# EDGAR Filing Document

**Accession Number:** 0000912900
**File Stem:** 0001752724-23-046574
**Filing Date:** 2023-2
**Character Count:** 132046
**Document Hash:** 7fc171e4ad12540e9050e29705c18b98
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046574.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046574

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRAXIS MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0000912900
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08056
- **FILM NUMBER:** 23682638

**BUSINESS ADDRESS:**
- **STREET 1:** 1110 N. MAIN ST.
- **CITY:** GOSHEN
- **STATE:** IN
- **ZIP:** 46527
- **BUSINESS PHONE:** 8009772947

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 483
- **CITY:** GOSHEN
- **STATE:** IN
- **ZIP:** 46527

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MMA PRAXIS MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19931229

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRAXIS MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19931001

## Series and Classes Contracts Data

### Praxis Value Index Fund (Series ID: S000003162)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000008551 | Praxis Value Index Fund Class A | MVIAX           |
| C000035284 | Praxis Value Index Fund Class I | MVIIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Praxis Mutual Funds

- **b. Investment Company Act file number:** 811-08056

- **c. CIK number of Registrant:** 0000912900

- **d. LEI of Registrant:** 5493000A2TZD2B7R2O62

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

  - **Street Address 1:** 1110 N. Main Street

  - **City:** Goshen

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46527

  - **Telephone number:** 800-977-2947

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

- **a. Name of Series:** PRAXIS VALUE INDEX FUND

- **b. EDGAR series identifier (if any):** S000003162

- **c. LEI of Series:** 549300J6ZPK49DSSRR48

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $399233467.73

**Total Liabilities:** $652599.31

**Net Assets:** $398580868.42

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000035284 | 10.54%               | 5.95%                | -4.03%               |
| Class ID C000008551 | 4.67%                | 0.42%                | -9.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $48578.38                | $36957095.10                               |
| Month 2  | $-11629.68               | $22914098.61                               |
| Month 3  | $29361085.09             | $-47275765.70                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Boston Scientific Corporation                                                | Boston Scientific Corporation                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     29180 | NS      | $1350158.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                                        | NXP Semiconductors N.V.                                          | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | US        |      2190 | NS      | $346085.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                                         | Baker Hughes, a GE Company                                       | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44790 | NS      | $1322648.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                              | Automatic Data Processing, Inc.                                  | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1190 | NS      | $284243.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                                                        | Align Technology, Inc.                                           | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1490 | NS      | $314241.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank San Francisco                                            | First Republic Bank                                              | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      4180 | NS      | $509500.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                                       | Lumen Technologies, Inc.                                         | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     54970 | NS      | $286943.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                                                 | Sherwin-Williams Company (The)                                   | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      6010 | NS      | $1426353.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabtec Corp                                                                  | Westinghouse Air Brake Technologies Corporation                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      6250 | NS      | $623812.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                                                     | American Express Company                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      9754 | NS      | $1441153.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc                                                  | C.H. Robinson Worldwide, Inc.                                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      6070 | NS      | $555769.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Air Products & Chemicals, Inc.                                               | Air Products & Chemicals, Inc.                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      2397 | NS      | $738899.22    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Transdigm Group Inc.                                                         | TransDigm Group, Inc.                                            | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1510 | NS      | $950771.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                                                     | Ceridian HCM Holding, Inc.                                       | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      4490 | NS      | $288033.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                                           | Target Corporation                                               | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      9860 | NS      | $1469534.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                                                         | M&T Bank Corporation                                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      5634 | NS      | $817268.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc                                                          | DENTSPLY SIRONA, Inc.                                            | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     18350 | NS      | $584264.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                                                        | Whirlpool Corporation                                            | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      3150 | NS      | $445599.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co, Inc.                                             | American Electric Power Company, Inc.                            | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     16270 | NS      | $1544836.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                                                       | Verisk Analytics, Inc.                                           | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      5050 | NS      | $890921.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                                                    | eBay, Inc.                                                       | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     12910 | NS      | $535377.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ansys Inc                                                                    | ANSYS, Inc.                                                      | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      1760 | NS      | $425198.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                                                       | DXC Technology Company                                           | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     15380 | NS      | $407570.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                                    | Linde plc                                                        | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | US        |     10956 | NS      | $3573628.08   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                                                    | Travelers Companies, Inc. (The)                                  | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      5403 | NS      | $1013008.47   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                                                             | WestRock Company                                                 | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     10430 | NS      | $366718.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                                                        | Generac Holdings, Inc.                                           | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      3210 | NS      | $323118.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                                                            | Cigna Corporation                                                | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4062 | NS      | $1345903.08   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                                                  | Pentair plc                                                      | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | GB        |     12120 | NS      | $545157.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                                         | Carnival Corporation                                             | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |     63243 | NS      | $509738.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Paychex Inc                                                                  | Paychex, Inc.                                                    | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      3334 | NS      | $385277.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                               | Texas Instruments, Inc.                                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      6950 | NS      | $1148279.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                                         | Emerson Electric Co.                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      9554 | NS      | $917757.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                               | S&P Global, Inc.                                                 | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      8310 | NS      | $2783351.40   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                                            | Brown & Brown, Inc.                                              | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     15040 | NS      | $856828.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                                    | Adobe, Inc.                                                      | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      6460 | NS      | $2173983.80   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | CALVERT 2.5% DUE 06/13/2025                                      | CUSIP: 13161GZL9<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    450000 | PA      | $415752.39    | 0.10%             | 2025-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                             | Arthur J. Gallagher & Company                                    | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      2930 | NS      | $552422.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                                               | Globe Life, Inc.                                                 | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      4450 | NS      | $536447.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                                           | Ingersoll-Rand Inc.                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     13050 | NS      | $681862.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                                                   | Dollar General Corporation                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1200 | NS      | $295500.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                              | Xcel Energy, Inc.                                                | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     14114 | NS      | $989532.54    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                                                  | Keysight Technologies, Inc.                                      | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      3690 | NS      | $631248.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                                           | Lennar Corporation Class A                                       | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      6340 | NS      | $573770.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                                                    | Host Hotels & Resorts, Inc. REIT                                 | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     20470 | NS      | $328543.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Ametek, Inc.                                                                 | AMETEK, Inc.                                                     | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      4630 | NS      | $646903.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                                                        | Lowe's Companies, Inc.                                           | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      4570 | NS      | $910526.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                                      | Aon plc                                                          | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |      4280 | NS      | $1284599.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                                               | Signature Bank                                                   | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      2580 | NS      | $297267.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                                    | Qorvo, Inc.                                                      | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      4610 | NS      | $417850.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                                              | Fox Corporation - Class B                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     13000 | NS      | $369850.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Lovesac Company                                                          | Match Group, Inc.                                                | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13760 | NS      | $570902.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                    | Goldman Sachs Group, Inc. (The)                                  | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      9160 | NS      | $3145360.80   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                       | Sempra Energy                                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      6023 | NS      | $930794.42    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                                           | Conagra Brands, Inc.                                             | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     16070 | NS      | $621909.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                                              | FMC Corporation                                                  | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      2410 | NS      | $300768.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                                               | Archer-Daniels-Midland Company                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      5880 | NS      | $545958.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                                           | Exelon Corporation                                               | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     34410 | NS      | $1487544.30   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                                                  | Humana, Inc.                                                     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1410 | NS      | $722187.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                               | Charles Schwab Corporation (The)                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     17660 | NS      | $1470371.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                                         | Vornado Realty Trust REIT                                        | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12650 | NS      | $263246.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                                       | HP, Inc.                                                         | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     26820 | NS      | $720653.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                                                  | Progressive Corporation (The)                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      8230 | NS      | $1067513.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                                           | DTE Energy Company                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      4170 | NS      | $490100.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                                         | Booking Holdings, Inc.                                           | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1010 | NS      | $2035432.80   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                                                          | Realty Income Corporation REIT                                   | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     20130 | NS      | $1276845.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Danaher Corporation                                                          | Danaher Corporation                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      4670 | NS      | $1239511.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                                                | Chubb Ltd.                                                       | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |      8860 | NS      | $1954516.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                                                 | Norfolk Southern Corporation                                     | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      7190 | NS      | $1771759.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                                                       | Micron Technology, Inc.                                          | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     29590 | NS      | $1478908.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated                                            | McCormick & Company, Inc. Non-Voting Shares                      | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      6090 | NS      | $504800.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                                  | Verizon Communications, Inc.                                     | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    104080 | NS      | $4100752.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                                       | Waste Management, Inc.                                           | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     10650 | NS      | $1670772.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company                                            | Pioneer Natural Resources Company                                | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      4630 | NS      | $1057445.70   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                                           | Ameren Corporation                                               | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      3400 | NS      | $302328.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                                                      | Boston Properties, Inc. REIT                                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      7500 | NS      | $506850.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                                            | Crown Castle International Corporation REIT                      | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      6910 | NS      | $937272.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                                          | Analog Devices, Inc.                                             | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      6980 | NS      | $1144929.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                 | Broadcom, Inc.                                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3640 | NS      | $2035233.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                            | Eversource Energy                                                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      7770 | NS      | $651436.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                 | Marriott International, Inc. Class A                             | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      2910 | NS      | $433269.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                                                  | Zoetis, Inc.                                                     | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     10000 | NS      | $1465500.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                                                | Equinix, Inc. REIT                                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      2350 | NS      | $1539320.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                                           | HCA Healthcare, Inc.                                             | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1660 | NS      | $398333.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                                    | MSCI, Inc.                                                       | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1140 | NS      | $530293.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                                                   | Kimberly-Clark Corporation                                       | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     14960 | NS      | $2030820.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                                                | Assurant, Inc.                                                   | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      4170 | NS      | $521500.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Nextera Energy Inc                                                           | NextEra Energy, Inc.                                             | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52960 | NS      | $4427456.00   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                                               | Kroger Company (The)                                             | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     20514 | NS      | $914514.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                                                      | Intuitive Surgical, Inc.                                         | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      4520 | NS      | $1199382.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                                              | CSX Corporation                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     31150 | NS      | $965027.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                                                | U.S. Bancorp                                                     | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     34867 | NS      | $1520549.87   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                                                      | Arch Capital Group Ltd.                                          | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      4610 | NS      | $289415.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                                            | Loews Corporation                                                | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     25180 | NS      | $1468749.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Incorporation                                                | PayPal Holdings, Inc.                                            | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     28270 | NS      | $2013389.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | Calvert Social Investment Foundation, Inc. 3.00%, Due 12/15/2023 | CUSIP: 13161GS29<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    720000 | PA      | $700318.15    | 0.18%             | 2023-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc                                             | PNC Financial Services Group, Inc. (The)                         | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     11131 | NS      | $1758030.14   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                                                  | Rollins, Inc.                                                    | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      8020 | NS      | $293050.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                          | Fifth Third Bancorp                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     19490 | NS      | $639466.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                     | Visa, Inc. Class A                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1450 | NS      | $301252.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Dover Corporation                                                            | Dover Corporation                                                | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      5253 | NS      | $711308.73    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation                                      | Bank of New York Mellon Corporation (The)                        | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     38024 | NS      | $1730852.48   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                                                        | Regency Centers Corporation REIT                                 | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      9230 | NS      | $576875.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                                              | Estee Lauder Companies, Inc. (The) Class A                       | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      4940 | NS      | $1225663.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                                                  | Discover Financial Services                                      | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       360 | NS      | $35218.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                                              | Deere & Company                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       907 | NS      | $388885.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                                        | Quanta Services, Inc.                                            | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      2060 | NS      | $293550.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                                            | Microchip Technology, Inc.                                       | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      4630 | NS      | $325257.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                               | Walgreen Boots Alliance, Inc.                                    | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     22490 | NS      | $840226.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                                  | Bank of America Corporation                                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    192070 | NS      | $6361358.40   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Group                                                        | Royal Caribbean Cruises Ltd.                                     | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |      2120 | NS      | $104791.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hasbro Inc                                                                   | Hasbro, Inc.                                                     | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     26100 | NS      | $1592361.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                                                 | Southern Company (The)                                           | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     36061 | NS      | $2575116.01   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                                                | Martin Marietta Materials, Inc.                                  | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      1320 | NS      | $446120.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                                                         | PPG Industries, Inc.                                             | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     10210 | NS      | $1283805.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                          | Comcast Corporation Class A                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    119140 | NS      | $4166325.80   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                | Hilton Worldwide Holdings, Inc.                                  | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      6420 | NS      | $811231.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                   | Bio-Rad Laboratories, Inc. Class A                               | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       720 | NS      | $302752.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                                                          | Vici Properties, Inc                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      9190 | NS      | $297756.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                                          | Newmont Corporation                                              | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     22640 | NS      | $1068608.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                                                   | Carrier Global Corporation                                       | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     22720 | NS      | $937200.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                                             | Genuine Parts Company                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      4570 | NS      | $792940.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                               | Public Storage REIT                                              | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      1920 | NS      | $537964.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Aflac Incorporated                                                           | Aflac, Inc.                                                      | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     20790 | NS      | $1495632.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                                        | Microsoft Corporation                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     84440 | NS      | $20250400.80  | 5.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                                                 | Costco Wholesale Corporation                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      3700 | NS      | $1689050.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                                                 | Nordson Corporation                                              | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      2610 | NS      | $620449.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                                            | FedEx Corporation                                                | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      5380 | NS      | $931816.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                                                      | NVR, Inc.                                                        | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       130 | NS      | $599635.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                                                  | PepsiCo, Inc.                                                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      4139 | NS      | $747751.74    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                                                   | Northern Trust Corporation                                       | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      6297 | NS      | $557221.53    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                                          | Stryker Corporation                                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      8800 | NS      | $2151512.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| Electronic Arts Inc.                                                         | Electronic Arts, Inc.                                            | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      5610 | NS      | $685429.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                                       | CMS Energy Corporation                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     12530 | NS      | $793524.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                                                   | Ameriprise Financial, Inc.                                       | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1540 | NS      | $479509.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                                                        | DuPont de Nemours, Inc.                                          | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      8148 | NS      | $559197.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| United Airlines Holdings Inc                                                 | United Airlines Holdings, Inc.                                   | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     13060 | NS      | $492362.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                  | Walmart, Inc.                                                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     37380 | NS      | $5300110.20   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                   | Zimmer Biomet Holdings, Inc.                                     | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      5900 | NS      | $752250.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                                                | AmerisourceBergen Corporation                                    | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      4700 | NS      | $778837.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                    | Aptiv plc                                                        | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7050 | NS      | $656566.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                                                      | Activision Blizzard, Inc.                                        | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      7690 | NS      | $588669.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                                            | Hormel Foods Corporation                                         | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      6540 | NS      | $297897.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                             | Paramount Global Class B                                         | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     33366 | NS      | $563218.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Moodys Corp                                                                  | Moody's Corporation                                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        80 | NS      | $22289.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                                          | Delta Air Lines, Inc.                                            | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     29020 | NS      | $953597.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                                             | Cincinnati Financial Corporation                                 | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      9332 | NS      | $955503.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                                                         | Otis Worldwide Corporation                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     20480 | NS      | $1603788.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group                                                           | T. Rowe Price Group, Inc.                                        | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      2870 | NS      | $313002.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                                                | Accenture plc Class A                                            | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16780 | NS      | $4477575.20   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                                                | Regions Financial Corporation                                    | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     24860 | NS      | $535981.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Centerpoint Energy Inc                                                       | CenterPoint Energy, Inc.                                         | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     19510 | NS      | $585104.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                                                  | Invesco Ltd.                                                     | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     15670 | NS      | $281903.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Company                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     75425 | NS      | $10114492.50  | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                                                     | Allstate Corporation (The)                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     10919 | NS      | $1480616.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company                                           | Hewlett Packard Enterprise Company                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     27900 | NS      | $445284.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                                                   | Baxter International, Inc.                                       | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     17182 | NS      | $875766.54    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                                                    | Union Pacific Corporation                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     10450 | NS      | $2163881.50   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                                                 | Equifax, Inc.                                                    | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       750 | NS      | $145770.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                                                   | Essex Property Trust, Inc. REIT                                  | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      1340 | NS      | $283972.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group                                                                   | CBRE Group, Inc.                                                 | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     10290 | NS      | $791918.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| The Kraft Heinz Company                                                      | Kraft Heinz Company (The)                                        | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26030 | NS      | $1059681.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                                                   | Alliant Energy Corporation                                       | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      5400 | NS      | $298134.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                                                    | Amcor plc                                                        | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | US        |     24340 | NS      | $289889.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                                                  | Trimble, Inc.                                                    | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      8990 | NS      | $454534.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                                                | Becton, Dickinson and Company                                    | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      8310 | NS      | $2113233.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                              | CVS Health Corporation                                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     32034 | NS      | $2985248.46   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                                                        | Everest Re Group Ltd.                                            | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | US        |      2840 | NS      | $940806.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                                                 | MetLife, Inc.                                                    | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     23733 | NS      | $1717557.21   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                                                 | Illumina, Inc.                                                   | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      5030 | NS      | $1017066.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                                         | McKesson Corporation                                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      3384 | NS      | $1269406.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                                                  | Fiserv, Inc.                                                     | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      8480 | NS      | $857073.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corp                                                                    | VF Corporation                                                   | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     18360 | NS      | $506919.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Teleflex Incorporated                                                        | Teleflex, Inc.                                                   | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      2740 | NS      | $683986.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| T-Mobile US Inc                                                              | T-Mobile USA, Inc.                                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      6580 | NS      | $921200.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc                                   | Fidelity National Information Services, Inc.                     | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     21130 | NS      | $1433670.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                          | Synchrony Financial                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     10350 | NS      | $340101.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                                                 | Catalent, Inc.                                                   | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1430 | NS      | $64364.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                 | Thermo Fisher Scientific, Inc.                                   | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3154 | NS      | $1736876.26   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                                                   | Prudential Financial, Inc.                                       | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     13980 | NS      | $1390450.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                                              | BlackRock, Inc.                                                  | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      4022 | NS      | $2850109.86   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                                            | Capital One Financial Corporation                                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      9590 | NS      | $891486.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                                                 | Citizens Financial Group, Inc.                                   | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     10900 | NS      | $429133.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                                          | SVB Financial Group                                              | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       710 | NS      | $163399.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                | Intercontinental Exchange, Inc.                                  | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     16430 | NS      | $1685553.70   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                       | Roper Technologies, Inc.                                         | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      3030 | NS      | $1309232.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                                           | Clorox Company (The)                                             | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      2030 | NS      | $284869.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Equity Residential Properties Trust                                          | Equity Residential REIT                                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     17370 | NS      | $1024830.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                                                  | Viatris, Inc.                                                    | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     40540 | NS      | $451210.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company                                                          | Walt Disney Company (The)                                        | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     47699 | NS      | $4144089.12   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                                         | Corning, Inc.                                                    | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     14610 | NS      | $466643.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                                                    | Valero Energy Corporation                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     14590 | NS      | $1850887.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                         | Edison International                                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     16627 | NS      | $1057809.74   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                                            | Tyson Foods, Inc.                                                | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      9110 | NS      | $567097.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International PLC                                           | Johnson Controls International plc                               | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     38687 | NS      | $2475968.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                                | Netflix, Inc.                                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     11010 | NS      | $3246628.80   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                                   | Nasdaq, Inc.                                                     | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        70 | NS      | $4294.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                                                     | State Street Corporation                                         | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     10420 | NS      | $808279.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                                                     | Etsy, Inc.                                                       | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      3930 | NS      | $470735.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                          | Cisco Systems, Inc.                                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    110020 | NS      | $5241352.80   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                                           | American International Group, Inc.                               | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     22987 | NS      | $1453697.