# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0001752724-25-153156
**Filing Date:** 2025-6
**Character Count:** 111419
**Document Hash:** 6803bf8c05d74e91806cbd93ce6ae150
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-153156.hdr.sgml**: 20250624

**ACCESSION NUMBER**: 0001752724-25-153156

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250624

**DATE AS OF CHANGE**: 20250624

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286

**ORGANIZATION NAME:**
- **EIN:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 251068143

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Research Market Neutral Fund (Series ID: S000002614)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000007189 | Class A      | JMNAX           |
| C000081099 | Class C      | JMNCX           |
| C000081100 | Class I      | JMNSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan Research Market Neutral Fund

- **b. EDGAR series identifier (if any):** S000002614

- **c. LEI of Series:** 5493003YB1CVJN6VG156

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $583353946.21

**Total Liabilities:** $242669774.35

**Net Assets:** $340684171.86

**Cash Not Reported:** $241963890.34

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000081099 | -0.00%               | -1.57%               | 1.27%                |
| Class ID C000081100 | 0.06%                | -1.53%               | 1.36%                |
| Class ID C000007189 | -0.00%               | -1.51%               | 1.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $363647.81               | $-1627508.19                               |
| Month 2  | $-7031592.34             | $141169.71                                 |
| Month 3  | $-661232.57              | $3258489.25                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ball Corp.                                   | Ball Corp.                                            | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Short            | EC               | CORP              | US        |     -3124 | NS      | $-162260.56   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                 | Oracle Corp.                                          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      7898 | NS      | $1111406.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global, Inc.                        | Coinbase Global, Inc., Class A                        | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |     -2736 | NS      | $-555107.04   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                              | Eaton Corp. plc                                       | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      2209 | NS      | $650263.33    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                        | Elevance Health, Inc.                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Short            | EC               | CORP              | US        |     -2445 | NS      | $-1028318.10  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                          | Cisco Systems, Inc.                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Short            | EC               | CORP              | US        |   -127541 | NS      | $-7362941.93  | -2.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                           | Lam Research Corp.                                    | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     14243 | NS      | $1020795.81   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                            | Exxon Mobil Corp.                                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     12122 | NS      | $1280446.86   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                       | Home Depot, Inc. (The)                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |     -9343 | NS      | $-3368058.07  | -0.99%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund             | JPMorgan Prime Money Market Fund, Class Institutional | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  93758201 | NS      | $93786328.86  | 27.53%            |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                      | International Paper Co.                               | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               | CORP              | US        |    -35416 | NS      | $-1617802.88  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.  | Taiwan Semiconductor Manufacturing Co. Ltd.           | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     24365 | NS      | $4061401.85   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                              | CME Group, Inc.                                       | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1443 | NS      | $399826.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                   | Crowdstrike Holdings, Inc., Class A                   | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      2020 | NS      | $866317.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                        | National Fuel Gas Co.                                 | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Short            | EC               | CORP              | US        |    -15871 | NS      | $-1218575.38  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                             | PulteGroup, Inc.                                      | CUSIP: 745867101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1592 | NS      | $-163307.36   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                   | Microchip Technology, Inc.                            | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     20194 | NS      | $930539.52    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                 | AMETEK, Inc.                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      5286 | NS      | $896399.88    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                     | Warner Music Group Corp., Class A                     | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67694 | NS      | $2061282.30   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                       | Verisk Analytics, Inc.                                | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Short            | EC               | CORP              | US        |     -4327 | NS      | $-1282652.61  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Snap, Inc.                                   | Snap, Inc., Class A                                   | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |   -161729 | NS      | $-1287362.84  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                     | Willis Towers Watson plc                              | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Short            | EC               | CORP              | IE        |     -3331 | NS      | $-1025281.80  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                    | Rockwell Automation, Inc.                             | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Short            | EC               | CORP              | US        |     -4303 | NS      | $-1065767.04  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                    | Cboe Global Markets, Inc.                             | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Short            | EC               | CORP              | US        |     -3968 | NS      | $-880102.40   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                 | NVIDIA Corp.                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     36339 | NS      | $3958043.88   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                              | Starbucks Corp.                                       | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |    -21090 | NS      | $-1688254.50  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                | Equifax, Inc.                                         | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      2625 | NS      | $682841.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                      | KeyCorp                                               | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Short            | EC               | CORP              | US        |   -128543 | NS      | $-1907578.12  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                   | PG&E Corp.                                            | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     52407 | NS      | $865763.64    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                             | Amazon.com, Inc.                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     17273 | NS      | $3185486.66   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity, Inc.                                | Revvity, Inc.                                         | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Short            | EC               | CORP              | US        |    -18542 | NS      | $-1732379.06  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                    | NVR, Inc.                                             | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Short            | EC               | CORP              | US        |       -37 | NS      | $-263652.75   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                    | Consolidated Edison, Inc.                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Short            | EC               | CORP              | US        |    -26041 | NS      | $-2936122.75  | -0.86%            |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.              | Hilton Worldwide Holdings, Inc.                       | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      4556 | NS      | $1027286.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                           | Henry Schein, Inc.                                    | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Short            | EC               | CORP              | US        |    -19507 | NS      | $-1267369.79  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                        | Williams-Sonoma, Inc.                                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Short            | EC               | CORP              | US        |     -7015 | NS      | $-1083607.05  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                     | Bristol-Myers Squibb Co.                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     32027 | NS      | $1607755.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                     | HP, Inc.                                              | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Short            | EC               | CORP              | US        |    -29500 | NS      | $-754315.00   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                | Danaher Corp.                                         | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      6760 | NS      | $1347470.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                                | Stryker Corp.                                         | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      4941 | NS      | $1847538.72   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                       | Howmet Aerospace, Inc.                                | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     30394 | NS      | $4212000.52   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                 | Neurocrine Biosciences, Inc.                          | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      8009 | NS      | $862489.21    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                      | Boston Scientific Corp.                               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     10871 | NS      | $1118299.77   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                            | Eversource Energy                                     | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Short            | EC               | CORP              | US        |    -52728 | NS      | $-3136261.44  | -0.92%            |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express, Inc.                      | Heartland Express, Inc.                               | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Short            | EC               | CORP              | US        |    -27116 | NS      | $-206081.60   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                   | Saia, Inc.                                            | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1565 | NS      | $381860.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                 | Airbnb, Inc., Class A                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Short            | EC               | CORP              | US        |     -3727 | NS      | $-454395.84   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                           | Brown-Forman Corp., Class A                           | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Short            | EC               | CORP              | US        |     -6216 | NS      | $-215135.76   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                | Centene Corp.                                         | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Short            | EC               | CORP              | US        |    -23245 | NS      | $-1391213.25  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest, Inc.                              | Pinterest, Inc., Class A                              | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55787 | NS      | $1412526.84   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                         | NextEra Energy, Inc.                                  | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     37348 | NS      | $2497834.24   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works, Inc.                    | Illinois Tool Works, Inc.                             | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Short            | EC               | CORP              | US        |    -14039 | NS      | $-3368096.49  | -0.99%            |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                             | Fair Isaac Corp.                                      | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       894 | NS      | $1778773.92   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                        | Cheniere Energy, Inc.                                 | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      8148 | NS      | $1883084.28   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                            | Ross Stores, Inc.                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     16699 | NS      | $2321161.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                         | American Express Co.                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      4815 | NS      | $1282764.15   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                      | Uber Technologies, Inc.                               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      3034 | NS      | $245784.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                            | T-Mobile US, Inc.                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Short            | EC               | CORP              | US        |      -660 | NS      | $-162987.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                  | Qorvo, Inc.                                           | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Short            | EC               | CORP              | US        |    -14377 | NS      | $-1030399.59  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     10808 | NS      | $1689398.48   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                             | Mastercard, Inc., Class A                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     13219 | NS      | $7244805.14   | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                   | AT&T, Inc.                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     41997 | NS      | $1163316.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                        | American Homes 4 Rent, Class A                        | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     29155 | NS      | $1090105.45   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                           | State Street Corp.                                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Short            | EC               | CORP              | US        |    -22590 | NS      | $-1990179.00  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                        | Paycom Software, Inc.                                 | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Short            | EC               | CORP              | US        |    -10078 | NS      | $-2281558.42  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                      | Republic Services, Inc.                               | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Short            | EC               | CORP              | US        |     -3174 | NS      | $-795880.50   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                     | Skyworks Solutions, Inc.                              | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Short            | EC               | CORP              | US        |    -31577 | NS      | $-2029769.56  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                               | Ford Motor Co.                                        | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |   -137845 | NS      | $-1379828.45  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                | Netflix, Inc.                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Short            | EC               | CORP              | US        |     -1656 | NS      | $-1874128.32  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                   | TransUnion                                            | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Short            | EC               | CORP              | US        |     -3213 | NS      | $-266550.48   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                        | Arista Networks, Inc.                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     12051 | NS      | $991435.77    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                 | Waters Corp.                                          | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Short            | EC               | CORP              | US        |     -3307 | NS      | $-1149943.11  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                        | Colgate-Palmolive Co.                                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Short            | EC               | CORP              | US        |     -3592 | NS      | $-331146.48   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                     | Marvell Technology, Inc.                              | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15750 | NS      | $919327.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.               | Hewlett Packard Enterprise Co.                        | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    126652 | NS      | $2054295.44   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                         | Coterra Energy, Inc.                                  | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Short            | EC               | CORP              | US        |    -38549 | NS      | $-946763.44   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                | Raymond James Financial, Inc.                         | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      5592 | NS      | $766327.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                       | WEC Energy Group, Inc.                                | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Short            | EC               | CORP              | US        |    -12473 | NS      | $-1366042.96  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| PTC, Inc.                                    | PTC, Inc.                                             | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      3041 | NS      | $471263.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings, Inc.                     | TKO Group Holdings, Inc.                              | CUSIP: 87256C101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3330 | NS      | $-542490.30   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                      | Progressive Corp. (The)                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     15279 | NS      | $4304705.46   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                              | ASML Holding NV (Registered)                          | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       759 | NS      | $507072.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp.                                 | Bruker Corp.                                          | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Short            | EC               | CORP              | US        |    -44865 | NS      | $-1797291.90  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery, Inc.                  | Warner Bros Discovery, Inc.                           | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    110578 | NS      | $958711.26    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.            | Choice Hotels International, Inc.                     | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Short            | EC               | CORP              | US        |    -10371 | NS      | $-1307886.81  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                      | Molina Healthcare, Inc.                               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Short            | EC               | CORP              | US        |     -3142 | NS      | $-1027465.42  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Acuity, Inc.                                 | Acuity, Inc.                                          | CUSIP: 00508Y102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1634 | NS      | $-398058.74   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co.                         | Eastman Chemical Co.                                  | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Short            | EC               | CORP              | US        |    -18390 | NS      | $-1416030.00  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.               | FactSet Research Systems, Inc.                        | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Short            | EC               | CORP              | US        |     -3833 | NS      | $-1656699.26  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear, Inc.                              | Maplebear, Inc.                                       | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34367 | NS      | $1370899.63   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                       | Trane Technologies plc                                | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     10493 | NS      | $4022071.83   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                 | Target Corp.                                          | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Short            | EC               | CORP              | US        |    -27300 | NS      | $-2639910.00  | -0.77%            |  |  |  | No            |                  1 | On Loan: No      |
| ARM Holdings plc                             | ARM Holdings plc                                      | CUSIP: 042068205<br>LEI: 2138001E66EELTE7Y904 | Short            | EC               | CORP              | GB        |    -32224 | NS      | $-3675147.20  | -1.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                    | Williams Cos., Inc. (The)                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      9301 | NS      | $544759.57    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                     | Franklin Resources, Inc.                              | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Short            | EC               | CORP              | US        |   -154165 | NS      | $-2892135.40  | -0.85%            |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                  | Adobe, Inc.                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Short            | EC               | CORP              | US        |     -6772 | NS      | $-2539364.56  | -0.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                 | Fastenal Co.                                          | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Short            | EC               | CORP              | US        |    -29271 | NS      | $-2370072.87  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                 | Chipotle Mexican Grill, Inc.                          | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46763 | NS      | $2362466.76   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                    | PPL Corp.                                             | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Short            | EC               | CORP              | US        |    -32000 | NS      | $-1168000.00  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                  | Aflac, Inc.                                           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Short            | EC               | CORP              | US        |    -19816 | NS      | $-2153602.88  | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                    | Carlyle Group, Inc. (The)                             | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Short            | EC               | CORP              | US        |    -18114 | NS      | $-699924.96   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                             | Paramount Global, Class B                             | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | EC               | CORP              | US        |    -15378 | NS      | $-180537.72   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                           | General Motors Co.                                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Short            | EC               | CORP              | US        |    -15371 | NS      | $-695384.04   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                  | L3Harris Technologies, Inc.                           | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Short            | EC               | CORP              | US        |     -5410 | NS      | $-1190308.20  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                  | Deere & Co.                                           | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1212 | NS      | $561834.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group, Inc.                        | TransDigm Group, Inc.                                 | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2472 | NS      | $3493109.04   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                 | Ventas, Inc.                                          | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     28253 | NS      | $1979970.24   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co.                              | Halliburton Co.                                       | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Short            | EC               | CORP              | US        |    -57042 | NS      | $-1130572.44  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                       | Freeport-McMoRan, Inc.                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     10668 | NS      | $384368.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc           | Johnson Controls International plc                    | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Short            | EC               | CORP              | IE        |    -35815 | NS      | $-3004878.50  | -0.88%            |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                           | Southern Co. (The)                                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     50343 | NS      | $4626018.27   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                   | MSCI, Inc.                                            | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      3498 | NS      | $1906794.78   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                   | Sherwin-Williams Co. (The)                            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       479 | NS      | $169048.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                     | Diamondback Energy, Inc.                              | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      4359 | NS      | $575431.59    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                  | Kinsale Capital Group, Inc.                           | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Short            | EC               | CORP              | US        |     -4506 | NS      | $-1961281.56  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                | Veralto Corp.                                         | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Short            | EC               | CORP              | US        |    -14472 | NS      | $-1387864.80  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                            | Ulta Beauty, Inc.                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Short            | EC               | CORP              | US        |     -2662 | NS      | $-1053193.68  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.      | Mid-America Apartment Communities, Inc.               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Short            | EC               | CORP              | US        |     -2309 | NS      | $-368631.85   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                  | Amgen, Inc.                                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Short            | EC               | CORP              | US        |     -7826 | NS      | $-2276739.92  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Ltd.                                 | Infosys Ltd.                                          | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Short            | EC               | CORP              | IN        |    -68204 | NS      | $-1200390.40  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                              | DR Horton, Inc.                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | EC               | CORP              | US        |     -1194 | NS      | $-150849.96   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp.                                | Sandisk Corp.                                         | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12212 | NS      | $392127.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                               | AutoZone, Inc.                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       467 | NS      | $1757134.20   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                         | Otis Worldwide Corp.                                  | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     18214 | NS      | $1753461.78   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                         | TJX Cos., Inc. (The)                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Short            | EC               | CORP              | US        |    -12169 | NS      | $-1565906.92  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.              | Live Nation Entertainment, Inc.                       | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      7940 | NS      | $1051653.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                               | Broadcom, Inc.                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      8350 | NS      | $1607124.50   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                               | McKesson Corp.                                        | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1158 | NS      | $825410.82    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                     | Roper Technologies, Inc.                              | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       976 | NS      | $546638.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc. | Expeditors International of Washington, Inc.          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Short            | EC               | CORP              | US        |     -7076 | NS      | $-777723.16   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                         | Conagra Brands, Inc.                                  | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | EC               | CORP              | US        |     -5319 | NS      | $-131432.49   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                   | Sarepta Therapeutics, Inc.                            | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      4718 | NS      | $294403.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                         | Meta Platforms, Inc., Class A                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      4743 | NS      | $2603907.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                | Medtronic plc                                         | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      7697 | NS      | $652397.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.             | Air Products and Chemicals, Inc.                      | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       532 | NS      | $144219.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                  | Capital One Financial Corp.                           | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3920 | NS      | $706619.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line, Inc.              | Old Dominion Freight Line, Inc.                       | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Short            | EC               | CORP              | US        |     -4917 | NS      | $-753677.76   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                | Workday, Inc., Class A                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Short            | EC               | CORP              | US        |    -13483 | NS      | $-3303335.00  | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| WEX, Inc.                                    | WEX, Inc.                                             | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      2202 | NS      | $287074.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                  | Keysight Technologies, Inc.                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      4367 | NS      | $634961.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                      | Aon plc, Class A                                      | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     13633 | NS      | $4836852.07   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half, Inc.                            | Robert Half, Inc.                                     | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Short            | EC               | CORP              | US        |    -22364 | NS      | $-990725.20   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                               | Carnival Corp.                                        | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     82220 | NS      | $1507914.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                       | Keurig Dr Pepper, Inc.                                | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     34080 | NS      | $1178827.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                       | Southwest Airlines Co.                                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Short            | EC               | CORP              | US        |     -4669 | NS      | $-130545.24   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 E-Mini Index                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        26 | NC      | $695332.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                      | Arch Capital Group Ltd.                               | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |      5198 | NS      | $471354.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                | Comcast Corp., Class A                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     11877 | NS      | $406193.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                               | QUALCOMM, Inc.                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | EC               | CORP              | US        |    -30386 | NS      | $-4511105.56  | -1.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                        | Gilead Sciences, Inc.                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Short            | EC               | CORP              | US        |    -23550 | NS      | $-2509017.00  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                  | Pinnacle West Capital Corp.                           | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Short            | EC               | CORP              | US        |     -8387 | NS      | $-798274.66   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                          | Expedia Group, Inc.                                   | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       932 | NS      | $146258.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                     | Arthur J Gallagher & Co.                              | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     15355 | NS      | $4924194.95   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                         | Voya Financial, Inc.                                  | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Short            | EC               | CORP              | US        |    -12110 | NS      | $-716912.00   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                | Corning, Inc.                                         | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Short            | EC               | CORP              | US        |    -43687 | NS      | $-1938829.06  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                            | Wells Fargo & Co.                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     56561 | NS      | $4016396.61   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                  | ONEOK, Inc.                                           | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |    -11866 | NS      | $-974910.56   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                 | Zimmer Biomet Holdings, Inc.                          | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Short            | EC               | CORP              | US        |     -8979 | NS      | $-925285.95   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                          | Kinder Morgan, Inc.                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Short            | EC               | CORP              | US        |    -63441 | NS      | $-1668498.30  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.        | Alexandria Real Estate Equities, Inc.                 | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     12349 | NS      | $897278.34    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                        | Harley-Davidson, Inc.                                 | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Short            | EC               | CORP              | US        |     -8364 | NS      | $-187520.88   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                | PepsiCo, Inc.                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      5559 | NS      | $753689.22    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                          | Fifth Third Bancorp                                   | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     57902 | NS      | $2080997.88   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                          | Realty Income Corp.                                   | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               | CORP              | US        |    -29357 | NS      | $-1698596.02  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.         | Cognizant Technology Solutions Corp., Class A         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     42507 | NS      | $3127239.99   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                  | United Parcel Service, Inc., Class B                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Short            | EC               | CORP              | US        |     -3443 | NS      | $-328117.90   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                               | Alphabet, Inc., Class C                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Short            | EC               | CORP              | US        |    -19388 | NS      | $-3119335.32  | -0.92%            |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                   | Simon Property Group, Inc.                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Short            | EC               | CORP              | US        |     -9683 | NS      | $-1523910.54  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                        | Electronic Arts, Inc.                                 | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Short            | EC               | CORP              | US        |     -6779 | NS      | $-983565.11   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                        | Affirm Holdings, Inc.                                 | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44901 | NS      | $2234273.76   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                     | Palo Alto Networks, Inc.                              | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |     -6013 | NS      | $-1124010.09  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.           | American International Group, Inc.                    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Short            | EC               | CORP              | US        |    -43109 | NS      | $-3514245.68  | -1.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Corpay, Inc.                                 | Corpay, Inc.                                          | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     16005 | NS      | $5207546.85   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                          | Valero Energy Corp.                                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Short            | EC               | CORP              | US        |     -8047 | NS      | $-934176.23   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                 | Advanced Micro Devices, Inc.                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      5122 | NS      | $498626.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.               | Apollo Global Management, Inc.                        | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     11210 | NS      | $1529940.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                    | Fox Corp., Class A                                    | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Short            | EC               | CORP              | US        |    -75675 | NS      | $-3767858.25  | -1.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                 | Stanley Black & Decker, Inc.                          | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Short            | EC               | CORP              | US        |    -27800 | NS      | $-1668556.00  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                   | AGCO Corp.                                            | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      2033 | NS      | $172459.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                 | Vertex Pharmaceuticals, Inc.                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2448 | NS      | $1247256.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                            | Lowe's Cos., Inc.                                     | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     15061 | NS      | $3367037.16   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                         | Analog Devices, Inc.                                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      8003 | NS      | $1559944.76   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                   | eBay, Inc.                                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Short            | EC               | CORP              | US        |    -14929 | NS      | $-1017560.64  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.        | International Business Machines Corp.                 | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Short            | EC               | CORP              | US        |    -11009 | NS      | $-2662196.38  | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                 | Zoetis, Inc.                                          | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Short            | EC               | CORP              | US        |    -11780 | NS      | $-1842392.00  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                         | Allstate Corp. (The)                                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Short            | EC               | CORP              | US        |    -25262 | NS      | $-5011728.18  | -1.47%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                    | EQT Corp.                                             | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      4185 | NS      | $206906.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                        | PayPal Holdings, Inc.                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Short            | EC               | CORP              | US        |    -48013 | NS      | $-3161175.92  | -0.93%            |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                    | KLA Corp.                                             | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Short            | EC               | CORP              | US        |     -1415 | NS      | $-994306.35   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                            | Cigna Group (The)                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3531 | NS      | $1200681.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp.                              | TC Energy Corp.                                       | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     49703 | NS      | $2505528.23   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc              | Seagate Technology Holdings plc                       | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     36120 | NS      | $3288003.60   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                            | Merck & Co., Inc.                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Short            | EC               | CORP              | US        |    -11065 | NS      | $-942738.00   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.            | American Electric Power Co., Inc.                     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Short            | EC               | CORP              | US        |    -27410 | NS      | $-2969599.40  | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp.                                   | IDEX Corp.                                            | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Short            | EC               | CORP              | US        |     -2023 | NS      | $-351941.31   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                               | ConocoPhillips                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      9680 | NS      | $862681.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                       | Norfolk Southern Corp.                                | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Short            | EC               | CORP              | US        |     -1508 | NS      | $-337867.40   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                               | Public Storage                                        | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Short            | EC               | CORP              | US        |     -5201 | NS      | $-1562536.43  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.          | Huntington Ingalls Industries, Inc.                   | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Short            | EC               | CORP              | US        |     -5719 | NS      | $-1317314.46  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.               | Citizens Financial Group, Inc.                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Short            | EC               | CORP              | US        |    -35429 | NS      | $-1306975.81  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                         | Dollar General Corp.                                  | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Short            | EC               | CORP              | US        |    -28456 | NS      | $-2666042.64  | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                   | Charles Schwab Corp. (The)                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     38472 | NS      | $3131620.80   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                   | Edwards Lifesciences Corp.                            | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     14870 | NS      | $1122536.30   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                 | Vistra Corp.                                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      9043 | NS      | $1172244.09   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce, Inc.                               | Dayforce, Inc.                                        | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Short            | EC               | CORP              | US        |     -9596 | NS      | $-555320.52   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Bill Holdings, Inc.                          | Bill Holdings, Inc.                                   | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |    -28648 | NS      | $-1305489.36  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co., Inc.                              | KKR & Co., Inc.                                       | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |    -13330 | NS      | $-1523219.10  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                      | Micron Technology, Inc.                               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     15318 | NS      | $1178720.10   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                 | Cintas Corp.                                          | CUSIP: 172908105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -10245 | NS      | $-2168661.60  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                         | Ingersoll Rand, Inc.                                  | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      7620 | NS      | $574776.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                 | Ameren Corp.                                          | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     32945 | NS      | $3269461.80   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                     | CenterPoint Energy, Inc.                              | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |    -38151 | NS      | $-1479495.78  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                          | Coca-Cola Co. (The)                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      9573 | NS      | $694521.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                             | CMS Energy Corp.                                      | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     28062 | NS      | $2066766.30   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.               | Monolithic Power Systems, Inc.                        | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Short            | EC               | CORP              | US        |     -2724 | NS      | $-1615604.40  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                    | XPO, Inc.                                             | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      6571 | NS      | $697314.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                             | ServiceNow, Inc.                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2351 | NS      | $2245228.51   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                   | Ameriprise Financial, Inc.                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      9144 | NS      | $4307006.88   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                          | General Mills, Inc.                                   | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |     -8649 | NS      | $-490744.26   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                   | Agilent Technologies, Inc.                            | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     11256 | NS      | $1211145.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                 | Exelon Corp.                                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Short            | EC               | CORP              | US        |    -30691 | NS      | $-1439407.90  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.              | Automatic Data Processing, Inc.                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               | CORP              | US        |     -3243 | NS      | $-974845.80   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                    | APA Corp.                                             | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Short            | EC               | CORP              | US        |    -87613 | NS      | $-1361506.02  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                  | Apple, Inc.                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Short            | EC               | CORP              | US        |    -29055 | NS      | $-6174187.50  | -1.81%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                  | Huntington Bancshares, Inc.                           | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Short            | EC               | CORP              | US        |   -155794 | NS      | $-2263686.82  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Short            | EC               | CORP              | US        |    -19784 | NS      | $-1027778.80  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                               | Illumina, Inc.                                        | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Short            | EC               | CORP              | US        |     -9978 | NS      | $-774292.80   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                             | Kroger Co. (The)                                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Short            | EC               | CORP              | US        |    -11372 | NS      | $-821172.12   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)              | Goldman Sachs Group, Inc. (The)                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       631 | NS      | $345504.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                        | Walt Disney Co. (The)                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     22225 | NS      | $2021363.75   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                 | Humana, Inc.                                          | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      5252 | NS      | $1377284.48   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                              | Microsoft Corp.                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     10909 | NS      | $4311891.34   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp.                        | Ares Management Corp.                                 | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      3063 | NS      | $467199.39    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                        | Bank of America Corp.                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     14110 | NS      | $562706.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                              | Eli Lilly & Co.                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Short            | EC               | CORP              | US        |     -2316 | NS      | $-2081968.20  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| WR Berkley Corp.                             | WR Berkley Corp.                                      | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Short            | EC               | CORP              | US        |    -20472 | NS      | $-1467637.68  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                | Paychex, Inc.                                         | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |    -12282 | NS      | $-1806927.84  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                         | Emerson Electric Co.                                  | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     16118 | NS      | $1694162.98   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                                | Snap-on, Inc.                                         | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Short            | EC               | CORP              | US        |     -1965 | NS      | $-616636.65   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)          | Bank of New York Mellon Corp. (The)                   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | EC               | CORP              | US        |    -17254 | NS      | $-1387394.14  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                       | 3M Co.                                                | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     15888 | NS      | $2207002.08   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                 | Pfizer, Inc.                                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Short            | EC               | CORP              | US        |    -51749 | NS      | $-1263193.09  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.              | Martin Marietta Materials, Inc.                       | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      4026 | NS      | $2109543.48   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                  | Intel Corp.                                           | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | EC               | CORP              | US        |    -49946 | NS      | $-1003914.60  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                    | RTX Corp.                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     20130 | NS      | $2538996.90   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                     | Intuitive Surgical, Inc.                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       717 | NS      | $369828.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                 | Mondelez International, Inc., Class A                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      2164 | NS      | $147433.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                 | AbbVie, Inc.                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     14717 | NS      | $2871286.70   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                       | ON Semiconductor Corp.                                | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     37700 | NS      | $1496690.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                          | Iron Mountain, Inc.                                   | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               | CORP              | US        |    -12285 | NS      | $-1101595.95  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock, Inc.                              | Blackrock, Inc.                                       | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Short            | EC               | CORP              | US        |     -2894 | NS      | $-2645868.44  | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                      | Western Union Co. (The)                               | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Short            | EC               | CORP              | US        |   -201430 | NS      | $-1996171.30  | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                       | Northrop Grumman Corp.                                | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Short            | EC               | CORP              | US        |      -493 | NS      | $-239844.50   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                     | Marathon Petroleum Corp.                              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      3652 | NS      | $501821.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                        | NXP Semiconductors NV                                 | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     12739 | NS      | $2347925.09   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                        | Western Digital Corp.                                 | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     36640 | NS      | $1607030.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                             | Baker Hughes Co.                                      | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38982 | NS      | $1379962.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.              | Regeneron Pharmaceuticals, Inc.                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      2977 | NS      | $1782508.52   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                   | Occidental Petroleum Corp.                            | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | EC               | CORP              | US        |    -40641 | NS      | $-1601661.81  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                        | Dentsply Sirona, Inc.                                 | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Short            | EC               | CORP              | US        |    -58023 | NS      | $-806519.70   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                         | United Rentals, Inc.                                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       367 | NS      | $231742.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                               | NNN REIT, Inc.                                        | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Short            | EC               | CORP              | US        |    -43821 | NS      | $-1801481.31  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                          | Donaldson Co., Inc.                                   | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Short            | EC               | CORP              | US        |    -32160 | NS      | $-2113876.80  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                          | EOG Resources, Inc.                                   | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      8197 | NS      | $904375.01    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                     | UnitedHealth Group, Inc.                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      5041 | NS      | $2074069.04   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.               | Thermo Fisher Scientific, Inc.                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2065 | NS      | $885885.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                | Moderna, Inc.                                         | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Short            | EC               | CORP              | US        |    -12741 | NS      | $-363628.14   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                | Moody's Corp.                                         | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |     -6071 | NS      | $-2750891.52  | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                  | FedEx Corp.                                           | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1586 | NS      | $333583.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                         | Kimberly-Clark Corp.                                  | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Short            | EC               | CORP              | US        |     -1161 | NS      | $-152996.58   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                               | Synopsys, Inc.                                        | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1172 | NS      | $537959.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                    | O'Reilly Automotive, Inc.                             | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       911 | NS      | $1289247.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                                | MongoDB, Inc.                                         | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      3104 | NS      | $534415.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)         | Hartford Insurance Group, Inc. (The)                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Short            | EC               | CORP              | US        |    -12473 | NS      | $-1530062.91  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                             | McDonald's Corp.                                      | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      7821 | NS      | $2499982.65   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                       | General Dynamics Corp.                                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Short            | EC               | CORP              | US        |     -1756 | NS      | $-477842.72   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co. (The)                        | Kraft Heinz Co. (The)                                 | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |    -66616 | NS      | $-1938525.60  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                            | Yum! Brands, Inc.                                     | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     17599 | NS      | $2647593.56   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                       | Waste Management, Inc.                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Short            | EC               | CORP              | US        |     -2668 | NS      | $-622604.48   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                 | Charter Communications, Inc., Class A                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      3128 | NS      | $1225738.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                  | RenaissanceRe Holdings Ltd.                           | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Short            | EC               | CORP              | BM        |     -4148 | NS      | $-1003525.64  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                               | Enbridge, Inc.                                        | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |    -40977 | NS      | $-1913216.13  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                          | Abbott Laboratories                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Short            | EC               | CORP              | US        |     -4744 | NS      | $-620278.00   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                        | Dominion Energy, Inc.                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     33888 | NS      | $1842829.44   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp.                                   | Pool Corp.                                            | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |     -4480 | NS      | $-1313267.20  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies, Inc.                      | Dell Technologies, Inc., Class C                      | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      5275 | NS      | $484034.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                | Entergy Corp.                                         | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     40216 | NS      | $3344764.72   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                           | Brown-Forman Corp., Class B                           | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Short            | EC               | CORP              | US        |     -7497 | NS      | $-261195.48   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica, Inc.                    | Lululemon Athletica, Inc.                             | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Short            | EC               | CORP              | US        |     -3435 | NS      | $-930094.95   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co.                    | Molson Coors Beverage Co., Class B                    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Short            | EC               | CORP              | US        |    -16084 | NS      | $-925312.52   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings, Inc.                       | Labcorp Holdings, Inc.                                | CUSIP: 504922105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1540 | NS      | $-371155.40   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                            | FirstEnergy Corp.                                     | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Short            | EC               | CORP              | US        |    -59874 | NS      | $-2567397.12  | -0.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                            | Caterpillar, Inc.                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Short            | EC               | CORP              | US        |     -1267 | NS      | $-391845.09   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Toast, Inc.                                  | Toast, Inc., Class A                                  | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     55189 | NS      | $1963624.62   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                         | American Tower Corp.                                  | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      8138 | NS      | $1834386.58   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                | Accenture plc, Class A                                | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Short            | EC               | CORP              | IE        |     -6547 | NS      | $-1958535.05  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                 | NetApp, Inc.                                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | EC               | CORP              | US        |    -20622 | NS      | $-1850824.50  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                      | Burlington Stores, Inc.                               | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     15260 | NS      | $3434110.40   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.            | Booz Allen Hamilton Holding Corp.                     | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      5750 | NS      | $690115.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                      | Texas Instruments, Inc.                               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      9932 | NS      | $1589616.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                             | Salesforce, Inc.                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      7738 | NS      | $2079277.98   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc.          | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     81987 | NS      | $6467134.56   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                    | Extra Space Storage, Inc.                             | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10540 | NS      | $1544320.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                               | Teradyne, Inc.                                        | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Short            | EC               | CORP              | US        |    -15662 | NS      | $-1162277.02  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.            | Canadian Pacific Kansas City Ltd.                     | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     29984 | NS      | $2172940.48   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                  | Sysco Corp.                                           | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Short            | EC               | CORP              | US        |    -91371 | NS      | $-6523889.40  | -1.91%            |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                             | Globe Life, Inc.                                      | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Short            | EC               | CORP              | US        |     -8005 | NS      | $-987336.70   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom, Inc.                                 | Dexcom, Inc.                                          | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |    -17685 | NS      | $-1262355.30  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                    | Linde plc                                             | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      1120 | NS      | $507617.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                           | Best Buy Co., Inc.                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     18750 | NS      | $1250437.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer