# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-068729
**Filing Date:** 2023-3
**Character Count:** 119376
**Document Hash:** 28d71df76eee8da8c5358866f3adb6d9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-068729.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-068729

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663
- **IRS NUMBER:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 23767159

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares U.S. Equity Factor ETF (Series ID: S000048623)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000153271 | iShares U.S. Equity Factor ETF | LRGF            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares Trust

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares U.S. Equity Factor ETF

- **b. EDGAR series identifier (if any):** S000048623

- **c. LEI of Series:** 549300UJ0D3L1ZD66F49

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

- **a. Date of fiscal year-end:** 2023-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1316197327.96

**Total Liabilities:** $21590025.23

**Net Assets:** $1294607302.73

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000153271 | 5.65%                | -5.60%               | 6.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2475826.00              | $59764316.85                               |
| Month 2  | $1583200.08              | $-71453758.21                              |
| Month 3  | $2969603.14              | $71905789.89                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                              | CBRE Group, Inc., Class A                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     23579 | NS      | $2016240.29   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                   | Crocs, Inc.                                           | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     36551 | NS      | $4450815.27   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                  | Oracle Corp.                                          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     73999 | NS      | $6545951.54   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co. (The)                         | Kraft Heinz Co. (The)                                 | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      3377 | NS      | $136869.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                               | Eaton Corp. plc                                       | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     19829 | NS      | $3216462.09   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                     | RLI Corp.                                             | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      9630 | NS      | $1275493.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                             | Match Group, Inc.                                     | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     42410 | NS      | $2295229.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                           | Synchrony Financial                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     81674 | NS      | $2999886.02   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                  | Cadence Design Systems, Inc.                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     32814 | NS      | $5999383.62   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                    | Archer-Daniels-Midland Co.                            | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     24698 | NS      | $2046229.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                             | Exxon Mobil Corp.                                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    123213 | NS      | $14293940.13  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                       | Louisiana-Pacific Corp.                               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     49633 | NS      | $3379510.97   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.  | Expeditors International of Washington, Inc.          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1316 | NS      | $142325.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                 | Walmart, Inc.                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     69187 | NS      | $9953933.69   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.               | Interactive Brokers Group, Inc., Class A              | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     66884 | NS      | $5346706.96   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                           | Valero Energy Corp.                                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      2801 | NS      | $392224.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                         | PayPal Holdings, Inc.                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     12868 | NS      | $1048613.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                    | Crowdstrike Holdings, Inc., Class A                   | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |     26280 | NS      | $2783052.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global plc                            | Liberty Global plc, Class C                           | CUSIP: N/A<br>LEI: 549300BSGXG3QLIQYT84       | Long             | EC               | CORP              | GB        |     12600 | NS      | $281610.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                         | Landstar System, Inc.                                 | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      5443 | NS      | $940713.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                  | NVIDIA Corp.                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     81550 | NS      | $15932423.50  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                              | Amazon.com, Inc.                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    266758 | NS      | $27510752.54  | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                 | Ovintiv, Inc.                                         | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25476 | NS      | $1254183.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                   | Jabil, Inc.                                           | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     35970 | NS      | $2828321.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                            | nVent Electric plc                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     15625 | NS      | $621093.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.                   | Lattice Semiconductor Corp.                           | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     47578 | NS      | $3605936.62   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                        | Northrop Grumman Corp.                                | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     10142 | NS      | $4544021.68   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                     | KLA Corp.                                             | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      9600 | NS      | $3767808.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.       | Mid-America Apartment Communities, Inc.               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     21507 | NS      | $3585647.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.            | BJ's Wholesale Club Holdings, Inc.                    | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      7158 | NS      | $518740.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                      | Bristol-Myers Squibb Co.                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    117196 | NS      | $8514289.40   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                               | Eli Lilly & Co.                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     28230 | NS      | $9715354.50   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                 | Danaher Corp.                                         | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     22017 | NS      | $5820854.46   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                                 | Stryker Corp.                                         | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      6427 | NS      | $1631236.87   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                    | Elastic NV                                            | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |     39290 | NS      | $2311823.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                         | Deckers Outdoor Corp.                                 | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      6312 | NS      | $2698253.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                         | Harley-Davidson, Inc.                                 | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     40019 | NS      | $1842074.57   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                | Alphabet, Inc., Class C                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    227100 | NS      | $22680477.00  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                        | Medpace Holdings, Inc.                                | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      4675 | NS      | $1033502.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                   | Intel Corp.                                           | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     94269 | NS      | $2664041.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                  | Intuit, Inc.                                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     13477 | NS      | $5696323.59   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.         | International Business Machines Corp.                 | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     31271 | NS      | $4213141.83   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                               | BlackRock, Inc.                                       | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      4429 | NS      | $3362541.09   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                  | Biogen, Inc.                                          | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      2352 | NS      | $684196.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.             | Fidelity National Financial, Inc.                     | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     84765 | NS      | $3732202.95   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                         | Everest Re Group Ltd.                                 | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      2347 | NS      | $820722.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International, Inc.            | Mettler-Toledo International, Inc.                    | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      2024 | NS      | $3102630.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                   | Apple, Inc.                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    515992 | NS      | $74452485.68  | 5.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore, Inc.                                  | Atkore, Inc.                                          | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     28598 | NS      | $3724889.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                 | Moody's Corp.                                         | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      2915 | NS      | $940816.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.               | Automatic Data Processing, Inc.                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      9639 | NS      | $2176582.59   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp.                       | Chesapeake Energy Corp.                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     34166 | NS      | $2962875.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                  | Fiserv, Inc.                                          | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     15527 | NS      | $1656420.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                            | Royalty Pharma plc, Class A                           | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     38012 | NS      | $1489690.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                            | Devon Energy Corp.                                    | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     45709 | NS      | $2890637.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                          | NextEra Energy, Inc.                                  | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56708 | NS      | $4232118.04   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp.                      | Texas Pacific Land Corp.                              | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       270 | NS      | $538879.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                     | Fox Corp., Class A                                    | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    133996 | NS      | $4547824.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                        | Stifel Financial Corp.                                | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     26626 | NS      | $1794858.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                              | Fair Isaac Corp.                                      | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      6544 | NS      | $4357976.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                 | Gartner, Inc.                                         | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      8421 | NS      | $2847476.94   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                 | SM Energy Co.                                         | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     80610 | NS      | $2649650.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                       | Lantheus Holdings, Inc.                               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     25564 | NS      | $1469930.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions, Inc.                        | Univar Solutions, Inc.                                | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |    112858 | NS      | $3891343.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                          | American Express Co.                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      2232 | NS      | $390443.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                         | Spotify Technology SA                                 | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      9851 | NS      | $1110404.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                              | Kroger Co. (The)                                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    112484 | NS      | $5020160.92   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp.                            | DISH Network Corp., Class A                           | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     26609 | NS      | $382903.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                          | Allstate Corp. (The)                                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     25798 | NS      | $3314269.06   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                             | Johnson & Johnson                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    108588 | NS      | $17745450.96  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                             | Merck & Co., Inc.                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    110494 | NS      | $11868160.54  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                              | Mastercard, Inc., Class A                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     26130 | NS      | $9683778.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                | DTE Energy Co.                                        | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     39419 | NS      | $4587189.03   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                    | AT&T, Inc.                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    292741 | NS      | $5963134.17   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| XP, Inc.                                      | XP, Inc., Class A                                     | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |     74303 | NS      | $1324079.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Pfizer, Inc.                                  | Pfizer, Inc.                                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    218752 | NS      | $9660088.32   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                 | Zscaler, Inc.                                         | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |     10674 | NS      | $1325283.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                          | Ally Financial, Inc.                                  | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    151610 | NS      | $4925808.90   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                   | Tesla, Inc.                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     73086 | NS      | $12659956.92  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                         | Arista Networks, Inc.                                 | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     14823 | NS      | $1867994.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                       | Regions Financial Corp.                               | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     17600 | NS      | $414304.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                         | Range Resources Corp.                                 | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    121929 | NS      | $3050663.58   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                   | Nucor Corp.                                           | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     11331 | NS      | $1915165.62   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                    | Prudential Financial, Inc.                            | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     17879 | NS      | $1876222.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                   | United Parcel Service, Inc., Class B                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     22389 | NS      | $4147114.47   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                    | Simon Property Group, Inc.                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     22069 | NS      | $2834983.74   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                | Hewlett Packard Enterprise Co.                        | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    211346 | NS      | $3409010.98   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                 | Raymond James Financial, Inc.                         | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     41313 | NS      | $4658867.01   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                            | Chord Energy Corp.                                    | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      2494 | NS      | $357465.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                | Teradyne, Inc.                                        | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     12022 | NS      | $1222637.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                       | Molina Healthcare, Inc.                               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     16084 | NS      | $5015473.72   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp.                       | Credit Acceptance Corp.                               | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $124450.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group, Inc. (The) | Hartford Financial Services Group, Inc. (The)         | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     17493 | NS      | $1357631.73   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                              | Tetra Tech, Inc.                                      | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      8983 | NS      | $1397036.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                       | Progressive Corp. (The)                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     11475 | NS      | $1564616.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                     | Nexstar Media Group, Inc.                             | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      4757 | NS      | $974090.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                        | Home Depot, Inc. (The)                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     33018 | NS      | $10703445.06  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                           | General Mills, Inc.                                   | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     67122 | NS      | $5259679.92   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems, Inc.                            | EPAM Systems, Inc.                                    | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       377 | NS      | $125409.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                 | Popular, Inc.                                         | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     50332 | NS      | $3454788.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                         | Dentsply Sirona, Inc.                                 | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     43883 | NS      | $1616210.89   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co., Inc.                | American Water Works Co., Inc.                        | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     20896 | NS      | $3270015.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                        | Lincoln National Corp.                                | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     56824 | NS      | $2013274.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                                | VeriSign, Inc.                                        | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      2690 | NS      | $586554.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                 | Hologic, Inc.                                         | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     45989 | NS      | $3742124.93   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                          | Enphase Energy, Inc.                                  | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      7511 | NS      | $1662785.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.              | Old Republic International Corp.                      | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     51889 | NS      | $1369350.71   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co.                              | Weyerhaeuser Co.                                      | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |    119995 | NS      | $4131427.85   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos., Inc. (The)                    | Travelers Cos., Inc. (The)                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     14447 | NS      | $2761110.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                   | Adobe, Inc.                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     10321 | NS      | $3822279.14   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                            | Altria Group, Inc.                                    | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     18563 | NS      | $836077.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                  | Qualys, Inc.                                          | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     22531 | NS      | $2599176.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems, Inc.                           | Veeva Systems, Inc., Class A                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      4138 | NS      | $705735.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International, Inc.                    | Lennox International, Inc.                            | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       835 | NS      | $217617.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                        | General Dynamics Corp.                                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      3148 | NS      | $733672.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                   | Deere & Co.                                           | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      7629 | NS      | $3225846.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                    | Builders FirstSource, Inc.                            | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      8845 | NS      | $704946.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands, Inc.                           | Newell Brands, Inc.                                   | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      9689 | NS      | $154636.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc            | Coca-Cola Europacific Partners plc                    | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |      8233 | NS      | $462859.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                            | Southern Co. (The)                                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     76147 | NS      | $5153628.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                    | MSCI, Inc.                                            | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     10140 | NS      | $5390018.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                    | Sherwin-Williams Co. (The)                            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      6450 | NS      | $1526005.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                               | Citigroup, Inc.                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     95261 | NS      | $4974529.42   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                          | UFP Industries, Inc.                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     42660 | NS      | $3990843.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                  | Airbnb, Inc., Class A                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     41313 | NS      | $4590287.43   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                  | LyondellBasell Industries NV, Class A                 | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |      8087 | NS      | $781932.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                    | News Corp., Class A                                   | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    124673 | NS      | $2525874.98   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                         | Williams-Sonoma, Inc.                                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     39369 | NS      | $5312452.86   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                     | ExlService Holdings, Inc.                             | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     16994 | NS      | $2899176.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                              | S&P Global, Inc.                                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     19332 | NS      | $7248340.08   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                     | APA Corp.                                             | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     72131 | NS      | $3197567.23   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                  | Nasdaq, Inc.                                          | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     24682 | NS      | $1485609.58   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                | AutoZone, Inc.                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       261 | NS      | $636539.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)         | Interpublic Group of Cos., Inc. (The)                 | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    161780 | NS      | $5898498.80   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                          | Otis Worldwide Corp.                                  | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |    124486 | NS      | $10236483.78  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.               | Live Nation Entertainment, Inc.                       | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     13657 | NS      | $1099251.93   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                | Broadcom, Inc.                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     20202 | NS      | $11818372.02  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                | McKesson Corp.                                        | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      9333 | NS      | $3534220.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                 | Datadog, Inc., Class A                                | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |     15042 | NS      | $1125292.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                               | Dynatrace, Inc.                                       | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31393 | NS      | $1206432.99   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd.                                   | Amdocs Ltd.                                           | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     22712 | NS      | $2087914.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                           | Abbott Laboratories                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     78639 | NS      | $8693541.45   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                          | Meta Platforms, Inc., Class A                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     65636 | NS      | $9777794.92   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                 | Medtronic plc                                         | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     54429 | NS      | $4555163.01   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                   | Capital One Financial Corp.                           | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     17031 | NS      | $2026689.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                        | Costco Wholesale Corp.                                | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     11120 | NS      | $5683876.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                          | Carrier Global Corp.                                  | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     14942 | NS      | $680309.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | S&P Midcap 400 E-Mini Index                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $15835.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot, Inc.                                 | HubSpot, Inc.                                         | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      4411 | NS      | $1530661.11   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                              | Concentrix Corp.                                      | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15877 | NS      | $2251517.37   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                   | Keysight Technologies, Inc.                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     21543 | NS      | $3863737.05   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.             | Philip Morris International, Inc.                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     83363 | NS      | $8689759.12   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                           | SVB Financial Group                                   | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      1073 | NS      | $324518.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                       | Avis Budget Group, Inc.                               | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     15955 | NS      | $3191638.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                    | Okta, Inc., Class A                                   | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     10020 | NS      | $737572.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International, Inc.               | Robert Half International, Inc.                       | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     50187 | NS      | $4213700.52   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp.                            | Marathon Oil Corp.                                    | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     60016 | NS      | $1648639.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                              | Murphy Oil Corp.                                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     64208 | NS      | $2800110.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                 | Comcast Corp., Class A                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    134830 | NS      | $5305560.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy, Inc.                                 | GoDaddy, Inc., Class A                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      3481 | NS      | $285894.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                | Fortinet, Inc.                                        | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |    103864 | NS      | $5436241.76   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                      | Motorola Solutions, Inc.                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     22602 | NS      | $5808940.02   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                      | Lumen Technologies, Inc.                              | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     48057 | NS      | $252299.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.         | Public Service Enterprise Group, Inc.                 | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     15661 | NS      | $969885.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                        | Antero Resources Corp.                                | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     54783 | NS      | $1579941.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp. of America Holdings          | Laboratory Corp. of America Holdings                  | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      2093 | NS      | $527687.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                              | Blackstone, Inc., Class A                             | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     52974 | NS      | $5083385.04   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                    | US Bancorp                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     24615 | NS      | $1225827.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                             | Wells Fargo & Co.                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     48644 | NS      | $2279944.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                     | Rockwell Automation, Inc.                             | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      6047 | NS      | $1705435.41   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                  | Macy's, Inc.                                          | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    187457 | NS      | $4429608.91   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                           | Cisco Systems, Inc.                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    103188 | NS      | $5022159.96   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                               | Starbucks Corp.                                       | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     47549 | NS      | $5189497.86   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                 | PepsiCo, Inc.                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     73865 | NS      | $12632392.30  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                           | Fifth Third Bancorp                                   | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     14149 | NS      | $513467.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                             | FirstEnergy Corp.                                     | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     30498 | NS      | $1248893.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.           | First Industrial Realty Trust, Inc.                   | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15208 | NS      | $811346.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                          | JPMorgan Chase & Co.                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    126812 | NS      | $17748607.52  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     75056 | NS      | $7305200.48   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                  | Advanced Micro Devices, Inc.                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      8375 | NS      | $629381.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                    | Constellation Energy Corp.                            | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     25670 | NS      | $2191191.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                    | AGCO Corp.                                            | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      6358 | NS      | $878230.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                      | HP, Inc.                                              | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     55416 | NS      | $1614822.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                  | Vertex Pharmaceuticals, Inc.                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     11039 | NS      | $3566700.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                             | Lowe's Cos., Inc.                                     | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     17672 | NS      | $3680194.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd.                             | Schlumberger Ltd.                                     | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     40119 | NS      | $2285980.62   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                            | Chemours Co. (The)                                    | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     85603 | NS      | $3115093.17   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                       | Applied Materials, Inc.                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     37585 | NS      | $4190351.65   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                 | AMN Healthcare Services, Inc.                         | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     30002 | NS      | $2875391.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                    | Manhattan Associates, Inc.                            | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     33742 | NS      | $4398607.12   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                               | Synaptics, Inc.                                       | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     27609 | NS      | $3451953.27   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                  | Exelon Corp.                                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     56180 | NS      | $2370234.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                 | Chevron Corp.                                         | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63556 | NS      | $11060015.12  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp.                                   | Cigna Corp.                                           | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1448 | NS      | $458538.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                   | RenaissanceRe Holdings Ltd.                           | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      1106 | NS      | $216433.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                               | Atlassian Corp., Class A                              | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |     39527 | NS      | $6388353.74   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Seagate Technology Holdings plc               | Seagate Technology Holdings plc                       | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |      4925 | NS      | $333816.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                  | Target Corp.                                          | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     15427 | NS      | $2655603.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                | ConocoPhillips                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      8510 | NS      | $1037113.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                            | Crown Castle, Inc.                                    | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     12607 | NS      | $1867222.77   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                         | Commercial Metals Co.                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      3476 | NS      | $188642.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                    | Charles Schwab Corp. (The)                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     34737 | NS      | $2689338.54   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                         | Southern Copper Corp.                                 | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |     39871 | NS      | $2998697.91   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage, Inc.                            | Pure Storage, Inc., Class A                           | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      4323 | NS      | $125107.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.              | Tempur Sealy International, Inc.                      | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     43966 | NS      | $1791614.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                             | Tyson Foods, Inc., Class A                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      3604 | NS      | $236963.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                          | Avery Dennison Corp.                                  | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      9905 | NS      | $1876403.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                 | Reliance Steel & Aluminum Co.                         | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     16223 | NS      | $3689921.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                  | Vistra Corp.                                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     87779 | NS      | $2024183.74   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                      | IDEXX Laboratories, Inc.                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      2447 | NS      | $1175783.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                     | T. Rowe Price Group, Inc.                             | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1038 | NS      | $120895.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                  | Ameren Corp.                                          | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     39491 | NS      | $3430583.17   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                                | Trex Co., Inc.                                        | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19724 | NS      | $1039849.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Coca-Cola Co. (The)                           | Coca-Cola Co. (The)                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    132403 | NS      | $8118951.96   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                             | Caterpillar, Inc.                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      9345 | NS      | $2357650.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                      | Zebra Technologies Corp., Class A                     | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      3888 | NS      | $1229307.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                     | Janus Henderson Group plc                             | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |    114717 | NS      | $2973464.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                   | L3Harris Technologies, Inc.                           | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      5618 | NS      | $1206858.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                    | Olin Corp.                                            | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     52311 | NS      | $3378767.49   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.            | West Pharmaceutical Services, Inc.                    | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       762 | NS      | $202387.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                              | ServiceNow, Inc.                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2979 | NS      | $1355832.27   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                    | Ameriprise Financial, Inc.                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     14429 | NS      | $5051881.48   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                         | Thor Industries, Inc.                                 | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      5244 | NS      | $499910.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                           | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |  18832978 | NS      | $18844277.43  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings, Inc.                          | IQVIA Holdings, Inc.                                  | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      6026 | NS      | $1382424.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                                     | Dow, Inc.                                             | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     21401 | NS      | $1270149.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                    | Procter & Gamble Co. (The)                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    144178 | NS      | $20528063.64  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                    | Agilent Technologies, Inc.                            | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     23798 | NS      | $3619199.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor plc                                     | Amcor plc                                             | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |    292340 | NS      | $3525620.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                               | ChampionX Corp.                                       | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     94004 | NS      | $3104012.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                | American Financial Group, Inc.                        | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     11994 | NS      | $1710224.46   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                   | Dick's Sporting Goods, Inc.                           | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     38457 | NS      | $5028637.32   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.                | First American Financial Corp.                        | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     71040 | NS      | $4395244.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                  | LPL Financial Holdings, Inc.                          | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      4945 | NS      | $1172558.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                 | MetLife, Inc.                                         | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     96780 | NS      | $7066875.60   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                 | Estee Lauder Cos., Inc. (The), Class A                | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     25983 | NS      | $7199369.64   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                  | Verizon Communications, Inc.                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    128258 | NS      | $5331685.06   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)               | Goldman Sachs Group, Inc. (The)                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     14847 | NS      | $5431181.07   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                              | AutoNation, Inc.                                      | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29687 | NS      | $3761936.64   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Humana, Inc.                                  | Humana, Inc.                                          | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      8383 | NS      | $4289581.10   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.               | Principal Financial Group, Inc.                       | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      1314 | NS      | $121610.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                   | Amgen, Inc.                                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     17405 | NS      | $4393022.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                 | Paychex, Inc.                                         | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     10137 | NS      | $1174472.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                               | Microsoft Corp.                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    263778 | NS      | $65366826.18  | 5.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics, Inc.                       | Quest Diagnostics, Inc.                               | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      3131 | NS      | $464890.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                   | Alcoa Corp.                                           | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     18826 | NS      | $983470.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                         | Bank of America Corp.                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    277889 | NS      | $9859501.72   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                  | CF Industries Holdings, Inc.                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      1234 | NS      | $104519.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                | Public Storage                                        | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      7465 | NS      | $2271898.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                                 | Nutanix, Inc., Class A                                | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     30864 | NS      | $860179.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                | Prologis, Inc.                                        | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     49994 | NS      | $6463224.32   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                    | NIKE, Inc., Class B                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     20438 | NS      | $2602370.54   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                              | Murphy USA, Inc.                                      | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      8132 | NS      | $2212147.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of New York Mellon Corp. (The)           | Bank of New York Mellon Corp. (The)                   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     75371 | NS      | $3811511.47   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                     | CDW Corp.                                             | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      1061 | NS      | $207987.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                          | Emerson Electric Co.                                  | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     57835 | NS      | $5217873.70   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                | Tapestry, Inc.                                        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     11878 | NS      | $541280.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                 | Honeywell International, Inc.                         | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     10501 | NS      | $2189248.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre, Inc.                            | MercadoLibre, Inc.                                    | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |      1856 | NS      | $2193216.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp.                         | AGNC Investment Corp.                                 | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |    180521 | NS      | $2094043.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| OneMain Holdings, Inc.                        | OneMain Holdings, Inc.                                | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     84164 | NS      | $3630834.96   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                          | HCA Healthcare, Inc.                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      2301 | NS      | $586916.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                            | Equity Residential                                    | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     31932 | NS      | $2032471.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                         | Elevance Health, Inc.                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     12663 | NS      | $6331373.37   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                            | State Street Corp.                                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     47020 | NS      | $4294336.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                    | Occidental Petroleum Corp.                            | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     11950 | NS      | $774240.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                  | Mondelez International, Inc., Class A                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     28148 | NS      | $1842005.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                          | Northern Trust Corp.                                  | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     19406 | NS      | $1881799.82   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                  | AbbVie, Inc.                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     96165 | NS      | $14208378.75  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                           | Omnicom Group, Inc.                                   | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     28510 | NS      | $2451574.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                          | Vornado Realty Trust                                  | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37417 | NS      | $912600.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                    | Etsy, Inc.                                            | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     30037 | NS      | $4132490.46   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| BlackRock Funds III                           | BlackRock Cash Funds: Treasury, SL Agency Shares      | CUSIP: 066922477<br>LEI: 5493005PQV5UQG4OSI49 | Long             | STIV             | RF                | US        |   3893237 | NS      | $3893237.31   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                           | Union Pacific Corp.                                   | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3643 | NS      | $743864.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                        | WEC Energy Group, Inc.                                | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     40174 | NS      | $3775954.26   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                              | Baker Hughes Co.                                      | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54534 | NS      | $1730909.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                     | WESCO International, Inc.                             | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     12265 | NS      | $1827607.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                        | Booking Holdings, Inc.                                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1441 | NS      | $3507538.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.               | Affiliated Managers Group, Inc.                       | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     17651 | NS      | $3049033.74   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                  | NetApp, Inc.                                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      4312 | NS      | $285583.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                   | Qorvo, Inc.                                           | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     12777 | NS      | $1388348.82   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                 | Sempra Energy                                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      2287 | NS      | $366674.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                             | Hershey Co. (The)                                     | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     15499 | NS      | $3481075.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                           | EOG Resources, Inc.                                   | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      7905 | NS      | $1045436.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                         | Gilead Sciences, Inc.                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     32800 | NS      | $2753232.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne, Inc.                       | Helmerich & Payne, Inc.                               | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     13333 | NS      | $645850.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                             | Duke Energy Corp.                                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     35926 | NS      | $3680618.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | S&P 500 E-Mini Index                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8 | NC      | $68924.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign, Inc.                                | DocuSign, Inc.                                        | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     65785 | NS      | $3989202.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                      | UnitedHealth Group, Inc.                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     36261 | NS      | $18101128.59  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                            | General Motors Co.                                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     77316 | NS      | $3040065.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                | Thermo Fisher Scientific, Inc.                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     14109 | NS      | $8046785.97   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                | Synopsys, Inc.                                        | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     12325 | NS      | $4359968.75   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp.                                   | Dover Corp.                                           | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      3276 | NS      | $497395.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                                 | MongoDB, Inc.                                         | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      3622 | NS      | $775868.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                    | Visa, Inc., Class A                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     63803 | NS      | $14688088.63  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                         | Parker-Hannifin Corp.                                 | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      2876 | NS      | $937576.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                    | ASGN, Inc.                                            | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     19316 | NS      | $1756790.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works, Inc.                     | Illinois Tool Works, Inc.                             | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     23842 | NS      | $5627665.68   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                              | McDonald's Corp.                                      | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     33040 | NS      | $8834896.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                           | Kinder Morgan, Inc.                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     76576 | NS      | $1401340.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                   | Aflac, Inc.                                           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     65824 | NS      | $4838064.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                             | Yum! Brands, Inc.                                     | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     41817 | NS      | $5457536.67   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                            | DT Midstream, Inc.                                    | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2157 | NS      | $117901.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                  | Charter Communications, Inc., Class A                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      5108 | NS      | $1963055.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                 | Accenture plc, Class A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     31125 | NS      | $8685431.25   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                       | Bath & Body Works, Inc.                               | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     67628 | NS      | $3111564.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                              | CVS Health Corp.                                      | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     77683 | NS      | $6853194.26   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                  | DaVita, Inc.                                          | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     17889 | NS      | $1473874.71   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies, Inc.                       | Dell Technologies, Inc., Class C                      | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     12914 | NS      | $524566.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                         | Electronic Arts, Inc.                                 | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     12190 | NS      | $1568609.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                | QUALCOMM, Inc.                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     54585 | NS      | $7271267.85   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                            | Lam Research Corp.                                    | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4176 | NS      | $2088417.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                              | NRG Energy, Inc.                                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     72155 | NS      | $2469144.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co. (The)                              | Mosaic Co. (The)                                      | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      6027 | NS      | $298577.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                          | American Tower Corp.                                  | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      3740 | NS      | $835478.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                                | Ford Motor Co.                                        | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     90366 | NS      | $1220844.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                         | Lockheed Martin Corp.                                 | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     12499 | NS      | $5790286.74   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                  | Brixmor Property Group, Inc.                          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    100617 | NS      | $2367518.01   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                             | EMCOR Group, Inc.                                     | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     16187 | NS      | $2399722.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                       | Texas Instruments, Inc.                               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     49779 | NS      | $8821336.59   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                 | Moderna, Inc.                                         | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     29761 | NS      | $5239721.66   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                     | SLM Corp.                                             | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171105 | NS      | $3006314.85   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings, Inc.                      | Sirius XM Holdings, Inc.                              | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |    456711 | NS      | $2644356.69   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Lamar Advertising Co.                         | Lamar Advertising Co., Class A                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     27825 | NS      | $2964475.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                               | H&R Block, Inc.                                       | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    107494 | NS      | $4190116.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                              | PDC Energy, Inc.                                      | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     15488 | NS      | $1049002.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.               | Jefferies Financial Group, Inc.                       | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |    131503 | NS      | $5165437.84   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                  | Zoetis, Inc.                                          | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       979 | NS      | $162014.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                      | Palo Alto Networks, Inc.                              | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     22330 | NS      | $3542431.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                    | eBay, Inc.                                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     55052 | NS      | $2725074.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                  | Cintas Corp.                                          | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10025 | NS      | $4448493.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                            | Best Buy Co., Inc.                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     27430 | NS      | $2433589.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer