# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016936
**Filing Date:** 2023-1
**Character Count:** 226175
**Document Hash:** 0a4b1bb76d3f4eeb5e29326ee1b237d8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016936.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016936

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 23564317

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SIIT U.S. Equity Factor Allocation Fund (Series ID: S000061159)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000198133 | Class A      | SEHAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL INVESTMENTS TRUST

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT U.S. Equity Factor Allocation Fund

- **b. EDGAR series identifier (if any):** S000061159

- **c. LEI of Series:** 549300ZTGOKFBWRNFX73

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $886862665.13

**Total Liabilities:** $61517.48

**Net Assets:** $886801147.65

**Cash Not Reported:** $2007319.13

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000198133 | 5.45%                | 9.36%                | -9.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8724.36                | $43659138.28                               |
| Month 2  | $5483192.16              | $65520115.27                               |
| Month 3  | $-5106769.98             | $-79988417.78                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ILLINOIS TOOL WORKS INC.                                | ILLINOIS TOOL WORKS COMMON STOCK               | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               |  | US        |      4055 | NS      | $922390.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOPRO, INC                                              | GOPRO INC-CLASS A COMMON STOCK                 | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               |  | US        |     47836 | NS      | $262141.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                               | Nexstar Media Group Inc COMMON STOCK           | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               |  | US        |      1846 | NS      | $349927.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORPORATION                           | PERMIAN RESOURCES CORP COMMON STOCK            | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               |  | US        |     62426 | NS      | $634248.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONDUENT INCORPORATED                                   | CONDUENT INC COMMON STOCK                      | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               |  | US        |     72643 | NS      | $293477.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                                           | BUNGE LTD COMMON STOCK                         | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               |  | US        |      4724 | NS      | $495264.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                             | UNITED PARCEL SERVICE-CL B COMMON STOCK        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               |  | US        |      4422 | NS      | $838986.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORPORATION                                   | STARBUCKS CORP COMMON STOCK                    | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               |  | US        |      6708 | NS      | $685557.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RIOT BLOCKCHAIN, INC.                                   | RIOT BLOCKCHAIN INC COMMON STOCK               | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               |  | US        |     27932 | NS      | $129883.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUSPOINT LTD.                                        | SIRIUSPOINT LTD COMMON STOCK                   | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               |  | US        |     45402 | NS      | $296021.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                          | APOLLO GLOBAL MANAGEMENT INC COMMON STOCK      | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               |  | US        |     38091 | NS      | $2643134.49   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERCO                                                  | AMERCO COMMON STOCK                            | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               |  | US        |      1414 | NS      | $89506.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                              | AMGEN INC COMMON STOCK                         | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |      4314 | NS      | $1235529.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                              | AGILENT TECHNOLOGIES INC COMMON STOCK          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               |  | US        |      1306 | NS      | $202403.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                      | NVIDIA CORP COMMON STOCK                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               |  | US        |     16149 | NS      | $2732895.27   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                          | KROGER CO COMMON STOCK                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |     15673 | NS      | $770954.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                       | CIGNA CORP COMMON STOCK                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |      2369 | NS      | $779140.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                  | FAIR ISAAC CORP COMMON STOCK                   | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               |  | US        |      5253 | NS      | $3255389.16   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                                    | SNAP-ON INC COMMON STOCK                       | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               |  | US        |      1753 | NS      | $421771.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                        | NRG ENERGY INC COMMON STOCK                    | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               |  | US        |      7459 | NS      | $316634.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC.                                            | GODADDY INC - CLASS A COMMON STOCK             | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               |  | US        |     42960 | NS      | $3399424.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS, INC.                                    | HOSTESS BRANDS INC COMMON STOCK                | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               |  | US        |      4089 | NS      | $107949.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEFS' WAREHOUSE, INC.                              | CHEFS' WAREHOUSE INC/THE COMMON STOCK          | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               |  | US        |      9500 | NS      | $369075.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOQUA WATER TECHNOLOGIES CORP.                         | EVOQUA WATER TECHNOLOGIES CO COMMON STOCK      | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               |  | US        |      9155 | NS      | $398150.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INCORPORATED                                    | HUBBELL INC COMMON STOCK                       | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               |  | US        |       713 | NS      | $181144.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC.                                           | CARS.COM INC COMMON STOCK                      | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               |  | US        |     39875 | NS      | $589352.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE, INC.                                         | DYNATRACE INC COMMON STOCK                     | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               |  | US        |      3482 | NS      | $134927.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC.                                             | BIOGEN INC COMMON STOCK                        | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               |  | US        |      4153 | NS      | $1267371.01   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES, INC.                                | DOLBY LABORATORIES INC-CL A COMMON STOCK       | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               |  | US        |      2003 | NS      | $149964.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES, INC.                                  | RUSH ENTERPRISES INC-CL A COMMON STOCK         | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               |  | US        |      7414 | NS      | $382043.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                  | CVS HEALTH CORP COMMON STOCK                   | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |     70205 | NS      | $7152485.40   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC.                            | HONEYWELL INTERNATIONAL INC COMMON STOCK       | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               |  | US        |      3221 | NS      | $707170.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENLIGHT CAPITAL RE, LTD.                             | GREENLIGHT CAPITAL RE LTD-A COMMON STOCK       | CUSIP: G4095J109<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               |  | US        |     15526 | NS      | $121568.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP                                     | SVB FINANCIAL GROUP COMMON STOCK               | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               |  | US        |      1394 | NS      | $323101.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                              | ALBERTSONS COS INC - CLASS A COMMON STOCK      | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               |  | US        |     42909 | NS      | $898943.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATES, INC.                              | MANHATTAN ASSOCIATES INC COMMON STOCK          | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               |  | US        |      7819 | NS      | $984724.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORPORATION                        | NEW JERSEY RESOURCES CORP COMMON STOCK         | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               |  | US        |     16464 | NS      | $819084.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO.                                    | EMERSON ELECTRIC CO COMMON STOCK               | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               |  | US        |      3092 | NS      | $296120.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                             | ABBVIE INC COMMON STOCK                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |      8285 | NS      | $1335376.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC.                                               | GOGO INC COMMON STOCK                          | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               |  | US        |     16569 | NS      | $259967.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC-CL C COMMON STOCK                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     10738 | NS      | $1089370.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                   | MICROSOFT CORP COMMON STOCK                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |     42645 | NS      | $10880445.30  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON COMPANY, INC.                                 | DONALDSON CO INC COMMON STOCK                  | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               |  | US        |      4004 | NS      | $243923.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                      | INTERDIGITAL INC COMMON STOCK                  | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               |  | US        |     18654 | NS      | $935871.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORPORATION                        | TAYLOR MORRISON HOME CORP COMMON STOCK         | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               |  | US        |     71149 | NS      | $2162218.11   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET GROUP, INC.                                 | AVIS BUDGET GROUP INC COMMON STOCK             | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               |  | US        |       921 | NS      | $205935.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                 | ARROW ELECTRONICS INC COMMON STOCK             | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               |  | US        |      2146 | NS      | $233356.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management, Inc.                       | SCULPTOR CAPITAL MANAGEMENT COMMON STOCK       | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               |  | US        |     12468 | NS      | $125303.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS, INC.                     | DONNELLEY FINANCIAL SOLUTION COMMON STOCK      | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               |  | US        |     17404 | NS      | $664484.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                                        | GEN DIGITAL INC COMMON STOCK                   | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               |  | US        |     19417 | NS      | $445814.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC.                          | ROBERT HALF INTL INC COMMON STOCK              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               |  | US        |      9724 | NS      | $766056.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                           | SEMPRA ENERGY COMMON STOCK                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               |  | US        |     18310 | NS      | $3042938.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                             | AXONICS INC COMMON STOCK                       | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               |  | US        |      8390 | NS      | $574547.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV, INC.                                            | FISERV INC COMMON STOCK                        | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               |  | US        |     10461 | NS      | $1091709.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA, INC.                                   | WILLIAMS-SONOMA INC COMMON STOCK               | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               |  | US        |      1179 | NS      | $137825.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORPORATION                 | BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK      | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               |  | US        |     11016 | NS      | $1172102.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC, INC.                                         | CORECIVIC INC COMMON STOCK                     | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               |  | US        |     28722 | NS      | $381428.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BANK                                          | SIGNATURE BANK COMMON STOCK                    | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               |  | US        |      1709 | NS      | $238405.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC.                          | ROBERT HALF INTL INC COMMON STOCK              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               |  | US        |      3547 | NS      | $279432.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                           | RELIANCE STEEL & ALUMINUM COMMON STOCK         | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               |  | US        |      1960 | NS      | $414128.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                                   | SHOCKWAVE MEDICAL INC COMMON STOCK             | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               |  | US        |      3272 | NS      | $829779.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO.                                    | EMERSON ELECTRIC CO COMMON STOCK               | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               |  | US        |      6127 | NS      | $586782.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC-CL C COMMON STOCK                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     58480 | NS      | $5932796.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                                           | BUNGE LTD COMMON STOCK                         | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               |  | US        |     12122 | NS      | $1270870.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                                      | CINTAS CORP COMMON STOCK                       | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               |  | US        |       600 | NS      | $277068.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TRADE DESK, INC.                                    | TRADE DESK INC/THE -CLASS A COMMON STOCK       | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               |  | US        |      1801 | NS      | $93904.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corporation                                     | WINMARK CORP COMMON STOCK                      | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               |  | US        |       240 | NS      | $57600.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BULK SHIPPING INC.                                | EAGLE BULK SHIPPING INC COMMON STOCK           | CUSIP: Y2187A150<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               |  | US        |      5001 | NS      | $257301.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORPORATION                                      | WATERS CORP COMMON STOCK                       | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               |  | US        |      2693 | NS      | $933393.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                          | AUTOZONE INC COMMON STOCK                      | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               |  | US        |       215 | NS      | $554485.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORPORATION                                   | STARBUCKS CORP COMMON STOCK                    | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               |  | US        |      1765 | NS      | $180383.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                            | COSTCO WHOLESALE CORP COMMON STOCK             | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |      2867 | NS      | $1546029.75   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION                        | EDWARDS LIFESCIENCES CORP COMMON STOCK         | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               |  | US        |      5427 | NS      | $419235.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL, INC.                       | FIDELITY NATIONAL FINANCIAL COMMON STOCK       | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               |  | US        |      7369 | NS      | $297412.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                | CENTERPOINT ENERGY INC COMMON STOCK            | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               |  | US        |     18956 | NS      | $589721.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S, INC.                                            | MACY'S INC COMMON STOCK                        | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               |  | US        |     30535 | NS      | $717572.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                                   | COCA-COLA CO/THE COMMON STOCK                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |     21637 | NS      | $1376329.57   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                         | CSG SYSTEMS INTL INC COMMON STOCK              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |     18654 | NS      | $1153563.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                            | NETAPP INC COMMON STOCK                        | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               |  | US        |     11620 | NS      | $785628.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                 | CUSTOMERS BANCORP INC COMMON STOCK             | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               |  | US        |     17437 | NS      | $562691.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASTER COLONY CORPORATION                            | LANCASTER COLONY CORP COMMON STOCK             | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               |  | US        |      7512 | NS      | $1556035.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX, INC.                                           | DROPBOX INC-CLASS A COMMON STOCK               | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               |  | US        |     21897 | NS      | $515893.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC.                          | ROBERT HALF INTL INC COMMON STOCK              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               |  | US        |      3314 | NS      | $261076.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE HOLDING COMPANY, INC.                         | COMMSCOPE HOLDING CO INC COMMON STOCK          | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               |  | US        |     96803 | NS      | $859610.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO., INC.                         | MSC INDUSTRIAL DIRECT CO-A COMMON STOCK        | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               |  | US        |      1342 | NS      | $115183.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                             | VERIZON COMMUNICATIONS INC COMMON STOCK        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |    154715 | NS      | $6030790.70   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP.                            | GROCERY OUTLET HOLDING CORP COMMON STOCK       | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               |  | US        |     21432 | NS      | $648746.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                        | PHILIP MORRIS INTERNATIONAL COMMON STOCK       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |     10113 | NS      | $1007962.71   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS, INC.                                        | ZIFF DAVIS INC COMMON STOCK                    | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               |  | US        |     27702 | NS      | $2555786.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Daily Income Trust: Government Fund; Class F Shares | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)   | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6750819 | NS      | $6750819.31   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| COEUR MINING, INC.                                      | COEUR MINING INC COMMON STOCK                  | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               |  | US        |     52604 | NS      | $184114.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS, INC.                                     | CLEAN HARBORS INC COMMON STOCK                 | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               |  | US        |     21837 | NS      | $2620440.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                       | YUM! BRANDS INC COMMON STOCK                   | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               |  | US        |      6967 | NS      | $896374.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS, INC.                                  | EXTREME NETWORKS INC COMMON STOCK              | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               |  | US        |     53775 | NS      | $1127661.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA, INC.                                             | TESLA INC COMMON STOCK                         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               |  | US        |      1346 | NS      | $262066.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                          | KROGER CO COMMON STOCK                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |     19883 | NS      | $978044.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY        | WEATHERFORD INTERNATIONAL PL COMMON STOCK      | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               |  | US        |     33355 | NS      | $1447607.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY        | WEATHERFORD INTERNATIONAL PL COMMON STOCK      | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               |  | US        |      9185 | NS      | $398629.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL, INC.                                   | VIRTU FINANCIAL INC-CLASS A COMMON STOCK       | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               |  | US        |     15999 | NS      | $354857.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION          | SCIENCE APPLICATIONS INTE COMMON STOCK         | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               |  | US        |      7812 | NS      | $860179.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                          | AMDOCS LTD COMMON STOCK                        | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |      4213 | NS      | $374367.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE, INC.                                           | METLIFE INC COMMON STOCK                       | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               |  | US        |     54072 | NS      | $4147322.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM, INC.                                   | LANDSTAR SYSTEM INC COMMON STOCK               | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               |  | US        |      1136 | NS      | $196505.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                                      | CINTAS CORP COMMON STOCK                       | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               |  | US        |      2026 | NS      | $935566.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA, INC.                               | COMFORT SYSTEMS USA INC COMMON STOCK           | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               |  | US        |     14198 | NS      | $1799738.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ALLSTATE CORPORATION                                | ALLSTATE CORP COMMON STOCK                     | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               |  | US        |     18040 | NS      | $2415556.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS, INC.                         | ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK      | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               |  | US        |      3767 | NS      | $366378.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | WELLS FARGO & CO COMMON STOCK                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               |  | US        |     49603 | NS      | $2378463.85   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION                           | PROGRESS SOFTWARE CORP COMMON STOCK            | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               |  | US        |      1219 | NS      | $64997.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION, INC.                            | GRAND CANYON EDUCATION INC COMMON STOCK        | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               |  | US        |      3417 | NS      | $386360.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX, INC.                                           | DROPBOX INC-CLASS A COMMON STOCK               | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               |  | US        |    150960 | NS      | $3556617.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC.                                   | KEURIG DR PEPPER INC COMMON STOCK              | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               |  | US        |      7636 | NS      | $295284.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS, INC.                                    | CROWN HOLDINGS INC COMMON STOCK                | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               |  | US        |      1813 | NS      | $149046.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                            | WALMART INC COMMON STOCK                       | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |      6454 | NS      | $983718.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES, INC.                                | DOLBY LABORATORIES INC-CL A COMMON STOCK       | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               |  | US        |      5984 | NS      | $448022.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                     | GENERAL MILLS INC COMMON STOCK                 | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |     10724 | NS      | $914757.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                   | MICROSOFT CORP COMMON STOCK                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |     65854 | NS      | $16801989.56  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS, INC.                                    | HOSTESS BRANDS INC COMMON STOCK                | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               |  | US        |     12787 | NS      | $337576.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATES, INC.                              | MANHATTAN ASSOCIATES INC COMMON STOCK          | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               |  | US        |      5999 | NS      | $755514.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICO'S FAS, INC.                                       | CHICO'S FAS INC COMMON STOCK                   | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               |  | US        |     28686 | NS      | $168386.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INCORPORATED                                    | HUBBELL INC COMMON STOCK                       | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               |  | US        |     13840 | NS      | $3516190.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX, INC.                                           | PAYCHEX INC COMMON STOCK                       | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               |  | US        |     22522 | NS      | $2793403.66   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                                   | CARDINAL HEALTH INC COMMON STOCK               | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |      9791 | NS      | $784944.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT REALTY CAPITAL, INC.                             | SPIRIT REALTY CAPITAL INC REIT                 | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |      2326 | NS      | $96342.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS, INC.                                   | MGP INGREDIENTS INC COMMON STOCK               | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               |  | US        |      1769 | NS      | $221231.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP, LTD.                                  | EVEREST RE GROUP LTD COMMON STOCK              | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |      8663 | NS      | $2927574.22   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market, Inc.                              | VILLAGE SUPER MARKET-CLASS A COMMON STOCK      | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               |  | US        |      4874 | NS      | $109859.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE NUTRITION LTD.                                | HERBALIFE NUTRITION LTD COMMON STOCK           | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               |  | US        |     34085 | NS      | $597169.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                                      | OMNICOM GROUP COMMON STOCK                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               |  | US        |      6642 | NS      | $529765.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC.                              | ETHAN ALLEN INTERIORS INC COMMON STOCK         | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               |  | US        |     12766 | NS      | $363192.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                               | VISA INC-CLASS A SHARES COMMON STOCK           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               |  | US        |      7084 | NS      | $1537228.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK, INC.                                          | AUTODESK INC COMMON STOCK                      | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               |  | US        |      2489 | NS      | $502653.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                            | WALMART INC COMMON STOCK                       | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |     15069 | NS      | $2296816.98   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                           | PEPSICO INC COMMON STOCK                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     22794 | NS      | $4228514.94   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                               | VISA INC-CLASS A SHARES COMMON STOCK           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               |  | US        |      3598 | NS      | $780766.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                                     | SPARTANNASH CO COMMON STOCK                    | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               |  | US        |     17832 | NS      | $585781.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                               | CHURCH & DWIGHT CO INC COMMON STOCK            | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |      6938 | NS      | $568014.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                   | GILEAD SCIENCES INC COMMON STOCK               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |     59356 | NS      | $5213237.48   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                     | ENTERGY CORP COMMON STOCK                      | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               |  | US        |     17935 | NS      | $2085302.45   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                               | EBAY INC COMMON STOCK                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |     89331 | NS      | $4059200.64   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                             | PFIZER INC COMMON STOCK                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |     11973 | NS      | $600206.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                               | WESTERN UNION CO COMMON STOCK                  | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |    231101 | NS      | $3387940.66   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                                | PATHWARD FINANCIAL INC COMMON STOCK            | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               |  | US        |      7238 | NS      | $315070.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC.                                             | RESMED INC COMMON STOCK                        | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               |  | US        |       360 | NS      | $82872.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE, INC.                                          | TERADYNE INC COMMON STOCK                      | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               |  | US        |      4198 | NS      | $392303.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                                  | GENERAL MOTORS CO COMMON STOCK                 | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               |  | US        |     23105 | NS      | $937138.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS, INC.                                | PALO ALTO NETWORKS INC COMMON STOCK            | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               |  | US        |     20063 | NS      | $3408703.70   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS, INC.                                  | PALOMAR HOLDINGS INC COMMON STOCK              | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               |  | US        |      3242 | NS      | $203403.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                               | ZETA GLOBAL HOLDINGS CORP-A COMMON STOCK       | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               |  | US        |     20633 | NS      | $172904.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEGG, INC.                                             | CHEGG INC COMMON STOCK                         | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               |  | US        |     52965 | NS      | $1580475.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIAL INSTITUTIONS, INC.                            | FINANCIAL INSTITUTIONS INC COMMON STOCK        | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               |  | US        |      9146 | NS      | $231576.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS, INC.                                   | ARISTA NETWORKS INC COMMON STOCK               | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               |  | US        |     18821 | NS      | $2621765.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL, INC.                                | GENWORTH FINANCIAL INC-CL A COMMON STOCK       | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               |  | US        |    299785 | NS      | $1507918.55   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                   | GILEAD SCIENCES INC COMMON STOCK               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |      8104 | NS      | $711774.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INCORPORATED                                      | AFLAC INC COMMON STOCK                         | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               |  | US        |     58030 | NS      | $4174097.90   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                             | PFIZER INC COMMON STOCK                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |     18039 | NS      | $904295.07    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                            | LINCOLN NATIONAL CORP COMMON STOCK             | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               |  | US        |      9855 | NS      | $383753.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY                          | ARCHER-DANIELS-MIDLAND CO COMMON STOCK         | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               |  | US        |     10113 | NS      | $986017.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC.                             | BRIXMOR PROPERTY GROUP INC REIT                | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |     10926 | NS      | $253264.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PETMED EXPRESS, INC.                                    | PETMED EXPRESS INC COMMON STOCK                | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               |  | US        |      4931 | NS      | $97633.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS, INC.                                      | A10 NETWORKS INC COMMON STOCK                  | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               |  | US        |     39908 | NS      | $746678.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                           | TRAVELERS COS INC/THE COMMON STOCK             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               |  | US        |      4379 | NS      | $831177.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                              | BUILDERS FIRSTSOURCE INC COMMON STOCK          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               |  | US        |      8780 | NS      | $561305.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCRYST PHARMACEUTICALS, INC.                          | BIOCRYST PHARMACEUTICALS INC COMMON STOCK      | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               |  | US        |     22212 | NS      | $296752.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                               | GRACO INC COMMON STOCK                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               |  | US        |      5040 | NS      | $352648.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                                | BROWN-FORMAN CORP-CLASS B COMMON STOCK         | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               |  | US        |      6171 | NS      | $450606.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORPORATION                       | LATTICE SEMICONDUCTOR CORP COMMON STOCK        | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               |  | US        |     33349 | NS      | $2428807.67   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL GROUP, INC.                                | BERRY GLOBAL GROUP INC COMMON STOCK            | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               |  | US        |     21451 | NS      | $1257028.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS, INC.                             | MERIT MEDICAL SYSTEMS INC COMMON STOCK         | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               |  | US        |      5583 | NS      | $401976.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING COMPANY                       | GRAPHIC PACKAGING HOLDING CO COMMON STOCK      | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               |  | US        |     79304 | NS      | $1822405.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                | ATMOS ENERGY CORP COMMON STOCK                 | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               |  | US        |     10461 | NS      | $1257412.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. GRAINGER, INC.                                     | WW GRAINGER INC COMMON STOCK                   | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               |  | US        |      1783 | NS      | $1075255.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                                    | AMPHENOL CORP-CL A COMMON STOCK                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               |  | US        |      9824 | NS      | $790144.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC.                               | SILICON LABORATORIES INC COMMON STOCK          | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               |  | US        |      2146 | NS      | $312114.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN TECHNOLOGY, INC.                                  | ASPEN TECHNOLOGY INC COMMON STOCK              | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               |  | US        |      2041 | NS      | $470450.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES, INC.                      | KULICKE & SOFFA INDUSTRIES COMMON STOCK        | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               |  | US        |     33163 | NS      | $1590165.85   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES, INC.                                  | TRI POINTE HOMES INC COMMON STOCK              | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               |  | US        |     71459 | NS      | $1317703.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                     | CISCO SYSTEMS INC COMMON STOCK                 | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |     23516 | NS      | $1169215.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                        | P G & E CORP COMMON STOCK                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               |  | US        |    117276 | NS      | $1841233.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN, INC.                                          | VERISIGN INC COMMON STOCK                      | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               |  | US        |      3010 | NS      | $601428.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                           | AMERISOURCEBERGEN CORP COMMON STOCK            | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               |  | US        |      3797 | NS      | $648109.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                               | COLGATE-PALMOLIVE CO COMMON STOCK              | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |      9828 | NS      | $761473.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.                          | SUPERNUS PHARMACEUTICALS INC COMMON STOCK      | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               |  | US        |     13973 | NS      | $513088.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS, INC.                             | SALLY BEAUTY HOLDINGS INC COMMON STOCK         | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               |  | US        |     28163 | NS      | $331196.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                                  | TRACTOR SUPPLY COMPANY COMMON STOCK            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               |  | US        |      3529 | NS      | $798647.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES, INC.                                | MUELLER INDUSTRIES INC COMMON STOCK            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               |  | US        |     33334 | NS      | $2292379.18   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYLOCITY HOLDING CORPORATION                           | PAYLOCITY HOLDING CORP COMMON STOCK            | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               |  | US        |       855 | NS      | $186244.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS, INC.                                  | JUNIPER NETWORKS INC COMMON STOCK              | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               |  | US        |     28531 | NS      | $948370.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                        | AMAZON.COM INC COMMON STOCK                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               |  | US        |     27291 | NS      | $2634673.14   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UBIQUITI INC.                                           | UBIQUITI INC COMMON STOCK                      | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               |  | US        |      2551 | NS      | $765376.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                            | MARRIOTT INTERNATIONAL -CL A COMMON STOCK      | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               |  | US        |      4022 | NS      | $665037.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                             | BANK OF AMERICA CORP COMMON STOCK              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               |  | US        |      4728 | NS      | $178954.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBIQUITI INC.                                           | UBIQUITI INC COMMON STOCK                      | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               |  | US        |       604 | NS      | $181218.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                             | VERIZON COMMUNICATIONS INC COMMON STOCK        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |     18094 | NS      | $705304.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                         | REGENERON PHARMACEUTICALS COMMON STOCK         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               |  | US        |      3164 | NS      | $2378378.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                               | VISA INC-CLASS A SHARES COMMON STOCK           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               |  | US        |      7450 | NS      | $1616650.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                                   | CARDINAL HEALTH INC COMMON STOCK               | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |     75050 | NS      | $6016758.50   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION              | COGNIZANT TECH SOLUTIONS-A COMMON STOCK        | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |     35443 | NS      | $2204909.03   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                        | AMAZON.COM INC COMMON STOCK                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               |  | US        |      9502 | NS      | $917323.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                              | APPLE INC COMMON STOCK                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               |  | US        |    107975 | NS      | $15983539.25  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON, INC             | EXPEDITORS INTL WASH INC COMMON STOCK          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               |  | US        |      7835 | NS      | $909330.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                          | PUBLIC STORAGE REIT                            | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |      6784 | NS      | $2021360.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA, INC.                                    | DOMINO'S PIZZA INC COMMON STOCK                | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               |  | US        |      2058 | NS      | $800006.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX, INC.                                           | PAYCHEX INC COMMON STOCK                       | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               |  | US        |      7016 | NS      | $870194.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                                          | IVERIC BIO INC COMMON STOCK                    | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               |  | US        |     47397 | NS      | $1119517.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF N.T. BUTTERFIELD & SON LIMITED (THE)            | BANK OF N.T. BUTTERFIELD&SON COMMON STOCK      | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               |  | US        |     11877 | NS      | $413319.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORPORATION                                    | ECHOSTAR CORP-A COMMON STOCK                   | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               |  | US        |     21353 | NS      | $371542.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORPORATION                                      | BRUKER CORP COMMON STOCK                       | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               |  | US        |      1156 | NS      | $77925.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                                   | QUALCOMM INC COMMON STOCK                      | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               |  | US        |      7234 | NS      | $915028.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF INTERNATIONAL, INC.                                 | ICF INTERNATIONAL INC COMMON STOCK             | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               |  | US        |      7864 | NS      | $852221.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER, INC.                                           | GARTNER INC COMMON STOCK                       | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               |  | US        |      2330 | NS      | $816362.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                            | CADENCE DESIGN SYS INC COMMON STOCK            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               |  | US        |     12442 | NS      | $2140521.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI INTERNATIONAL INC.                                 | DIGI INTERNATIONAL INC COMMON STOCK            | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               |  | US        |      9740 | NS      | $413657.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                                        | GEN DIGITAL INC COMMON STOCK                   | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               |  | US        |    219704 | NS      | $5044403.84   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                        | AMAZON.COM INC COMMON STOCK                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               |  | US        |     28082 | NS      | $2711036.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                 | KEYCORP COMMON STOCK                           | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               |  | US        |    210581 | NS      | $3961028.61   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES, INC.                                     | EOG RESOURCES INC COMMON STOCK                 | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               |  | US        |      5038 | NS      | $715043.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                         | UNITEDHEALTH GROUP INC COMMON STOCK            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |      2004 | NS      | $1097711.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORPORATION                                       | MASCO CORP COMMON STOCK                        | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               |  | US        |      7627 | NS      | $387299.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                                    | MCKESSON CORP COMMON STOCK                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |      9822 | NS      | $3748860.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS, INC.                                   | ADTRAN HOLDINGS INC COMMON STOCK               | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               |  | US        |     19976 | NS      | $404913.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                       | JOHNSON & JOHNSON COMMON STOCK                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     26220 | NS      | $4667160.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL, INC.                                       | RINGCENTRAL INC-CLASS A COMMON STOCK           | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               |  | US        |     14243 | NS      | $527845.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORPORATION                                  | MCDONALD'S CORP COMMON STOCK                   | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               |  | US        |      4584 | NS      | $1250469.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC.                                    | SILGAN HOLDINGS INC COMMON STOCK               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               |  | US        |      2394 | NS      | $126642.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS INC.                                 | SIRIUS XM HOLDINGS INC COMMON STOCK            | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               |  | US        |     52160 | NS      | $338518.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                              | OTIS WORLDWIDE CORP COMMON STOCK               | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               |  | US        |       995 | NS      | $77699.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                            | FULTON FINANCIAL CORP COMMON STOCK             | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               |  | US        |     69084 | NS      | $1284271.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS, INC.                                          | PROLOGIS INC REIT                              | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     14108 | NS      | $1661781.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | S&P500 EMINI FUT  DEC22 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        72 | NC      | $14692500.00  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                              | OTIS WORLDWIDE CORP COMMON STOCK               | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               |  | US        |     13999 | NS      | $1093181.91   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORPORATION OF AMERICA HOLDINGS              | LABORATORY CRP OF AMER HLDGS COMMON STOCK      | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               |  | US        |      6810 | NS      | $1639167.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP, INC.                                        | PULTEGROUP INC COMMON STOCK                    | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               |  | US        |     39283 | NS      | $1759092.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                  | FAIR ISAAC CORP COMMON STOCK                   | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               |  | US        |       545 | NS      | $337747.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFE BULKERS, INC.                                      | SAFE BULKERS INC COMMON STOCK                  | CUSIP: Y7388L103<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               |  | US        |     35049 | NS      | $99889.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                      | EXELON CORP COMMON STOCK                       | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               |  | US        |    107085 | NS      | $4430106.45   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER, INC.                                           | GARTNER INC COMMON STOCK                       | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               |  | US        |      2146 | NS      | $751894.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                       | PRESTIGE CONSUMER HEALTHCARE COMMON STOCK      | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               |  | US        |      2596 | NS      | $159550.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES, INC.                                  | DYCOM INDUSTRIES INC COMMON STOCK              | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               |  | US        |      5688 | NS      | $518404.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE, INC.                                      | PURE STORAGE INC - CLASS A COMMON STOCK        | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               |  | US        |     35930 | NS      | $1048796.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                  | WASTE MANAGEMENT INC COMMON STOCK              | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               |  | US        |      4645 | NS      | $779059.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORPORATION                                     | NORDSON CORP COMMON STOCK                      | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               |  | US        |      1810 | NS      | $428046.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS INC.                                 | SIRIUS XM HOLDINGS INC COMMON STOCK            | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               |  | US        |     22450 | NS      | $145700.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TUTOR PERINI CORPORATION                                | TUTOR PERINI CORP COMMON STOCK                 | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               |  | US        |     24511 | NS      | $175253.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                         | AUTOMATIC DATA PROCESSING COMMON STOCK         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               |  | US        |      2789 | NS      | $736686.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGAN, INC.                                             | ARGAN INC COMMON STOCK                         | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               |  | US        |      8554 | NS      | $324624.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORPORATION                                        | NEWS CORP - CLASS A COMMON STOCK               | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               |  | US        |     40553 | NS      | $776589.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                                   | NEWMARKET CORP COMMON STOCK                    | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               |  | US        |       161 | NS      | $50879.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                                   | GENUINE PARTS CO COMMON STOCK                  | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               |  | US        |      4691 | NS      | $860001.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC.                                      | VEEVA SYSTEMS INC-CLASS A COMMON STOCK         | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               |  | US        |      3542 | NS      | $674255.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                         | VALARIS LTD COMMON STOCK                       | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               |  | US        |     18640 | NS      | $1230426.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORPORATION                                | CHORD ENERGY CORP COMMON STOCK                 | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               |  | US        |      7797 | NS      | $1189276.41   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                            | NORTHROP GRUMMAN CORP COMMON STOCK             | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               |  | US        |      1424 | NS      | $759404.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC.                               | ANYWHERE REAL ESTATE INC COMMON STOCK          | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               |  | US        |     63234 | NS      | $477416.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                            | BRISTOL-MYERS SQUIBB CO COMMON STOCK           | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |     32610 | NS      | $2617930.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS, INC.                                        | ZIFF DAVIS INC COMMON STOCK                    | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               |  | US        |       810 | NS      | $74730.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                                      | LENNAR CORP-A COMMON STOCK                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               |  | US        |     24704 | NS      | $2169752.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                     | COMCAST CORP-CLASS A COMMON STOCK              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |     36335 | NS      | $1331314.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING, INC.                                    | FTI CONSULTING INC COMMON STOCK                | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               |  | US        |       470 | NS      | $81225.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                                      | IQVIA HOLDINGS INC COMMON STOCK                | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               |  | US        |      1801 | NS      | $392654.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA, INC.                                   | WILLIAMS-SONOMA INC COMMON STOCK               | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               |  | US        |      3572 | NS      | $417566.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                                   | GENUINE PARTS CO COMMON STOCK                  | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               |  | US        |     20078 | NS      | $3680899.74   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                     | VERTEX PHARMACEUTICALS INC COMMON STOCK        | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               |  | US        |      2654 | NS      | $839725.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEMOURS COMPANY                                    | CHEMOURS CO/THE COMMON STOCK                   | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               |  | US        |     27841 | NS      | $864463.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                                     | SPARTANNASH CO COMMON STOCK                    | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               |  | US        |      9966 | NS      | $327383.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                           | RAYMOND JAMES FINANCIAL INC COMMON STOCK       | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               |  | US        |     25626 | NS      | $2995679.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC-CL A COMMON STOCK                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |    106064 | NS      | $10711403.36  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM, INC.                                   | LANDSTAR SYSTEM INC COMMON STOCK               | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               |  | US        |      3500 | NS      | $605430.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares, Inc.                                 | CARTER BANKSHARES INC COMMON STOCK             | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               |  | US        |     14706 | NS      | $272649.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                             | HOST HOTELS & RESORTS INC REIT                 | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     90831 | NS      | $1720339.14   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                               | O'REILLY AUTOMOTIVE INC COMMON STOCK           | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               |  | US        |      1208 | NS      | $1044364.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES, INC.                                | MUELLER INDUSTRIES INC COMMON STOCK            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               |  | US        |     23833 | NS      | $1638995.41   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                                   | CARDINAL HEALTH INC COMMON STOCK               | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |     26220 | NS      | $2102057.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS, INC.                                        | PHOTRONICS INC COMMON STOCK                    | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               |  | US        |     36716 | NS      | $690260.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC.                                             | RAMBUS INC COMMON STOCK                        | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               |  | US        |     46676 | NS      | $1791424.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS AIR WORLDWIDE HOLDINGS, INC.                      | ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK      | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               |  | US        |     16667 | NS      | $1679533.59   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC.                                             | ZOETIS INC COMMON STOCK                        | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               |  | US        |      2521 | NS      | $388586.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                          | WALGREENS BOOTS ALLIANCE INC COMMON STOCK      | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               |  | US        |    140683 | NS      | $5838344.50   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                     | CHEVRON CORP COMMON STOCK                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |      7759 | NS      | $1422302.29   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORPORATION                                         | NCR CORPORATION COMMON STOCK                   | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               |  | US        |     76262 | NS      | $1820373.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                              | Atkore Inc COMMON STOCK                        | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               |  | US        |      2236 | NS      | $273127.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                                 | HP INC COMMON STOCK                            | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               |  | US        |     33709 | NS      | $1012618.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR BROADCAST GROUP, INC.                          | SINCLAIR BROADCAST GROUP -A COMMON STOCK       | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               |  | US        |     25234 | NS      | $468343.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                                      | CIRRUS LOGIC INC COMMON STOCK                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               |  | US        |     12370 | NS      | $924162.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWDSTRIKE HOLDINGS, INC.                              | CROWDSTRIKE HOLDINGS INC - A COMMON STOCK      | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               |  | US        |      3287 | NS      | $386715.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                                        | IDEX CORP COMMON STOCK                         | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               |  | US        |      2325 | NS      | $552164.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORPORATION                                      | DELUXE CORP COMMON STOCK                       | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               |  | US        |     26221 | NS      | $507114.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                          | QUEST DIAGNOSTICS INC COMMON STOCK             | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |     20554 | NS      | $3120713.82   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                              | UNUM GROUP COMMON STOCK                        | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               |  | US        |     81609 | NS      | $3442267.62   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                             | INTERNATIONAL PAPER CO COMMON STOCK            | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               |  | US        |    109819 | NS      | $4076481.28   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                               | DOUBLEVERIFY HOLDINGS INC COMMON STOCK         | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               |  | US        |      8990 | NS      | $235538.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC.                             | LPL FINANCIAL HOLDINGS INC COMMON STOCK        | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               |  | US        |      5733 | NS      | $1357058.43   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                                    | MCKESSON CORP COMMON STOCK                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |     15689 | NS      | $5988177.52   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                         | O-I GLASS INC COMMON STOCK                     | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               |  | US        |     73468 | NS      | $1205609.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS COMPANY                                 | GRAHAM HOLDINGS CO-CLASS B COMMON STOCK        | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               |  | US        |      2237 | NS      | $1439912.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                  | AMKOR TECHNOLOGY INC COMMON STOCK              | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               |  | US        |     59517 | NS      | $1667666.34   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC-CL A COMMON STOCK                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     27525 | NS      | $2779749.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS, INC.                                     | TOLL BROTHERS INC COMMON STOCK                 | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               |  | US        |     67031 | NS      | $3211455.21   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL GROUP, INC.                                | BERRY GLOBAL GROUP INC COMMON STOCK            | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               |  | US        |      8495 | NS      | $497807.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE WIRE CORPORATION                                 | ENCORE WIRE CORP COMMON STOCK                  | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               |  | US        |     11713 | NS      | $1711386.43   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL COMPANY                                        | FASTENAL CO COMMON STOCK                       | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               |  | US        |     10621 | NS      | $547087.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                                       | H&R BLOCK INC COMMON STOCK                     | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               |  | US        |     93481 | NS      | $4086054.51   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SPORTSMAN'S WAREHOUSE HOLDINGS, INC.                    | SPORTSMAN'S WAREHOUSE HOLDIN COMMON STOCK      | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               |  | US        |     26320 | NS      | $258462.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE, INC.                          | CROSS COUNTRY HEALTHCARE INC COMMON STOCK      | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               |  | US        |      6922 | NS      | $247669.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                           | BROADCOM INC COMMON STOCK                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               |  | US        |      2172 | NS      | $1196837.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING COMPANY                                    | CITY HOLDING CO COMMON STOCK                   | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               |  | US        |      4172 | NS      | $425210.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                         | AUTOMATIC DATA PROCESSING COMMON STOCK         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               |  | US        |     17094 | NS      | $4515209.16   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                            | ON SEMICONDUCTOR COMMON STOCK                  | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               |  | US        |     55166 | NS      | $4148483.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PUBLIC LIMITED COMPANY                          | PENTAIR PLC COMMON STOCK                       | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               |  | US        |      5119 | NS      | $234296.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                                | MASTERCARD INC - A COMMON STOCK                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               |  | US        |      3758 | NS      | $1339351.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                            | BRISTOL-MYERS SQUIBB CO COMMON STOCK           | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |     11441 | NS      | $918483.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD PLC                                 | CUSHMAN & WAKEFIELD PLC COMMON STOCK           | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               |  | US        |     24584 | NS      | $280749.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC.                                  | JACKSON FINANCIAL INC-A COMMON STOCK           | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               |  | US        |     32553 | NS      | $1215854.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                           | PEPSICO INC COMMON STOCK                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     30665 | NS      | $5688664.15   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                              | AMGEN INC COMMON STOCK                         | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |      5613 | NS      | $1607563.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                   | MICROSOFT CORP COMMON STOCK                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |      2490 | NS      | $635298.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                                   | OXFORD INDUSTRIES INC COMMON STOCK             | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               |  | US        |      4232 | NS      | $477623.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS, INC.                                  | EXTREME NETWORKS INC COMMON STOCK              | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               |  | US        |     76230 | NS      | $1598543.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                             | KEYSIGHT TECHNOLOGIES IN COMMON STOCK          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               |  | US        |      4482 | NS      | $810748.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC-CL A COMMON STOCK                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |      4503 | NS      | $454757.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC-CL C COMMON STOCK                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |      2114 | NS      | $214465.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                               | ASANA INC - CL A COMMON STOCK                  | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               |  | US        |     31353 | NS      | $569370.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REVANCE THERAPEUTICS, INC.                              | REVANCE THERAPEUTICS INC COMMON STOCK          | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               |  | US        |     15444 | NS      | $335289.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                             | OFG BANCORP COMMON STOCK                       | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               |  | US        |     29379 | NS      | $851109.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                           | ORGANON & CO COMMON STOCK                      | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |     16799 | NS      | $437109.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC.                                     | ALLY FINANCIAL INC COMMON STOCK                | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               |  | US        |    132547 | NS      | $3580094.47   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                               | WESTERN UNION CO COMMON STOCK                  | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |     12117 | NS      | $177635.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                            | ADVANCED MICRO DEVICES COMMON STOCK            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               |  | US        |     20231 | NS      | $1570532.53   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                              | SYNDAX PHARMACEUTICALS INC COMMON STOCK        | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               |  | US        |     10491 | NS      | $251364.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                                    | SNAP-ON INC COMMON STOCK                       | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               |  | US        |      3967 | NS      | $954460.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORPORATION                            | INDEPENDENT BANK CORP - MICH COMMON STOCK      | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               |  | US        |     12535 | NS      | $307608.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                             | INTERNATIONAL PAPER CO COMMON STOCK            | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               |  | US        |     12516 | NS      | $464593.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA OUTDOOR INC.                                      | VISTA OUTDOOR INC COMMON STOCK                 | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               |  | US        |     32900 | NS      | $920213.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                          | AMDOCS LTD COMMON STOCK                        | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |     43710 | NS      | $3884070.60   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GRID DYNAMICS HOLDINGS, INC.                            | GRID DYNAMICS HOLDINGS INC COMMON STOCK        | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               |  | US        |     13493 | NS      | $171900.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP.                         | CENTRAL PACIFIC FINANCIAL CO COMMON STOCK      | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               |  | US        |      6448 | NS      | $136633.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                    | META PLATFORMS INC COMMON STOCK                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |      9185 | NS      | $1084748.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION                           | PROGRESS SOFTWARE CORP COMMON STOCK            | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               |  | US        |     19082 | NS      | $1017452.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON, INC             | EXPEDITORS INTL WASH INC COMMON STOCK          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               |  | US        |      5243 | NS      | $608502.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC.                                   | BOOKING HOLDINGS INC COMMON STOCK              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               |  | US        |       467 | NS      | $971103.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DASEKE, INC.                                            | DASEKE INC COMMON STOCK                        | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               |  | US        |     24672 | NS      | $143837.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN, INC.                                      | HENRY SCHEIN INC COMMON STOCK                  | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               |  | US        |      4489 | NS      | $363249.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                                  | SEALED AIR CORP COMMON STOCK                   | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               |  | US        |      5413 | NS      | $288133.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                     | CISCO SYSTEMS INC COMMON STOCK                 | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |     18282 | NS      | $908981.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMESTREET, INC.                                        | HOMESTREET INC COMMON STOCK                    | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               |  | US        |     10890 | NS      | $297297.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                       | CIGNA CORP COMMON STOCK                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |      2215 | NS      | $728491.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC, INC.                                           | HOLOGIC INC COMMON STOCK                       | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               |  | US        |      8840 | NS      | $673254.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL, INC.                                            | MATTEL INC COMMON STOCK                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               |  | US        |     18264 | NS      | $332952.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                        | ACCENTURE PLC-CL A COMMON STOCK                | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               |  | US        |      3170 | NS      | $953948.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS, INC.                                 | WILEY (JOHN) & SONS-CLASS A COMMON STOCK       | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               |  | US        |      1114 | NS      | $52814.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS, INC.                                           | ROLLINS INC COMMON STOCK                       | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               |  | US        |      6892 | NS      | $278712.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE, INC.                                            | STRIDE INC COMMON STOCK                        | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               |  | US        |     11571 | NS      | $409729.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WALT DISNEY COMPANY                                 | WALT DISNEY CO/THE COMMON STOCK                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               |  | US        |       600 | NS      | $58722.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                       | JOHNSON & JOHNSON COMMON STOCK                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     10136 | NS      | $1804208.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORPORATION                                       | DOVER CORP COMMON STOCK                        | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               |  | US        |      4126 | NS      | $585685.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS, INC.                                 | BATH & BODY WORKS INC COMMON STOCK             | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               |  | US        |     94338 | NS      | $4009365.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR SURGICAL COMPANY                                  | STAAR SURGICAL CO COMMON STOCK                 | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               |  | US        |      1111 | NS      | $63449.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                                    | HOME DEPOT INC COMMON STOCK                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               |  | US        |      1306 | NS      | $423130.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX, INC.                                               | BOX INC - CLASS A COMMON STOCK                 | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               |  | US        |     59538 | NS      | $1634318.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS, INC.                               | EXLSERVICE HOLDINGS INC COMMON STOCK           | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               |  | US        |     13793 | NS      | $2582049.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                            | GENERAL DYNAMICS CORP COMMON STOCK             | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               |  | US        |      6712 | NS      | $1694041.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERCO                                                  | AMERCO-NON VOTING COMMON STOCK                 | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               |  | US        |     12726 | NS      | $803901.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                           | FIRST BANCORP PUERTO RICO COMMON STOCK         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               |  | US        |    116959 | NS      | $1798829.42   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                      | ALTRIA GROUP INC COMMON STOCK                  | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |     26195 | NS      | $1220163.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                             | LOCKHEED MARTIN CORP COMMON STOCK              | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               |  | US        |      2150 | NS      | $1043158.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                          | TEXAS INSTRUMENTS INC COMMON STOCK             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               |  | US        |      4677 | NS      | $844011.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                 | REPUBLIC SERVICES INC COMMON STOCK             | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               |  | US        |      8442 | NS      | $1175886.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                             | ABBVIE INC COMMON STOCK                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |      4258 | NS      | $686304.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                | MOTOROLA SOLUTIONS INC COMMON STOCK            | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               |  | US        |      3543 | NS      | $964404.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                             | INTUIT INC COMMON STOCK                        | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               |  | US        |      2356 | NS      | $960282.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                         | JONES LANG LASALLE INC COMMON STOCK            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               |  | US        |      7474 | NS      | $1256902.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS COMPANY                                 | GRAHAM HOLDINGS CO-CLASS B COMMON STOCK        | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               |  | US        |       133 | NS      | $85609.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                           | THERMO FISHER SCIENTIFIC INC COMMON STOCK      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               |  | US        |      4232 | NS      | $2370851.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                            | COSTCO WHOLESALE CORP COMMON STOCK             | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |      1842 | NS      | $993298.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                       | MERCK & CO. INC. COMMON STOCK                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |      9945 | NS      | $1095143.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                               | EBAY INC COMMON STOCK                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |     10226 | NS      | $464669.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LIMITED                                         | GENPACT LTD COMMON STOCK                       | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               |  | US        |      5612 | NS      | $258769.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL COMPANY                                        | FASTENAL CO COMMON STOCK                       | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               |  | US        |     12971 | NS      | $668136.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON, INC.                                   | HARLEY-DAVIDSON INC COMMON STOCK               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               |  | US        |      6559 | NS      | $309125.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY COMMONWEALTH                                     | EQUITY COMMONWEALTH REIT                       | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |     67215 | NS      | $1820854.35   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                          | TEXAS INSTRUMENTS INC COMMON STOCK             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               |  | US        |      6265 | NS      | $1130581.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                                    | MCKESSON CORP COMMON STOCK                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |      3515 | NS      | $1341605.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                         | ACADIA HEALTHCARE CO INC COMMON STOCK          | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               |  | US        |      7519 | NS      | $669642.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA FINANCIAL, INC.                                     | MFA FINANCIAL INC REIT                         | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               |  | US        |     63102 | NS      | $705480.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                              | APPLE INC COMMON STOCK                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               |  | US        |     34592 | NS      | $5120653.76   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC.                                | LULULEMON ATHLETICA INC COMMON STOCK           | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               |  | US        |      5863 | NS      | $2229757.53   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                      | ORACLE CORP COMMON STOCK                       | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |     85234 | NS      | $7076979.02   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                       | YUM! BRANDS INC COMMON STOCK                   | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               |  | US        |      7168 | NS      | $922234.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                               | NATIONAL FUEL GAS CO COMMON STOCK              | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |      2996 | NS      | $198425.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, INC.                                              | NIKE INC -CL B COMMON STOCK                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               |  | US        |      5960 | NS      | $653752.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. BERKLEY CORPORATION                               | WR BERKLEY CORP COMMON STOCK                   | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               |  | US        |     32943 | NS      | $2512892.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS, INC.                       | ACADEMY SPORTS & OUTDOORS IN COMMON STOCK      | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               |  | US        |     35240 | NS      | $1778915.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO BRANDS CORPORATION                                 | ACCO BRANDS CORP COMMON STOCK                  | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               |  | US        |     55338 | NS      | $308232.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                  | CVS HEALTH CORP COMMON STOCK                   | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |     37262 | NS      | $3796252.56   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                          | WALGREENS BOOTS ALLIANCE INC COMMON STOCK      | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               |  | US        |     18489 | NS      | $767293.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC.                                              | JABIL INC COMMON STOCK                         | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               |  | US        |     39118 | NS      | $2823928.42   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                          | AMDOCS LTD COMMON STOCK                        | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |     39122 | NS      | $3476380.92   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                            | GENERAL DYNAMICS CORP COMMON STOCK             | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               |  | US        |      3248 | NS      | $819762.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. GRAINGER, INC.                                     | WW GRAINGER INC COMMON STOCK                   | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               |  | US        |      1771 | NS      | $1068019.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                               | JM SMUCKER CO/THE COMMON STOCK                 | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |      6913 | NS      | $1064671.13   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP.                                  | PLAYTIKA HOLDING CORP COMMON STOCK             | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               |  | US        |     58167 | NS      | $549678.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                                  | INGREDION INC COMMON STOCK                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |      2279 | NS      | $223273.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                              | UNUM GROUP COMMON STOCK                        | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               |  | US        |     56041 | NS      | $2363809.38   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                         | O-I GLASS INC COMMON STOCK                     | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               |  | US        |     66277 | NS      | $1087605.57   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR, INC.                                         | MAXLINEAR INC COMMON STOCK                     | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               |  | US        |      3992 | NS      | $146107.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INC.                                       | TYSON FOODS INC-CL A COMMON STOCK              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |      8849 | NS      | $586511.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SOUTHERN COMPANY                                    | SOUTHERN CO/THE COMMON STOCK                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               |  | US        |     35060 | NS      | $2371458.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                         | REGENERON PHARMACEUTICALS COMMON STOCK         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               |  | US        |      1502 | NS      | $1129053.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK                                          | PREFERRED BANK/LOS ANGELES COMMON STOCK        | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               |  | US        |      3677 | NS      | $277944.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                                     | SANMINA CORP COMMON STOCK                      | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               |  | US        |     36859 | NS      | $2436011.31   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORPORATION                                       | ALCOA CORP COMMON STOCK                        | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               |  | US        |     24543 | NS      | $1230340.59   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY, INC.                                       | ULTA BEAUTY INC COMMON STOCK                   | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               |  | US        |      4067 | NS      | $1890504.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                              | ADOBE INC COMMON STOCK                         | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |      2729 | NS      | $941313.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX, INC.                                           | PAYCHEX INC COMMON STOCK                       | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               |  | US        |      4793 | NS      | $594475.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTERTAINMENT, INC.                     | WORLD WRESTLING ENTERTAIN-A COMMON STOCK       | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               |  | US        |     18445 | NS      | $1473386.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                         | UNITEDHEALTH GROUP INC COMMON STOCK            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |     10466 | NS      | $5732856.16   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                              | APPLE INC COMMON STOCK                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               |  | US        |      4604 | NS      | $681530.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORPORATION                         | UNITED STATES STEEL CORP COMMON STOCK          | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               |  | US        |     63069 | NS      | $1658084.01   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                      | FORD MOTOR CO COMMON STOCK                     | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               |  | US        |     45797 | NS      | $636578.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORPORATION                                         | APA CORP COMMON STOCK                          | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               |  | US        |     31259 | NS      | $1464484.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                              | AMGEN INC COMMON STOCK                         | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |      2761 | NS      | $790750.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                     | GENERAL MILLS INC COMMON STOCK                 | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |     44640 | NS      | $3807792.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                                | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               |  | US        |      1241 | NS      | $395382.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX, INC.                                           | DROPBOX INC-CLASS A COMMON STOCK               | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               |  | US        |     27914 | NS      | $657653.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC.                                              | JABIL INC COMMON STOCK                         | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               |  | US        |      9365 | NS      | $676059.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                                    | HOME DEPOT INC COMMON STOCK                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               |  | US        |      1083 | NS      | $350881.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                 | KRAFT HEINZ CO/THE COMMON STOCK                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |     11943 | NS      | $469957.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORPORATION                              | AVERY DENNISON CORP COMMON STOCK               | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               |  | US        |      2571 | NS      | $497051.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                       | MERCK & CO. INC. COMMON STOCK                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     16931 | NS      | $1864441.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                         | PRINCIPAL FINANCIAL GROUP COMMON STOCK         | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               |  | US        |     23204 | NS      | $2080934.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN BANK HOLDING CORP.                         | METROPOLITAN BANK HOLDING CO COMMON STOCK      | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               |  | US        |      2732 | NS      | $173591.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                               | AT&T INC COMMON STOCK                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |    365757 | NS      | $7051794.96   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC.                                               | MSCI INC COMMON STOCK                          | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               |  | US        |       706 | NS      | $358527.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | ROYALTY PHARMA PLC- CL A COMMON STOCK          | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               |  | US        |     13191 | NS      | $580008.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                           | AMN HEALTHCARE SERVICES INC COMMON STOCK       | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               |  | US        |      5418 | NS      | $670206.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION             | INTL BUSINESS MACHINES CORP COMMON STOCK       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |      6377 | NS      | $949535.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                               | AT&T INC COMMON STOCK                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |     45525 | NS      | $877722.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORPORATION                           | LOUISIANA-PACIFIC CORP COMMON STOCK            | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               |  | US        |      9550 | NS      | $609290.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                  | CVS HEALTH CORP COMMON STOCK                   | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |      8845 | NS      | $901128.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                         | CARLISLE COS INC COMMON STOCK                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               |  | US        |      1585 | NS      | $417029.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAMARE INC.                                          | COSTAMARE INC COMMON STOCK                     | CUSIP: Y1771G102<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               |  | US        |     29379 | NS      | $283213.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                       | CAPITAL ONE FINANCIAL CORP COMMON STOCK        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               |  | US        |      7894 | NS      | $814976.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                            | CADENCE DESIGN SYS INC COMMON STOCK            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               |  | US        |      6115 | NS      | $1052024.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. BERKLEY CORPORATION                               | WR BERKLEY CORP COMMON STOCK                   | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               |  | US        |      6311 | NS      | $481403.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY HOLDINGS, INC.                           | RYAN SPECIALTY HOLDINGS INC COMMON STOCK       | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               |  | US        |     35225 | NS      | $1418863.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH, INC.                                | OPTION CARE HEALTH INC COMMON STOCK            | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               |  | US        |      9485 | NS      | $285593.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY                      | GOODYEAR TIRE & RUBBER CO COMMON STOCK         | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               |  | US        |     56423 | NS      | $633066.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                                     | HERSHEY CO/THE COMMON STOCK                    | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |     11001 | NS      | $2587105.17   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                         | CSG SYSTEMS INTL INC COMMON STOCK              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |      1008 | NS      | $62334.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                    | EDISON INTERNATIONAL COMMON STOCK              | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               |  | US        |      1588 | NS      | $105856.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                              | AMERIPRISE FINANCIAL INC COMMON STOCK          | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               |  | US        |       705 | NS      | $234024.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP, INC.                                        | CBRE GROUP INC - A COMMON STOCK                | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               |  | US        |     26640 | NS      | $2120544.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INCORPORATED                                    | HUBBELL INC COMMON STOCK                       | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               |  | US        |      4186 | NS      | $1063495.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                              | DOLLAR GENERAL CORP COMMON STOCK               | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               |  | US        |      5433 | NS      | $1389109.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                            | VIATRIS INC COMMON STOCK                       | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               |  | US        |    150255 | NS      | $1657312.65   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                           | AMERISOURCEBERGEN CORP COMMON STOCK            | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               |  | US        |     35937 | NS      | $6134086.53   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORPORATION                                         | SLM CORP COMMON STOCK                          | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               |  | US        |     13085 | NS      | $228464.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                    | META PLATFORMS INC COMMON STOCK                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |      8420 | NS      | $994402.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                        | PHILIP MORRIS INTERNATIONAL COMMON STOCK       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |     11513 | NS      | $1147500.71   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC.                                    | SILGAN HOLDINGS INC COMMON STOCK               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               |  | US        |     38934 | NS      | $2059608.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                       | MERCK & CO. INC. COMMON STOCK                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |      9093 | NS      | $1001321.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES, INC.                              | EASTGROUP PROPERTIES INC REIT                  | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      2326 | NS      | $361088.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP.                                   | AGNC INVESTMENT CORP REIT                      | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |    145716 | NS      | $1455702.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                                     | SANMINA CORP COMMON STOCK                      | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               |  | US        |     24284 | NS      | $1604929.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORPORATION                             | HANCOCK WHITNEY CORP COMMON STOCK              | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               |  | US        |     51484 | NS      | $2823382.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                            | BRISTOL-MYERS SQUIBB CO COMMON STOCK           | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |     12516 | NS      | $1004784.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH, INC.                                    | EVOLENT HEALTH INC - A COMMON STOCK            | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               |  | US        |      6349 | NS      | $182787.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION, INC.                            | GRAND CANYON EDUCATION INC COMMON STOCK        | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               |  | US        |       960 | NS      | $108547.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP                                         | PACWEST BANCORP COMMON STOCK                   | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               |  | US        |     70655 | NS      | $1845508.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                    | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK      | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               |  | US        |     78524 | NS      | $88732.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDLAND STATES BANCORP, INC.                            | MIDLAND STATES BANCORP INC COMMON STOCK        | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               |  | US        |     12831 | NS      | $345282.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS, INC.                                 | LANTHEUS HOLDINGS INC COMMON STOCK             | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               |  | US        |     12082 | NS      | $750050.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION              | ZIONS BANCORP NA COMMON STOCK                  | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               |  | US        |     91637 | NS      | $4748629.34   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER, INC.                                           | GARTNER INC COMMON STOCK                       | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               |  | US        |      2657 | NS      | $930933.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                          | MARATHON PETROLEUM CORP COMMON STOCK           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |     11546 | NS      | $1406418.26   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORPORATION                                | CHORD ENERGY CORP COMMON STOCK                 | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               |  | US        |      1514 | NS      | $230930.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                             | UNITED PARCEL SERVICE-CL B COMMON STOCK        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               |  | US        |      3267 | NS      | $619847.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                        | ACCENTURE PLC-CL A COMMON STOCK                | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               |  | US        |      1771 | NS      | $532947.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS, INC.                                          | SYNOPSYS INC COMMON STOCK                      | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               |  | US        |       765 | NS      | $259748.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                     | COMCAST CORP-CLASS A COMMON STOCK              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |     17368 | NS      | $636363.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                   | GILEAD SCIENCES INC COMMON STOCK               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |     12893 | NS      | $1132392.19   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                       | CIGNA CORP COMMON STOCK                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |      6379 | NS      | $2097989.31   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORPORATION                                     | GLAUKOS CORP COMMON STOCK                      | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               |  | US        |     14858 | NS      | $691937.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM HOLDINGS CORPORATION                                | UWM HOLDINGS CORP COMMON STOCK                 | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               |  | US        |      8839 | NS      | $39333.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                         | CARLISLE COS INC COMMON STOCK                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               |  | US        |      3659 | NS      | $962719.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                           | MOLSON COORS BEVERAGE CO - B COMMON STOCK      | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |      3042 | NS      | $167644.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                              | QUALYS INC COMMON STOCK                        | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               |  | US        |     16419 | NS      | $2024791.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORPORATION                                       | MASCO CORP COMMON STOCK                        | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               |  | US        |     19401 | NS      | $985182.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                                       | H&R BLOCK INC COMMON STOCK                     | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               |  | US        |     34068 | NS      | $1489112.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORPORATION                                 | BOYD GAMING CORP COMMON STOCK                  | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               |  | US        |     16119 | NS      | $988578.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                   | ELI LILLY & CO COMMON STOCK                    | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               |  | US        |      5298 | NS      | $1965981.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP COMPANY                                   | CAMPBELL SOUP CO COMMON STOCK                  | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               |  | US        |      6437 | NS      | $345473.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                  | LOWE'S COS INC COMMON STOCK                    | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               |  | US        |      6979 | NS      | $1483386.45   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS, INC.                                     | FLOWERS FOODS INC COMMON STOCK                 | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               |  | US        |      6001 | NS      | $180330.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM, INC.                                      | RYDER SYSTEM INC COMMON STOCK                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               |  | US        |     30403 | NS      | $2842376.47   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                                      | OMNICOM GROUP COMMON STOCK                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               |  | US        |     42294 | NS      | $3373369.44   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC.                               | LENNOX INTERNATIONAL INC COMMON STOCK          | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               |  | US        |      1043 | NS      | $271628.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP, INC.                                 | EAST WEST BANCORP INC COMMON STOCK             | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               |  | US        |      8670 | NS      | $608720.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                     | VERTEX PHARMACEUTICALS INC COMMON STOCK        | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               |  | US        |      3770 | NS      | $1192828.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                               | COLGATE-PALMOLIVE CO COMMON STOCK              | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |     38835 | NS      | $3008935.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HANOVER INSURANCE GROUP, INC.                       | HANOVER INSURANCE GROUP INC/ COMMON STOCK      | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               |  | US        |      3932 | NS      | $579183.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                       | METTLER-TOLEDO INTERNATIONAL COMMON STOCK      | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               |  | US        |       607 | NS      | $892022.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD.                             | GRAFTECH INTERNATIONAL LTD COMMON STOCK        | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               |  | US        |     95312 | NS      | $514684.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                                  | TRACTOR SUPPLY COMPANY COMMON STOCK            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               |  | US        |      4938 | NS      | $1117518.78   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC.                                   | KEURIG DR PEPPER INC COMMON STOCK              | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               |  | US        |     53940 | NS      | $2085859.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY, INC.                                       | ULTA BEAUTY INC COMMON STOCK                   | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               |  | US        |      2070 | NS      | $962218.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RIMINI STREET, INC.                                     | RIMINI STREET INC COMMON STOCK                 | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               |  | US        |     24672 | NS      | $103622.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFORMED LINE PRODUCTS COMPANY                         | PREFORMED LINE PRODUCTS CO COMMON STOCK        | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               |  | US        |      1678 | NS      | $158302.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                              | APPLE INC COMMON STOCK                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               |  | US        |     91274 | NS      | $13511290.22  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP.                                  | STIFEL FINANCIAL CORP COMMON STOCK             | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               |  | US        |      6364 | NS      | $408887.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                         | ESTEE LAUDER COMPANIES-CL A COMMON STOCK       | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               |  | US        |      1442 | NS      | $340009.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR, INC.                                           | POPULAR INC COMMON STOCK                       | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               |  | US        |     20937 | NS      | $1528819.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                                 | HP INC COMMON STOCK                            | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               |  | US        |    104977 | NS      | $3153509.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                           | AMERISOURCEBERGEN CORP COMMON STOCK            | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               |  | US        |      5233 | NS      | $893220.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC, INC.                                           | HOLOGIC INC COMMON STOCK                       | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               |  | US        |     10927 | NS      | $832200.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                               | O'REILLY AUTOMOTIVE INC COMMON STOCK           | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               |  | US        |      1149 | NS      | $993356.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                               | EBAY INC COMMON STOCK                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |      2699 | NS      | $122642.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S WHOLESALE CLUB HOLDINGS, INC.                      | BJ'S WHOLESALE CLUB HOLDINGS COMMON STOCK      | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               |  | US        |     44865 | NS      | $3375642.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                          | AUTOZONE INC COMMON STOCK                      | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               |  | US        |      1200 | NS      | $3094800.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                           | FACTSET RESEARCH SYSTEMS INC COMMON STOCK      | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               |  | US        |      4337 | NS      | $2000614.73   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                               | YELP INC COMMON STOCK                          | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               |  | US        |     19776 | NS      | $612067.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA, INC.                                             | TESLA INC COMMON STOCK                         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               |  | US        |       198 | NS      | $38550.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY, INC.                      | AMERICAN WATER WORKS CO INC COMMON STOCK       | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               |  | US        |      3287 | NS      | $498835.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | EXXON MOBIL CORP COMMON STOCK                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     22248 | NS      | $2477092.32   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                        | P G & E CORP COMMON STOCK                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               |  | US        |    251655 | NS      | $3950983.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                       | CAPITAL ONE FINANCIAL CORP COMMON STOCK        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               |  | US        |     51122 | NS      | $5277835.28   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORPORATION                                    | TERADATA CORP COMMON STOCK                     | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               |  | US        |      4661 | NS      | $159173.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.                | INTERPUBLIC GROUP OF COS INC COMMON STOCK      | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               |  | US        |     58878 | NS      | $2023048.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC.                                | ILLINOIS TOOL WORKS COMMON STOCK               | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               |  | US        |      3961 | NS      | $901008.67    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA, INC.                                             | TESLA INC COMMON STOCK                         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               |  | US        |      7369 | NS      | $1434744.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL CORPORATION                             | FIRST FINANCIAL CORP/INDIANA COMMON STOCK      | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               |  | US        |      2631 | NS      | $126472.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                          | AMERICAN FINANCIAL GROUP INC COMMON STOCK      | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               |  | US        |      2192 | NS      | $311746.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                       | CHOICE HOTELS INTL INC COMMON STOCK            | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               |  | US        |      3213 | NS      | $395905.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                              | LAMB WESTON HOLDINGS INC COMMON STOCK          | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               |  | US        |     39557 | NS      | $3437503.30   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HANOVER INSURANCE GROUP, INC.                       | HANOVER INSURANCE GROUP INC/ COMMON STOCK      | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               |  | US        |      1109 | NS      | $163355.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY, INC.                                    | HOULIHAN LOKEY INC COMMON STOCK                | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               |  | US        |      1261 | NS      | $124019.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Limited                                         | PAYSAFE LTD COMMON STOCK                       | CUSIP: G6964L107<br>LEI: N/A                  | Long             | EC               |  | US        |     81694 | NS      | $116005.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Ltd                                         | CAESARSTONE LTD COMMON STOCK                   | CUSIP: M20598104<br>LEI: 254900MJ7IXAH75VFC61 | Long             | EC               |  | US        |     12128 | NS      | $76042.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                               | NVR INC COMMON STOCK                           | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               |  | US        |        60 | NS      | $278340.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN, INC.                                          | VERISIGN INC COMMON STOCK                      | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               |  | US        |      4330 | NS      | $865177.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORPORATION                            | MONSTER BEVERAGE CORP COMMON STOCK             | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               |  | US        |      1263 | NS      | $129912.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                            | NETAPP INC COMMON STOCK                        | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               |  | US        |     21642 | NS      | $1463215.62   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS, INC.                                  | MEDPACE HOLDINGS INC COMMON STOCK              | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               |  | US        |      2807 | NS      | $589161.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC.                                             | HUMANA INC COMMON STOCK                        | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               |  | US        |      7198 | NS      | $3958180.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                          | EXELIXIS INC COMMON STOCK                      | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |     37802 | NS      | $645658.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH & WESSON BRANDS, INC.                             | SMITH & WESSON BRANDS INC COMMON STOCK         | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               |  | US        |     30104 | NS      | $354324.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC.                                         | MURPHY USA INC COMMON STOCK                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               |  | US        |       740 | NS      | $218899.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES, INC.                            | CASEY'S GENERAL STORES INC COMMON STOCK        | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               |  | US        |      1332 | NS      | $323702.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA, INC.                                    | DOMINO'S PIZZA INC COMMON STOCK                | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               |  | US        |      1172 | NS      | $455591.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                             | DISCOVER FINANCIAL SERVICES COMMON STOCK       | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               |  | US        |      5163 | NS      | $559462.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                         | AFFILIATED MANAGERS GROUP COMMON STOCK         | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               |  | US        |     13291 | NS      | $2132142.22   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                              | AMGEN INC COMMON STOCK                         | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |      3590 | NS      | $1028176.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                                  | DXC TECHNOLOGY CO COMMON STOCK                 | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               |  | US        |    109229 | NS      | $3240824.43   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                            | PROCTER & GAMBLE CO/THE COMMON STOCK           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |      4456 | NS      | $664656.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORPORATION                                   | TD SYNNEX CORP COMMON STOCK                    | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               |  | US        |      4875 | NS      | $498712.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                                     | HALLIBURTON CO COMMON STOCK                    | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               |  | US        |     72305 | NS      | $2739636.45   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                        | CALIFORNIA RESOURCES CORP COMMON STOCK         | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               |  | US        |     17568 | NS      | $797235.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                                | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               |  | US        |       113 | NS      | $36001.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                                | F5 INC COMMON STOCK                            | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               |  | US        |      1852 | NS      | $286337.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                 | KRAFT HEINZ CO/THE COMMON STOCK                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |     22542 | NS      | $887027.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger N.V.                                       | SCHLUMBERGER LTD COMMON STOCK                  | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               |  | US        |     73820 | NS      | $3805421.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY LATIN AMERICA LTD.                              | LIBERTY LATIN AMERIC-CL C COMMON STOCK         | CUSIP: G9001E128<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               |  | US        |     28148 | NS      | $219272.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                              | 3M CO COMMON STOCK                             | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               |  | US        |      4617 | NS      | $581603.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                                     | OWENS & MINOR INC COMMON STOCK                 | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               |  | US        |      6975 | NS      | $143754.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                                       | H&R BLOCK INC COMMON STOCK                     | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               |  | US        |      1888 | NS      | $82524.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                               | JM SMUCKER CO/THE COMMON STOCK                 | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |       823 | NS      | $126750.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QURATE RETAIL, INC.                                     | QURATE RETAIL INC-SERIES A COMMON STOCK        | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               |  | US        |    222372 | NS      | $522574.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORPORATION                                      | UNISYS CORP COMMON STOCK                       | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               |  | US        |     40105 | NS      | $172451.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                       | MERCK & CO. INC. COMMON STOCK                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     39811 | NS      | $4383987.32   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP.                     | WILLSCOT MOBILE MINI HOLDING COMMON STOCK      | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               |  | US        |     54375 | NS      | $2621418.75   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL CORPORATION LTD.                                    | SFL CORP LTD COMMON STOCK                      | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               |  | US        |     31893 | NS      | $312232.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | WELLS FARGO & CO COMMON STOCK                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               |  | US        |    152407 | NS      | $7307915.65   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | EXXON MOBIL CORP COMMON STOCK                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     29300 | NS      | $3262262.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                          | AUTOZONE INC COMMON STOCK                      | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               |  | US        |       427 | NS      | $1101233.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER, INC.                                           | PREMIER INC-CLASS A COMMON STOCK               | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               |  | US        |      3708 | NS      | $123661.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                                   | COCA-COLA CO/THE COMMON STOCK                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |     12452 | NS      | $792071.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD.                             | RENAISSANCERE HOLDINGS LTD COMMON STOCK        | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               |  | US        |      9672 | NS      | $1827137.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP, INC.                                     | NEWMARK GROUP INC-CLASS A COMMON STOCK         | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               |  | US        |      9992 | NS      | $84732.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Company Inc                                     | AARON'S CO INC/THE COMMON STOCK                | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               |  | US        |     17437 | NS      | $212557.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF, INCORPORATED                           | DIEBOLD NIXDORF INC COMMON STOCK               | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               |  | US        |     41055 | NS      | $88268.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | SYNCHRONY FINANCIAL COMMON STOCK               | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               |  | US        |      7369 | NS      | $276927.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORPORATION                                      | WATERS CORP COMMON STOCK                       | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               |  | US        |      2035 | NS      | $705331.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                           | TRAVELERS COS INC/THE COMMON STOCK             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               |  | US        |     20438 | NS      | $3879336.78   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC.                                         | PBF ENERGY INC-CLASS A COMMON STOCK            | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               |  | US        |     21292 | NS      | $846782.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                            | PROCTER & GAMBLE CO/THE COMMON STOCK           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |     14790 | NS      | $2206076.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP, INC.                        | NEW YORK COMMUNITY BANCORP COMMON STOCK        | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               |  | US        |    280115 | NS      | $2619075.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                     | DANAHER CORP COMMON STOCK                      | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               |  | US        |      4202 | NS      | $1148868.82   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Ltd                       | ALPHA & OMEGA SEMICONDUCTOR COMMON STOCK       | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               |  | US        |     12305 | NS      | $431659.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                      | JOHNSON CONTROLS INTERNATION COMMON STOCK      | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               |  | US        |      6777 | NS      | $450263.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TUPPERWARE BRANDS CORPORATION                           | TUPPERWARE BRANDS CORP COMMON STOCK            | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               |  | US        |     27570 | NS      | $127649.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY, INC.                            | VISHAY INTERTECHNOLOGY INC COMMON STOCK        | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               |  | US        |     59818 | NS      | $1378206.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORPORATION                                 | HAEMONETICS CORP/MASS COMMON STOCK             | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               |  | US        |      7519 | NS      | $641445.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                            | WALMART INC COMMON STOCK                       | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |      5426 | NS      | $827030.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR, INC.                                           | POPULAR INC COMMON STOCK                       | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               |  | US        |     48461 | NS      | $3538622.22   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY, INC.                                    | NEXTERA ENERGY INC COMMON STOCK                | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               |  | US        |     16359 | NS      | $1385607.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE AES CORPORATION                                     | AES CORP COMMON STOCK                          | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               |  | US        |     84407 | NS      | $2441050.44   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                  | MARCUS & MILLICHAP INC COMMON STOCK            | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               |  | US        |      6574 | NS      | $244815.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                         | UGI CORP COMMON STOCK                          | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |      6593 | NS      | $254819.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                         | REGENERON PHARMACEUTICALS COMMON STOCK         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               |  | US        |      3167 | NS      | $2380633.90   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                 | HELMERICH & PAYNE COMMON STOCK                 | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               |  | US        |     20261 | NS      | $1034931.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                   | MICROSOFT CORP COMMON STOCK                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |     17454 | NS      | $4453213.56   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORO COMPANY                                        | TORO CO COMMON STOCK                           | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               |  | US        |      3336 | NS      | $370262.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG, INC.                                           | DATADOG INC - CLASS A COMMON STOCK             | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               |  | US        |     10806 | NS      | $818878.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                           | THERMO FISHER SCIENTIFIC INC COMMON STOCK      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               |  | US        |      6579 | NS      | $3685687.38   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                     | DANAHER CORP COMMON STOCK                      | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               |  | US        |     14048 | NS      | $3840863.68   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NELNET, INC.                                            | NELNET INC-CL A COMMON STOCK                   | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               |  | US        |       425 | NS      | $41879.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corporation                                 | PRIMO WATER CORP COMMON STOCK                  | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               |  | US        |     44935 | NS      | $703232.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                    | FULGENT GENETICS INC COMMON STOCK              | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               |  | US        |     12403 | NS      | $449856.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                      | ALTRIA GROUP INC COMMON STOCK                  | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |     21823 | NS      | $1016515.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP, INC.                             | KINSALE CAPITAL GROUP INC COMMON STOCK         | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               |  | US        |      6033 | NS      | $1859430.93   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                                      | INCYTE CORP COMMON STOCK                       | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |      2764 | NS      | $220207.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMETRY, INC.                                           | XOMETRY INC-A COMMON STOCK                     | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               |  | US        |     14393 | NS      | $607816.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                              | 3M CO COMMON STOCK                             | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               |  | US        |      5578 | NS      | $702660.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION             | INTL BUSINESS MACHINES CORP COMMON STOCK       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |     48089 | NS      | $7160452.10   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS, INC.                                  | JUNIPER NETWORKS INC COMMON STOCK              | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               |  | US        |     10976 | NS      | $364842.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVENT CORPORATION                                      | LIVENT CORP COMMON STOCK                       | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               |  | US        |      7219 | NS      | $202059.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATION                         | WESTERN ALLIANCE BANCORP COMMON STOCK          | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               |  | US        |     10238 | NS      | $701712.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                              | CULLEN/FROST BANKERS INC COMMON STOCK          | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               |  | US        |     17080 | NS      | $2477795.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                       | METTLER-TOLEDO INTERNATIONAL COMMON STOCK      | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               |  | US        |       889 | NS      | $1306438.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS, INC.                                      | WEIS MARKETS INC COMMON STOCK                  | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               |  | US        |       823 | NS      | $71773.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC.                                              | ADEIA INC COMMON STOCK                         | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               |  | US        |     62082 | NS      | $686006.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                               | JM SMUCKER CO/THE COMMON STOCK                 | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |      3703 | NS      | $570299.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                                     | GRIFFON CORP COMMON STOCK                      | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               |  | US        |      7369 | NS      | $260199.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC.                                             | BELDEN INC COMMON STOCK                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               |  | US        |     10119 | NS      | $813972.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY, INC.                                    | ENPHASE ENERGY INC COMMON STOCK                | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               |  | US        |      5208 | NS      | $1669632.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                             | ABBVIE INC COMMON STOCK                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |      6226 | NS      | $1003506.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                          | SCHWAB (CHARLES) CORP COMMON STOCK             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               |  | US        |     46589 | NS      | $3845456.06   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. GRAINGER, INC.                                     | WW GRAINGER INC COMMON STOCK                   | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               |  | US        |      1489 | NS      | $897956.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE HOLDING COMPANY, INC.                         | COMMSCOPE HOLDING CO INC COMMON STOCK          | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               |  | US        |     74300 | NS      | $659784.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS, INC.                         | CONSENSUS CLOUD SOLUTION COMMON STOCK          | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               |  | US        |      9706 | NS      | $551203.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL, INC.                             | BRIGHTHOUSE FINANCIAL INC COMMON STOCK         | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               |  | US        |     51616 | NS      | $2877075.84   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                     | COMCAST CORP-CLASS A COMMON STOCK              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |    148490 | NS      | $5440673.60   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                      | ORACLE CORP COMMON STOCK                       | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |      2251 | NS      | $186900.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS, INC.                          | MONOLITHIC POWER SYSTEMS INC COMMON STOCK      | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               |  | US        |      1171 | NS      | $447275.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                                | BROWN-FORMAN CORP-CLASS A COMMON STOCK         | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               |  | US        |      1567 | NS      | $114375.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC.                                  | JACKSON FINANCIAL INC-A COMMON STOCK           | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               |  | US        |     45764 | NS      | $1709285.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                           | FIRST BANCORP PUERTO RICO COMMON STOCK         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               |  | US        |     50668 | NS      | $779273.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC-CL C COMMON STOCK                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |      2154 | NS      | $218523.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                            | CADENCE DESIGN SYS INC COMMON STOCK            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               |  | US        |      1846 | NS      | $317585.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA, INC.                                           | CORTEVA INC COMMON STOCK                       | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               |  | US        |     47189 | NS      | $3169213.24   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC.                                    | SCORPIO TANKERS INC COMMON STOCK               | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               |  | US        |      8998 | NS      | $459077.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                                      | LENNAR CORP - B SHS COMMON STOCK               | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               |  | US        |      8719 | NS      | $633086.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION              | COGNIZANT TECH SOLUTIONS-A COMMON STOCK        | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |      9654 | NS      | $600575.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                         | PPL CORP COMMON STOCK                          | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               |  | US        |    180309 | NS      | $5322721.68   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| E.L.F. BEAUTY, INC.                                     | ELF BEAUTY INC COMMON STOCK                    | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               |  | US        |     13748 | NS      | $755590.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET, INC.                                          | FORTINET INC COMMON STOCK                      | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               |  | US        |     24839 | NS      | $1320441.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                               | GRACO INC COMMON STOCK                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               |  | US        |     10615 | NS      | $742731.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                      | ORACLE CORP COMMON STOCK                       | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |     12488 | NS      | $1036878.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                       | METTLER-TOLEDO INTERNATIONAL COMMON STOCK      | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               |  | US        |       527 | NS      | $774458.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DONEGAL GROUP INC.                                      | DONEGAL GROUP INC-CL A COMMON STOCK            | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               |  | US        |      8224 | NS      | $122290.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT ACCEPTANCE CORPORATION                           | CREDIT ACCEPTANCE CORP COMMON STOCK            | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               |  | US        |       585 | NS      | $277266.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC.                                | EXTRA SPACE STORAGE INC REIT                   | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |     12277 | NS      | $1972791.13   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                    | META PLATFORMS INC COMMON STOCK                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |     35937 | NS      | $4244159.70   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORPORATION                                    | TERADATA CORP COMMON STOCK                     | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               |  | US        |     22208 | NS      | $758403.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORPORATION OF AMERICA HOLDINGS              | LABORATORY CRP OF AMER HLDGS COMMON STOCK      | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               |  | US        |      2780 | NS      | $669146.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                           | BROADCOM INC COMMON STOCK                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               |  | US        |      2086 | NS      | $1149448.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                            | CF INDUSTRIES HOLDINGS INC COMMON STOCK        | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               |  | US        |      7404 | NS      | $801038.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL, INC.                                    | VOYA FINANCIAL INC COMMON STOCK                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               |  | US        |     10341 | NS      | $682299.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                             | KEYSIGHT TECHNOLOGIES IN COMMON STOCK          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               |  | US        |      4402 | NS      | $796277.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                                  | SEALED AIR CORP COMMON STOCK                   | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               |  | US        |      4425 | NS      | $235542.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                               | COLGATE-PALMOLIVE CO COMMON STOCK              | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |     12194 | NS      | $944791.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                          | BLACKSTONE INC COMMON STOCK                    | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               |  | US        |      1891 | NS      | $173083.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC.                                       | PITNEY BOWES INC COMMON STOCK                  | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               |  | US        |    104852 | NS      | $400534.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                       | INTEL CORP COMMON STOCK                        | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               |  | US        |    115880 | NS      | $3484511.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                           | BROADCOM INC COMMON STOCK                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               |  | US        |      8357 | NS      | $4604957.71   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                              | OTIS WORLDWIDE CORP COMMON STOCK               | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               |  | US        |     10389 | NS      | $811277.01    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                            | PROCTER & GAMBLE CO/THE COMMON STOCK           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |      5206 | NS      | $776526.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                | SONOCO PRODUCTS CO COMMON STOCK                | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               |  | US        |      2854 | NS      | $175149.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** SEI INSTITUTIONAL INVESTMENTS TRUST

**Signature:** Ankit Puri

**Name of Signer:** Ankit Puri

**Title:** CFO