# EDGAR Filing Document

**Accession Number:** 0000857114
**File Stem:** 0001775697-23-000224
**Filing Date:** 2023-3
**Character Count:** 227252
**Document Hash:** f3b2fc4e5ea5db69ebcb69de1ce60ed8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000224.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001775697-23-000224

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON INDEX FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000857114
- **IRS NUMBER:** 133554128
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05883
- **FILM NUMBER:** 23758657

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS INDEX FUNDS, INC.
- **DATE OF NAME CHANGE:** 20181030

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS INDEX FUNDS INC
- **DATE OF NAME CHANGE:** 20010613

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS S&P 500 INDEX FUND
- **DATE OF NAME CHANGE:** 19951228

## Series and Classes Contracts Data

### BNY Mellon S&P 500 Index Fund (Series ID: S000000131)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000000295 | BNY Mellon S&P 500 Index Fund | PEOPX           |

## Nport-Ex

STATEMENT OF INVESTMENTS<br>BNY Mellon S&P 500 Index Fund

January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 99.1%**  |  |  |
| **Automobiles & Components - 1.8%** |  |  |
| Aptiv PLC | 15727<br> <sup>a</sup>  | 1778566 |
| BorgWarner, Inc. | 13420 | 634498 |
| Ford Motor Co. | 225952 | 3052612 |
| General Motors Co. | 82239 | 3233637 |
| Tesla, Inc. | 153997<br> <sup>a</sup>  | 26675360 |
|  |  | **35374673** |
| **Banks - 3.9%** |  |  |
| Bank of America Corp. | 400444 | 14207753 |
| Citigroup, Inc. | 110835 | 5787804 |
| Citizens Financial Group, Inc. | 28146 | 1219285 |
| Comerica, Inc. | 7275 | 533330 |
| Fifth Third Bancorp | 39658 | 1439189 |
| First Republic Bank | 10589 | 1491778 |
| Huntington Bancshares, Inc. | 83822 | 1271580 |
| JPMorgan Chase & Co. | 168290 | 23553868 |
| KeyCorp | 52515 | 1007763 |
| M&T Bank Corp. | 9920 | 1547520 |
| Regions Financial Corp. | 53860 | 1267864 |
| Signature Bank | 3540 | 456483 |
| SVB Financial Group | 3439<br> <sup>a</sup>  | 1040091 |
| The PNC Financial Services Group, Inc. | 23324 | 3858489 |
| Truist Financial Corp. | 76062 | 3756702 |
| U.S. Bancorp | 77028 | 3835994 |
| Wells Fargo & Co. | 218624 | 10246907 |
| Zions Bancorp NA | 8354 | 444099 |
|  |  | **76966499** |
| **Capital Goods - 5.8%** |  |  |
| 3M Co. | 31917 | 3673008 |
| A.O. Smith Corp. | 7659 | 518514 |
| Allegion PLC | 4919 | 578228 |
| AMETEK, Inc. | 13027 | 1887873 |
| Carrier Global Corp. | 47301 | 2153615 |
| Caterpillar, Inc. | 29858 | 7532875 |
| Cummins, Inc. | 8017 | 2000562 |
| Deere & Co. | 15753 | 6660999 |
| Dover Corp. | 8244 | 1251687 |
| Eaton Corp. | 22721 | 3685573 |
| Emerson Electric Co. | 33899 | 3058368 |
| Fastenal Co. | 33353 | 1685994 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 99.1% (continued)** |  |  |
| **Capital Goods - 5.8% (continued)** |  |  |
| Fortive Corp. | 20637 | 1403935 |
| Generac Holdings, Inc. | 3844<br> <sup>a</sup>  | 463586 |
| General Dynamics Corp. | 12883 | 3002512 |
| General Electric Co. | 62438 | 5025010 |
| Honeywell International, Inc. | 38574 | 8041908 |
| Howmet Aerospace, Inc. | 20890 | 850014 |
| Huntington Ingalls Industries, Inc. | 2391 | 527311 |
| IDEX Corp. | 4311 | 1033260 |
| Illinois Tool Works, Inc. | 15917 | 3757049 |
| Ingersoll Rand, Inc. | 23236 | 1301216 |
| Johnson Controls International PLC | 39449 | 2744467 |
| L3Harris Technologies, Inc. | 10922 | 2346264 |
| Lockheed Martin Corp. | 13365 | 6191470 |
| Masco Corp. | 13253 | 705060 |
| Nordson Corp. | 3004 | 730873 |
| Northrop Grumman Corp. | 8328 | 3731277 |
| Otis Worldwide Corp. | 23788 | 1956087 |
| PACCAR, Inc. | 19904 | 2175706 |
| Parker-Hannifin Corp. | 7350 | 2396100 |
| Pentair PLC | 9594 | 531316 |
| Quanta Services, Inc. | 8154 | 1240957 |
| Raytheon Technologies Corp. | 84343 | 8421649 |
| Rockwell Automation, Inc. | 6538 | 1843912 |
| Snap-on, Inc. | 2953 | 734500 |
| Stanley Black & Decker, Inc. | 8777 | 783874 |
| Textron, Inc. | 11757 | 856497 |
| The Boeing Company | 32123<br> <sup>a</sup>  | 6842199 |
| Trane Technologies PLC | 13161 | 2357398 |
| TransDigm Group, Inc. | 2951<br> <sup>a</sup>  | 2118080 |
| United Rentals, Inc. | 4041 | 1781879 |
| W.W. Grainger, Inc. | 2602 | 1533827 |
| Westinghouse Air Brake Technologies Corp. | 10342 | 1073603 |
| Xylem, Inc. | 10410 | 1082744 |
|  |  | **114272836** |
| **Commercial & Professional Services - .8%** |  |  |
| Cintas Corp. | 4981 | 2210269 |
| Copart, Inc. | 24606<br> <sup>a</sup>  | 1639006 |
| CoStar Group, Inc. | 23298<br> <sup>a</sup>  | 1814914 |
| Equifax, Inc. | 6958 | 1546068 |
| Jacobs Solutions, Inc. | 7392 | 913282 |
| Leidos Holdings, Inc. | 7788 | 769766 |
| Republic Services, Inc. | 11728 | 1463889 |
| Robert Half International, Inc. | 6500 | 545740 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 99.1% (continued)** |  |  |  |
| **Commercial & Professional Services - .8% (continued)** |  |  |  |
| Rollins, Inc. | 13215 |  | 481026 |
| Verisk Analytics, Inc. | 8971 |  | 1630838 |
| Waste Management, Inc. | 21382 |  | 3308437 |
|  |  |  | **16323235** |
| **Consumer Durables & Apparel - .9%** |  |  |  |
| D.R. Horton, Inc. | 17689 |  | 1745727 |
| Garmin Ltd. | 8944 |  | 884383 |
| Hasbro, Inc. | 7493 |  | 443361 |
| Lennar Corp., Cl. A | 14819 |  | 1517466 |
| Mohawk Industries, Inc. | 2847 | <sup>a</sup>  | 341811 |
| Newell Brands, Inc. | 19922 | <sup>b</sup>  | 317955 |
| NIKE, Inc., Cl. B | 72273 |  | 9202521 |
| NVR, Inc. | 169 | <sup>a</sup>  | 890630 |
| PulteGroup, Inc. | 12848 |  | 730923 |
| Ralph Lauren Corp. | 2448 | <sup>b</sup>  | 303185 |
| Tapestry, Inc. | 13298 |  | 605990 |
| VF Corp. | 19505 |  | 603485 |
| Whirlpool Corp. | 3044 |  | 473616 |
|  |  |  | **18061053** |
| **Consumer Services - 2.1%** |  |  |  |
| Booking Holdings, Inc. | 2243 | <sup>a</sup>  | 5459686 |
| Caesars Entertainment, Inc. | 12568 | <sup>a</sup>  | 654290 |
| Carnival Corp. | 55187 | <sup>a,b</sup>  | 597123 |
| Chipotle Mexican Grill, Inc. | 1578 | <sup>a</sup>  | 2597988 |
| Darden Restaurants, Inc. | 7122 |  | 1053842 |
| Domino's Pizza, Inc. | 2008 |  | 708824 |
| Expedia Group, Inc. | 8394 | <sup>a</sup>  | 959434 |
| Hilton Worldwide Holdings, Inc. | 15423 |  | 2237723 |
| Las Vegas Sands Corp. | 18683 | <sup>a</sup>  | 1102297 |
| Marriott International, Inc., Cl. A | 15559 |  | 2710067 |
| McDonald's Corp. | 42022 |  | 11236683 |
| MGM Resorts International | 18720 |  | 775195 |
| Norwegian Cruise Line Holdings Ltd. | 23855 | <sup>a</sup>  | 362835 |
| Royal Caribbean Cruises Ltd. | 12441 | <sup>a</sup>  | 807919 |
| Starbucks Corp. | 65860 |  | 7187960 |
| Wynn Resorts Ltd. | 5843 | <sup>a,b</sup>  | 605569 |
| Yum! Brands, Inc. | 16204 |  | 2114784 |
|  |  |  | **41172219** |
| **Diversified Financials - 5.4%** |  |  |  |
| American Express Co. | 34297 |  | 5999574 |
| Ameriprise Financial, Inc. | 6122 |  | 2143435 |
| Berkshire Hathaway, Inc., Cl. B | 103372 | <sup>a</sup>  | 32202445 |
| BlackRock, Inc. | 8611 |  | 6537557 |
| Capital One Financial Corp. | 21955 |  | 2612645 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 99.1% (continued)** |  |  |
| **Diversified Financials - 5.4% (continued)** |  |  |
| Cboe Global Markets, Inc. | 6064 | 745144 |
| CME Group, Inc. | 20631 | 3644672 |
| Discover Financial Services | 15772 | 1841066 |
| FactSet Research Systems, Inc. | 2139 | 904669 |
| Franklin Resources, Inc. | 15386<br> <sup>b</sup>  | 480043 |
| Intercontinental Exchange, Inc. | 31941 | 3435255 |
| Invesco Ltd. | 24999 | 462731 |
| MarketAxess Holdings, Inc. | 2090 | 760447 |
| Moody's Corp. | 9075 | 2928956 |
| Morgan Stanley | 75600 | 7358148 |
| MSCI, Inc. | 4560 | 2423914 |
| Nasdaq, Inc. | 19316 | 1162630 |
| Northern Trust Corp. | 11726 | 1137070 |
| Raymond James Financial, Inc. | 11022 | 1242951 |
| S&P Global, Inc. | 19097 | 7160229 |
| State Street Corp. | 21075 | 1924780 |
| Synchrony Financial | 26054 | 956963 |
| T. Rowe Price Group, Inc. | 12662 | 1474743 |
| The Bank of New York Mellon Corp. | 42607 | 2154636 |
| The Charles Schwab Corp. | 87513 | 6775256 |
| The Goldman Sachs Group, Inc. | 19425 | 7105859 |
|  |  | **105575818** |
| **Energy - 5.0%** |  |  |
| APA Corp. | 19040 | 844043 |
| Baker Hughes Co. | 57914 | 1838190 |
| Chevron Corp. | 102066 | 17761525 |
| ConocoPhillips | 71492 | 8712730 |
| Coterra Energy, Inc. | 44375 | 1110706 |
| Devon Energy Corp. | 37186 | 2351643 |
| Diamondback Energy, Inc. | 9974 | 1457401 |
| EOG Resources, Inc. | 33968 | 4492268 |
| EQT Corp. | 21380 | 698485 |
| Exxon Mobil Corp. | 236283 | 27411191 |
| Halliburton Co. | 51810 | 2135608 |
| Hess Corp. | 15874 | 2383640 |
| Kinder Morgan, Inc. | 112649 | 2061477 |
| Marathon Oil Corp. | 36144 | 992876 |
| Marathon Petroleum Corp. | 26725 | 3434697 |
| Occidental Petroleum Corp. | 41589 | 2694551 |
| ONEOK, Inc. | 25809 | 1767400 |
| Phillips 66 | 27332 | 2740580 |
| Pioneer Natural Resources Co. | 13660 | 3146581 |
| Schlumberger Ltd. | 81777 | 4659653 |
| Targa Resources Corp. | 12747 | 956280 |

---

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 99.1% (continued)** |  |  |
| **Energy - 5.0% (continued)** |  |  |
| The Williams Companies, Inc. | 70436 | 2270857 |
| Valero Energy Corp. | 22022 | 3083741 |
|  |  | **99006123** |
| **Food & Staples Retailing - 1.5%** |  |  |
| Costco Wholesale Corp. | 25394 | 12979889 |
| Sysco Corp. | 29028 | 2248509 |
| The Kroger Company | 36902 | 1646936 |
| Walgreens Boots Alliance, Inc. | 41243 | 1520217 |
| Walmart, Inc. | 80978 | 11650305 |
|  |  | **30045856** |
| **Food, Beverage & Tobacco - 3.5%** |  |  |
| Altria Group, Inc. | 102175 | 4601962 |
| Archer-Daniels-Midland Co. | 31698 | 2626179 |
| Brown-Forman Corp., Cl. B | 10814 | 719996 |
| Campbell Soup Co. | 11789 | 612203 |
| Conagra Brands, Inc. | 27739 | 1031613 |
| Constellation Brands, Inc., Cl. A | 9293 | 2151515 |
| General Mills, Inc. | 33930 | 2658755 |
| Hormel Foods Corp. | 16907 | 766056 |
| Kellogg Co. | 14717 | 1009292 |
| Keurig Dr. Pepper, Inc. | 49373 | 1741879 |
| Lamb Weston Holdings, Inc. | 8173 | 816401 |
| McCormick & Co. | 14687 | 1103287 |
| Molson Coors Beverage Co., Cl. B | 11017 | 579274 |
| Mondelez International, Inc., Cl. A | 78134 | 5113089 |
| Monster Beverage Corp. | 21845<br> <sup>a</sup>  | 2273628 |
| PepsiCo, Inc. | 79045 | 13518276 |
| Philip Morris International, Inc. | 88941 | 9271210 |
| The Coca-Cola Company | 223304 | 13693001 |
| The Hershey Company | 8403 | 1887314 |
| The J.M. Smucker Company | 6262 | 956834 |
| The Kraft Heinz Company | 45045 | 1825674 |
| Tyson Foods, Inc., Cl. A | 16292 | 1071199 |
|  |  | **70028637** |
| **Health Care Equipment & Services - 6.1%** |  |  |
| Abbott Laboratories | 100036 | 11058980 |
| Align Technology, Inc. | 4271<br> <sup>a</sup>  | 1152017 |
| AmerisourceBergen Corp. | 9193 | 1553249 |
| Baxter International, Inc. | 29491 | 1347444 |
| Becton, Dickinson and Co. | 16271 | 4103872 |
| Boston Scientific Corp. | 81795<br> <sup>a</sup>  | 3783019 |
| Cardinal Health, Inc. | 14818 | 1144690 |
| Centene Corp. | 32746<br> <sup>a</sup>  | 2496555 |
| Cigna Corp. | 17542 | 5555025 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 99.1% (continued)** |  |  |  |
| **Health Care Equipment & Services - 6.1% (continued)** |  |  |  |
| CVS Health Corp. | 75252 |  | 6638731 |
| DaVita, Inc. | 3169 | <sup>a</sup>  | 261094 |
| Dentsply Sirona, Inc. | 12936 |  | 476433 |
| DexCom, Inc. | 22162 | <sup>a</sup>  | 2373329 |
| Edwards Lifesciences Corp. | 35398 | <sup>a</sup>  | 2715027 |
| Elevance Health, Inc. | 13691 |  | 6845363 |
| GE HealthCare Technologies, Inc. | 21062 | <sup>a,b</sup>  | 1464230 |
| HCA Healthcare, Inc. | 12238 |  | 3121547 |
| Henry Schein, Inc. | 7726 | <sup>a</sup>  | 665595 |
| Hologic, Inc. | 14117 | <sup>a</sup>  | 1148700 |
| Humana, Inc. | 7227 |  | 3698056 |
| IDEXX Laboratories, Inc. | 4812 | <sup>a</sup>  | 2312166 |
| Intuitive Surgical, Inc. | 20227 | <sup>a</sup>  | 4969572 |
| Laboratory Corp. of America Holdings | 4999 |  | 1260348 |
| McKesson Corp. | 8200 |  | 3105176 |
| Medtronic PLC | 76696 |  | 6418688 |
| Molina Healthcare, Inc. | 3329 | <sup>a</sup>  | 1038082 |
| Quest Diagnostics, Inc. | 6748 |  | 1001943 |
| ResMed, Inc. | 8498 |  | 1940688 |
| Steris PLC | 5694 |  | 1175868 |
| Stryker Corp. | 19431 |  | 4931782 |
| Teleflex, Inc. | 2731 |  | 664780 |
| The Cooper Companies | 2763 |  | 964094 |
| UnitedHealth Group, Inc. | 53607 |  | 26760078 |
| Universal Health Services, Inc., Cl. B | 3821 |  | 566310 |
| Zimmer Biomet Holdings, Inc. | 12086 |  | 1539031 |
|  |  |  | **120251562** |
| **Household & Personal Products - 1.6%** |  |  |  |
| Church & Dwight Co. | 13907 |  | 1124520 |
| Colgate-Palmolive Co. | 48127 |  | 3586905 |
| Kimberly-Clark Corp. | 19389 |  | 2520764 |
| The Clorox Company | 7221 |  | 1044806 |
| The Estee Lauder Companies, Cl. A | 13202 |  | 3658010 |
| The Procter & Gamble Company | 135959 |  | 19357842 |
|  |  |  | **31292847** |
| **Insurance - 2.4%** |  |  |  |
| Aflac, Inc. | 32721 |  | 2404993 |
| American International Group, Inc. | 42966 |  | 2716311 |
| Aon PLC, Cl. A | 11962 |  | 3812050 |
| Arch Capital Group Ltd. | 21679 | <sup>a</sup>  | 1395044 |
| Arthur J. Gallagher & Co. | 12114 |  | 2370952 |
| Assurant, Inc. | 3051 |  | 404532 |
| Brown & Brown, Inc. | 13451 |  | 787691 |
| Chubb Ltd. | 23750 |  | 5402887 |

---

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 99.1% (continued)** |  |  |
| **Insurance - 2.4% (continued)** |  |  |
| Cincinnati Financial Corp. | 9147 | 1034983 |
| Everest Re Group Ltd. | 2183 | 763373 |
| Globe Life, Inc. | 5046 | 609809 |
| Lincoln National Corp. | 9397 | 332936 |
| Loews Corp. | 11133 | 684457 |
| Marsh & McLennan Cos. | 28639 | 5009247 |
| MetLife, Inc. | 38113 | 2783011 |
| Principal Financial Group, Inc. | 13159 | 1217865 |
| Prudential Financial, Inc. | 21281 | 2233228 |
| The Allstate Corp. | 15337 | 1970344 |
| The Hartford Financial Services Group, Inc. | 18235 | 1415218 |
| The Progressive Corp. | 33568 | 4576997 |
| The Travelers Companies, Inc. | 13497 | 2579547 |
| W.R. Berkley Corp. | 11675 | 818885 |
| Willis Towers Watson PLC | 6171 | 1568606 |
|  |  | **46892966** |
| **Materials - 2.8%** |  |  |
| Air Products & Chemicals, Inc. | 12718 | 4076246 |
| Albemarle Corp. | 6682 | 1880649 |
| Amcor PLC | 85161 | 1027042 |
| Avery Dennison Corp. | 4785 | 906470 |
| Ball Corp. | 18753 | 1092175 |
| Celanese Corp. | 5858<br> <sup>a</sup>  | 721706 |
| CF Industries Holdings, Inc. | 11142 | 943727 |
| Corteva, Inc. | 40644 | 2619506 |
| Dow, Inc. | 40698 | 2415426 |
| DuPont de Nemours, Inc. | 28345 | 2096113 |
| Eastman Chemical Co. | 6811 | 600526 |
| Ecolab, Inc. | 14238 | 2204470 |
| FMC Corp. | 7252 | 965459 |
| Freeport-McMoRan, Inc. | 82206 | 3668032 |
| International Flavors & Fragrances, Inc. | 14465 | 1626734 |
| International Paper Co. | 20169 | 843468 |
| Linde PLC | 28365 | 9387113 |
| LyondellBasell Industries NV, Cl. A | 14480 | 1400071 |
| Martin Marietta Materials, Inc. | 3619 | 1301537 |
| Newmont Corp. | 45480 | 2407256 |
| Nucor Corp. | 14836 | 2507581 |
| Packaging Corp. of America | 5194 | 741184 |
| PPG Industries, Inc. | 13648 | 1778880 |
| Sealed Air Corp. | 7853 | 430030 |
| Steel Dynamics, Inc. | 8731 | 1053308 |
| The Mosaic Company | 20290 | 1005167 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 99.1% (continued)** |  |  |
| **Materials - 2.8% (continued)** |  |  |
| The Sherwin-Williams Company | 13627 | 3224012 |
| Vulcan Materials Co. | 7766 | 1423741 |
| WestRock Co. | 13947 | 547280 |
|  |  | **54894909** |
| **Media & Entertainment - 6.6%** |  |  |
| Activision Blizzard, Inc. | 40815<br> <sup>a</sup>  | 3125205 |
| Alphabet, Inc., Cl. A | 342696<br> <sup>a</sup>  | 33872073 |
| Alphabet, Inc., Cl. C | 303786<br> <sup>a</sup>  | 30339108 |
| Charter Communications, Inc., Cl. A | 6212<br> <sup>a</sup>  | 2387334 |
| Comcast Corp., Cl. A | 247510 | 9739518 |
| DISH Network Corp., Cl. A | 15713<br> <sup>a</sup>  | 226110 |
| Electronic Arts, Inc. | 14838 | 1909354 |
| Fox Corp., Cl. A | 18108<br> <sup>a</sup>  | 614586 |
| Fox Corp., Cl. B | 8667<br> <sup>a</sup>  | 274744 |
| Live Nation Entertainment, Inc. | 8270<br> <sup>a</sup>  | 665652 |
| Match Group, Inc. | 16582<br> <sup>a</sup>  | 897418 |
| Meta Platforms, Inc., Cl. A | 129016<br> <sup>a</sup>  | 19219514 |
| Netflix, Inc. | 25533<br> <sup>a</sup>  | 9035107 |
| News Corporation, Cl. A | 23170<br> <sup>a</sup>  | 469424 |
| News Corporation, Cl. B | 5460<br> <sup>a</sup>  | 111602 |
| Omnicom Group, Inc. | 11453 | 984843 |
| Paramount Global, Cl. B | 29711<br> <sup>b</sup>  | 688107 |
| Take-Two Interactive Software, Inc. | 8994<br> <sup>a</sup>  | 1018391 |
| The Interpublic Group of Companies | 22301 | 813094 |
| The Walt Disney Company | 104596<br> <sup>a</sup>  | 11347620 |
| Warner Bros Discovery, Inc. | 123866<br> <sup>a</sup>  | 1835694 |
|  |  | **129574498** |
| **Pharmaceuticals Biotechnology & Life Sciences - 8.4%** |  |  |
| AbbVie, Inc. | 101465 | 14991454 |
| Agilent Technologies, Inc. | 16869 | 2565438 |
| Amgen, Inc. | 30614 | 7726974 |
| Biogen, Inc. | 8212<br> <sup>a</sup>  | 2388871 |
| Bio-Rad Laboratories Inc., Cl. A | 1294<br> <sup>a</sup>  | 604893 |
| Bio-Techne Corp. | 8864 | 706106 |
| Bristol-Myers Squibb Co. | 121987 | 8862356 |
| Catalent, Inc. | 10332<br> <sup>a</sup>  | 553279 |
| Charles River Laboratories International, Inc. | 2798<br> <sup>a</sup>  | 680614 |
| Danaher Corp. | 37590 | 9938044 |
| Eli Lilly & Co. | 45248 | 15572099 |
| Gilead Sciences, Inc. | 71884 | 6033943 |
| Illumina, Inc. | 8916<br> <sup>a</sup>  | 1909807 |
| Incyte Corp. | 10510<br> <sup>a</sup>  | 894821 |
| IQVIA Holdings, Inc. | 10592<br> <sup>a</sup>  | 2429911 |

---

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 99.1% (continued)** |  |  |
| **Pharmaceuticals Biotechnology & Life Sciences - 8.4% (continued)** |  |  |
| Johnson & Johnson | 150004 | 24513654 |
| Merck & Co., Inc. | 145466 | 15624503 |
| Mettler-Toledo International, Inc. | 1299<br> <sup>a</sup>  | 1991263 |
| Moderna, Inc. | 19046<br> <sup>a</sup>  | 3353239 |
| Organon & Co. | 14390 | 433571 |
| PerkinElmer, Inc. | 7217 | 992554 |
| Pfizer, Inc. | 322059 | 14222125 |
| Regeneron Pharmaceuticals, Inc. | 6143<br> <sup>a</sup>  | 4659281 |
| Thermo Fisher Scientific, Inc. | 22502 | 12833566 |
| Vertex Pharmaceuticals, Inc. | 14681<br> <sup>a</sup>  | 4743431 |
| Viatris, Inc. | 67183 | 816945 |
| Waters Corp. | 3400<br> <sup>a</sup>  | 1117172 |
| West Pharmaceutical Services, Inc. | 4285 | 1138096 |
| Zoetis, Inc. | 26587 | 4399883 |
|  |  | **166697893** |
| **Real Estate - 2.8%** |  |  |
| Alexandria Real Estate Equities, Inc. | 8548<br> <sup>c</sup>  | 1374006 |
| American Tower Corp. | 26630<br> <sup>c</sup>  | 5948876 |
| AvalonBay Communities, Inc. | 7952<br> <sup>c</sup>  | 1411003 |
| Boston Properties, Inc. | 8556<br> <sup>c</sup>  | 637764 |
| Camden Property Trust | 6185<br> <sup>c</sup>  | 762054 |
| CBRE Group, Inc., Cl. A | 17886<br> <sup>a</sup>  | 1529432 |
| Crown Castle, Inc. | 24821<br> <sup>c</sup>  | 3676238 |
| Digital Realty Trust, Inc. | 16456<br> <sup>c</sup>  | 1886187 |
| Equinix, Inc. | 5269<br> <sup>c</sup>  | 3889207 |
| Equity Residential | 19619<br> <sup>c</sup>  | 1248749 |
| Essex Property Trust, Inc. | 3784<br> <sup>c</sup>  | 855449 |
| Extra Space Storage, Inc. | 7657<br> <sup>c</sup>  | 1208504 |
| Federal Realty Investment Trust | 4235<br> <sup>c</sup>  | 472330 |
| Healthpeak Properties, Inc. | 30864<br> <sup>c</sup>  | 848143 |
| Host Hotels & Resorts, Inc. | 41345<br> <sup>c</sup>  | 779353 |
| Invitation Homes, Inc. | 33887<br> <sup>c</sup>  | 1101327 |
| Iron Mountain, Inc. | 17157<br> <sup>c</sup>  | 936429 |
| Kimco Realty Corp. | 35531<br> <sup>c</sup>  | 798026 |
| Mid-America Apartment Communities, Inc. | 6484<br> <sup>c</sup>  | 1081012 |
| Prologis, Inc. | 52894<br> <sup>c</sup>  | 6838136 |
| Public Storage | 9071<br> <sup>c</sup>  | 2760668 |
| Realty Income Corp. | 36292<br> <sup>c</sup>  | 2461686 |
| Regency Centers Corp. | 8808<br> <sup>c</sup>  | 586877 |
| SBA Communications Corp. | 6183<br> <sup>c</sup>  | 1839628 |
| Simon Property Group, Inc. | 18583<br> <sup>c</sup>  | 2387172 |
| UDR, Inc. | 17484<br> <sup>c</sup>  | 744644 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 99.1% (continued)** |  |  |  |
| **Real Estate - 2.8% (continued)** |  |  |  |
| Ventas, Inc. | 23077 | <sup>c</sup>  | 1195619 |
| VICI Properties, Inc. | 54795 | <sup>c</sup>  | 1872893 |
| Welltower, Inc. | 27277 | <sup>c</sup>  | 2046866 |
| Weyerhaeuser Co. | 42562 | <sup>c</sup>  | 1465410 |
|  |  |  | **54643688** |
| **Retailing - 5.7%** |  |  |  |
| Advance Auto Parts, Inc. | 3494 |  | 532066 |
| Amazon.com, Inc. | 509220 | <sup>a</sup>  | 52515859 |
| AutoZone, Inc. | 1094 | <sup>a</sup>  | 2668102 |
| Bath & Body Works, Inc. | 12599 |  | 579680 |
| Best Buy Co. | 11327 |  | 1004931 |
| CarMax, Inc. | 8875 | <sup>a,b</sup>  | 625244 |
| Dollar General Corp. | 13045 |  | 3047312 |
| Dollar Tree, Inc. | 12093 | <sup>a</sup>  | 1816127 |
| eBay, Inc. | 30661 |  | 1517719 |
| Etsy, Inc. | 7067 | <sup>a</sup>  | 972278 |
| Genuine Parts Co. | 8019 |  | 1345749 |
| LKQ Corp. | 14809 |  | 873139 |
| Lowe's Cos. | 35612 |  | 7416199 |
| O'Reilly Automotive, Inc. | 3606 | <sup>a</sup>  | 2857214 |
| Pool Corp. | 2278 |  | 878420 |
| Ross Stores, Inc. | 20127 |  | 2378810 |
| Target Corp. | 26617 |  | 4581850 |
| The Home Depot, Inc. | 58735 |  | 19040125 |
| The TJX Companies | 66458 |  | 5440252 |
| Tractor Supply Co. | 6264 |  | 1428129 |
| Ulta Beauty, Inc. | 2961 | <sup>a</sup>  | 1521836 |
|  |  |  | **113041041** |
| **Semiconductors & Semiconductor Equipment - 5.5%** |  |  |  |
| Advanced Micro Devices, Inc. | 93117 | <sup>a</sup>  | 6997743 |
| Analog Devices, Inc. | 29410 |  | 5042933 |
| Applied Materials, Inc. | 49228 |  | 5488430 |
| Broadcom, Inc. | 23237 |  | 13593877 |
| Enphase Energy, Inc. | 7886 | <sup>a</sup>  | 1745803 |
| First Solar, Inc. | 5562 | <sup>a</sup>  | 987811 |
| Intel Corp. | 236743 |  | 6690357 |
| KLA Corp. | 8144 |  | 3196357 |
| Lam Research Corp. | 7784 |  | 3892778 |
| Microchip Technology, Inc. | 31781 |  | 2466841 |
| Micron Technology, Inc. | 62359 |  | 3760248 |
| Monolithic Power Systems, Inc. | 2560 |  | 1091994 |
| NVIDIA Corp. | 142862 |  | 27910949 |
| NXP Semiconductors NV | 14799 |  | 2727604 |
| ON Semiconductor Corp. | 25254 | <sup>a</sup>  | 1854906 |

---

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 99.1% (continued)** |  |  |
| **Semiconductors & Semiconductor Equipment - 5.5% (continued)** |  |  |
| Qorvo, Inc. | 5630<br> <sup>a</sup>  | 611756 |
| Qualcomm, Inc. | 64316 | 8567534 |
| Skyworks Solutions, Inc. | 8925 | 978805 |
| SolarEdge Technologies, Inc. | 3302<br> <sup>a</sup>  | 1053767 |
| Teradyne, Inc. | 8850 | 900045 |
| Texas Instruments, Inc. | 52071 | 9227502 |
|  |  | **108788040** |
| **Software & Services - 12.7%** |  |  |
| Accenture PLC, Cl. A | 36150 | 10087657 |
| Adobe, Inc. | 26673<br> <sup>a</sup>  | 9878079 |
| Akamai Technologies, Inc. | 8787<br> <sup>a</sup>  | 781604 |
| Ansys, Inc. | 4981<br> <sup>a</sup>  | 1326739 |
| Autodesk, Inc. | 12298<br> <sup>a</sup>  | 2646038 |
| Automatic Data Processing, Inc. | 23721 | 5356439 |
| Broadridge Financial Solutions, Inc. | 6778 | 1019140 |
| Cadence Design Systems, Inc. | 15626<br> <sup>a</sup>  | 2856902 |
| Ceridian HCM Holding, Inc. | 8993<br> <sup>a</sup>  | 650014 |
| Cognizant Technology Solutions Corp., Cl. A | 29700 | 1982475 |
| DXC Technology Co. | 13294<br> <sup>a</sup>  | 381937 |
| EPAM Systems, Inc. | 3266<br> <sup>a</sup>  | 1086435 |
| Fidelity National Information Services, Inc. | 34315 | 2574998 |
| Fiserv, Inc. | 36164<br> <sup>a</sup>  | 3857976 |
| FLEETCOR Technologies, Inc. | 4268<br> <sup>a</sup>  | 891201 |
| Fortinet, Inc. | 37298<br> <sup>a</sup>  | 1952177 |
| Gartner, Inc. | 4574<br> <sup>a</sup>  | 1546652 |
| Gen Digital, Inc. | 33822 | 778244 |
| Global Payments, Inc. | 15496 | 1746709 |
| International Business Machines Corp. | 51873 | 6988849 |
| Intuit, Inc. | 16276 | 6879377 |
| Jack Henry & Associates, Inc. | 4242 | 763942 |
| Mastercard, Inc., Cl. A | 48704 | 18049702 |
| Microsoft Corp. | 427694 | 105986850 |
| Oracle Corp. | 88173 | 7799784 |
| Paychex, Inc. | 18533 | 2147233 |
| Paycom Software, Inc. | 2747<br> <sup>a</sup>  | 889863 |
| PayPal Holdings, Inc. | 65202<br> <sup>a</sup>  | 5313311 |
| PTC, Inc. | 6142<br> <sup>a</sup>  | 828433 |
| Roper Technologies, Inc. | 6144 | 2621952 |
| Salesforce, Inc. | 57374<br> <sup>a</sup>  | 9637111 |
| ServiceNow, Inc. | 11532<br> <sup>a</sup>  | 5248559 |
| Synopsys, Inc. | 8746<br> <sup>a</sup>  | 3093897 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 99.1% (continued)** |  |  |
| **Software & Services - 12.7% (continued)** |  |  |
| Tyler Technologies, Inc. | 2439<br> <sup>a</sup>  | 787236 |
| Verisign, Inc. | 5206<br> <sup>a</sup>  | 1135168 |
| Visa, Inc., Cl. A | 93808<br> <sup>b</sup>  | 21595540 |
|  |  | **251168223** |
| **Technology Hardware & Equipment - 8.0%** |  |  |
| Amphenol Corp., Cl. A | 34188 | 2727177 |
| Apple, Inc. | 857951 | 123793750 |
| Arista Networks, Inc. | 14085<br> <sup>a</sup>  | 1774992 |
| CDW Corp. | 7892 | 1547069 |
| Cisco Systems, Inc. | 235576 | 11465484 |
| Corning, Inc. | 44012 | 1523255 |
| F5, Inc. | 3627<br> <sup>a</sup>  | 535563 |
| Hewlett Packard Enterprise Co. | 72796 | 1174199 |
| HP, Inc. | 50985 | 1485703 |
| Juniper Networks, Inc. | 18260 | 589798 |
| Keysight Technologies, Inc. | 10351<br> <sup>a</sup>  | 1856452 |
| Motorola Solutions, Inc. | 9668 | 2484773 |
| NetApp, Inc. | 12729 | 843042 |
| Seagate Technology Holdings PLC | 10506 | 712097 |
| TE Connectivity Ltd. | 18123 | 2304339 |
| Teledyne Technologies, Inc. | 2643<br> <sup>a</sup>  | 1121319 |
| Trimble, Inc. | 13697<br> <sup>a</sup>  | 795248 |
| Western Digital Corp. | 18708<br> <sup>a</sup>  | 822217 |
| Zebra Technologies Corp., Cl. A | 2866<br> <sup>a</sup>  | 906172 |
|  |  | **158462649** |
| **Telecommunication Services - 1.2%** |  |  |
| AT&T, Inc. | 408905 | 8329395 |
| Lumen Technologies, Inc. | 53418 | 280445 |
| T-Mobile US, Inc. | 34157<br> <sup>a</sup>  | 5099982 |
| Verizon Communications, Inc. | 240961 | 10016749 |
|  |  | **23726571** |
| **Transportation - 1.7%** |  |  |
| Alaska Air Group, Inc. | 7750<br> <sup>a</sup>  | 397885 |
| American Airlines Group, Inc. | 37613<br> <sup>a</sup>  | 607074 |
| C.H. Robinson Worldwide, Inc. | 6447 | 645796 |
| CSX Corp. | 121207 | 3747720 |
| Delta Air Lines, Inc. | 37482<br> <sup>a</sup>  | 1465546 |
| Expeditors International of Washington, Inc. | 9150 | 989573 |
| FedEx Corp. | 13834 | 2681859 |
| J.B. Hunt Transport Services, Inc. | 4694 | 887401 |
| Norfolk Southern Corp. | 13340 | 3279105 |
| Old Dominion Freight Line, Inc. | 5235 | 1744511 |
| Southwest Airlines Co. | 33991 | 1215858 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description |  | Shares |  | Value ($) |
| **Common Stocks - 99.1% (continued)** | **Common Stocks - 99.1% (continued)** |  |  |  |
| **Transportation - 1.7% (continued)** | **Transportation - 1.7% (continued)** |  |  |  |
| Union Pacific Corp. |  | 35274 |  | 7202598 |
| United Airlines Holdings, Inc. |  | 18303 | <sup>a</sup>  | 896115 |
| United Parcel Service, Inc., Cl. B |  | 41873 |  | 7756136 |
|  |  |  |  | **33517177** |
| **Utilities - 2.9%** | **Utilities - 2.9%** |  |  |  |
| Alliant Energy Corp. |  | 14836 |  | 801589 |
| Ameren Corp. |  | 14922 |  | 1296274 |
| American Electric Power Co. |  | 29198 |  | 2743444 |
| American Water Works Co. |  | 10490 |  | 1641580 |
| Atmos Energy Corp. |  | 8065 |  | 947960 |
| CenterPoint Energy, Inc. |  | 35792 |  | 1078055 |
| CMS Energy Corp. |  | 16578 |  | 1047564 |
| Consolidated Edison, Inc. |  | 20529 |  | 1956619 |
| Constellation Energy Corp. |  | 18873 |  | 1610999 |
| Dominion Energy, Inc. |  | 47967 |  | 3052620 |
| DTE Energy Co. |  | 11292 |  | 1314050 |
| Duke Energy Corp. |  | 44338 |  | 4542428 |
| Edison International |  | 21585 |  | 1487206 |
| Entergy Corp. |  | 11507 |  | 1245978 |
| Evergy, Inc. |  | 12872 |  | 806431 |
| Eversource Energy |  | 19889 |  | 1637461 |
| Exelon Corp. |  | 57039 |  | 2406475 |
| FirstEnergy Corp. |  | 31351 |  | 1283823 |
| NextEra Energy, Inc. |  | 114012 |  | 8508716 |
| NiSource, Inc. |  | 23675 |  | 656981 |
| NRG Energy, Inc. |  | 13543 |  | 463441 |
| PG&E Corp. |  | 91229 | <sup>a,b</sup>  | 1450541 |
| Pinnacle West Capital Corp. |  | 6640 |  | 495012 |
| PPL Corp. |  | 43245 |  | 1280052 |
| Public Service Enterprise Group, Inc. |  | 28451 |  | 1761970 |
| Sempra Energy |  | 17887 |  | 2867823 |
| The AES Corp. |  | 38060 |  | 1043225 |
| The Southern Company |  | 62163 |  | 4207192 |
| WEC Energy Group, Inc. |  | 18286 |  | 1718701 |
| Xcel Energy, Inc. |  | 31187 |  | 2144730 |
|  |  |  |  | **57498940** |
| **Total Common Stocks** (cost $433,610,220) | **Total Common Stocks** (cost $433,610,220) |  |  | **1957277953** |
|  | 1-Day<br>Yield (%) |  |  |  |
| **Investment Companies - .8%**  | **Investment Companies - .8%**  |  |  |  |
| **Registered Investment Companies - .8%** | **Registered Investment Companies - .8%** |  |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<br>(cost $15,449,933) | 4.41 | 15449933 | <sup>d</sup>  | **15449933** |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| **Investment of Cash Collateral for Securities Loaned - .0%**  | **Investment of Cash Collateral for Securities Loaned - .0%**  |  |  |
| **Registered Investment Companies - .0%** | **Registered Investment Companies - .0%** |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares<br>(cost $1,092,942) | 4.41 | 1092942<br> <sup>d</sup>  | **1092942** |
| **Total Investments** (cost $450,153,095) | **Total Investments** (cost $450,153,095) | **99.9%** | **1973820828** |
| **Cash and Receivables (Net)** | **Cash and Receivables (Net)** | **.1%** | **994156** |
| **Net Assets** | **Net Assets** | **100.0%** | **1974814984** |

---

*<sup>a</sup> Non-income producing security.*

*<sup>b</sup> Security, or portion thereof, on loan. At January 31, 2023, the value of the fund's securities on loan was $27,313,001 and the value of the collateral was $27,751,628, consisting of cash collateral of $1,092,942 and U.S. Government & Agency securities valued at $26,658,686. In addition, the value of collateral may include pending sales that are also on loan.*

*<sup>c</sup> Investment in real estate investment trust within the United States.*

*<sup>d</sup> Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company's prospectus.*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures** | **Futures** | **Futures** | **Futures** |  |  |
| Description | Number of<br>Contracts | Expiration  | Notional<br>Value ($) | Market<br>Value ($) | Unrealized Appreciation ($) |
| **Futures Long** | **Futures Long** | **Futures Long** | **Futures Long** | **Futures Long** |  |
| Standard & Poor's 500 E-mini | 89 | 3/17/2023 | 17731528 | 18200500 | 468972 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  | **468972** | **468972** |

---

*See notes to financial statements.*

------

STATEMENT OF INVESTMENTS<br>BNY Mellon S&P 500 Index Fund

January 31, 2023 (Unaudited)

The following is a summary of the inputs used as of January 31, 2023 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
| | Level 1-Unadjusted Quoted Prices | Level 2- Other Significant Observable Inputs | Level 3-Significant Unobservable Inputs | **Total** |
| **Assets ($)** | **Assets ($)** | **Assets ($)** | **Assets ($)** |  |
| Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> |  |
| Equity Securities - Common Stocks | 1957277953 | - | - | **1957277953** |
| Investment Companies | 16542875 | - | - | **16542875** |
| Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: |  |
| Futures<sup>††</sup> | 468972 | - | - | **468972** |

---

*<sup>†</sup> See Statement of Investments for additional detailed categorizations, if any.*

*<sup>††</sup> Amount shown represents unrealized appreciation (depreciation) at period end.*

------

The Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") is the exclusive reference of authoritative U.S. generally accepted accounting principles ("GAAP") recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the SEC under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund's investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

**Level 1**—unadjusted quoted prices in active markets for identical investments.

**Level 2**—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

**Level 3**—significant unobservable inputs (including the fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund's investments are as follows:

The Company's Board of Directors (the "Board") has designated the Adviser as the fund's valuation designee, effective September 8, 2022, to make all fair value determinations with respect to the fund's portfolio investments, subject to the Board's oversight and pursuant to Rule 2a-5 under the Act.

------

Investments in equity securities are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. For open short positions, asked prices are used for valuation purposes. Bid price is used when no asked price is available. Registered investment companies that are not traded on an exchange are valued at their net asset value. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices. U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by an independent pricing service (the "Service") approved by the Board Members ("Board").These securities are generally categorized within Level 2 of the fair value hierarchy.The Service's procedures are reviewed by BNY Mellon under the general supervision of the Board.

Fair valuing of securities may be determined with the assistance of a pricing service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant American Depository Receipts and futures. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

For securities where observable inputs are limited, assumptions about market activity and risk are used and such securities are generally categorized within Level 3 of the fair value hierarchy.

Financial futures, which are traded on an exchange, are valued at the last sales price on the securities exchange on which such securities are primarily traded or at the last sales price on the national securities market on each business day and are generally categorized within Level 1 of the fair value hierarchy.

------

Pursuant to a securities lending agreement with The Bank of New York Mellon, a subsidiary of BNY Mellon and an affiliate of BNY Mellon Investment Adviser, Inc., the fund may lend securities to qualified institutions. It is the fund's policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by BNY Mellon Investment Adviser Inc., or U.S. Government and Agency securities. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, The Bank of New York Mellon is required to replace the securities for the benefit of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund's rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

**Derivatives:** A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at January 31, 2023 is discussed below.

**Futures:** In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default.

At January 31, 2023, accumulated net unrealized appreciation on investments was $1,523,667,733, consisting of $1,550,885,574 gross unrealized appreciation and $27,217,841 gross unrealized depreciation.

At January 31, 2023, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon Index Funds, Inc.

- **b. Investment Company Act file number:** 811-05883

- **c. CIK number of Registrant:** 0000857114

- **d. LEI of Registrant:** 549300LISYW2VOFXX073

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

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212 495 1784

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

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

- **b. EDGAR series identifier (if any):** S000000131

- **c. LEI of Series:** 549300AI36O6K8UIBN86

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

- **a. Date of fiscal year-end:** 2023-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1975811880.88

**Total Liabilities:** $996897.21

**Net Assets:** $1974814983.67

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000295 | 5.54%                | -5.81%               | 6.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10440886.34             | $91332588.37                               |
| Month 2  | $18003616.57             | $-136034763.73                             |
| Month 3  | $10526672.04             | $103818752.52                              |

**Designated Index Information**

- **Index Name:** 0

- **Index Identifier:** 0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ATMOS ENERGY CORP                            | ATMOS ENERGY CORP                                                 | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      8065 | NS      | $947960.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORP                                    | IDEX CORP                                                         | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      4311 | NS      | $1033260.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                     | FOX CORP                                                          | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     18108 | NS      | $614585.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP     | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                          | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     10342 | NS      | $1073603.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                              | T-MOBILE US INC                                                   | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     34157 | NS      | $5099981.67   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC                     | MARKETAXESS HOLDINGS INC                                          | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      2090 | NS      | $760446.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                         | LAS VEGAS SANDS CORP                                              | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     18683 | NS      | $1102297.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS INC                          | LEIDOS HOLDINGS INC                                               | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      7788 | NS      | $769765.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                     | FOX CORP                                                          | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      8667 | NS      | $274743.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                | LIVE NATION ENTERTAINMENT INC                                     | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      8270 | NS      | $665652.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                      | NVR INC                                                           | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       169 | NS      | $890630.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE INC                | OLD DOMINION FREIGHT LINE INC                                     | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      5235 | NS      | $1744511.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                                 | TELEFLEX INC                                                      | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      2731 | NS      | $664780.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                      | ZEBRA TECHNOLOGIES CORP                                           | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      2866 | NS      | $906171.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| W R BERKLEY CORP                             | W R BERKLEY CORP                                                  | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     11675 | NS      | $818884.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORP/DE                                  | CDW CORP/DE                                                       | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      7892 | NS      | $1547068.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                               | SERVICENOW INC                                                    | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     11532 | NS      | $5248559.16   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOM SOFTWARE INC                          | PAYCOM SOFTWARE INC                                               | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      2747 | NS      | $889863.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                         | HOWMET AEROSPACE INC                                              | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     20890 | NS      | $850014.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                   | DEXCOM INC                                                        | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     22162 | NS      | $2373328.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                        | TRUIST FINANCIAL CORP                                             | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     76062 | NS      | $3756702.18   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                    | AMCOR PLC                                                         | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |     85161 | NS      | $1027041.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                   | STERIS PLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      5694 | NS      | $1175867.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                          | CARRIER GLOBAL CORP                                               | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     47301 | NS      | $2153614.53   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                    | TELEDYNE TECHNOLOGIES INC                                         | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      2643 | NS      | $1121319.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES INC                       | TYLER TECHNOLOGIES INC                                            | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      2439 | NS      | $787236.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                                      | DOW INC                                                           | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     40698 | NS      | $2415426.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                  | CORTEVA INC                                                       | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     40644 | NS      | $2619505.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                          | OTIS WORLDWIDE CORP                                               | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     23788 | NS      | $1956087.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA INC                           | DOMINO'S PIZZA INC                                                | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      2008 | NS      | $708824.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES INC                     | BIO-RAD LABORATORIES INC                                          | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      1294 | NS      | $604893.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORP                                    | POOL CORP                                                         | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      2278 | NS      | $878419.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                        | DUPONT DE NEMOURS INC                                             | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     28345 | NS      | $2096112.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT INC                                 | CATALENT INC                                                      | CUSIP: 148806102<br>LEI: 549300HALRZ339MSTH85 | Long             | EC               | CORP              | US        |     10332 | NS      | $553278.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES INC             | WEST PHARMACEUTICAL SERVICES INC                                  | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      4285 | NS      | $1138096.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                     | ETSY INC                                                          | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      7067 | NS      | $972277.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                                 | TERADYNE INC                                                      | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      8850 | NS      | $900045.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                       | TRANE TECHNOLOGIES PLC                                            | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     13161 | NS      | $2357398.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                      | AON PLC                                                           | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     11962 | NS      | $3812050.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                           | INGERSOLL RAND INC                                                | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     23236 | NS      | $1301216.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES INC                       | IDEXX LABORATORIES INC                                            | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      4812 | NS      | $2312166.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                   | RAYTHEON TECHNOLOGIES CORP                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     84343 | NS      | $8421648.55   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC                     | SIMON PROPERTY GROUP INC                                          | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     18583 | NS      | $2387172.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                            | NEWELL BRANDS INC                                                 | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     19922 | NS      | $317955.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FORD MOTOR CO                                | FORD MOTOR CO                                                     | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    225952 | NS      | $3052611.52   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                            | LAM RESEARCH CORP                                                 | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      7784 | NS      | $3892778.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                          | ARISTA NETWORKS INC                                               | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     14085 | NS      | $1774991.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                       | INTERNATIONAL PAPER CO                                            | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     20169 | NS      | $843467.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP                            | DEVON ENERGY CORP                                                 | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     37186 | NS      | $2351642.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP                          | SVB FINANCIAL GROUP                                               | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      3439 | NS      | $1040091.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                  | AMEREN CORP                                                       | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     14922 | NS      | $1296274.14   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                             | EXXON MOBIL CORP                                                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    236283 | NS      | $27411190.83  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                             | HEWLETT PACKARD ENTERPRISE CO                                     | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     72796 | NS      | $1174199.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                    | APPLE INC                                                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    857951 | NS      | $123793749.79 | 6.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                     | CSX CORP                                                          | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    121207 | NS      | $3747720.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                              | GEN DIGITAL INC                                                   | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     33822 | NS      | $778244.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                                | AMPHENOL CORP                                                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     34188 | NS      | $2727176.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WW GRAINGER INC                              | WW GRAINGER INC                                                   | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      2602 | NS      | $1533826.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                 | NEWMONT CORP                                                      | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     45480 | NS      | $2407256.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                              | CMS ENERGY CORP                                                   | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     16578 | NS      | $1047563.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER INC                   | STANLEY BLACK & DECKER INC                                        | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      8777 | NS      | $783873.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                   | SYSCO CORP                                                        | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     29028 | NS      | $2248508.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                         | WASTE MANAGEMENT INC                                              | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     21382 | NS      | $3308436.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                    | BALL CORP                                                         | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     18753 | NS      | $1092174.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                            | DISH NETWORK CORP                                                 | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     15713 | NS      | $226110.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                          | ELECTRONIC ARTS INC                                               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     14838 | NS      | $1909353.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL                        | PINNACLE WEST CAPITAL CORP                                        | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      6640 | NS      | $495012.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                | CITIGROUP INC                                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    110835 | NS      | $5787803.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                       | VERIZON COMMUNICATIONS INC                                        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    240961 | NS      | $10016748.77  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                         | FREEPORT-MCMORAN INC                                              | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     82206 | NS      | $3668031.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                        | MICRON TECHNOLOGY INC                                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     62359 | NS      | $3760247.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                       | DARDEN RESTAURANTS INC                                            | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      7122 | NS      | $1053842.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO INC                       | CHURCH & DWIGHT CO INC                                            | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     13907 | NS      | $1124520.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                            | GENERAL MOTORS CO                                                 | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     82239 | NS      | $3233637.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY CO/THE                               | HERSHEY CO/THE                                                    | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      8403 | NS      | $1887313.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC             | METTLER-TOLEDO INTERNATIONAL INC                                  | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      1299 | NS      | $1991263.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                | UNIVERSAL HEALTH SERVICES INC                                     | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      3821 | NS      | $566310.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC          | ALEXANDRIA REAL ESTATE EQUITIES INC                               | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      8548 | NS      | $1374005.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC                | ROBERT HALF INTERNATIONAL INC                                     | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      6500 | NS      | $545740.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                                  | CORNING INC                                                       | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     44012 | NS      | $1523255.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC                      | ROCKWELL AUTOMATION INC                                           | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      6538 | NS      | $1843912.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                      | CBOE GLOBAL MARKETS INC                                           | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      6064 | NS      | $745144.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                      | PROCTER & GAMBLE CO/THE                                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    135959 | NS      | $19357842.42  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                   | BIOGEN INC                                                        | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      8212 | NS      | $2388870.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                | CME GROUP INC                                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     20631 | NS      | $3644672.46   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                  | WALMART INC                                                       | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     80978 | NS      | $11650304.86  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                | ACCENTURE PLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     36150 | NS      | $10087657.50  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORP NA                             | ZIONS BANCORP NA                                                  | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      8354 | NS      | $444098.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                           | UNION PACIFIC CORP                                                | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     35274 | NS      | $7202598.06   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                                   | AMETEK INC                                                        | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     13027 | NS      | $1887872.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                   | DOVER CORP                                                        | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      8244 | NS      | $1251686.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LTD                             | SCHLUMBERGER LTD                                                  | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     81777 | NS      | $4659653.46   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                 | PROLOGIS INC                                                      | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     52894 | NS      | $6838136.32   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC                     | BAXTER INTERNATIONAL INC                                          | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     29491 | NS      | $1347443.79   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                     | EQT CORP                                                          | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     21380 | NS      | $698484.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND CO                    | ARCHER-DANIELS-MIDLAND CO                                         | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     31698 | NS      | $2626179.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES INC                        | BOSTON PROPERTIES INC                                             | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      8556 | NS      | $637764.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                   | CAPITAL ONE FINANCIAL CORP                                        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     21955 | NS      | $2612645.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                  | ROYAL CARIBBEAN CRUISES LTD                                       | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |     12441 | NS      | $807918.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP                        | MONSTER BEVERAGE CORP                                             | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     21845 | NS      | $2273627.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                   | PFIZER INC                                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    322059 | NS      | $14222125.44  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORP                            | BROWN-FORMAN CORP                                                 | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     10814 | NS      | $719996.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                  | NETFLIX INC                                                       | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     25533 | NS      | $9035107.38   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                             | DUKE ENERGY CORP                                                  | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     44338 | NS      | $4542428.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                         | WESTERN DIGITAL CORP                                              | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     18708 | NS      | $822216.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                | REGENERON PHARMACEUTICALS INC                                     | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      6143 | NS      | $4659281.21   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC                          | TRANSDIGM GROUP INC                                               | CUSIP: 893641100<br>LEI: 549300JTYP71LZZSE903 | Long             | EC               | CORP              | US        |      2951 | NS      | $2118080.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                            | TRACTOR SUPPLY CO                                                 | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      6264 | NS      | $1428129.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                             | ALTRIA GROUP INC                                                  | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    102175 | NS      | $4601962.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                         | JUNIPER NETWORKS INC                                              | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     18260 | NS      | $589798.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                        | MOHAWK INDUSTRIES INC                                             | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      2847 | NS      | $341810.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDUSTRIES NV                 | LYONDELLBASELL INDUSTRIES NV                                      | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |     14480 | NS      | $1400071.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP                         | REGENCY CENTERS CORP                                              | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      8808 | NS      | $586877.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                           | COTERRA ENERGY INC                                                | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     44375 | NS      | $1110706.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                   | INTEL CORP                                                        | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    236743 | NS      | $6690357.18   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                        | TEXAS INSTRUMENTS INC                                             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     52071 | NS      | $9227501.91   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                   | MONDELEZ INTERNATIONAL INC                                        | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     78134 | NS      | $5113088.96   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                       | MOTOROLA SOLUTIONS INC                                            | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      9668 | NS      | $2484772.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                | MARRIOTT INTERNATIONAL INC/MD                                     | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     15559 | NS      | $2710066.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                               | ELI LILLY & CO                                                    | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     45248 | NS      | $15572099.20  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL CO                                  | FASTENAL CO                                                       | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     33353 | NS      | $1685994.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO/THE                             | COCA-COLA CO/THE                                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    223304 | NS      | $13693001.28  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                     | AT&T INC                                                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    408905 | NS      | $8329394.85   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                          | DOMINION ENERGY INC                                               | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     47967 | NS      | $3052619.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORP                          | DOLLAR GENERAL CORP                                               | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     13045 | NS      | $3047312.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                  | PEPSICO INC                                                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     79045 | NS      | $13518275.90  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                   | CHIPOTLE MEXICAN GRILL INC                                        | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1578 | NS      | $2597987.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                               | ALBEMARLE CORP                                                    | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      6682 | NS      | $1880648.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                    | L3HARRIS TECHNOLOGIES INC                                         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     10922 | NS      | $2346264.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX CO/THE                                | CLOROX CO/THE                                                     | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      7221 | NS      | $1044806.49   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                  | SOUTHERN CO/THE                                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     62163 | NS      | $4207191.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                    | UNITED PARCEL SERVICE INC                                         | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     41873 | NS      | $7756135.79   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                    | ADOBE INC                                                         | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     26673 | NS      | $9878078.82   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                 | ENTERGY CORP                                                      | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     11507 | NS      | $1245977.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS INC           | BROADRIDGE FINANCIAL SOLUTIONS INC                                | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      6778 | NS      | $1019140.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                   | NUCOR CORP                                                        | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     14836 | NS      | $2507580.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                | AUTOMATIC DATA PROCESSING INC                                     | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     23721 | NS      | $5356439.01   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS LTD                             | WYNN RESORTS LTD                                                  | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      5843 | NS      | $605568.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BOSTON SCIENTIFIC CORP                       | BOSTON SCIENTIFIC CORP                                            | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     81795 | NS      | $3783018.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA                    | PACKAGING CORP OF AMERICA                                         | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      5194 | NS      | $741183.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & CO                                   | DEERE & CO                                                        | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     15753 | NS      | $6660998.52   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                   | 3M CO                                                             | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     31917 | NS      | $3673008.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                    | MGM RESORTS INTERNATIONAL                                         | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     18720 | NS      | $775195.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                              | CVS HEALTH CORP                                                   | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     75252 | NS      | $6638731.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                            | RALPH LAUREN CORP                                                 | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      2448 | NS      | $303184.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| LINCOLN NATIONAL CORP                        | LINCOLN NATIONAL CORP                                             | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      9397 | NS      | $332935.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE                      | SHERWIN-WILLIAMS CO/THE                                           | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     13627 | NS      | $3224011.93   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                 | AUTOZONE INC                                                      | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      1094 | NS      | $2668101.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINANCIAL SERVICES GROUP INC/THE    | HARTFORD FINANCIAL SERVICES GROUP INC/THE                         | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     18235 | NS      | $1415218.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                          | ABBOTT LABORATORIES                                               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    100036 | NS      | $11058979.80  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                     | INTERNATIONAL BUSINESS MACHINES CORP                              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     51873 | NS      | $6988849.29   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                               | EATON CORP PLC                                                    | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     22721 | NS      | $3685573.41   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                        | GENERAL DYNAMICS CORP                                             | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     12883 | NS      | $3002511.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                 | UNITED AIRLINES HOLDINGS INC                                      | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     18303 | NS      | $896114.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                          | CARDINAL HEALTH INC                                               | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     14818 | NS      | $1144690.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                  | PAYCHEX INC                                                       | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     18533 | NS      | $2147233.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY LTD                          | TE CONNECTIVITY LTD                                               | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |     18123 | NS      | $2304339.45   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                         | COLGATE-PALMOLIVE CO                                              | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     48127 | NS      | $3586905.31   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER CO                              | WEYERHAEUSER CO                                                   | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     42562 | NS      | $1465409.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                          | AVERY DENNISON CORP                                               | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      4785 | NS      | $906470.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                          | GLOBAL PAYMENTS INC                                               | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     15496 | NS      | $1746709.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC               | AMERICAN ELECTRIC POWER CO INC                                    | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     29198 | NS      | $2743444.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                      | O'REILLY AUTOMOTIVE INC                                           | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      3606 | NS      | $2857214.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                              | DOLLAR TREE INC                                                   | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     12093 | NS      | $1816126.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                               | BORGWARNER INC                                                    | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     13420 | NS      | $634497.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                  | HONEYWELL INTERNATIONAL INC                                       | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     38574 | NS      | $8041907.52   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                    | AFLAC INC                                                         | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     32721 | NS      | $2404993.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                          | FIFTH THIRD BANCORP                                               | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     39658 | NS      | $1439188.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| A O SMITH CORP                               | A O SMITH CORP                                                    | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      7659 | NS      | $518514.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                       | INTUITIVE SURGICAL INC                                            | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     20227 | NS      | $4969571.63   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                  | TARGET CORP                                                       | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     26617 | NS      | $4581850.38   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                    | CH ROBINSON WORLDWIDE INC                                         | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      6447 | NS      | $645795.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                    | AVALONBAY COMMUNITIES INC                                         | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      7952 | NS      | $1411002.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                | SEMPRA ENERGY                                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     17887 | NS      | $2867822.71   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                    | APTIV PLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |     15727 | NS      | $1778566.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                  | DISCOVER FINANCIAL SERVICES                                       | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     15772 | NS      | $1841065.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                  | METLIFE INC                                                       | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     38113 | NS      | $2783011.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC   | EXPEDITORS INTERNATIONAL OF WASHINGTON INC                        | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      9150 | NS      | $989572.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                     | AMERIPRISE FINANCIAL INC                                          | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      6122 | NS      | $2143434.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC                  | AMERICAN AIRLINES GROUP INC                                       | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |     37613 | NS      | $607073.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                                | DR HORTON INC                                                     | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     17689 | NS      | $1745727.41   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                 | ILLUMINA INC                                                      | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      8916 | NS      | $1909807.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GARMIN LTD                                   | GARMIN LTD                                                        | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      8944 | NS      | $884382.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS INC               | AIR PRODUCTS AND CHEMICALS INC                                    | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     12718 | NS      | $4076246.18   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                | BLACKROCK INC                                                     | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      8611 | NS      | $6537557.31   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                   | VERTEX PHARMACEUTICALS INC                                        | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     14681 | NS      | $4743431.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                          | DELTA AIR LINES INC                                               | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     37482 | NS      | $1465546.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                       | SKYWORKS SOLUTIONS INC                                            | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      8925 | NS      | $978804.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                    | HEALTHPEAK PROPERTIES INC                                         | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     30864 | NS      | $848142.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                        | REPUBLIC SERVICES INC                                             | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     11728 | NS      | $1463888.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                               | CBRE GROUP INC                                                    | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     17886 | NS      | $1529431.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                   | HUMANA INC                                                        | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      7227 | NS      | $3698055.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                     | CONSTELLATION BRANDS INC                                          | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      9293 | NS      | $2151515.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                              | BEST BUY CO INC                                                   | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     11327 | NS      | $1004931.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                       | F5 INC                                                            | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      3627 | NS      | $535562.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS INC                                    | ANSYS INC                                                         | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      4981 | NS      | $1326739.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP/THE                            | ALLSTATE CORP/THE                                                 | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     15337 | NS      | $1970344.39   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                             | PARAMOUNT GLOBAL                                                  | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     29711 | NS      | $688106.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| TEXTRON INC                                  | TEXTRON INC                                                       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     11757 | NS      | $856497.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORP                       | AMERISOURCEBERGEN CORP                                            | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      9193 | NS      | $1553249.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                     | AGILENT TECHNOLOGIES INC                                          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     16869 | NS      | $2565437.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COS INC/THE                              | TJX COS INC/THE                                                   | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     66458 | NS      | $5440251.88   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COS INC                     | MARSH & MCLENNAN COS INC                                          | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     28639 | NS      | $5009247.49   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                               | MASTERCARD INC                                                    | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     48704 | NS      | $18049702.40  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES INC                       | FRANKLIN RESOURCES INC                                            | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     15386 | NS      | $480043.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| VALERO ENERGY CORP                           | VALERO ENERGY CORP                                                | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     22022 | NS      | $3083740.66   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORP                              | MCDONALD'S CORP                                                   | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     42022 | NS      | $11236682.80  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                    | HESS CORP                                                         | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     15874 | NS      | $2383639.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                          | ALLIANT ENERGY CORP                                               | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     14836 | NS      | $801589.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COS INC/THE                           | COOPER COS INC/THE                                                | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      2763 | NS      | $964093.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                        | COSTCO WHOLESALE CORP                                             | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     25394 | NS      | $12979889.16  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | GOLDMAN SACHS GROUP INC/THE                                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     19425 | NS      | $7105859.25   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP INC                         | ALASKA AIR GROUP INC                                              | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      7750 | NS      | $397885.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                       | REGIONS FINANCIAL CORP                                            | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     53860 | NS      | $1267864.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                 | CENTENE CORP                                                      | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     32746 | NS      | $2496555.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                   | NASDAQ INC                                                        | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     19316 | NS      | $1162630.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                 | AUTODESK INC                                                      | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     12298 | NS      | $2646037.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                          | AMERICAN TOWER CORP                                               | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     26630 | NS      | $5948875.70   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                               | GLOBE LIFE INC                                                    | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      5046 | NS      | $609809.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC                     | DIGITAL REALTY TRUST INC                                          | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     16456 | NS      | $1886186.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                             | FIRSTENERGY CORP                                                  | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     31351 | NS      | $1283823.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                            | KINDER MORGAN INC                                                 | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    112649 | NS      | $2061476.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                          | AMERICAN EXPRESS CO                                               | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     34297 | NS      | $5999574.21   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS CO INC                  | AMERICAN WATER WORKS CO INC                                       | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     10490 | NS      | $1641580.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                            | JOHNSON & JOHNSON                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    150004 | NS      | $24513653.68  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                               | HALLIBURTON CO                                                    | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     51810 | NS      | $2135608.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                                   | VENTAS INC                                                        | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     23077 | NS      | $1195619.37   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                           | PPG INDUSTRIES INC                                                | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     13648 | NS      | $1778880.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                      | ARTHUR J GALLAGHER & CO                                           | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     12114 | NS      | $2370952.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                          | ELEVANCE HEALTH INC                                               | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     13691 | NS      | $6845363.09   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                    | PG&E CORP                                                         | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     91229 | NS      | $1450541.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| DANAHER CORP                                 | DANAHER CORP                                                      | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     37590 | NS      | $9938044.20   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC                          | QUANTA SERVICES INC                                               | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      8154 | NS      | $1240957.26   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                        | WELLS FARGO & CO                                                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    218624 | NS      | $10246906.88  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP                              | SEALED AIR CORP                                                   | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      7853 | NS      | $430030.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                       | BANK OF NEW YORK MELLON CORP/THE                                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     42607 | NS      | $2154635.99   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                      | CONSOLIDATED EDISON INC                                           | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     20529 | NS      | $1956618.99   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                   | HASBRO INC                                                        | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      7493 | NS      | $443360.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                  | CUMMINS INC                                                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      8017 | NS      | $2000562.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                          | GILEAD SCIENCES INC                                               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     71884 | NS      | $6033942.96   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                              | BAKER HUGHES CO                                                   | CUSIP: 05722G100<br>LEI: 549300XU3XH6F05YEQ93 | Long             | EC               | CORP              | US        |     57914 | NS      | $1838190.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                           | ANALOG DEVICES INC                                                | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     29410 | NS      | $5042932.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE         | PNC FINANCIAL SERVICES GROUP INC/THE                              | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     23324 | NS      | $3858489.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                 | NISOURCE INC                                                      | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     23675 | NS      | $656981.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                      | ILLINOIS TOOL WORKS INC                                           | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     15917 | NS      | $3757048.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                          | KIMBERLY-CLARK CORP                                               | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     19389 | NS      | $2520763.89   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                        | NORTHROP GRUMMAN CORP                                             | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      8328 | NS      | $3731277.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                           | UNITED RENTALS INC                                                | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      4041 | NS      | $1781878.95   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                               | CONOCOPHILLIPS                                                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     71492 | NS      | $8712730.04   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                              | ULTA BEAUTY INC                                                   | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      2961 | NS      | $1521835.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESTEE LAUDER COS INC/THE                     | ESTEE LAUDER COS INC/THE                                          | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     13202 | NS      | $3658010.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                     | NIKE INC                                                          | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     72273 | NS      | $9202521.09   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| J M SMUCKER CO/THE                           | J M SMUCKER CO/THE                                                | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      6262 | NS      | $956833.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                            | IRON MOUNTAIN INC                                                 | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     17157 | NS      | $936429.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                 | QUALCOMM INC                                                      | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     64316 | NS      | $8567534.36   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                           | META PLATFORMS INC                                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    129016 | NS      | $19219513.52  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS INC                    | HOST HOTELS & RESORTS INC                                         | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     41345 | NS      | $779353.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC                                   | COPART INC                                                        | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     24606 | NS      | $1639005.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                | CARNIVAL CORP                                                     | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     55187 | NS      | $597123.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| LKQ CORP                                     | LKQ CORP                                                          | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     14809 | NS      | $873138.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                     | FMC CORP                                                          | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      7252 | NS      | $965458.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO                             | GENUINE PARTS CO                                                  | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      8019 | NS      | $1345748.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                       | UNITEDHEALTH GROUP INC                                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     53607 | NS      | $26760078.33  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORP                                  | WATERS CORP                                                       | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      3400 | NS      | $1117172.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                   | ZOETIS INC                                                        | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     26587 | NS      | $4399882.63   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                               | WHIRLPOOL CORP                                                    | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      3044 | NS      | $473615.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP LTD                         | EVEREST RE GROUP LTD                                              | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      2183 | NS      | $763373.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP INC                               | PULTEGROUP INC                                                    | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12848 | NS      | $730922.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                  | EXELON CORP                                                       | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     57039 | NS      | $2406475.41   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HUNT TRANSPORT SERVICES INC               | JB HUNT TRANSPORT SERVICES INC                                    | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      4694 | NS      | $887400.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                     | MICROCHIP TECHNOLOGY INC                                          | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     31781 | NS      | $2466841.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                 | ASSURANT INC                                                      | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      3051 | NS      | $404532.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORP                                  | INCYTE CORP                                                       | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     10510 | NS      | $894821.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                 | TAPESTRY INC                                                      | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     13298 | NS      | $605989.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP                            | KIMCO REALTY CORP                                                 | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     35531 | NS      | $798026.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                                   | LOEWS CORP                                                        | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     11133 | NS      | $684456.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                     | MOLSON COORS BEVERAGE CO                                          | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     11017 | NS      | $579273.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC/NY                                 | XYLEM INC/NY                                                      | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     10410 | NS      | $1082744.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC              | PHILIP MORRIS INTERNATIONAL INC                                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     88941 | NS      | $9271209.84   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP                            | MARATHON OIL CORP                                                 | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     36144 | NS      | $992875.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                            | STATE STREET CORP                                                 | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     21075 | NS      | $1924779.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                    | FLEETCOR TECHNOLOGIES INC                                         | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      4268 | NS      | $891201.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                   | INTUIT INC                                                        | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     16276 | NS      | $6879376.92   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                   | ADVANCED MICRO DEVICES INC                                        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     93117 | NS      | $6997742.55   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                  | NVIDIA CORP                                                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    142862 | NS      | $27910948.94  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                 | HUNTINGTON BANCSHARES INC/OH                                      | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     83822 | NS      | $1271579.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                            | DXC TECHNOLOGY CO                                                 | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     13294 | NS      | $381936.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC/THE                         | WILLIAMS COS INC/THE                                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     70436 | NS      | $2270856.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO/THE                                | KROGER CO/THE                                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     36902 | NS      | $1646936.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                            | CISCO SYSTEMS INC                                                 | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |    235576 | NS      | $11465483.92  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                               | MICROSOFT CORP                                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    427694 | NS      | $105986850.14 | 5.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                  | ORACLE CORP                                                       | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     88173 | NS      | $7799783.58   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                          | EMERSON ELECTRIC CO                                               | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     33899 | NS      | $3058367.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                                | MCKESSON CORP                                                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      8200 | NS      | $3105176.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INC                                  | SNAP-ON INC                                                       | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      2953 | NS      | $734499.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                     | CITIZENS FINANCIAL GROUP INC                                      | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     28146 | NS      | $1219284.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO/THE                           | KRAFT HEINZ CO/THE                                                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     45045 | NS      | $1825673.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                               | NRG ENERGY INC                                                    | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     13543 | NS      | $463441.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                            | GENERAL MILLS INC                                                 | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     33930 | NS      | $2658754.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORP                    | CINCINNATI FINANCIAL CORP                                         | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      9147 | NS      | $1034983.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON AND CO                      | BECTON DICKINSON AND CO                                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     16271 | NS      | $4103871.62   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                   | ABBVIE INC                                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    101465 | NS      | $14991453.75  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                          | EASTMAN CHEMICAL CO                                               | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      6811 | NS      | $600525.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                | BOEING CO/THE                                                     | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     32123 | NS      | $6842199.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORP                                     | PPL CORP                                                          | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     43245 | NS      | $1280052.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                  | PENTAIR PLC                                                       | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |      9594 | NS      | $531315.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                                 | VERISIGN INC                                                      | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      5206 | NS      | $1135168.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                           | WALT DISNEY CO/THE                                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    104596 | NS      | $11347620.04  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK CO                                  | WESTROCK CO                                                       | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     13947 | NS      | $547280.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                 | THERMO FISHER SCIENTIFIC INC                                      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     22502 | NS      | $12833565.66  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                      | MARATHON PETROLEUM CORP                                           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     26725 | NS      | $3434697.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                 | CHEVRON CORP                                                      | CUSIP: 166764100<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | EC               | CORP              | US        |    102066 | NS      | $17761525.32  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                              | XCEL ENERGY INC                                                   | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     31187 | NS      | $2144729.99   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                  | PHILLIPS 66                                                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     27332 | NS      | $2740579.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                               | MORGAN STANLEY                                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     75600 | NS      | $7358148.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP          | COGNIZANT TECHNOLOGY SOLUTIONS CORP                               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     29700 | NS      | $1982475.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                   | FEDEX CORP                                                        | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     13834 | NS      | $2681859.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC/THE             | INTERPUBLIC GROUP OF COS INC/THE                                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     22301 | NS      | $813094.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                 | PIONEER NATURAL RESOURCES CO                                      | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     13660 | NS      | $3146581.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                           | NEXTERA ENERGY INC                                                | CUSIP: 65339F101<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |    114012 | NS      | $8508715.56   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                     | PRUDENTIAL FINANCIAL INC                                          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     21281 | NS      | $2233228.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                           | IQVIA HOLDINGS INC                                                | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     10592 | NS      | $2429910.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC                                   | CARMAX INC                                                        | CUSIP: 143130102<br>LEI: 549300LQMUNTYT3DC014 | Long             | EC               | CORP              | US        |      8875 | NS      | $625243.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| EQUIFAX INC                                  | EQUIFAX INC                                                       | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      6958 | NS      | $1546067.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC/THE                           | HOME DEPOT INC/THE                                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     58735 | NS      | $19040124.95  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                    | AMGEN INC                                                         | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     30614 | NS      | $7726973.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                        | QUEST DIAGNOSTICS INC                                             | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      6748 | NS      | $1001943.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                   | CF INDUSTRIES HOLDINGS INC                                        | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     11142 | NS      | $943727.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                    | NEWS CORP                                                         | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      5460 | NS      | $111602.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                       | BERKSHIRE HATHAWAY INC                                            | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    103372 | NS      | $32202445.44  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG CO                                   | KELLOGG CO                                                        | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     14717 | NS      | $1009291.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                     | VISA INC                                                          | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     93808 | NS      | $21595539.68  | 1.09%             |  |  |  | No            |                  1 | On Loan: —       |
| CATERPILLAR INC                              | CATERPILLAR INC                                                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     29858 | NS      | $7532874.82   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC                                       | HP INC                                                            | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     50985 | NS      | $1485702.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                         | PARKER-HANNIFIN CORP                                              | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      7350 | NS      | $2396100.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                               | MERCK & CO INC                                                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    145466 | NS      | $15624503.06  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP/THE                         | PROGRESSIVE CORP/THE                                              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     33568 | NS      | $4576996.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                 | COMCAST CORP                                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    247510 | NS      | $9739518.50   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| VF CORP                                      | VF CORP                                                           | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     19505 | NS      | $603484.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                     | INTERCONTINENTAL EXCHANGE INC                                     | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     31941 | NS      | $3435254.55   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                     | WILLIS TOWERS WATSON PLC                                          | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      6171 | NS      | $1568606.49   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                      | BRISTOL-MYERS SQUIBB CO                                           | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    121987 | NS      | $8862355.55   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                               | AMAZON.COM INC                                                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    509220 | NS      | $52515858.60  | 2.66%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                 | AES CORP/THE                                                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     38060 | NS      | $1043224.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                           | REALTY INCOME CORP                                                | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     36292 | NS      | $2461686.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                                 | FORTIVE CORP                                                      | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     20637 | NS      | $1403935.11   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                     | MSCI INC                                                          | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      4560 | NS      | $2423913.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                      | EXTRA SPACE STORAGE INC                                           | CUSIP: 30225T102<br>LEI: 549300YNKSKNZFR8UC42 | Long             | EC               | CORP              | US        |      7657 | NS      | $1208504.31   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                            | EVERSOURCE ENERGY                                                 | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     19889 | NS      | $1637461.37   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                      | KEYCORP                                                           | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     52515 | NS      | $1007762.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                               | STARBUCKS CORP                                                    | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     65860 | NS      | $7187960.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                         | BANK OF AMERICA CORP                                              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    400444 | NS      | $14207753.12  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                        | NORFOLK SOUTHERN CORP                                             | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     13340 | NS      | $3279105.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC   | FIDELITY NATIONAL INFORMATION SERVICES INC                        | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     34315 | NS      | $2574997.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                      | SBA COMMUNICATIONS CORP                                           | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      6183 | NS      | $1839627.99   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                           | CONAGRA BRANDS INC                                                | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     27739 | NS      | $1031613.41   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                               | LOWE'S COS INC                                                    | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     35612 | NS      | $7416199.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO INC                                    | QORVO INC                                                         | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      5630 | NS      | $611755.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                     | ESSEX PROPERTY TRUST INC                                          | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      3784 | NS      | $855448.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                               | S&P GLOBAL INC                                                    | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     19097 | NS      | $7160229.18   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                         | ALIGN TECHNOLOGY INC                                              | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      4271 | NS      | $1152016.83   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                 | WALGREENS BOOTS ALLIANCE INC                                      | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     41243 | NS      | $1520216.98   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                   | ECOLAB INC                                                        | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     14238 | NS      | $2204469.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                       | CENTERPOINT ENERGY INC                                            | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     35792 | NS      | $1078055.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                               | SALESFORCE INC                                                    | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     57374 | NS      | $9637110.78   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                    | OCCIDENTAL PETROLEUM CORP                                         | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     41589 | NS      | $2694551.31   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN INC                             | HENRY SCHEIN INC                                                  | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      7726 | NS      | $665594.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                     | EBAY INC                                                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     30661 | NS      | $1517719.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                               | PUBLIC STORAGE                                                    | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      9071 | NS      | $2760668.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                 | ALPHABET INC                                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    342696 | NS      | $33872072.64  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                   | CHARTER COMMUNICATIONS INC                                        | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      6212 | NS      | $2387333.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                   | US BANCORP                                                        | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     77028 | NS      | $3835994.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                     | KLA CORP                                                          | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      8144 | NS      | $3196357.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC             | AMERICAN INTERNATIONAL GROUP INC                                  | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     42966 | NS      | $2716310.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                            | TRAVELERS COS INC/THE                                             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     13497 | NS      | $2579546.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORP                                   | MASCO CORP                                                        | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     13253 | NS      | $705059.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                | MARTIN MARIETTA MATERIALS INC                                     | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      3619 | NS      | $1301537.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                   | EVERGY INC                                                        | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     12872 | NS      | $806430.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                          | DENTSPLY SIRONA INC                                               | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     12936 | NS      | $476432.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                       | ROPER TECHNOLOGIES INC                                            | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      6144 | NS      | $2621952.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                   | PACCAR INC                                                        | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     19904 | NS      | $2175706.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC           | JOHNSON CONTROLS INTERNATIONAL PLC                                | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |     39449 | NS      | $2744466.93   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                      | AKAMAI TECHNOLOGIES INC                                           | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      8787 | NS      | $781603.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORP                                 | MOODY'S CORP                                                      | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      9075 | NS      | $2928956.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                      | CHARLES SCHWAB CORP/THE                                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     87513 | NS      | $6775256.46   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                         | LOCKHEED MARTIN CORP                                              | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     13365 | NS      | $6191469.90   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                | MEDTRONIC PLC                                                     | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     76696 | NS      | $6418688.24   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC                  | RAYMOND JAMES FINANCIAL INC                                       | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     11022 | NS      | $1242950.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                 | COMERICA INC                                                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      7275 | NS      | $533330.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                       | ADVANCE AUTO PARTS INC                                            | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      3494 | NS      | $532066.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                             | CROWN CASTLE INTERNATIONAL CORP                                   | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     24821 | NS      | $3676238.31   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                   | FISERV INC                                                        | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     36164 | NS      | $3857975.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                   | CADENCE DESIGN SYSTEMS INC                                        | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     15626 | NS      | $2856901.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                | PRINCIPAL FINANCIAL GROUP INC                                     | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     13159 | NS      | $1217865.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC                                   | RESMED INC                                                        | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      8498 | NS      | $1940688.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                          | PAYPAL HOLDINGS INC                                               | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     65202 | NS      | $5313310.98   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS          | LABORATORY CORP OF AMERICA HOLDINGS                               | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      4999 | NS      | $1260347.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS CO                          | VULCAN MATERIALS CO                                               | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      7766 | NS      | $1423740.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                  | INVESCO LTD                                                       | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |     24999 | NS      | $462731.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                   | NETAPP INC                                                        | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     12729 | NS      | $843041.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                    | NEWS CORP                                                         | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     23170 | NS      | $469424.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                  | EQUINIX INC                                                       | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      5269 | NS      | $3889206.97   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                         | BOOKING HOLDINGS INC                                              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      2243 | NS      | $5459686.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                            | EXPEDIA GROUP INC                                                 | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      8394 | NS      | $959434.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                            | OMNICOM GROUP INC                                                 | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     11453 | NS      | $984843.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                           | HCA HEALTHCARE INC                                                | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     12238 | NS      | $3121546.66   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                    | EDWARDS LIFESCIENCES CORP                                         | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     35398 | NS      | $2715026.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC            | TAKE-TWO INTERACTIVE SOFTWARE INC                                 | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      8994 | NS      | $1018390.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                                  | GARTNER INC                                                       | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      4574 | NS      | $1546652.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC       | INTERNATIONAL FLAVORS & FRAGRANCES INC                            | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     14465 | NS      | $1626733.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T ROWE PRICE GROUP INC                       | T ROWE PRICE GROUP INC                                            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     12662 | NS      | $1474743.14   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP CO                             | CAMPBELL SOUP CO                                                  | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     11789 | NS      | $612202.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                         | VERISK ANALYTICS INC                                              | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      8971 | NS      | $1630838.09   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                 | BROADCOM INC                                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     23237 | NS      | $13593877.37  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                                  | CINTAS CORP                                                       | CUSIP: 172908105<br>LEI: 549300QVUQTTKMTE0G41 | Long             | EC               | CORP              | US        |      4981 | NS      | $2210268.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC            | HUNTINGTON INGALLS INDUSTRIES INC                                 | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      2391 | NS      | $527311.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                          | SYNCHRONY FINANCIAL                                               | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     26054 | NS      | $956963.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                | WELLTOWER INC                                                     | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     27277 | NS      | $2046866.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                        | APPLIED MATERIALS INC                                             | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     49228 | NS      | $5488429.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO/THE                                | MOSAIC CO/THE                                                     | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     20290 | NS      | $1005166.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                 | ALPHABET INC                                                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    303786 | NS      | $30339107.82  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                 | SYNOPSYS INC                                                      | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      8746 | NS      | $3093897.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                         | WEC ENERGY GROUP INC                                              | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     18286 | NS      | $1718701.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                              | YUM! BRANDS INC                                                   | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     16204 | NS      | $2114784.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD                          | ACTIVISION BLIZZARD INC                                           | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     40815 | NS      | $3125204.55   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC          | PUBLIC SERVICE ENTERPRISE GROUP INC                               | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     28451 | NS      | $1761970.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                | HILTON WORLDWIDE HOLDINGS INC                                     | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     15423 | NS      | $2237723.07   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                    | CHUBB LTD                                                         | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     23750 | NS      | $5402887.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                          | NORTHERN TRUST CORP                                               | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     11726 | NS      | $1137070.22   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                | DTE ENERGY CO                                                     | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     11292 | NS      | $1314050.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                              | ROSS STORES INC                                                   | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     20127 | NS      | $2378810.13   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                    | ONEOK INC                                                         | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     25809 | NS      | $1767400.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PERKINELMER INC                              | PERKINELMER INC                                                   | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      7217 | NS      | $992554.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORP                            | HORMEL FOODS CORP                                                 | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     16907 | NS      | $766056.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HOLDINGS LTD           | NORWEGIAN CRUISE LINE HOLDINGS LTD                                | CUSIP: N/A<br>LEI: UNZWILHE4KMRP9K2L524       | Long             | EC               | CORP              | BM        |     23855 | NS      | $362834.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                  | HOLOGIC INC                                                       | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     14117 | NS      | $1148700.29   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                                  | ROLLINS INC                                                       | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     13215 | NS      | $481026.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                   | DAVITA INC                                                        | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      3169 | NS      | $261093.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                              | TYSON FOODS INC                                                   | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     16292 | NS      | $1071199.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & CO INC/MD                        | MCCORMICK & CO INC/MD                                             | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     14687 | NS      | $1103287.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                     | LAMB WESTON HOLDINGS INC                                          | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      8173 | NS      | $816400.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                                 | FORTINET INC                                                      | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     37298 | NS      | $1952177.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                                  | LENNAR CORP                                                       | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     14819 | NS      | $1517465.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                    | CAESARS ENTERTAINMENT INC                                         | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     12568 | NS      | $654290.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                       | DIAMONDBACK ENERGY INC                                            | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      9974 | NS      | $1457400.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK/CA                       | FIRST REPUBLIC BANK/CA                                            | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     10589 | NS      | $1491778.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                           | EQUITY RESIDENTIAL                                                | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     19619 | NS      | $1248749.35   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                  | TRIMBLE INC                                                       | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     13697 | NS      | $795247.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                     | APA CORP                                                          | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     19040 | NS      | $844043.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                 | ALLEGION PLC                                                      | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      4919 | NS      | $578228.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORP                                | M&T BANK CORP                                                     | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      9920 | NS      | $1547520.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC | CHARLES RIVER LABORATORIES INTERNATIONAL INC                      | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      2798 | NS      | $680613.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                    | KEYSIGHT TECHNOLOGIES INC                                         | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     10351 | NS      | $1856451.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                    | TESLA INC                                                         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    153997 | NS      | $26675360.34  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC                         | GENERAC HOLDINGS INC                                              | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      3844 | NS      | $463586.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO                                 | ORGANON & CO                                                      | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     14390 | NS      | $433570.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                    | LINDE PLC                                                         | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |     28365 | NS      | $9387113.10   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                       | LUMEN TECHNOLOGIES INC                                            | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     53418 | NS      | $280444.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                   | CIGNA CORP                                                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     17542 | NS      | $5555025.14   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP                                | CELANESE CORP                                                     | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      5858 | NS      | $721705.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORP                              | BIO-TECHNE CORP                                                   | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      8864 | NS      | $706106.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                        | NXP SEMICONDUCTORS NV                                             | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     14799 | NS      | $2727603.69   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC                 | MONOLITHIC POWER SYSTEMS INC                                      | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      2560 | NS      | $1091993.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                     | CERIDIAN HCM HOLDING INC                                          | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      8993 | NS      | $650014.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY INC                           | ENPHASE ENERGY INC                                                | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      7886 | NS      | $1745802.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                          | GENERAL ELECTRIC CO                                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     62438 | NS      | $5025010.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC              | SEAGATE TECHNOLOGY HOLDINGS PLC                                   | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     10506 | NS      | $712096.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                            | BROWN & BROWN INC                                                 | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     13451 | NS      | $787690.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BANK/NEW YORK NY                   | SIGNATURE BANK/NEW YORK NY                                        | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      3540 | NS      | $456483.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP INC                              | MATCH GROUP INC                                                   | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     16582 | NS      | $897417.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC                 | FACTSET RESEARCH SYSTEMS INC                                      | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      2139 | NS      | $904668.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC                                      | PTC INC                                                           | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      6142 | NS      | $828432.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                    | CONSTELLATION ENERGY CORP                                         | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     18873 | NS      | $1610999.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC                         | JACOBS SOLUTIONS INC                                              | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7392 | NS      | $913281.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                          | VICI PROPERTIES INC                                               | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     54795 | NS      | $1872893.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES INC                  | JACK HENRY & ASSOCIATES INC                                       | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      4242 | NS      | $763941.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                  | VIATRIS INC                                                       | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     67183 | NS      | $816945.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES INC                   | SOLAREDGE TECHNOLOGIES INC                                        | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      3302 | NS      | $1053767.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                    | WARNER BROS DISCOVERY INC                                         | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    123866 | NS      | $1835694.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP INC                             | COSTAR GROUP INC                                                  | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23298 | NS      | $1814914.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                        | CAMDEN PROPERTY TRUST                                             | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      6185 | NS      | $762053.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                        | ON SEMICONDUCTOR CORP                                             | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     25254 | NS      | $1854906.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                         | INVITATION HOMES INC                                              | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33887 | NS      | $1101327.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                       | ARCH CAPITAL GROUP LTD                                            | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     21679 | NS      | $1395043.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                              | FIRST SOLAR INC                                                   | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      5562 | NS      | $987811.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS INC                             | EPAM SYSTEMS INC                                                  | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      3266 | NS      | $1086434.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                         | TARGA RESOURCES CORP                                              | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     12747 | NS      | $956279.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                        | BATH & BODY WORKS INC                                             | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     12599 | NS      | $579679.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA INC                                  | MODERNA INC                                                       | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     19046 | NS      | $3353238.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORP                                 | NORDSON CORP                                                      | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      3004 | NS      | $730873.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC               | GE HEALTHCARE TECHNOLOGIES INC                                    | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     21062 | NS      | $1464230.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL REALTY INVESTMENT TRUST              | FEDERAL REALTY INVESTMENT TRUST                                   | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |      4235 | NS      | $472329.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                        | MOLINA HEALTHCARE INC                                             | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      3329 | NS      | $1038082.07   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                         | KEURIG DR PEPPER INC                                              | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     49373 | NS      | $1741879.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                           | STEEL DYNAMICS INC                                                | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      8731 | NS      | $1053307.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                      | UDR INC                                                           | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     17484 | NS      | $744643.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                 | STRYKER CORP                                                      | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     19431 | NS      | $4931782.11   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                         | EDISON INTERNATIONAL                                              | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     21585 | NS      | $1487206.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                        | SOUTHWEST AIRLINES CO                                             | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     33991 | NS      | $1215858.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                   | ZIMMER BIOMET HOLDINGS INC                                        | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     12086 | NS      | $1539031.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                            | EOG RESOURCES INC                                                 | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     33968 | NS      | $4492268.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES INC        | MID-AMERICA APARTMENT COMMUNITIES INC                             | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      6484 | NS      | $1081012.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMORGAN CHASE & CO                                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    168290 | NS      | $23553868.40  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ESH3 INDEX                                   | S&P500 EMINI FUT MAR23                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               |  | US        |        93 | NC      | $19018500.00  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE               | Dreyfus Institutional Preferred Government Plus Money Market Fund | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |  15449933 | OU      | $15449933.16  | 0.78%             | 2099-12-01      | Variable      | 4.40%                 | No            |                  1 | On Loan: No      |
| 99VVB9HH4                                    | DREYFUS INST PREF GOVT PLUS-SL #4134                              | CUSIP: 99VVB9HH4<br>LEI: N/A                  | Long             |  | RF                | US        |   1092942 | OU      | $1092942.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-23

**Name of Applicant:** BNY Mellon Advantage Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer