | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      7114 | NS      | $420508.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                | General Dynamics Corp                                                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      3001 | NS      | $1053621.09   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                     | Genuine Parts Co                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      2524 | NS      | $350810.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                  | Gilead Sciences Inc                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     38156 | NS      | $5416244.20   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The          | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       194 | NS      | $181469.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                      | WW Grainger Inc                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      2782 | NS      | $3004393.08   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc           | Grand Canyon Education Inc                                                  | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       956 | NS      | $166191.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc         | American Healthcare REIT Inc                                                | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |     13668 | NS      | $641165.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                   | HCA Healthcare Inc                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      4164 | NS      | $2033156.28   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                               | HP Inc                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     78451 | NS      | $1525087.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The      | Hanover Insurance Group Inc/The                                             | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      5287 | NS      | $920678.18    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                           | Hasbro Inc                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     10804 | NS      | $964905.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc          | Jack Henry & Associates Inc                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      3277 | NS      | $587271.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                       | Hershey Co/The                                                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      7538 | NS      | $1468025.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co        | Hewlett Packard Enterprise Co                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     90036 | NS      | $1937574.72   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                   | Home Depot Inc/The                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2991 | NS      | $1120398.69   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc          | Honeywell International Inc                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1353 | NS      | $307834.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                           | Humana Inc                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     11431 | NS      | $2231331.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc               | IDEXX Laboratories Inc                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      2361 | NS      | $1582956.06   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc              | Illinois Tool Works Inc                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      6704 | NS      | $1751487.04   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                          | Incyte Corp                                                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     11232 | NS      | $1123986.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc        | Interactive Brokers Group Inc                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     42111 | NS      | $3153271.68   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                     | InterDigital Inc                                                            | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13655 | NS      | $4457538.20   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp | International Business Machines Corp                                        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     11606 | NS      | $3559560.20   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                           | Intuit Inc                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      5211 | NS      | $2599872.12   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                            | Itron Inc                                                                   | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      2520 | NS      | $249681.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                  | JPMorgan Chase & Co                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      6333 | NS      | $1937201.37   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                            | Jabil Inc                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      8017 | NS      | $1901552.23   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                    | Johnson & Johnson                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     19711 | NS      | $4479324.75   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                             | KLA Corp                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      3065 | NS      | $4376636.10   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc            | Keysight Technologies Inc                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      3850 | NS      | $832870.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                  | Kimberly-Clark Corp                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      8708 | NS      | $870712.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                        | Kroger Co/The                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     74827 | NS      | $4702876.95   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                 | Kyndryl Holdings Inc                                                        | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     18302 | NS      | $420946.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                             | LKQ Corp                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      2247 | NS      | $73813.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc           | LPL Financial Holdings Inc                                                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      2346 | NS      | $855117.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc            | L3Harris Technologies Inc                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2722 | NS      | $933237.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                    | Lam Research Corp                                                           | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     25638 | NS      | $5985447.48   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                  | Leidos Holdings Inc                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      5023 | NS      | $945730.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                       | Eli Lilly & Co                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       351 | NS      | $364039.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc        | Lincoln Electric Holdings Inc                                               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       969 | NS      | $257124.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                | Lincoln National Corp                                                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     16741 | NS      | $696593.01    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                           | Loews Corp                                                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      7415 | NS      | $782801.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                       | Lowe's Cos Inc                                                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      5193 | NS      | $1386842.58   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                        | M&T Bank Corp                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     10370 | NS      | $2297680.90   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                 | MGIC Investment Corp                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     21263 | NS      | $572399.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                       | MSA Safety Inc                                                              | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      2233 | NS      | $395575.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp              | Magnolia Oil & Gas Corp                                                     | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40655 | NS      | $1037109.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc             | Manhattan Associates Inc                                                    | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      6010 | NS      | $907570.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                     | Markel Group Inc                                                            | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       331 | NS      | $675451.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                       | Mastercard Inc                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2668 | NS      | $1437491.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                      | Match Group Inc                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     33147 | NS      | $1032529.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                          | Maximus Inc                                                                 | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     10882 | NS      | $1027696.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                      | McDonald's Corp                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      4279 | NS      | $1347885.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                        | McKesson Corp                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2944 | NS      | $2447082.24   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                       | Merck & Co Inc                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     42748 | NS      | $4713821.96   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                          | MetLife Inc                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     10419 | NS      | $821850.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                       | Microsoft Corp                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     11621 | NS      | $5000400.09   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                | Micron Technology Inc                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     16226 | NS      | $6731842.88   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                | Monster Beverage Corp                                                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     10558 | NS      | $852664.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc               | Motorola Solutions Inc                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      6985 | NS      | $2811741.90   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc               | Mueller Industries Inc                                                      | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      9217 | NS      | $1254802.38   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                       | Murphy USA Inc                                                              | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      3125 | NS      | $1320343.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                       | NRG Energy Inc                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     18194 | NS      | $2776950.22   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                 | National Fuel Gas Co                                                        | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     11514 | NS      | $964297.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                           | NetApp Inc                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     17723 | NS      | $1707611.05   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                          | Netflix Inc                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     18541 | NS      | $1547988.09   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                | New York Times Co/The                                                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     33229 | NS      | $2436017.99   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                       | NewMarket Corp                                                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      4082 | NS      | $2738164.78   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                         | Newmont Corp                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     44926 | NS      | $5047436.10   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc              | Nexstar Media Group Inc                                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      7353 | NS      | $1561630.14   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                             | NIKE Inc                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      9303 | NS      | $575018.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                  | Northern Trust Corp                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     17264 | NS      | $2579759.52   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                | Northrop Grumman Corp                                                       | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      3731 | NS      | $2582822.06   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                      | Gen Digital Inc                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      6037 | NS      | $144827.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                          | Nutanix Inc                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      3612 | NS      | $142059.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                          | NVIDIA Corp                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     24105 | NS      | $4607188.65   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc              | O'Reilly Automotive Inc                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     24242 | NS      | $2385655.22   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                    | Chord Energy Corp                                                           | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      4623 | NS      | $463409.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp      | Old Republic International Corp                                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     39940 | NS      | $1564449.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc       | Omega Healthcare Investors Inc                                              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |     13882 | NS      | $609142.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                          | Oracle Corp                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     13809 | NS      | $2272685.22   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                         | Oshkosh Corp                                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      2421 | NS      | $348188.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                  | Otis Worldwide Corp                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      7895 | NS      | $674390.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                      | TXNM Energy Inc                                                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      6902 | NS      | $406665.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                             | PPL Corp                                                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     24138 | NS      | $875002.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                              | PTC Inc                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      4537 | NS      | $708361.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc            | Palantir Technologies Inc                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      6598 | NS      | $967200.82    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                          | Paychex Inc                                                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      7362 | NS      | $759243.06    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                      | Pegasystems Inc                                                             | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     62765 | NS      | $2742202.85   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                          | PepsiCo Inc                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      8197 | NS      | $1259305.11   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                           | Pfizer Inc                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     40763 | NS      | $1077773.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc      | Philip Morris International Inc                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     10253 | NS      | $1839798.32   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                        | Pinterest Inc                                                               | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |     20868 | NS      | $461808.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                          | Popular Inc                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      5905 | NS      | $788494.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The              | Procter & Gamble Co/The                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1317 | NS      | $199881.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                 | Progressive Corp/The                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1448 | NS      | $301184.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc             | Prudential Financial Inc                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      8008 | NS      | $889768.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc  | Public Service Enterprise Group Inc                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      6823 | NS      | $561942.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                         | QUALCOMM Inc                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     14347 | NS      | $2174861.73   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                           | Qualys Inc                                                                  | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      5225 | NS      | $689177.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                  | Quanta Services Inc                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1742 | NS      | $826805.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                | Quest Diagnostics Inc                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       908 | NS      | $169823.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                | RPM International Inc                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      9284 | NS      | $993016.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                           | Rambus Inc                                                                  | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     12517 | NS      | $1424810.11   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                    | Ralph Lauren Corp                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      3285 | NS      | $1160951.85   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc          | Raymond James Financial Inc                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      8637 | NS      | $1432532.82   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                             | RTX Corp                                                                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       852 | NS      | $171192.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                   | Realty Income Corp                                                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |     12356 | NS      | $755692.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp               | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      5095 | NS      | $145207.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                         | Reliance Inc                                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      5003 | NS      | $1648488.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                | Republic Services Inc                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      2214 | NS      | $476209.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                           | ResMed Inc                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      6340 | NS      | $1637685.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc              | Rockwell Automation Inc                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1559 | NS      | $657352.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                          | Rollins Inc                                                                 | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     22589 | NS      | $1430787.26   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc               | Roper Technologies Inc                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       989 | NS      | $367146.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                      | Ross Stores Inc                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      6355 | NS      | $1198870.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc                           | Rubrik Inc                                                                  | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |     15280 | NS      | $854916.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                     | Ryder System Inc                                                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      6303 | NS      | $1205637.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                   | SEI Investments Co                                                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      8084 | NS      | $710179.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc           | Sabra Health Care REIT Inc                                                  | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |     28194 | NS      | $528073.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                       | Salesforce Inc                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1868 | NS      | $396557.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                         | Sanmina Corp                                                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     16527 | NS      | $2341545.36   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The              | Charles Schwab Corp/The                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      3343 | NS      | $347404.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                               | Sempra                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1123 | NS      | $97712.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                       | ServiceNow Inc                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      4896 | NS      | $572880.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The              | Sherwin-Williams Co/The                                                     | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      3385 | NS      | $1200456.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                       | A O Smith Corp                                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      2474 | NS      | $181814.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                          | Snap-on Inc                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      2309 | NS      | $845347.99    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                        | Snowflake Inc                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      2323 | NS      | $447642.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials Inc      | Solstice Advanced Materials Inc                                             | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |       338 | NS      | $20878.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                      | Southern Co/The                                                             | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     15021 | NS      | $1341525.51   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                    | State Street Corp                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     27442 | NS      | $3591060.12   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                     | StoneX Group Inc                                                            | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      2243 | NS      | $251799.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                           | Stride Inc                                                                  | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      9250 | NS      | $782550.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                         | Stryker Corp                                                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       682 | NS      | $252039.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                         | Synopsys Inc                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       769 | NS      | $357673.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                       | TD SYNNEX Corp                                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      6619 | NS      | $1050236.73   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                  | Synchrony Financial                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     26717 | NS      | $1940455.71   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                           | Sysco Corp                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     31742 | NS      | $2661566.70   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                      | TJX Cos Inc/The                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     13928 | NS      | $2086553.68   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                      | T-Mobile US Inc                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     10880 | NS      | $2145644.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc    | Take-Two Interactive Software Inc                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      7070 | NS      | $1557521.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                         | Tapestry Inc                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     13560 | NS      | $1720899.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                | Texas Instruments Inc                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      4598 | NS      | $991098.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                | 3M Co                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      2680 | NS      | $410468.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                    | Tractor Supply Co                                                           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     28956 | NS      | $1473281.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                | Travelers Cos Inc/The                                                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      9256 | NS      | $2633424.56   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                          | Trimble Inc                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     15416 | NS      | $1042121.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                             | UGI Corp                                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     36945 | NS      | $1481863.95   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                           | US Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      2065 | NS      | $115867.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions Inc                     | UL Solutions Inc                                                            | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     41529 | NS      | $2916581.67   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                      | Ulta Beauty Inc                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      6633 | NS      | $4293938.88   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                   | United Rentals Inc                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       654 | NS      | $511467.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc               | UnitedHealth Group Inc                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     10270 | NS      | $2946771.10   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                           | Unum Group                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     25560 | NS      | $1941793.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                 | Urban Outfitters Inc                                                        | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     21738 | NS      | $1540137.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc               | Valmont Industries Inc                                                      | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      1778 | NS      | $792205.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                         | Veralto Corp                                                                | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      3968 | NS      | $392752.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                         | VeriSign Inc                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     16191 | NS      | $3954327.93   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc           | Verizon Communications Inc                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     96373 | NS      | $4290525.96   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                 | Verisk Analytics Inc                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      2965 | NS      | $644768.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group Inc              | Versant Media Group Inc                                                     | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |      1486 | NS      | $48413.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                  | VICI Properties Inc                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     85165 | NS      | $2391433.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                             | Visa Inc                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4043 | NS      | $1301158.69   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                          | Vistra Corp                                                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      5784 | NS      | $915896.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                         | Vontier Corp                                                                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     43439 | NS      | $1628962.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                 | WEC Energy Group Inc                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      9149 | NS      | $1012519.83   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                          | Walmart Inc                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     25697 | NS      | $3061540.58   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                 | Waste Management Inc                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      2439 | NS      | $542043.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc         | Watts Water Technologies Inc                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      3881 | NS      | $1161622.11   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                     | Wells Fargo & Co                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      8973 | NS      | $811966.77    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                        | Welltower Inc                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |      2576 | NS      | $485215.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                 | Western Digital Corp                                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     35867 | NS      | $8974999.41   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                  | Williams-Sonoma Inc                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       291 | NS      | $59553.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                      | Xcel Energy Inc                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     16164 | NS      | $1229433.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                      | Yum! Brands Inc                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     15437 | NS      | $2400453.50   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                           | Zoetis Inc                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      2377 | NS      | $296697.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                          | Zscaler Inc                                                                 | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      3522 | NS      | $704435.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc              | Zoom Communications Inc                                                     | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      5477 | NS      | $504431.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange          | S+P500 EMINI FUT MAR26                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         4 | NC      | $7276.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors         | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   2812820 | NS      | $2812820.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                         | Alkermes PLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     18975 | NS      | $643062.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                         | Allegion plc                                                                | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      6379 | NS      | $1055022.81   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd               | Arch Capital Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      8841 | NS      | $849089.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd            | Axis Capital Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |     18053 | NS      | $1862708.54   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                        | Accenture PLC                                                               | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      6767 | NS      | $1784051.88   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                              | CRH PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      6139 | NS      | $751474.99    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                       | Eaton Corp PLC                                                              | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      1781 | NS      | $625879.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                          | Genpact Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      7220 | NS      | $318402.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc   | Johnson Controls International plc                                          | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      3870 | NS      | $461536.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                        | Medtronic PLC                                                               | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     13823 | NS      | $1423216.08   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd           | RenaissanceRe Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      2601 | NS      | $732701.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC      | Seagate Technology Holdings PLC                                             | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |     27537 | NS      | $11226559.53  | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                  | TE Connectivity PLC                                                         | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     17419 | NS      | $3880604.82   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC               | Trane Technologies PLC                                                      | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      4144 | NS      | $1742883.52   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                            | Chubb Ltd                                                                   | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      4459 | NS      | $1380328.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                           | Garmin Ltd                                                                  | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      2334 | NS      | $470627.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                | NXP Semiconductors NV                                                       | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      3582 | NS      | $810033.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                             | Flex Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     16340 | NS      | $1030073.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-19

**Name of Applicant:** Lattice Strategies Trust

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer