# EDGAR Filing Document

**Accession Number:** 0001518042
**File Stem:** 0000910472-25-000442
**Filing Date:** 2025-8
**Character Count:** 102898
**Document Hash:** c6da1c238153815b53e5be041a267ecf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-25-000442.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0000910472-25-000442

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHERN LIGHTS FUND TRUST II
- **CENTRAL INDEX KEY:** 0001518042

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22549
- **FILM NUMBER:** 251274556

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 631-470-2600

**MAIL ADDRESS:**
- **STREET 1:** 4221 NORTH 203RD STREET, SUITE 100
- **CITY:** ELKHORN
- **STATE:** NE
- **ZIP:** 68022

## Series and Classes Contracts Data

### Acclivity Mid Cap Multi-Style Fund (Series ID: S000063454)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000205612 | Acclivity Mid Cap Multi-Style N Shares | AXMNX           |
| C000205613 | Acclivity Mid Cap Multi-Style I Shares | AXMIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHERN LIGHTS FUND TRUST II

- **b. Investment Company Act file number:** 811-22549

- **c. CIK number of Registrant:** 0001518042

- **d. LEI of Registrant:** 549300TH7YXW5G2QY588

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

  - **Street Address 1:** 225 PICTORIA DRIVE

  - **City:** CINCINNATI

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 631-470-2600

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

- **a. Name of Series:** Acclivity Mid Cap Multi-Style Fund

- **b. EDGAR series identifier (if any):** S000063454

- **c. LEI of Series:** 549300HBMZ210JWOG679

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $4284047.27

**Total Liabilities:** $210503.21

**Net Assets:** $4073544.06

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205612 | -2.78%               | 5.72%                | 3.18%                |
| Class ID C000205613 | -2.78%               | 5.72%                | 3.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-254225.10              | $22873.43                                  |
| Month 2  | $-19328.16               | $226997.81                                 |
| Month 3  | $6464.86                 | $114157.66                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Woodward Inc.                               | WOODWARD INC                         | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |        18 | NS      | $4411.62      | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Unum Group                                  | UNUM GROUP                           | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       313 | NS      | $25277.88     | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown-Forman Corp.                          | BROWN-FORMAN -B                      | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       324 | NS      | $8718.84      | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| Waters Corporation                          | WATERS CORP                          | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        65 | NS      | $22687.60     | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| SouthState Corp.                            | SOUTHSTATE CORP                      | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |        13 | NS      | $1196.39      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana Inc.                                 | HUMANA INC                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       140 | NS      | $34227.20     | 0.84%             |  |  |  | No            | 1                  | On Loan: No      |
| Moderna Inc                                 | MODERNA INC                          | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       209 | NS      | $5766.31      | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Aurora Innovation Inc                       | AURORA INNOVATIO                     | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       289 | NS      | $1514.36      | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| F5 Inc                                      | F5 INC                               | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        65 | NS      | $19130.80     | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                     | KEYCORP                              | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       904 | NS      | $15747.68     | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Best Buy Co Inc.                            | BEST BUY CO INC                      | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       247 | NS      | $16581.11     | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Evergy Inc                                  | EVERGY INC                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       204 | NS      | $14061.72     | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Avantor Inc                                 | AVANTOR INC                          | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        83 | NS      | $1117.18      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Atmos Energy Corp.                          | ATMOS ENERGY                         | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       141 | NS      | $21729.51     | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap-On Incorporated                        | SNAP-ON INC                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        67 | NS      | $20849.06     | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Baker Hughes Company                        | BAKER HUGHES CO                      | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       339 | NS      | $12997.26     | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Hologic Inc                                 | HOLOGIC INC                          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       168 | NS      | $10946.88     | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Somnigroup International Inc.               | SOMNIGROUP INTER                     | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |       146 | NS      | $9935.30      | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown & Brown Inc                           | BROWN & BROWN                        | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       205 | NS      | $22728.35     | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Pulte Group Inc                             | PULTEGROUP INC                       | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       279 | NS      | $29423.34     | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlisle Companies Inc.                     | CARLISLE COS INC                     | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        45 | NS      | $16803.00     | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| FactSet Research Systems Inc.               | FACTSET RESEARCH                     | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        27 | NS      | $12076.56     | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Teradyne Inc.                               | TERADYNE INC                         | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       124 | NS      | $11150.08     | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Revvity Inc                                 | REVVITY INC                          | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       114 | NS      | $11026.08     | 0.27%             |  |  |  | No            | 1                  | On Loan: —       |
| US Foods Holding Corp                       | US FOODS HOLDING                     | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       171 | NS      | $13168.71     | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Bentley Systems Incorporated                | BENTLEY SYSTEM-B                     | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |       109 | NS      | $5882.73      | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelixis, Inc.                              | EXELIXIS INC                         | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       323 | NS      | $14236.23     | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| News Corporation                            | NEWS CORP-CL A                       | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       898 | NS      | $26688.56     | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| Davita Inc                                  | DAVITA INC                           | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        16 | NS      | $2279.20      | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| American Water Works Company, Inc.          | AMERICAN WATER W                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       136 | NS      | $18918.96     | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Zoom Communications Inc.                    | ZOOM COMMUNICATI                     | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       210 | NS      | $16375.80     | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Twilio Inc                                  | TWILIO INC - A                       | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       135 | NS      | $16788.60     | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Guidewire Software Inc                      | GUIDEWIRE SOFTWA                     | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |        19 | NS      | $4473.55      | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Ingersoll Rand Inc                          | INGERSOLL-RAND I                     | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       105 | NS      | $8733.90      | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| Steris PLC                                  | STERIS PLC                           | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        27 | NS      | $6485.94      | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognizant Technology Solutions Corp.        | COGNIZANT TECH-A                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       158 | NS      | $12328.74     | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| United Therapeutics Corporation             | UNITED THERAPEUT                     | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        50 | NS      | $14367.50     | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Ball Corporation                            | BALL CORP                            | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       192 | NS      | $10769.28     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| East West Bancorp Inc                       | EAST WEST BNCRP                      | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $10400.94     | 0.26%             |  |  |  | No            | 1                  | On Loan: —       |
| Ovintiv Inc                                 | OVINTIV INC                          | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |       226 | NS      | $8599.30      | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| PTC Inc                                     | PTC INC                              | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        59 | NS      | $10168.06     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Doximity Inc                                | DOXIMITY INC-A                       | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $4416.48      | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Credo Technology Group Holding Ltd          | CREDO TECHNOLOGY                     | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        52 | NS      | $4814.68      | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS Energy Corporation                      | CMS ENERGY CORP                      | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       264 | NS      | $18289.92     | 0.45%             |  |  |  | No            | 1                  | On Loan: —       |
| Everest Group Ltd                           | EVEREST GROUP LT                     | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        31 | NS      | $10535.35     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| International Paper Co.                     | INTL PAPER CO                        | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       363 | NS      | $16999.29     | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| The Hartford Insurance Group Inc.           | HARTFORD INSURAN                     | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       311 | NS      | $39456.57     | 0.97%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicom Group Inc                           | OMNICOM GROUP                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       160 | NS      | $11510.40     | 0.28%             |  |  |  | No            | 1                  | On Loan: —       |
| Topbuild Corporation                        | TOPBUILD COR                         | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |        12 | NS      | $3884.88      | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Hershey Co. (The)                           | HERSHEY CO/THE                       | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        51 | NS      | $8463.45      | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| Ralph Lauren Corp.                          | RALPH LAUREN COR                     | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        67 | NS      | $18376.76     | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyler Technologies Inc.                     | TYLER TECHNOLOG                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         3 | NS      | $1778.52      | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Globe Life Inc                              | GLOBE LIFE INC                       | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       136 | NS      | $16903.44     | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Builders Firstsource, Inc.                  | BUILDERS FIRSTSO                     | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        60 | NS      | $7001.40      | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Stifel Financial Corporation                | STIFEL FINANCIAL                     | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |        35 | NS      | $3632.30      | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Labcorp Holdings Inc                        | LABCORP HOLDINGS                     | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $11812.95     | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Ulta Beauty Inc                             | ULTA BEAUTY INC                      | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        57 | NS      | $26665.74     | 0.65%             |  |  |  | No            | 1                  | On Loan: —       |
| Insulet Corporation                         | INSULET CORP                         | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        59 | NS      | $18536.62     | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Zebra Technologies Corporation              | ZEBRA TECH CORP                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        55 | NS      | $16959.80     | 0.42%             |  |  |  | No            | 1                  | On Loan: —       |
| Carpenter Technology Corporation            | CARPENTER TECH                       | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |        13 | NS      | $3592.94      | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Coherent Corp                               | COHERENT CORP                        | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |        66 | NS      | $5887.86      | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| IQVIA Holdings Inc.                         | IQVIA HOLDINGS I                     | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        73 | NS      | $11504.07     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Biogen Inc                                  | BIOGEN INC                           | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       202 | NS      | $25369.18     | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Globus Med Inc                              | GLOBUS MEDICAL I                     | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |        29 | NS      | $1711.58      | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CDW Corp                                    | CDW CORP/DE                          | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        50 | NS      | $8929.50      | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Loews Corporation                           | LOEWS CORP                           | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       407 | NS      | $37305.62     | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| CACI International Inc.                     | CACI INTL-A                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        10 | NS      | $4767.00      | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Godaddy Inc                                 | GODADDY INC-A                        | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       140 | NS      | $25208.40     | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Henry Jack & Associates Inc.                | JACK HENRY                           | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        57 | NS      | $10269.69     | 0.25%             |  |  |  | No            | 1                  | On Loan: —       |
| Roku Inc                                    | ROKU INC                             | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |        17 | NS      | $1494.13      | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Las Vegas Sands Corp                        | LAS VEGAS SANDS                      | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       621 | NS      | $27019.71     | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| Equifax Inc.                                | EQUIFAX INC                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        44 | NS      | $11412.28     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| BJ Wholesale Club Holdings Inc              | BJ'S WHOLESALE C                     | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        91 | NS      | $9812.53      | 0.24%             |  |  |  | No            | 1                  | On Loan: —       |
| Crown Holdings Inc                          | CROWN HOLDINGS I                     | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       126 | NS      | $12975.48     | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Hubspot Inc                                 | HUBSPOT INC                          | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        33 | NS      | $18368.79     | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment, Inc.             | LIVE NATION ENTE                     | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       114 | NS      | $17245.92     | 0.42%             |  |  |  | No            | 1                  | On Loan: —       |
| DexCom Inc                                  | DEXCOM                               | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       280 | NS      | $24441.20     | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyson Foods, Inc.                           | TYSON FOODS-A                        | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       315 | NS      | $17621.10     | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Expand Energy Corp.                         | EXPAND ENERGY CO                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       174 | NS      | $20347.56     | 0.50%             |  |  |  | No            | 1                  | On Loan: —       |
| Universal Health Services, Inc.             | UNIVERSAL HLTH-B                     | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       125 | NS      | $22643.75     | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Cincinnati Financial Corporation            | CINCINNATI FIN                       | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       235 | NS      | $34996.20     | 0.86%             |  |  |  | No            | 1                  | On Loan: No      |
| Pilgrims Pride Corporation                  | PILGRIM'S PRIDE                      | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       128 | NS      | $5757.44      | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| M&T Bank Corporation                        | M&T BANK CORP                        | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       185 | NS      | $35888.15     | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Pool Corporation                            | POOL CORP                            | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |         5 | NS      | $1457.40      | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| The Mosaic Company                          | MOSAIC CO/THE                        | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       118 | NS      | $4304.64      | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| DTE Energy Co.                              | DTE ENERGY CO                        | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       216 | NS      | $28611.36     | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Darden Restaurants, Inc.                    | DARDEN RESTAURAN                     | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       116 | NS      | $25284.52     | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Gold, Inc.                            | ROYAL GOLD INC                       | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |        16 | NS      | $2845.44      | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingredion Incorporated                      | INGREDION INC                        | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |        26 | NS      | $3526.12      | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| TD Synnex Corp                              | TD SYNNEX CORP                       | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        40 | NS      | $5428.00      | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Lincoln Electric Holdings Inc.              | LINCOLN ELECTRIC                     | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |        47 | NS      | $9744.04      | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Assurant Inc.                               | ASSURANT INC                         | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        99 | NS      | $19551.51     | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| The Cooper Companies, Inc.                  | COOPER COS INC                       | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       150 | NS      | $10674.00     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| LKQ Corporation                             | LKQ CORP                             | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        36 | NS      | $1332.36      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams-Sonoma Inc.                        | WILLIAMS-SONOMA                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       122 | NS      | $19931.14     | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp.                                | LENNAR CORP-A                        | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       136 | NS      | $15042.96     | 0.37%             |  |  |  | No            | 1                  | On Loan: —       |
| The Estee Lauder Companies Inc.             | ESTEE LAUDER                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       237 | NS      | $19149.60     | 0.47%             |  |  |  | No            | 1                  | On Loan: —       |
| Antero Resources Corporation                | ANTERO RESOURCES                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       252 | NS      | $10150.56     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennox International Inc.                   | LENNOX INTL INC                      | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        31 | NS      | $17770.44     | 0.44%             |  |  |  | No            | 1                  | On Loan: —       |
| ResMed Inc.                                 | RESMED INC                           | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        82 | NS      | $21156.00     | 0.52%             |  |  |  | No            | 1                  | On Loan: —       |
| NRG Energy, Inc.                            | NRG ENERGY                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       220 | NS      | $35327.60     | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences Inc                  | NEUROCRINE BIOSC                     | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       106 | NS      | $13323.14     | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Pacific Land Corporation              | TEXAS PACIFIC LA                     | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $15845.85     | 0.39%             |  |  |  | No            | 1                  | On Loan: —       |
| Nucor Corporation                           | NUCOR CORP                           | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        79 | NS      | $10233.66     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Expedia Group Inc                           | EXPEDIA GROUP IN                     | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       127 | NS      | $21422.36     | 0.53%             |  |  |  | No            | 1                  | On Loan: —       |
| Renaissancere Holdings Ltd.                 | RENAISSANCERE                        | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |        36 | NS      | $8744.40      | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| ON Semiconductor Corp.                      | ON SEMICONDUCTOR                     | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       235 | NS      | $12316.35     | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Watsco Inc                                  | WATSCO INC                           | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |         5 | NS      | $2208.10      | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Deckers Outdoor Corp.                       | DECKERS OUTDOOR                      | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       139 | NS      | $14326.73     | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Trimble Inc                                 | TRIMBLE INC                          | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       170 | NS      | $12916.60     | 0.32%             |  |  |  | No            | 1                  | On Loan: —       |
| State Street Corp.                          | STATE ST CORP                        | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       180 | NS      | $19141.20     | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Casey'S General Stores Inc.                 | CASEY'S GENERAL                      | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |        52 | NS      | $26534.04     | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Manhattan Associates Inc                    | MANHATTAN ASSOC                      | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |        60 | NS      | $11848.20     | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Delta Air Lines Inc.                        | DELTA AIR LI                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       662 | NS      | $32557.16     | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| Tapestry Inc                                | TAPESTRY INC                         | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       223 | NS      | $19581.63     | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| First American Funds Inc.                   | FIRST AM-TR OB-X                     | CUSIP: 31846V328<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |     60545 | PA      | $60544.77     | 1.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Resources Inc.                     | FRANKLIN RES INC                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |        67 | NS      | $1597.95      | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hormel Foods Corp                           | HORMEL FOODS CRP                     | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       378 | NS      | $11434.50     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Entergy Corporation                         | ENTERGY CORP                         | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       239 | NS      | $19865.68     | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Targa Resources Corp.                       | TARGA RESOURCES                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       134 | NS      | $23326.72     | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Financial, Inc.           | FIDELITY NATIONA                     | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       449 | NS      | $25170.94     | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Packaging Corporation of America            | PACKAGING CORP                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        15 | NS      | $2826.75      | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar Tree Inc                             | DOLLAR TREE INC                      | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       208 | NS      | $20600.32     | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Murphy USA Inc.                             | MURPHY USA INC                       | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        12 | NS      | $4881.60      | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Essential Utilities Inc                     | ESSENTIAL UTILIT                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |        70 | NS      | $2599.80      | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprouts Farmers Markets Inc                 | SPROUTS FARMERS                      | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |        68 | NS      | $11195.52     | 0.27%             |  |  |  | No            | 1                  | On Loan: —       |
| NiSource Inc.                               | NISOURCE INC                         | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       459 | NS      | $18516.06     | 0.45%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                         | MOUNT VERNON LIQUID ASSETS PORTFOLIO | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Global Payments Inc                         | GLOBAL PAYMENTS                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        28 | NS      | $2241.12      | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ionq Inc                                    | IONQ INC                             | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $1718.80      | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Monolithic Power Systems Inc.               | MONOLITHIC POWER                     | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        23 | NS      | $16821.74     | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Rivian Automotive Inc                       | RIVIAN AUTOMOT-A                     | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |       778 | NS      | $10689.72     | 0.26%             |  |  |  | No            | 1                  | On Loan: —       |
| Affirm Holdings Inc                         | AFFIRM HOLDINGS                      | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        48 | NS      | $3318.72      | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Jefferies Financial Group Inc               | JEFFERIES FINANC                     | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       242 | NS      | $13234.98     | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Block Inc                                   | BLOCK INC                            | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       323 | NS      | $21941.39     | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Lab Corp.                            | ROCKET LAB CORP                      | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       101 | NS      | $3612.77      | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Costar Group Inc                            | COSTAR GROUP INC                     | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        95 | NS      | $7638.00      | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| Pinnacle West Capital Corp.                 | PINNACLE WEST                        | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        20 | NS      | $1789.40      | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| The J M Smucker Company                     | JM SMUCKER CO                        | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        76 | NS      | $7463.20      | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| Expeditors International Of Washington Inc. | EXPEDITORS INTL                      | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       148 | NS      | $16909.00     | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastec, Inc.                                | MASTEC INC                           | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |        30 | NS      | $5112.90      | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| BRISTOL-MYER-CVR                            | BRISTOL-MYER-CVR                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |         1 | NS      | $3.12         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Price T Rowe Group Inc.                     | T ROWE PRICE GRP                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       197 | NS      | $19010.50     | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Gartner Inc.                                | GARTNER INC                          | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        27 | NS      | $10913.94     | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Performance Food Group Co.                  | PERFORMANCE FOOD                     | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       235 | NS      | $20555.45     | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| CF Industries Holdings, Inc.                | CF INDUSTRIES HO                     | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       125 | NS      | $11500.00     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Akamai Technologies, Inc.                   | AKAMAI TECHNOLOG                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       119 | NS      | $9491.44      | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinsale Capital Group Inc                   | KINSALE CAPITAL                      | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |        31 | NS      | $15000.90     | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Corpay Inc                                  | CORPAY INC                           | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        74 | NS      | $24554.68     | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap Inc                                    | SNAP INC - A                         | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |      1411 | NS      | $12261.59     | 0.30%             |  |  |  | No            | 1                  | On Loan: —       |
| Carnival Corporation                        | CARNIVAL CORP                        | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       577 | NS      | $16225.24     | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Burlington Stores Inc.                      | BURLINGTON STORE                     | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        76 | NS      | $17680.64     | 0.43%             |  |  |  | No            | 1                  | On Loan: —       |
| Southwest Airlines Co.                      | SOUTHWEST AIR                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       864 | NS      | $28028.16     | 0.69%             |  |  |  | No            | 1                  | On Loan: —       |
| Gen Digital Inc                             | GEN DIGITAL INC                      | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       611 | NS      | $17963.40     | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co.              | HEWLETT PACKA                        | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      1455 | NS      | $29754.75     | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| Entegris Inc                                | ENTEGRIS INC                         | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |        77 | NS      | $6210.05      | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Dollar General Corporation                  | DOLLAR GENERAL C                     | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       140 | NS      | $16013.20     | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| EPAM Systems Inc.                           | EPAM SYSTEMS INC                     | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        10 | NS      | $1768.20      | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Okta Inc.                                   | OKTA INC                             | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |       110 | NS      | $10996.70     | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Sofi Technologies Inc                       | SOFI TECHNOLOGIE                     | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |       759 | NS      | $13821.39     | 0.34%             |  |  |  | No            | 1                  | On Loan: —       |
| Tenet Healthcare Corporation                | TENET HEALTHCARE                     | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        48 | NS      | $8448.00      | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Textron Inc.                                | TEXTRON INC                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       101 | NS      | $8109.29      | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Reliance Inc                                | RELIANCE INC                         | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        39 | NS      | $12242.10     | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Xylem, Inc.                                 | XYLEM INC                            | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        63 | NS      | $8149.68      | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Archer-Daniels-Midland Co.                  | ARCHER-DANIELS                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       474 | NS      | $25017.72     | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| FirstEnergy Corp.                           | FIRSTENERGY CORP                     | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        60 | NS      | $2415.60      | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Stanley Black & Decker, Inc.                | STANLEY BLACK &                      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        90 | NS      | $6097.50      | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Willis Towers Watson Public Limited Company | WILLIS TOWERS WA                     | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |        42 | NS      | $12873.00     | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Third Bancorp                         | FIFTH THIRD BANC                     | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       499 | NS      | $20523.87     | 0.50%             |  |  |  | No            | 1                  | On Loan: —       |
| Zillow Group Inc                            | ZILLOW GRO-C                         | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       142 | NS      | $9947.10      | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| The Campbells Co.                           | THE CAMPBELL'S C                     | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       132 | NS      | $4045.80      | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Devon Energy Corporation                    | DEVON ENERGY CO                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       571 | NS      | $18163.51     | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Dover Corporation                           | DOVER CORP                           | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        41 | NS      | $7512.43      | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Paylocity Holding Corporation               | PAYLOCITY HOLDIN                     | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        41 | NS      | $7428.79      | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| Arch Capital Group Ltd.                     | ARCH CAPITAL GRP                     | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       243 | NS      | $22125.15     | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Hubbell Incorporated                        | HUBBELL INC                          | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        40 | NS      | $16336.40     | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corporation                             | EQT CORP                             | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       285 | NS      | $16621.20     | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Chemed Corporation                          | CHEMED CORP                          | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |         5 | NS      | $2434.65      | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sandisk Corporation                         | SANDISK CORP-W/I                     | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $1179.10      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Booz Allen Hamilton Holding Corp.           | BOOZ ALLEN HAMIL                     | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       134 | NS      | $13953.42     | 0.34%             |  |  |  | No            | 1                  | On Loan: —       |
| Ameren Corp.                                | AMEREN CORP                          | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       245 | NS      | $23529.80     | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Quest Diagnostics Incorporated              | QUEST DIAGNOSTIC                     | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        77 | NS      | $13831.51     | 0.34%             |  |  |  | No            | 1                  | On Loan: —       |
| International Flavors & Fragrances Inc.     | INTL FLVR & FRAG                     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       137 | NS      | $10076.35     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Broadband Corporation               | LIBERTY BR-C                         | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       147 | NS      | $14461.86     | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Pure Storage Inc                            | PURE STORAGE-A                       | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       323 | NS      | $18598.34     | 0.46%             |  |  |  | No            | 1                  | On Loan: —       |
| Constellation Brands, Inc.                  | CONSTELLATION-A                      | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        83 | NS      | $13502.44     | 0.33%             |  |  |  | No            | 1                  | On Loan: —       |
| The Interpublic Group of Companies, Inc.    | INTERPUBLIC GRP                      | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |        85 | NS      | $2080.80      | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Emcor Group Inc                             | EMCOR GROUP INC                      | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        39 | NS      | $20860.71     | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Coterra Energy Inc                          | COTERRA ENERGY I                     | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       621 | NS      | $15760.98     | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Comfort Systems USA Inc.                    | COMFORT SYSTEMS                      | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        33 | NS      | $17694.93     | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Owens Corning                               | OWENS CORNING                        | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |        91 | NS      | $12514.32     | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens Financial Group Inc                | CITIZENS FINANCI                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       461 | NS      | $20629.75     | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Regions Financial Corporation               | REGIONS FINANCIA                     | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      1053 | NS      | $24766.56     | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Principal Financial Group Inc.              | PRINCIPAL FINL                       | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       434 | NS      | $34472.62     | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| Celsius Holdings Inc.                       | CELSIUS HOLDINGS                     | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        91 | NS      | $4221.49      | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| McCormick & Company, Incorporated           | MCCORMICK-N/V                        | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        73 | NS      | $5534.86      | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| eBay Inc.                                   | EBAY INC                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       350 | NS      | $26061.00     | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Incyte Corporation.                         | INCYTE CORP                          | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       246 | NS      | $16752.60     | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Idex Corporation                            | IDEX CORP                            | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        19 | NS      | $3335.83      | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                       | AECOM                                | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |        84 | NS      | $9480.24      | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| W.R. Berkley Corporation                    | WR BERKLEY CORP                      | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       525 | NS      | $38571.75     | 0.95%             |  |  |  | No            | 1                  | On Loan: No      |
| Rollins Inc                                 | ROLLINS INC                          | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       334 | NS      | $18844.28     | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| WEC Energy Group Inc.                       | WEC ENERGY GROUP                     | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       169 | NS      | $17609.80     | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Houlihan Lokey Inc.                         | HOULIHAN LOKEY I                     | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |        27 | NS      | $4858.65      | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Leidos Holdings Inc                         | LEIDOS HOLDINGS                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       105 | NS      | $16564.80     | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Clean Harbors, Inc.                         | CLEAN HARBORS                        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |        21 | NS      | $4854.78      | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Vulcan Materials Company                    | VULCAN MATERIALS                     | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |         6 | NS      | $1564.92      | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Teledyne Technologies Inc                   | TELEDYNE TECH                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        45 | NS      | $23053.95     | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Biomarin Pharmaceutical Inc.                | BIOMARIN PHARMAC                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       170 | NS      | $9344.90      | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Tradeweb Markets Inc                        | TRADEWEB MARKE-A                     | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        58 | NS      | $8491.20      | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| Broadridge Financial Solutions Inc.         | BROADRIDGE FINL                      | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |        21 | NS      | $5103.63      | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Encompass Health Corporation                | ENCOMPASS HEALTH                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       117 | NS      | $14347.71     | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| First Horizon Corporation                   | FIRST HORIZON CO                     | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       125 | NS      | $2650.00      | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Ciena Corporation                           | CIENA CORP                           | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |        56 | NS      | $4554.48      | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Service Corporation International           | SERVICE CORP INT                     | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       143 | NS      | $11640.20     | 0.29%             |  |  |  | No            | 1                  | On Loan: —       |
| Texas Roadhouse Inc                         | TEXAS ROADHOUS                       | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |        66 | NS      | $12369.06     | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| United Airlines Holdings Inc                | UNITED AIRLINES                      | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       411 | NS      | $32727.93     | 0.80%             |  |  |  | No            | 1                  | On Loan: —       |
| Jacobs Solutions Inc.                       | JACOBS SOLUTIONS                     | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $1708.85      | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Baxter International, Inc.                  | BAXTER INTL INC                      | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       246 | NS      | $7448.88      | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| SS&C Technologies Holdings Inc.             | SS&C TECHNOLOGIE                     | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       185 | NS      | $15318.00     | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Range Resources Corp.                       | RANGE RESOURCES                      | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |        63 | NS      | $2562.21      | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ferguson Enterprises Inc                    | FERGUSON ENTERPR                     | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |        38 | NS      | $8274.50      | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Steel Dynamics, Inc.                        | STEEL DYNAMICS                       | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       112 | NS      | $14337.12     | 0.35%             |  |  |  | No            | 1                  | On Loan: —       |
| Penumbra Inc.                               | PENUMBRA INC                         | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        12 | NS      | $3079.56      | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Centerpoint Energy Inc                      | CENTERPOINT ENER                     | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       576 | NS      | $21162.24     | 0.52%             |  |  |  | No            | 1                  | On Loan: —       |
| Natera Inc.                                 | NATERA INC                           | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $6250.78      | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Juniper Networks, Inc.                      | JUNIPER NETWORKS                     | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |       423 | NS      | $16890.39     | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Jabil Inc                                   | JABIL INC                            | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       106 | NS      | $23118.60     | 0.57%             |  |  |  | No            | 1                  | On Loan: —       |
| Nutanix Inc                                 | NUTANIX INC - A                      | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |        41 | NS      | $3134.04      | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinterest Inc                               | PINTEREST INC -A                     | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $2546.06      | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Consolidated Inc                  | COCA-COLA CONSOL                     | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       105 | NS      | $11723.25     | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Consolidated Edison, Inc.                   | CONS EDISON INC                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       308 | NS      | $30907.80     | 0.76%             |  |  |  | No            | 1                  | On Loan: —       |
| Carvana Co                                  | CARVANA CO                           | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        37 | NS      | $12467.52     | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Bancshares Incorporated          | HUNTINGTON BANC                      | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       908 | NS      | $15218.08     | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Aramark                                     | ARAMARK                              | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |       100 | NS      | $4187.00      | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp.                               | CENTENE CORP                         | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       240 | NS      | $13027.20     | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Acuity Inc.                                 | ACUITY INC                           | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $5966.80      | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Raymond James Financial Inc.                | RAYMOND JAMES                        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       167 | NS      | $25612.79     | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| C.H. Robinson Worldwide Inc                 | CH ROBINSON                          | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        89 | NS      | $8539.55      | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| American Financial Group, Inc.              | AMER FINL GROUP                      | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       149 | NS      | $18805.29     | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Datadog Inc                                 | DATADOG INC-A                        | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        61 | NS      | $8194.13      | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Toast Inc                                   | TOAST INC-A                          | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |       308 | NS      | $13641.32     | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Rockwell Automation, Inc.                   | ROCKWELL AUTOMAT                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        34 | NS      | $11293.78     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Halliburton Company                         | HALLIBURTON CO                       | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       768 | NS      | $15651.84     | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Equitable Holdings Inc                      | EQUITABLE HOLDIN                     | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       304 | NS      | $17054.40     | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Interactive Brokers Group Inc               | INTERACTIVE BROK                     | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       184 | NS      | $10195.44     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| DT Midstream Inc                            | DT MIDSTREAM                         | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        63 | NS      | $6924.33      | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Duolingo Inc                                | DUOLINGO                             | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $13940.68     | 0.34%             |  |  |  | No            | 1                  | On Loan: —       |
| Eastman Chemical Company                    | EASTMAN CHEMICAL                     | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        27 | NS      | $2015.82      | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Zscaler Inc                                 | ZSCALER INC                          | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |        16 | NS      | $5023.04      | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Conagra Brands Inc                          | CONAGRA BRANDS I                     | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       357 | NS      | $7307.79      | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| Amentum Holdings, Inc.                      | AMENTUM HOLDINGS                     | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |         4 | NS      | $86.18        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Bearings Inc                            | RBC BEARINGS INC                     | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $8080.80      | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| IDEXX Laboratories Inc.                     | IDEXX LABS                           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        14 | NS      | $7508.76      | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Molson Coors Beverage Company               | MOLSON COORS-B                       | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       136 | NS      | $6540.24      | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Vertiv Holdings Co                          | VERTIV HOLDING-A                     | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       147 | NS      | $18876.27     | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Republic International Corporation      | OLD REPUB INTL                       | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       137 | NS      | $5266.28      | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                | ALNYLAM PHARMACE                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        76 | NS      | $24782.84     | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Dominion Freight Line Inc.              | OLD DOMINION FRT                     | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        45 | NS      | $7303.50      | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| TransUnion                                  | TRANSUNION                           | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |        99 | NS      | $8712.00      | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Docusign Inc                                | DOCUSIGN INC                         | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       152 | NS      | $11839.28     | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Dick's Sporting Goods, Inc.                 | DICK'S SPORTING                      | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        55 | NS      | $10879.55     | 0.27%             |  |  |  | No            | 1                  | On Loan: —       |
| Medpace Holdings Inc.                       | MEDPACE HOLDINGS                     | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |        13 | NS      | $4080.18      | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Toll Brothers, Inc.                         | TOLL BROTHERS                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        89 | NS      | $10157.57     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Super Micro Computer Inc.                   | SUPER MICRO COMP                     | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       198 | NS      | $9703.98      | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Molina Healthcare, Inc.                     | MOLINA HEALTHCAR                     | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        50 | NS      | $14895.00     | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| The Trade Desk Inc                          | TRADE DESK INC-A                     | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       581 | NS      | $41826.19     | 1.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corporation                  | NORTHERN TRUST                       | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       146 | NS      | $18511.34     | 0.45%             |  |  |  | No            | 1                  | On Loan: —       |
| API Group Corp                              | API GROUP CORP                       | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |        73 | NS      | $3726.65      | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Carlyle Group Inc                           | CARLYLE GROUP IN                     | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |       319 | NS      | $16396.60     | 0.40%             |  |  |  | No            | 1                  | On Loan: —       |
| Markel Group Inc                            | MARKEL GROUP INC                     | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        16 | NS      | $31957.76     | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America, Incorporated  | REINSURANCE GROU                     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |        97 | NS      | $19240.92     | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Digital Corp.                       | WESTERN DIGITAL                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       381 | NS      | $24380.19     | 0.60%             |  |  |  | No            | 1                  | On Loan: —       |
| Alliant Energy Corporation                  | ALLIANT ENERGY                       | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       154 | NS      | $9312.38      | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Lululemon Athletica Inc.                    | LULULEMON ATH                        | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        67 | NS      | $15917.86     | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                         | SYNCHRONY FINANC                     | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       530 | NS      | $35372.20     | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |
| Genuine Parts Co                            | GENUINE PARTS CO                     | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        68 | NS      | $8249.08      | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings Inc.                 | LPL FINANCIAL HO                     | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |        86 | NS      | $32247.42     | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Align Technology Inc.                       | ALIGN TECHNOLOGY                     | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        44 | NS      | $8330.52      | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Paycom Software Inc                         | PAYCOM SOFTWARE                      | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        63 | NS      | $14578.20     | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Wabtec Corp                                 | WABTEC CORP                          | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        60 | NS      | $12561.00     | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Insmed Inc                                  | INSMED INC                           | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        38 | NS      | $3824.32      | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Illumina Inc                                | ILLUMINA INC                         | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       146 | NS      | $13929.86     | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Primerica, Inc.                             | PRIMERICA INC                        | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |        31 | NS      | $8483.77      | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| PPL Corporation                             | PPL CORP                             | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       601 | NS      | $20367.89     | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| SEI Investments Co                          | SEI INVESTMENTS                      | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       111 | NS      | $9974.46      | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Kellanova                                   | KELLANOVA                            | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       259 | NS      | $20598.27     | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Tractor Supply Co                           | TRACTOR SUPPLY                       | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       493 | NS      | $26015.61     | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Keysight Technologies, Inc.                 | KEYSIGHT TEC                         | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       129 | NS      | $21137.94     | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| NetApp Inc.                                 | NETAPP INC                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       204 | NS      | $21736.20     | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Morningstar Inc                             | MORNINGSTAR INC                      | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |        33 | NS      | $10359.69     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Jones Lang LaSalle Incorporated             | JONES LANG LASAL                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       104 | NS      | $26601.12     | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Core & Main Inc                             | CORE & MAIN IN-A                     | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       131 | NS      | $7905.85      | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| The Clorox Company                          | CLOROX CO                            | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       104 | NS      | $12487.28     | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Avery Dennison Corporation                  | AVERY DENNISON                       | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        78 | NS      | $13686.66     | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Martin Marietta Materials Inc               | MARTIN MAR MTLS                      | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        28 | NS      | $15370.88     | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| ABIOMED, INC.                               | ABIOMED INC -CVR                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |         7 | NS      | $7.14         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Solar Inc                             | FIRST SOLAR INC                      | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        69 | NS      | $11422.26     | 0.28%             |  |  |  | No            | 1                  | On Loan: —       |
| Smith(Ao)Corp                               | SMITH (A.O.)CORP                     | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        62 | NS      | $4065.34      | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| J. B. Hunt Transport Services, Inc.         | HUNT (JB) TRANS                      | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        81 | NS      | $11631.60     | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Ansys Inc                                   | ANSYS INC                            | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        14 | NS      | $4917.08      | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Gamestop Corp                               | GAMESTOP CORP-A                      | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |       191 | NS      | $4658.49      | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2025-07-28

**Name of Applicant:** NORTHERN LIGHTS FUND TRUST II

**Signature:** Erik Naviloff

**Name of Signer:** Erik Naviloff

**Title:** Treasurer