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                                               | SBA Communications Corporation                                   | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      1660 | NS      | $465314.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                                                 | NVIDIA Corporation                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      1270 | NS      | $185597.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Grainger W W Inc                                                             | Grainger (W.W.), Inc.                                            | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       870 | NS      | $483937.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                             | Duke Energy Corporation                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     25514 | NS      | $2627686.86   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                                                          | IQVIA Holdings, Inc.                                             | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      2920 | NS      | $598278.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                                | NiSource, Inc.                                                   | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     19060 | NS      | $522625.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                                               | Robert Half International, Inc.                                  | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      5180 | NS      | $382439.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                                 | Mondelez International, Inc. Class A                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     15422 | NS      | $1027876.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.                                      | International Flavors & Fragrances, Inc.                         | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      9942 | NS      | $1042319.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic Services, Inc.                                                      | Republic Services, Inc.                                          | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     11450 | NS      | $1476935.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| The J M Smucker Company                                                      | J.M. Smucker Company (The)                                       | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      5630 | NS      | $892129.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Xylem, Inc.                                                                  | Xylem, Inc.                                                      | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      7010 | NS      | $775095.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                                          | Global Payments, Inc.                                            | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      8590 | NS      | $853158.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                                                     | Kimco Realty Corporation REIT                                    | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     22420 | NS      | $474855.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                                              | PPL Corporation                                                  | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     26930 | NS      | $786894.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     35391 | NS      | $3008942.82   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                                      | UDR, Inc. REIT                                                   | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      8600 | NS      | $333078.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                                              | Kellogg Company                                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      5960 | NS      | $424590.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Johnson & Johnson                                                            | Johnson & Johnson                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     28441 | NS      | $5024102.65   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                                     | Simon Property Group, Inc. REIT                                  | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      8469 | NS      | $994938.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                                               | Zebra Technologies Corporation Class A                           | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1540 | NS      | $394871.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                                                  | Warner Bros Discovery, Inc. Series A                             | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     67787 | NS      | $642620.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                         | Cognizant Technology Solutions Corporation Class A               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     10200 | NS      | $583338.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                                                 | Synopsys, Inc.                                                   | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       920 | NS      | $293746.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                                                 | Fastenal Company                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      9800 | NS      | $463736.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                                              | Gen Digital, Inc.                                                | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     15800 | NS      | $338594.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                                 | Autodesk, Inc.                                                   | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      2650 | NS      | $495205.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                                              | Ross Stores, Inc.                                                | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      8070 | NS      | $936684.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                                                       | TJX Companies, Inc. (The)                                        | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     12030 | NS      | $957588.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corporation                                                     | DISH Network Corporation Class A                                 | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     19840 | NS      | $278553.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| United Rentals, Inc.                                                         | United Rentals, Inc.                                             | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1620 | NS      | $575780.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                                       | McDonald's Corporation                                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      8340 | NS      | $2197840.20   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                                      | Dow, Inc.                                                        | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      7400 | NS      | $372886.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Calvert Impact Capital Inc                                                   | Calvert Impact Capital, Inc. 1.00%, 6/14/2024                    | CUSIP: 13162EBT2<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    750000 | PA      | $700609.58    | 0.18%             | 2024-06-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group                                                    | Principal Financial Group, Inc.                                  | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      4530 | NS      | $380157.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                                        | Cardinal Health, Inc.                                            | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      7850 | NS      | $603429.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                                               | Salesforce, Inc.                                                 | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     26700 | NS      | $3540153.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                                                           | ConocoPhillips                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      5377 | NS      | $634486.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works, Inc.                                          | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      7140 | NS      | $300879.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                     | AT&T, Inc.                                                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    204646 | NS      | $3767532.86   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc                                                               | Home Depot, Inc. (The)                                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     10732 | NS      | $3389809.52   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                                           | Huntington Bancshares, Inc.                                      | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     43970 | NS      | $619977.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                                      | KeyCorp                                                          | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     21488 | NS      | $374320.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                                                  | Ecolab, Inc.                                                     | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      2960 | NS      | $430857.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                                       | General Motors Company                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     37320 | NS      | $1255444.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                                            | Nucor Corporation                                                | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      2220 | NS      | $292618.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                                                  | AvalonBay Communities, Inc. REIT                                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      5900 | NS      | $952968.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                                                    | Consolidated Edison, Inc.                                        | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     29931 | NS      | $2852723.61   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Paccar Inc                                                                   | PACCAR, Inc.                                                     | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      5090 | NS      | $503757.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                                                      | UnitedHealth Group, Inc.                                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       570 | NS      | $302202.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                                                  | American Airlines Group, Inc.                                    | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43070 | NS      | $547850.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                                                  | Ventas, Inc. REIT                                                | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     11270 | NS      | $507713.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                                                        | Western Digital Corporation                                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     11965 | NS      | $377495.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                                               | AutoZone, Inc.                                                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       240 | NS      | $591883.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                                                | Prologis, Inc. REIT                                              | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     26080 | NS      | $2939998.40   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                                                     | Digital Realty Trust, Inc. REIT                                  | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      8840 | NS      | $886386.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                               | CAPITAL IMPACT PARTNERS INVESTMENT 4.8% 12/15/23                 | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449789.16    | 0.11%             | 2023-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                           | Oracle Corporation                                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     23412 | NS      | $1913696.88   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | CALVERT 2.5% DUE 06/13/2025                                      | CUSIP: 13161GXP2<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    280000 | PA      | $261127.55    | 0.07%             | 2025-06-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                 | Stanley Black & Decker, Inc.                                     | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      8890 | NS      | $667816.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                                                    | Agilent Technologies, Inc.                                       | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1990 | NS      | $297803.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                                        | Coca-Cola Company (The)                                          | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     40420 | NS      | $2571116.20   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                                                         | Elevance Health Incorporated                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1150 | NS      | $589915.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                             | Marsh & McLennan Companies, Inc.                                 | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      7150 | NS      | $1183182.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                                          | AES Corporation                                                  | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     10414 | NS      | $299506.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | Calvert Social Investment Foundation, Inc. 3.00%, Due 6/15/2023  | CUSIP: 13161GQ62<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444285.36    | 0.11%             | 2023-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Idex Corporation                                                             | IDEX Corporation                                                 | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      2840 | NS      | $648457.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                                                 | Procter & Gamble Company (The)                                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     38156 | NS      | $5782923.36   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                              | Live Nation Entertainment, Inc.                                  | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      6980 | NS      | $486785.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| CME Group Inc.                                                               | CME Group, Inc.                                                  | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     11190 | NS      | $1881710.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Nike, Inc.                                                                   | NIKE, Inc. Class B                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     29440 | NS      | $3444774.40   | 0.86%             |  |  |  | No            |                  1 | On Loan: —       |
| Darden Restaurants, Inc.                                                     | Darden Restaurants, Inc.                                         | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      2130 | NS      | $294642.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.                                  | Hartford Financial Services Group, Inc. (The)                    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     10830 | NS      | $821238.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                                                     | Illinois Tool Works, Inc.                                        | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     14045 | NS      | $3094113.50   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                                         | Keurig Dr Pepper Inc.                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     12430 | NS      | $443253.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                                                     | Berkley (W.R.) Corporation                                       | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      9825 | NS      | $713000.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                                            | Sysco Corporation                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     11430 | NS      | $873823.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings                                          | Laboratory Corporation of America Holdings                       | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      2120 | NS      | $499217.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                                                 | Truist Financial Corporation                                     | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     40660 | NS      | $1749599.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                                   | Biogen, Inc.                                                     | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1930 | NS      | $534455.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                                                  | ResMed, Inc.                                                     | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      2370 | NS      | $493268.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Carmax Inc                                                                   | CarMax, Inc.                                                     | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |      3650 | NS      | $222248.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| MasterCard Incorporated                                                      | Mastercard, Inc. Class A                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       860 | NS      | $299047.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                                                    | Rockwell Automation, Inc.                                        | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      8530 | NS      | $2197072.10   | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST AMERN FDS INC                                                          | FIRST AMERICAN GOVERNMENT OBLIGATIONS FUND CLASS X               | CUSIP: 31846V336<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |   1557920 | PA      | $1557920.25   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                                   | Intuit, Inc.                                                     | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      3330 | NS      | $1296102.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                                              | BorgWarner, Inc.                                                 | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     14870 | NS      | $598517.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | Calvert Impact Capital 3.00% Due 06/17/2024                      | CUSIP: 13161GTW2<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269057.32    | 0.07%             | 2024-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                               | Citigroup, Inc.                                                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     56686 | NS      | $2563907.78   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                                                 | Charter Communications, Inc. Class A                             | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      2520 | NS      | $854532.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Incorporated                                    | West Pharmaceutical Services, Inc.                               | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1260 | NS      | $296541.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                          | Abbott Laboratories                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     23170 | NS      | $2543834.30   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                                              | Federal Realty Investment Trust REIT                             | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4450 | NS      | $449628.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                 | Advanced Micro Devices, Inc.                                     | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     16990 | NS      | $1100442.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                                       | Southwest Airlines Company                                       | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     24810 | NS      | $835352.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                                              | Seagate Technology plc (Ireland)                                 | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |      5690 | NS      | $299350.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                      | Mid-America Apartment Communities, Inc. REIT                     | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      2890 | NS      | $453701.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM Brands Inc                                                               | Yum! Brands, Inc.                                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      5400 | NS      | $691632.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                                 | LyondellBasell Industries N.V. Class A                           | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |     12360 | NS      | $1026250.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms, Inc. Class A                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     56990 | NS      | $6858176.60   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                                  | United Parcel Service, Inc. Class B                              | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     20090 | NS      | $3492445.60   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                                       | Trane Technologies plc                                           | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |     10390 | NS      | $1746455.10   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                                    | Healthpeak Properties, Inc.                                      | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     20530 | NS      | $514687.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation                                  | International Business Machines Corporation                      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     21442 | NS      | $3020963.38   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.                                           | American Water Works Company, Inc.                               | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      2100 | NS      | $320082.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                                             | Edwards Lifesciences Corporation                                 | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     11480 | NS      | $856522.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                             | Amazon.com, Inc.                                                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    122600 | NS      | $10298400.00  | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                                                            | Intel Corporation                                                | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    102078 | NS      | $2697921.54   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                                                          | TE Connectivity Ltd.                                             | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |     14490 | NS      | $1663452.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.                                          | J.B. Hunt Transport Services, Inc.                               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      4690 | NS      | $817748.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies, Inc.                                                   | Cooper Companies, Inc. (The)                                     | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      1170 | NS      | $386883.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                                                            | EPAM Systems, Inc.                                               | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      1050 | NS      | $344127.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Incorporation                                               | Alaska Air Group, Inc.                                           | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      9130 | NS      | $392042.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                                        | Starbucks Corporation                                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     16870 | NS      | $1673504.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                        | Alexandria Real Estate Equities, Inc. REIT                       | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      5380 | NS      | $783704.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                                                 | Lincoln National Corporation                                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     16990 | NS      | $521932.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                                           | Ford Motor Company                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    104753 | NS      | $1218277.39   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                                        | Gilead Sciences, Inc.                                            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3450 | NS      | $296182.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                                                   | American Tower Corporation                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      4760 | NS      | $1008453.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                                                         | Schlumberger Ltd.                                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     26396 | NS      | $1411130.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                | Alphabet, Inc. Class A                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1350 | NS      | $119110.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | Calvert Impact Capital 3.00%, DUE 12/15/2024                     | CUSIP: 13161GVT6<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237985.13    | 0.06%             | 2024-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                            | D.R. Horton, Inc.                                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      3300 | NS      | $294162.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                                            | Omnicom Group, Inc.                                              | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     10229 | NS      | $834379.53    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Medtronic PLC                                                                | Medtronic plc                                                    | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |     33680 | NS      | $2617609.60   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                                              | LKQ Corporation                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      5180 | NS      | $276663.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                                                             | Welltower, Inc. REIT                                             | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13540 | NS      | $887547.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Susan McLauchlan

**Signature:** Susan McLauchlan

**Name of Signer:** Susan McLauchlan

**Title:** AVP Fund Accounting