# EDGAR Filing Document

**Accession Number:** 0001547580
**File Stem:** 0001752724-23-040999
**Filing Date:** 2023-2
**Character Count:** 101581
**Document Hash:** b3353f4e5e2d12c3b3bec2b72af610e4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040999.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-040999

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Victory Portfolios II
- **CENTRAL INDEX KEY:** 0001547580
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22696
- **FILM NUMBER:** 23670783

**BUSINESS ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144
- **BUSINESS PHONE:** 216-898-2411

**MAIL ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Compass EMP Funds Trust
- **DATE OF NAME CHANGE:** 20120417

## Series and Classes Contracts Data

### VictoryShares WestEnd U.S. Sector ETF (Series ID: S000077771)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000238316 | VictoryShares WestEnd U.S. Sector ETF | MODL            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-22696

- **c. CIK number of Registrant:** 0001547580

- **d. LEI of Registrant:** 5493002SUQLUY3T5P040

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

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

  - **City:** Brooklyn

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 44144

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

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

- **a. Name of Series:** VictoryShares WestEnd US Sector ETF

- **b. EDGAR series identifier (if any):** S000077771

- **c. LEI of Series:** 549300BTZUOYLIN1TC42

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $141867653.30

**Total Liabilities:** $75283.41

**Net Assets:** $141792369.89

**Cash Not Reported:** $295116.47

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238316 | 0.00%                | 5.33%                | -5.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2.48                    | $4152258.18                                |
| Month 2  | $16154.26                | $8455956.05                                |
| Month 3  | $4300177.18              | $-12246352.82                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ORGANON & CO.                                      | ORGANON CO                                   | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      2152 | NS      | $60105.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                  | CIGNA CORP                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2575 | NS      | $853200.50    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                          | EBAY INC                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      2064 | NS      | $85594.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.     | CHARLES RIVER LABORATORIES INTERNATIONAL INC | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       423 | NS      | $92171.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                | CISCO SYSTEMS INC                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     18503 | NS      | $881482.92    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                 | ORACLE CORP                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      6932 | NS      | $566621.68    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                       | HASBRO INC                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       494 | NS      | $30138.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                             | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      3493 | NS      | $58961.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                        | ABBVIE INC                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     14905 | NS      | $2408797.05   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO., INC.                                 | BEST BUY CO INC                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       758 | NS      | $60799.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                         | ADOBE INC                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      2099 | NS      | $706376.47    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                               | GLOBAL PAYMENTS INC                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1217 | NS      | $120872.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                              | COCA COLA CO                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     30533 | NS      | $1942204.13   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                               | HOME DEPOT INC                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3898 | NS      | $1231222.28   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                       | VIATRIS INC                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     10213 | NS      | $113670.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                            | NXP SEMICONDUCTOR NV                         | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      1164 | NS      | $183946.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                             | GENERAL MOTORS CO                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      5398 | NS      | $181588.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                     | THE KROGER CO                                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      5115 | NS      | $228026.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                         | CONSTELLATION BRANDS INC CLASS A             | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      1270 | NS      | $294322.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                         | AGILENT TECHNOLOGIES INC                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      2487 | NS      | $372179.55    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES, INC.                            | MOHAWK INDUSTRIES INC                        | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       194 | NS      | $19830.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORPORATION                           | DISH NETWORK CORP                            | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      1746 | NS      | $24513.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                          | O REILLY AUTOMOTIVE INC                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       229 | NS      | $193282.87    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES, INC.                 | WEST PHARMACEUTICAL SERVICES INC             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       617 | NS      | $145210.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                       | ZIMMER BIOMET HOLDINGS INC                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      1764 | NS      | $224910.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                       | ADVANCED MICRO DEVICES INC                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      7267 | NS      | $470683.59    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                           | LUMEN TECHNOLOGIES INC                       | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      6597 | NS      | $34436.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                       | MARRIOTT INTERNATIONAL INC CLASS A           | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1023 | NS      | $152314.47    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                   | NRG ENERGY INC                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3369 | NS      | $107201.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                         | APPLE INC                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     67399 | NS      | $8757152.07   | 6.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW, INC.                                   | SERVICENOW INC                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       917 | NS      | $356043.59    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                                 | IQVIA HOLDINGS INC                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1570 | NS      | $321677.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV, INC.                                       | FISERV INC                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      2858 | NS      | $288858.06    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORPORATION                                    | LKQ CORPORATION                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       970 | NS      | $51807.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COOPER COMPANIES, INC.                         | COOPER COMPANIES INC                         | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       423 | NS      | $139873.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                        | WESTERN DIGITAL CORP                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      1429 | NS      | $45084.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                  | SYSCO CORP                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      3969 | NS      | $303430.05    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS, INC.                           | DARDEN RESTAURANTS INC                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       459 | NS      | $63493.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE, INC.                                  | DOLLAR TREE INC                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       794 | NS      | $112303.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                          | BAXTER INTERNATIONAL INC                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      4251 | NS      | $216673.47    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM, INC.                                       | DEXCOM INC                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      3246 | NS      | $367577.04    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION         | COGNIZANT TECHNOLOGY SOLUTIONS CORP          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      2311 | NS      | $132166.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORPORATION                                   | NEWS CORP                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      2646 | NS      | $48157.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORPORATION                           | LAM RESEARCH CORP                            | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       617 | NS      | $259325.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                    | ESTEE LAUDER COS INC CLASS A                 | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1817 | NS      | $450815.87    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                     | QUEST DIAGNOSTICS INC                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       953 | NS      | $149087.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                  | JOHNSON JOHNSON                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     22031 | NS      | $3891776.15   | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS, INC.                       | CHARTER COMMUNICATIONS INC                   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       741 | NS      | $251273.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL, INC.                           | INTUITIVE SURGICAL INC                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2981 | NS      | $791008.35    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                       | ROYAL CARIBBEAN CRUISES LTD                  | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       829 | NS      | $40977.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORPORATION                                    | KLA CORP                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       635 | NS      | $239414.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                   | XCEL ENERGY INC                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      8008 | NS      | $561440.88    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT, INC.                                     | CATALENT INC                                 | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1517 | NS      | $68280.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                  | EVERSOURCE ENERGY                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      5098 | NS      | $427416.32    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                                   | GEN DIGITAL INC                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      2611 | NS      | $55953.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORPORATION                                   | NEWS CORP CLASS B                            | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       811 | NS      | $14954.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                | DANAHER CORP                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      5521 | NS      | $1465383.82   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                        | GARMIN LTD                                   | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       582 | NS      | $53712.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                                | STRYKER CORP                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      2840 | NS      | $694351.60    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                           | BROWN FORMAN CORP CLASS B                    | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1429 | NS      | $93856.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                      | BECTON DICKINSON AND CO                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      2399 | NS      | $610065.70    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                          | AT T INC                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     49231 | NS      | $906342.71    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC.                                      | NISOURCE INC                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      5944 | NS      | $162984.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY, INC.                             | ALIGN TECHNOLOGY INC                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       617 | NS      | $130125.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                               | EDISON INTERNATIONAL                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      5592 | NS      | $355763.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                           | ROPER TECHNOLOGIES INC                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       476 | NS      | $205674.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                              | ELI LILLY CO                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      6650 | NS      | $2432836.00   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                              | MICROSOFT CORP                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     33602 | NS      | $8058431.64   | 5.68%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                            | HP INC                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      3986 | NS      | $107103.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                 | NVIDIA CORP                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     11218 | NS      | $1639398.52   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC.                     | HILTON WORLDWIDE HOLDINGS INC                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      1023 | NS      | $129266.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION                   | EDWARDS LIFESCIENCES CORPORATION             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      5204 | NS      | $388270.44    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, INC.                                        | ANSYS INC                                    | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       388 | NS      | $93736.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE AES CORPORATION                                | AES CORP                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      9790 | NS      | $281560.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                   | PHILIP MORRIS INTERNATIONAL INC              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     12136 | NS      | $1228284.56   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                    | PPL CORP                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     10777 | NS      | $314903.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                                 | AMEREN CORP                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      3792 | NS      | $337184.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                | ABBOTT LABORATORIES                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     14693 | NS      | $1613144.47   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CLOROX COMPANY                                 | CLOROX COMPANY                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       970 | NS      | $136120.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES, INC.                                  | ROSS STORES INC                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1323 | NS      | $153560.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                | VERTEX PHARAMACEUTICALS INC                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2170 | NS      | $626652.60    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                    | UNIVERSAL HEALTH SERVICES                    | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       547 | NS      | $77066.83     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP COMPANY                              | CAMPBELL SOUP CO                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      1570 | NS      | $89097.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                              | QUALCOMM INC                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5045 | NS      | $554647.30    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORPORATION                     | ZEBRA TECHNOLOGIES CORP                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       229 | NS      | $58717.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG COMPANY                                    | KELLOGG CO                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      2011 | NS      | $143263.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INC.                                  | TYSON FOODS INC CLASS A                      | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      2275 | NS      | $141618.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                         | DOLLAR GENERAL CORP                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       864 | NS      | $212760.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                | ENTERGY CORP                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      2981 | NS      | $335362.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                 | HEWLETT PACKARD ENTERPRISES CO               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      5803 | NS      | $92615.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                              | PAYPAL HOLDINGS INC                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      5133 | NS      | $365572.26    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INCORPORATED                              | TELEFLEX INC                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       388 | NS      | $96856.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC.                                           | PTC INC                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       476 | NS      | $57139.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY | SEAGATE TECHNOLOGY HOLD                      | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       864 | NS      | $45455.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED INC CVR                                    | ABIOMED INC CVR                              | CUSIP: 003CVR016<br>LEI: N/A                  | Long             | EC               |  | US        |       532 | NS      | $542.64       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LAS VEGAS SANDS CORP.                              | LAS VEGAS SANDS CORP                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      1252 | NS      | $60183.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                           | F5 Inc                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       265 | NS      | $38030.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                               | TE CONNECTIVITY LTD                          | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |      1429 | NS      | $164049.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                             | CVS HEALTH CORP                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     11077 | NS      | $1032265.63   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE, INC.                                     | TERADYNE INC                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       706 | NS      | $61669.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                      | ALPHABET INC CLASS C                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     36583 | NS      | $3246009.59   | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC.                               | DENTSPLY SIRONA INC                          | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      1817 | NS      | $57853.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                            | DUKE ENERGY CORP                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     11271 | NS      | $1160800.29   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC.                              | KEURIG DR PEPPER INC                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      6668 | NS      | $237780.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                              | DOMINION ENERGY INC                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     12206 | NS      | $748471.92    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                   | PG E CORP                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     23583 | NS      | $383459.58    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PERKINELMER, INC.                                  | PERKINELMER INC                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      1058 | NS      | $148352.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION        | INTERNATIONAL BUSINESS MACHINES CORP         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      4075 | NS      | $574126.75    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORPORATION                             | MCDONALD S CORP                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      2787 | NS      | $734458.11    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                      | MOLSON COORS BEVERAGE CO                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      1482 | NS      | $76352.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORPORATION                             | BIO TECHNE CORP                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      1323 | NS      | $109650.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                      | BOSTON SCIENTIFIC CORP                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     12065 | NS      | $558247.55    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                           | SKYWORKS SOLUTIONS INC                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       723 | NS      | $65886.99     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE, INC.                               | HCA HEALTHCARE INC                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1782 | NS      | $427608.72    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, INC.                                         | NIKE INC CLASS B                             | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      4798 | NS      | $561413.98    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN, INC.                                 | HENRY SCHEIN INC                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      1147 | NS      | $91610.89     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES, INC.                           | TYLER TECHNOLOGIES INC                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       194 | NS      | $62547.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                          | MGM RESORTS INTERNATIONAL                    | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      1217 | NS      | $40806.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORPORATION                                    | CDW CORP OF DELAWARE                         | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       617 | NS      | $110183.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES, INC.                           | IDEXX LABORATORIES INC                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       706 | NS      | $288019.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                  | METTLER TOLEDO INTERNATIONAL                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       194 | NS      | $280417.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                         | ALLIANT ENERGY CORP                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      3687 | NS      | $203559.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                          | COLGATE PALMOLIVE CO                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      6544 | NS      | $515601.76    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP, INC.                                   | PULTEGROUP INC                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       864 | NS      | $39337.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY                     | ARCHER DANIELS MIDLAND CO                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      4304 | NS      | $399626.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK, INC.                                     | AUTODESK INC                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       970 | NS      | $181263.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                               | CONAGRA BRANDS INC                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      3757 | NS      | $145395.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                          | JM SMUCKER CO                                | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       829 | NS      | $131363.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                          | NVR INC                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        18 | NS      | $83026.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                    | REGENERON PHARMACEUTICALS INC                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       900 | NS      | $649341.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR, INC.                                  | FIRST SOLAR INC                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       441 | NS      | $66057.39     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & COMPANY, INCORPORATED                  | MCCORMICK CO INC                             | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      1958 | NS      | $162298.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORPORATION                       | MONSTER BEVERAGE CORP                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      2981 | NS      | $302660.93    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                         | KIMBERLY CLARK CORP                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2646 | NS      | $359194.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC, INC.                                      | HOLOGIC INC                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      2099 | NS      | $157026.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PUBLIC LIMITED COMPANY                      | STERIS PLC                                   | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       847 | NS      | $156432.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS, LIMITED                              | WYNN RESORTS LIMITED                         | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       388 | NS      | $31998.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC.                                    | BORGWARNER INC                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       882 | NS      | $35500.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORPORATION                                   | POOL CORPORATION                             | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       141 | NS      | $42628.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP, INC.                                | EXPEDIA GROUP INC                            | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       564 | NS      | $49406.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                       | WALMART INC                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     11077 | NS      | $1570607.83   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                         | LAMB WESTON HOLDING INC                      | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      1129 | NS      | $100887.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                | GENERAL MILLS INC                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      4657 | NS      | $390489.45    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                              | GILEAD SCIENCES INC                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     10566 | NS      | $907091.10    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS, INC.                            | APPLIED MATERIALS INC                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      3881 | NS      | $377931.78    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                           | MOTOROLA SOLUTIONS INC                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       758 | NS      | $195344.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS, INC.                                     | SYNOPSYS INC                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       688 | NS      | $219671.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INCORPORATED                               | CORNING INC                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      3440 | NS      | $109873.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                 | TARGET CORP                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1746 | NS      | $260223.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INCORPORATED                 | TELEDYNE TECHNOLOGIES INC                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       212 | NS      | $84780.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                                | HERSHEY CO                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      1147 | NS      | $265610.79    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                       | BRISTOL MYERS SQUIBB CO                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     17921 | NS      | $1289415.95   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. HORTON, INC.                                  | DR HORTON INC                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      1182 | NS      | $105363.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.           | INTERPUBLIC GROUP OF COS INC                 | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      2681 | NS      | $89304.11     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                             | TRACTOR SUPPLY CO                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       423 | NS      | $95162.31     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA, INC.                                        | TESLA INC                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     10213 | NS      | $1258037.34   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                       | PROCTER GAMBLE CO                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     18592 | NS      | $2817803.52   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                      | THERMO FISHER SCIENTIFIC INC                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3298 | NS      | $1816175.62   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                    | UNITEDHEALTH GROUP INC                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      7867 | NS      | $4170926.06   | 2.94%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP.                                  | FIRSTENERGY CORP                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      7955 | NS      | $333632.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                      | BROADCOM INC                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1817 | NS      | $1015939.21   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                | CENTENE CORP                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      4763 | NS      | $390613.63    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                 | FORD MOTOR CO                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     15011 | NS      | $174577.93    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                               | META PLATFORMS INC                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     15540 | NS      | $1870083.60   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                         | AMGEN INC                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      4498 | NS      | $1181354.72   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC.                                        | BIOGEN INC                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1217 | NS      | $337011.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY, INC.                 | AMERICAN WATER WORKS CO INC                  | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      2663 | NS      | $405894.46    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. CORPORATION                                   | VF CORP                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      1252 | NS      | $34567.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES, INC.                               | ANALOG DEVICES INC                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2311 | NS      | $379073.33    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                                 | INCYTE PHARMACEUTICALS INC                   | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1552 | NS      | $124656.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                         | BIO RAD LABORATORIES INC                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       176 | NS      | $74006.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                        | VERIZON COMMUNICATIONS INC                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     29016 | NS      | $1143230.40   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES, INC.                       | SOLAREDGE TECHNOLOGIES INC                   | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       247 | NS      | $69967.69     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                          | CONSOLIDATED EDISON INC                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      5204 | NS      | $495993.24    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SOUTHERN COMPANY                               | SOUTHERN CO                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     15946 | NS      | $1138703.86   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                       | CARMAX INC                                   | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |       600 | NS      | $36534.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORPORATION OF AMERICA HOLDINGS         | LABORATORY CORP OF AMERICA HOLDINGS          | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       741 | NS      | $174490.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORPORATION.                  | CONSTELLATION ENERGY CORP                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      4798 | NS      | $413635.58    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC.                                        | DAVITA INC                                   | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       459 | NS      | $34273.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET, INC.                                     | FORTINET INC                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      2928 | NS      | $143149.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                    | AUTOMATIC DATA PROCESSING INC                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1870 | NS      | $446668.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.       | FIDELITY NATIONAL INFORMATION SERVICES INC   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      2681 | NS      | $181905.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC.                               | ELECTRONIC ARTS INC                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1817 | NS      | $222001.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, INC.                                         | ETSY INC                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       476 | NS      | $57015.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                   | AMAZON COM INC                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     33743 | NS      | $2834412.00   | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US, INC.                                  | T MOBILE US INC                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      4128 | NS      | $577920.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                  | MERCK CO INC                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     21361 | NS      | $2370002.95   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                                 | LENNAR CORP CLASS A                          | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       970 | NS      | $87785.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY, INC.                                     | TAPESTRY INC                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       917 | NS      | $34919.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                           | CENTERPOINT ENERGY INC                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      9225 | NS      | $276657.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER, INC.                                      | GARTNER INC                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       353 | NS      | $118657.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                       | EVERGY INC                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      3369 | NS      | $212011.17    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                            | KRAFT HEINZ CO THE                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      6244 | NS      | $254193.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                            | MICRON TECHNOLOGY INC                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      4904 | NS      | $245101.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY, INC.                               | NEXTERA ENERGY INC                           | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29104 | NS      | $2433094.40   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS. DISCOVERY, INC.                       | WARNER BROS DISCOVERY INC                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     15275 | NS      | $144807.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                 | ALTRIA GROUP INC                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     14058 | NS      | $642591.18    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC.                                        | HUMANA INC                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1058 | NS      | $541897.02    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED       | PUBLIC SERVICE ENTERPRISE GROUP INC          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      7303 | NS      | $447454.81    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC.                          | CERIDIAN HCM HOLDING INC                     | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       688 | NS      | $44135.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR TECHNOLOGIES, INC.                        | FLEETCOR TECHNOLOGIES INC                    | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       335 | NS      | $61532.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                      | JACK HENRY ASSOCIATES INC                    | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       335 | NS      | $58812.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                     | TEXAS INSTRUMENTS INC                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      4092 | NS      | $676080.24    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS, INC.                             | JUNIPER NETWORKS INC                         | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      1464 | NS      | $46789.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                            | MOLINA HEALTHCARE INC                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       494 | NS      | $163128.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE, INC.                | TAKE TWO INTERACTIVE SOFTWARE                | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1094 | NS      | $113918.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                      | AMERISOURCEBERGEN CORP                       | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1358 | NS      | $225034.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC.                                        | ZOETIS INC                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      3934 | NS      | $576527.70    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORPORATION                           | RALPH LAUREN CORP                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       159 | NS      | $16801.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WALT DISNEY COMPANY                            | WALT DISNEY CO THE                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     12594 | NS      | $1094166.72   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL, INC.                       | CHIPOTLE MEXICAN GRILL INC                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $147073.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                  | PINNACLE WEST CAPITAL CORP                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1658 | NS      | $126074.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD, INC.                          | ACTIVISION BLIZZARD INC                      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      4921 | NS      | $376702.55    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY, INC.                                  | ULTA BEAUTY INC                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       194 | NS      | $90999.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                   | MEDTRONIC PLC                                | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     11201 | NS      | $870541.72    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC.                              | BOOKING HOLDINGS INC                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       141 | NS      | $284154.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                           | MASTERCARD INC CLASS A                       | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3828 | NS      | $1331110.44   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                       | CADENCE DESIGN SYSTEMS INC                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1235 | NS      | $198390.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                | COMCAST CORP CLASS A                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     29810 | NS      | $1042455.70   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO, INC.                                        | QORVO INC                                    | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       459 | NS      | $41603.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC.                                        | RESMED INC                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      1235 | NS      | $257040.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP, INC.                             | WEC ENERGY GROUP                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      4621 | NS      | $433264.96    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX, INC.                                      | PAYCHEX INC                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1446 | NS      | $167099.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC.                                 | NEWELL BRANDS INC                            | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      1429 | NS      | $18691.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                      | ALPHABET INC CLASS A                         | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     41258 | NS      | $3640193.34   | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                             | LOWE S COS INC                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      2364 | NS      | $471003.36    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                               | MCKESSON CORP                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1199 | NS      | $449768.88    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                           | ADVANCE AUTO PARTS INC                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       229 | NS      | $33669.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOM SOFTWARE, INC.                              | PAYCOM SOFTWARE INC                          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       212 | NS      | $65785.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                    | LIVE NATION ENTERTAINMENT INC                | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       988 | NS      | $68903.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS, INC.                              | ARISTA NETWORKS INC                          | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1111 | NS      | $134819.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH, INC.                              | ELEVANCE HEALTH INC                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2011 | NS      | $1031582.67   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                          | VISA INC CLASS A                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      7373 | NS      | $1531814.48   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS, INC.                                 | EPAM SYSTEMS INC                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       265 | NS      | $86851.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORPORATION                           | HORMEL FOODS CORP                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      2275 | NS      | $103626.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA, INC.                                     | ILLUMINA INC                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1323 | NS      | $267510.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES, INC.                          | AKAMAI TECHNOLOGIES INC                      | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       706 | NS      | $59515.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                       | COSTCO WHOLESALE CORP                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      3475 | NS      | $1586337.50   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS, INC.               | BROADRIDGE FINANCIAL SOLUTIONS               | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       529 | NS      | $70954.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA, INC.                                      | MODERNA INC                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      2787 | NS      | $500600.94    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                       | NETAPP INC                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       988 | NS      | $59339.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                     | WALGREENS BOOTS ALLIANCE INC                 | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      5627 | NS      | $210224.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                       | ON SEMICONDUCTOR CORP                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1940 | NS      | $120997.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 EMINI FUTURE MAR23                         | S P 500 EMINI FUTURE MAR23                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-285.35      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                              | CARDINAL HEALTH INC                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2205 | NS      | $169498.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORPORATION                           | ATMOS ENERGY CORPORATION                     | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      2046 | NS      | $229295.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                 | EXELON CORP                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     14552 | NS      | $629082.96    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                  | MICROCHIP TECHNOLOGY INC                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      2487 | NS      | $174711.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                        | INTUIT INC                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1270 | NS      | $494309.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                             | DXC TECHNOLOGY CO                            | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      1041 | NS      | $27586.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HOLDINGS LTD.                | NORWEGIAN CRUISE LINE HOLDINGS LTD           | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1605 | NS      | $19645.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                        | KEYSIGHT TECHNOLOGIES INC                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       811 | NS      | $138737.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA, INC.                               | DOMINO S PIZZA INC                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       141 | NS      | $48842.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                       | MONDELEZ INTERNATIONAL INC                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     10707 | NS      | $713621.55    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                      | PEPSICO INC                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     10813 | NS      | $1953476.58   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                    | FOX CORP CLASS A                             | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2099 | NS      | $63746.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                  | YUM BRANDS INC                               | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1076 | NS      | $137814.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                  | INTEL CORP                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     18592 | NS      | $491386.56    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                                 | OMNICOM GROUP INC                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1411 | NS      | $115095.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP, INC.                                  | MATCH GROUP INC                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      1923 | NS      | $79785.27     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                          | APTIV PLC                                    | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      1023 | NS      | $95271.99     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC.                                       | TRIMBLE INC                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      1111 | NS      | $56172.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                        | CAESARS ENTERTAINMENT INC                    | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       811 | NS      | $33737.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                 | DTE ENERGY CO                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      2840 | NS      | $333785.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORPORATION                                 | WATERS CORP                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       494 | NS      | $169234.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.              | AMERICAN ELECTRIC POWER CO INC               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      7532 | NS      | $715163.40    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS, INC.                            | BATH BODY WORKS INC                          | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       864 | NS      | $36408.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                      | SEMPRA ENERGY                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      4604 | NS      | $711502.16    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                     | AUTOZONE INC                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        71 | NS      | $175098.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY, INC.                               | ENPHASE ENERGY INC                           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       617 | NS      | $163480.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN, INC.                                     | VERISIGN INC                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       423 | NS      | $86901.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS, INC.                     | MONOLITHIC POWER SYSTEMS INC                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       194 | NS      | $68600.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORPORATION                              | STARBUCKS CORP                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      4357 | NS      | $432214.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                              | GENUINE PARTS CO                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       529 | NS      | $91786.79     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                             | CMS ENERGY CORP                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      4251 | NS      | $269215.83    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                               | AMPHENOL CORP CLASS A                        | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      2681 | NS      | $204131.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                   | ACCENTURE PLC                                | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2840 | NS      | $757825.60    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                               | CARNIVAL CORP                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      3810 | NS      | $30708.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                        | PFIZER INC                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     47290 | NS      | $2423139.60   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TJX COMPANIES, INC.                            | TJX COS INC                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      4410 | NS      | $351036.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                    | FOX CORP CLASS B                             | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       953 | NS      | $27112.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                          | CHURCH DWIGHT CO INC                         | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1905 | NS      | $153562.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORPORATION                              | WHIRLPOOL CORP                               | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       212 | NS      | $29989.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX, INC.                                      | NETFLIX INC                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      3069 | NS      | $904986.72    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                   | SALESFORCE INC                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      4498 | NS      | $596389.82    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Victory Portfolios II

**Signature:** Allan Shaer

**Name of Signer:** Allan Shaer

**Title:** Treasurer