# EDGAR Filing Document

**Accession Number:** 0001540305
**File Stem:** 0001145549-23-004617
**Filing Date:** 2023-1
**Character Count:** 197915
**Document Hash:** 87993be079e3b0041856d6a476fbd752
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-004617.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001145549-23-004617

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ETF Series Solutions
- **CENTRAL INDEX KEY:** 0001540305
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1112

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22668
- **FILM NUMBER:** 23567282

**BUSINESS ADDRESS:**
- **STREET 1:** 615 EAST MICHIGAN ST
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 414-287-3700

**MAIL ADDRESS:**
- **STREET 1:** 615 EAST MICHIGAN ST
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

## Series and Classes Contracts Data

### Nationwide S&P 500 Risk-Managed Income ETF (Series ID: S000074523)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000232477 | Nationwide S&P 500 Risk-Managed Income ETF | NSPI            |

## Nport-Ex

---

| | | | |
|:---|:---|:---|:---|
| **Nationwide S&P 500® Risk-Managed Income ETF** | **Nationwide S&P 500® Risk-Managed Income ETF** | **Nationwide S&P 500® Risk-Managed Income ETF** | **Nationwide S&P 500® Risk-Managed Income ETF** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **November 30, 2022 (Unaudited)** | **November 30, 2022 (Unaudited)** | **November 30, 2022 (Unaudited)** | **November 30, 2022 (Unaudited)** |
| **Shares** | **Security Description** |  | **Value** |
| | **COMMON STOCKS - 98.3%** | | |
| | **Communication Services - 7.3%** | | |
| 559 | Activision Blizzard, Inc. |  | $41338 |
| 4884 | Alphabet, Inc. - Class A (a) |  | 493234 |
| 4369 | Alphabet, Inc. - Class C (a) |  | 443235 |
| 5535 | AT&T, Inc. |  | 106715 |
| 91 | Charter Communications, Inc. - Class A (a) |  | 35607 |
| 3402 | Comcast Corporation - Class A |  | 124649 |
| 202 | DISH Network Corporation - Class A (a) |  | 3242 |
| 214 | Electronic Arts, Inc. |  | 27987 |
| 238 | Fox Corporation - Class A |  | 7723 |
| 108 | Fox Corporation - Class B |  | 3296 |
| 310 | Interpublic Group of Companies, Inc. |  | 10652 |
| 115 | Live Nation Entertainment, Inc. (a) |  | 8367 |
| 805 | Lumen Technologies, Inc. (a) |  | 4403 |
| 235 | Match Group, Inc. (a) |  | 11882 |
| 1952 | Meta Platforms, Inc. - Class A (a) |  | 230531 |
| 326 | Netflix, Inc. (a) |  | 99603 |
| 305 | News Corporation - Class A |  | 5841 |
| 95 | News Corporation - Class B |  | 1848 |
| 160 | Omnicom Group, Inc. |  | 12762 |
| 391 | Paramount Global - Class B |  | 7851 |
| 119 | Take-Two Interactive Software, Inc. (a) |  | 12577 |
| 483 | T-Mobile US, Inc. (a) |  | 73155 |
| 3232 | Verizon Communications, Inc. |  | 125984 |
| 1465 | Walt Disney Company (a) |  | 143380 |
| 1677 | Warner Bros. Discovery, Inc. (a) |  | 19118 |
|  |  |  | 2054980 |
|  | **Consumer Discretionary - 10.2%** |  |  |
| 53 | Advance Auto Parts, Inc. |  | 8002 |
| 7202 | Amazon.com, Inc. (a) |  | 695281 |
| 209 | Aptiv plc (a) |  | 22294 |
| 17 | AutoZone, Inc. (a) |  | 43843 |
| 184 | Bath & Body Works, Inc. |  | 7820 |
| 159 | Best Buy Company, Inc. |  | 13563 |
| 32 | Booking Holdings, Inc. (a) |  | 66542 |
| 188 | BorgWarner, Inc. |  | 7992 |
| 172 | Caesars Entertainment, Inc. (a) |  | 8739 |
| 131 | CarMax, Inc. (a) |  | 9086 |
| 716 | Carnival Corporation (a) |  | 7110 |
| 24 | Chipotle Mexican Grill, Inc. (a) |  | 39047 |
| 248 | D.R. Horton, Inc. |  | 21327 |
| 98 | Darden Restaurants, Inc. |  | 14405 |
| 180 | Dollar General Corporation |  | 46022 |
| 163 | Dollar Tree, Inc. (a) |  | 24497 |
| 30 | Domino's Pizza, Inc. |  | 11662 |
| 447 | eBay, Inc. |  | 20312 |
| 101 | Etsy, Inc. (a) |  | 13341 |
| 123 | Expedia Group, Inc. (a) |  | 13141 |
| 3224 | Ford Motor Company |  | 44814 |
| 127 | Garmin, Ltd. |  | 11810 |
| 1140 | General Motors Company |  | 46238 |
| 116 | Genuine Parts Company |  | 21266 |
| 105 | Hasbro, Inc. |  | 6596 |
| 217 | Hilton Worldwide Holdings, Inc. |  | 30949 |
| 863 | Home Depot, Inc. |  | 279604 |
| 250 | Las Vegas Sands Corporation (a) |  | 11710 |
| 206 | Lennar Corporation - Class A |  | 18093 |
| 221 | LKQ Corporation |  | 12007 |
| 528 | Lowe's Companies, Inc. |  | 112226 |
| 221 | Marriott International, Inc. - Class A |  | 36542 |
| 581 | McDonald's Corporation |  | 158492 |
| 261 | MGM Resorts International |  | 9620 |
| 47 | Mohawk Industries, Inc. (a) |  | 4763 |
| 312 | Newell Brands, Inc. |  | 4047 |
| 1019 | NIKE, Inc. - Class B |  | 111774 |
| 306 | Norwegian Cruise Line Holdings, Ltd. (a) |  | 5031 |
| 3 | NVR, Inc. (a) |  | 13917 |
| 52 | O'Reilly Automotive, Inc. (a) |  | 44956 |
| 33 | Pool Corporation |  | 10871 |
| 185 | PulteGroup, Inc. |  | 8284 |
| 34 | Ralph Lauren Corporation |  | 3846 |
| 279 | Ross Stores, Inc. |  | 32830 |
| 154 | Royal Caribbean Cruises, Ltd. (a) |  | 9229 |
| 870 | Starbucks Corporation |  | 88914 |
| 208 | Tapestry, Inc. |  | 7856 |
| 373 | Target Corporation |  | 62318 |
| 1971 | Tesla, Inc. (a) |  | 383754 |
| 933 | TJX Companies, Inc. |  | 74687 |
| 91 | Tractor Supply Company |  | 20594 |
| 45 | Ulta Beauty, Inc. (a) |  | 20918 |
| 272 | V.F. Corporation |  | 8927 |
| 47 | Whirlpool Corporation |  | 6887 |
| 79 | Wynn Resorts, Ltd. (a) |  | 6609 |
| 223 | Yum! Brands, Inc. |  | 28691 |
|  |  |  | 2853696 |
|  | **Consumer Staples - 6.8%** |  |  |
| 1496 | Altria Group, Inc. |  | 69684 |
| 463 | Archer-Daniels-Midland Company |  | 45143 |
| 147 | Brown-Forman Corporation - Class B |  | 10734 |
| 157 | Campbell Soup Company |  | 8426 |
| 199 | Church & Dwight Company, Inc. |  | 16292 |
| 100 | Clorox Company |  | 14865 |
| 3143 | Coca-Cola Company |  | 199926 |
| 666 | Colgate-Palmolive Company |  | 51602 |
| 377 | Conagra Brands, Inc. |  | 14318 |
| 131 | Constellation Brands, Inc. - Class A |  | 33713 |
| 361 | Costco Wholesale Corporation |  | 194668 |
| 186 | Estee Lauder Companies, Inc. - Class A |  | 43857 |
| 467 | General Mills, Inc. |  | 39835 |
| 118 | Hershey Company |  | 27750 |
| 231 | Hormel Foods Corporation |  | 10857 |
| 83 | J.M. Smucker Company |  | 12783 |
| 202 | Kellogg Company |  | 14736 |
| 682 | Keurig Dr Pepper, Inc. |  | 26373 |
| 269 | Kimberly-Clark Corporation |  | 36484 |
| 644 | Kraft Heinz Company |  | 25341 |
| 520 | Kroger Company |  | 25579 |
| 117 | Lamb Weston Holdings, Inc. |  | 10167 |
| 195 | McCormick & Company, Inc. |  | 16610 |
| 152 | Molson Coors Beverage Company - Class B |  | 8377 |
| 1073 | Mondelez International, Inc. - Class A |  | 72546 |
| 312 | Monster Beverage Corporation (a) |  | 32092 |
| 1106 | PepsiCo, Inc. |  | 205174 |
| 1200 | Philip Morris International, Inc. |  | 119604 |
| 1834 | Procter & Gamble Company |  | 273560 |
| 419 | Sysco Corporation |  | 36248 |
| 232 | Tyson Foods, Inc. - Class A |  | 15377 |
| 583 | Walgreens Boots Alliance, Inc. |  | 24195 |
| 1118 | Walmart, Inc. |  | 170406 |
|  |  |  | 1907322 |
|  | **Energy - 4.9%** |  |  |
| 235 | APA Corporation |  | 11010 |
| 782 | Baker Hughes Company |  | 22694 |
| 1384 | Chevron Corporation |  | 253701 |
| 944 | ConocoPhillips |  | 116593 |
| 624 | Coterra Energy, Inc. |  | 17416 |
| 523 | Devon Energy Corporation |  | 35836 |
| 139 | Diamondback Energy, Inc. |  | 20575 |
| 442 | EOG Resources, Inc. |  | 62733 |
| 309 | EQT Corporation |  | 13105 |
| 3282 | Exxon Mobil Corporation |  | 365418 |
| 702 | Halliburton Company |  | 26599 |
| 209 | Hess Corporation |  | 30077 |
| 1551 | Kinder Morgan, Inc. |  | 29655 |
| 513 | Marathon Oil Corporation |  | 15713 |
| 398 | Marathon Petroleum Corporation |  | 48480 |
| 578 | Occidental Petroleum Corporation |  | 40165 |
| 354 | ONEOK, Inc. |  | 23690 |
| 397 | Phillips 66 |  | 43051 |
| 183 | Pioneer Natural Resources Company |  | 43186 |
| 1087 | Schlumberger, Ltd. |  | 56034 |
| 188 | Targa Resources Corporation |  | 13985 |
| 332 | Valero Energy Corporation |  | 44362 |
| 951 | Williams Companies, Inc. |  | 33000 |
|  |  |  | 1367078 |
|  | **Financials - 11.4%** |  |  |
| 466 | Aflac, Inc. |  | 33519 |
| 207 | Allstate Corporation |  | 27717 |
| 468 | American Express Company |  | 73752 |
| 598 | American International Group, Inc. |  | 37740 |
| 88 | Ameriprise Financial, Inc. |  | 29212 |
| 173 | Aon plc - Class A |  | 53332 |
| 307 | Arch Capital Group, Ltd. (a) |  | 18392 |
| 171 | Arthur J. Gallagher & Company |  | 34048 |
| 46 | Assurant, Inc. |  | 5898 |
| 5503 | Bank of America Corporation |  | 208288 |
| 570 | Bank of New York Mellon Corporation |  | 26163 |
| 1436 | Berkshire Hathaway, Inc. - Class B (a) |  | 457510 |
| 130 | BlackRock, Inc. |  | 93080 |
| 194 | Brown & Brown, Inc. |  | 11560 |
| 313 | Capital One Financial Corporation |  | 32314 |
| 85 | Cboe Global Markets, Inc. |  | 10781 |
| 1199 | Charles Schwab Corporation |  | 98965 |
| 334 | Chubb, Ltd. |  | 73344 |
| 127 | Cincinnati Financial Corporation |  | 14092 |
| 1560 | Citigroup, Inc. |  | 75520 |
| 393 | Citizens Financial Group, Inc. |  | 16655 |
| 293 | CME Group, Inc. |  | 51715 |
| 109 | Comerica, Inc. |  | 7820 |
| 214 | Discover Financial Services |  | 23189 |
| 31 | Everest Re Group, Ltd. |  | 10476 |
| 30 | FactSet Research Systems, Inc. |  | 13839 |
| 535 | Fifth Third Bancorp |  | 19453 |
| 155 | First Republic Bank/CA |  | 19780 |
| 240 | Franklin Resources, Inc. |  | 6434 |
| 71 | Globe Life, Inc. |  | 8517 |
| 274 | Goldman Sachs Group, Inc. |  | 105804 |
| 256 | Hartford Financial Services Group, Inc. |  | 19551 |
| 1147 | Huntington Bancshares, Inc. |  | 17756 |
| 460 | Intercontinental Exchange, Inc. |  | 49823 |
| 381 | Invesco, Ltd. |  | 7281 |
| 2301 | JPMorgan Chase & Company |  | 317951 |
| 754 | KeyCorporation |  | 14183 |
| 124 | Lincoln National Corporation |  | 4829 |
| 163 | Loews Corporation |  | 9478 |
| 141 | M&T Bank Corporation |  | 23973 |
| 29 | MarketAxess Holdings, Inc. |  | 7770 |
| 413 | Marsh & McLennan Companies, Inc. |  | 71524 |
| 535 | MetLife, Inc. |  | 41035 |
| 130 | Moody's Corporation |  | 38775 |
| 1050 | Morgan Stanley |  | 97724 |
| 68 | MSCI, Inc. |  | 34532 |
| 273 | Nasdaq, Inc. |  | 18690 |
| 173 | Northern Trust Corporation |  | 16108 |
| 316 | PNC Financial Services Group, Inc. |  | 53170 |
| 182 | Principal Financial Group, Inc. |  | 16322 |
| 468 | Progressive Corporation |  | 61846 |
| 306 | Prudential Financial, Inc. |  | 33057 |
| 154 | Raymond James Financial, Inc. |  | 18003 |
| 733 | Regions Financial Corporation |  | 17013 |
| 282 | S&P Global, Inc. |  | 99489 |
| 52 | Signature Bank |  | 7254 |
| 294 | State Street Corporation |  | 23423 |
| 52 | SVB Financial Group (a) |  | 12053 |
| 379 | Synchrony Financial |  | 14243 |
| 194 | T Rowe Price Group, Inc. |  | 24233 |
| 187 | Travelers Companies, Inc. |  | 35494 |
| 1024 | Truist Financial Corporation |  | 47933 |
| 1072 | U.S. Bancorp |  | 48658 |
| 161 | W.R. Berkley Corporation |  | 12281 |
| 3022 | Wells Fargo & Company |  | 144904 |
| 89 | Willis Towers Watson plc |  | 21908 |
| 119 | Zions Bancorporation |  | 6167 |
|  |  |  | 3187343 |
|  | **Health Care - 14.7%** |  |  |
| 1390 | Abbott Laboratories |  | 149535 |
| 1332 | AbbVie, Inc. |  | 214692 |
| 39 | ABIOMED, Inc. (a) |  | 14734 |
| 241 | Agilent Technologies, Inc. |  | 37350 |
| 58 | Align Technology, Inc. (a) |  | 11406 |
| 128 | AmerisourceBergen Corporation |  | 21848 |
| 443 | Amgen, Inc. |  | 126875 |
| 390 | Baxter International, Inc. |  | 22047 |
| 228 | Becton Dickinson and Company |  | 56850 |
| 114 | Biogen, Inc. (a) |  | 34789 |
| 20 | Bio-Rad Laboratories, Inc. - Class A (a) |  | 8294 |
| 136 | Bio-Techne Corporation |  | 11559 |
| 1136 | Boston Scientific Corporation (a) |  | 51427 |
| 1599 | Bristol-Myers Squibb Company |  | 128368 |
| 225 | Cardinal Health, Inc. |  | 18038 |
| 144 | Catalent, Inc. (a) |  | 7219 |
| 482 | Centene Corporation (a) |  | 41958 |
| 44 | Charles River Laboratories International, Inc. (a) |  | 10057 |
| 237 | Cigna Corporation |  | 77947 |
| 42 | Cooper Companies, Inc. |  | 13287 |
| 1019 | CVS Health Corporation |  | 103816 |
| 523 | Danaher Corporation |  | 142993 |
| 44 | DaVita, Inc. (a) |  | 3244 |
| 172 | DENTSPLY SIRONA, Inc. |  | 5205 |
| 311 | DexCom, Inc. (a) |  | 36163 |
| 492 | Edwards Lifesciences Corporation (a) |  | 38007 |
| 190 | Elevance Health, Inc. |  | 101255 |
| 620 | Eli Lilly & Company |  | 230070 |
| 962 | Gilead Sciences, Inc. |  | 84492 |
| 174 | HCA Healthcare, Inc. |  | 41798 |
| 108 | Henry Schein, Inc. (a) |  | 8739 |
| 200 | Hologic, Inc. (a) |  | 15232 |
| 97 | Humana, Inc. |  | 53340 |
| 70 | IDEXX Laboratories, Inc. (a) |  | 29811 |
| 129 | Illumina, Inc. (a) |  | 28132 |
| 153 | Incyte Corporation (a) |  | 12190 |
| 287 | Intuitive Surgical, Inc. (a) |  | 77602 |
| 156 | IQVIA Holdings, Inc. (a) |  | 34011 |
| 2017 | Johnson & Johnson |  | 359026 |
| 77 | Laboratory Corporation of America Holdings |  | 18534 |
| 121 | McKesson Corporation |  | 46183 |
| 1000 | Medtronic plc |  | 79039 |
| 1954 | Merck & Company, Inc. |  | 215174 |
| 21 | Mettler-Toledo International, Inc. (a) |  | 30861 |
| 269 | Moderna, Inc. (a) |  | 47320 |
| 50 | Molina Healthcare, Inc. (a) |  | 16839 |
| 203 | Organon & Company |  | 5282 |
| 104 | PerkinElmer, Inc. |  | 14532 |
| 4420 | Pfizer, Inc. |  | 221575 |
| 96 | Quest Diagnostics, Inc. |  | 14576 |
| 83 | Regeneron Pharmaceuticals, Inc. (a) |  | 62391 |
| 120 | ResMed, Inc. |  | 27624 |
| 81 | STERIS plc |  | 15045 |
| 260 | Stryker Corporation |  | 60811 |
| 39 | Teleflex, Inc. |  | 9131 |
| 317 | Thermo Fisher Scientific, Inc. |  | 177590 |
| 731 | UnitedHealth Group, Inc. |  | 400413 |
| 52 | Universal Health Services, Inc. - Class B |  | 6804 |
| 199 | Vertex Pharmaceuticals, Inc. (a) |  | 62964 |
| 971 | Viatris, Inc. |  | 10710 |
| 53 | Waters Corporation (a) |  | 18370 |
| 67 | West Pharmaceutical Services, Inc. |  | 15722 |
| 159 | Zimmer Biomet Holdings, Inc. |  | 19096 |
| 364 | Zoetis, Inc. |  | 56107 |
|  |  |  | 4116099 |
|  | **Industrials - 8.5%** |  |  |
| 440 | 3M Company |  | 55427 |
| 111 | A.O. Smith Corporation |  | 6742 |
| 103 | Alaska Air Group, Inc. (a) |  | 4886 |
| 76 | Allegion plc |  | 8637 |
| 512 | American Airlines Group, Inc. (a) |  | 7388 |
| 186 | AMETEK, Inc. |  | 26490 |
| 472 | Boeing Company (a) |  | 84431 |
| 105 | C.H. Robinson Worldwide, Inc. |  | 10523 |
| 710 | Carrier Global Corporation |  | 31467 |
| 417 | Caterpillar, Inc. |  | 98583 |
| 73 | Cintas Corporation |  | 33710 |
| 352 | Copart, Inc. (a) |  | 23429 |
| 340 | CoStar Group, Inc. (a) |  | 27554 |
| 1825 | CSX Corporation |  | 59659 |
| 112 | Cummins, Inc. |  | 28130 |
| 226 | Deere & Company |  | 99666 |
| 497 | Delta Air Lines, Inc. (a) |  | 17579 |
| 119 | Dover Corporation |  | 16892 |
| 321 | Eaton Corporation plc |  | 52467 |
| 489 | Emerson Electric Company |  | 46832 |
| 104 | Equifax, Inc. |  | 20526 |
| 139 | Expeditors International of Washington, Inc. |  | 16132 |
| 477 | Fastenal Company |  | 24570 |
| 235 | FedEx Corporation |  | 42822 |
| 288 | Fortive Corporation |  | 19454 |
| 105 | Fortune Brands Home & Security, Inc. |  | 6861 |
| 58 | Generac Holdings, Inc. (a) |  | 6120 |
| 176 | General Dynamics Corporation |  | 44421 |
| 946 | General Electric Company |  | 81328 |
| 554 | Honeywell International, Inc. |  | 121630 |
| 309 | Howmet Aerospace, Inc. |  | 11640 |
| 31 | Huntington Ingalls Industries, Inc. |  | 7191 |
| 61 | IDEX Corporation |  | 14487 |
| 232 | Illinois Tool Works, Inc. |  | 52773 |
| 331 | Ingersoll Rand, Inc. |  | 17864 |
| 104 | Jacobs Solutions, Inc. |  | 13160 |
| 68 | JB Hunt Transport Services, Inc. |  | 12505 |
| 572 | Johnson Controls International plc |  | 38004 |
| 153 | L3Harris Technologies, Inc. |  | 34743 |
| 107 | Leidos Holdings, Inc. |  | 11698 |
| 185 | Lockheed Martin Corporation |  | 89760 |
| 183 | Masco Corporation |  | 9293 |
| 47 | Nordson Corporation |  | 11115 |
| 193 | Norfolk Southern Corporation |  | 49505 |
| 115 | Northrop Grumman Corporation |  | 61328 |
| 75 | Old Dominion Freight Line, Inc. |  | 22696 |
| 351 | Otis Worldwide Corporation |  | 27410 |
| 275 | PACCAR, Inc. |  | 29125 |
| 105 | Parker-Hannifin Corporation |  | 31389 |
| 136 | Pentair plc |  | 6225 |
| 119 | Quanta Services, Inc. |  | 17836 |
| 1162 | Raytheon Technologies Corporation |  | 114713 |
| 164 | Republic Services, Inc. |  | 22844 |
| 87 | Robert Half International, Inc. |  | 6854 |
| 94 | Rockwell Automation, Inc. |  | 24837 |
| 182 | Rollins, Inc. |  | 7360 |
| 45 | Snap-on, Inc. |  | 10827 |
| 494 | Southwest Airlines Company (a) |  | 19716 |
| 119 | Stanley Black & Decker, Inc. |  | 9725 |
| 169 | Textron, Inc. |  | 12063 |
| 190 | Trane Technologies plc |  | 33900 |
| 44 | TransDigm Group, Inc. |  | 27654 |
| 532 | Union Pacific Corporation |  | 115672 |
| 264 | United Airlines Holdings, Inc. (a) |  | 11661 |
| 629 | United Parcel Service, Inc. - Class B |  | 119340 |
| 59 | United Rentals, Inc. (a) |  | 20829 |
| 129 | Verisk Analytics, Inc. |  | 23699 |
| 39 | W.W. Grainger, Inc. |  | 23519 |
| 299 | Waste Management, Inc. |  | 50148 |
| 148 | Westinghouse Air Brake Technologies Corporation |  | 14961 |
| 147 | Xylem, Inc. |  | 16515 |
|  |  |  | 2380940 |
|  | **Information Technology - 26.2% (b)** |  |  |
| 517 | Accenture plc - Class A |  | 155581 |
| 469 | Adobe, Inc. (a) |  | 161772 |
| 1357 | Advanced Micro Devices, Inc. (a) |  | 105344 |
| 130 | Akamai Technologies, Inc. (a) |  | 12332 |
| 475 | Amphenol Corporation - Class A |  | 38204 |
| 412 | Analog Devices, Inc. |  | 70827 |
| 73 | ANSYS, Inc. (a) |  | 18564 |
| 11954 | Apple, Inc. |  | 1769551 |
| 711 | Applied Materials, Inc. |  | 77926 |
| 205 | Arista Networks, Inc. (a) |  | 28557 |
| 182 | Autodesk, Inc. (a) |  | 36755 |
| 336 | Automatic Data Processing, Inc. |  | 88751 |
| 320 | Broadcom, Inc. |  | 176329 |
| 97 | Broadridge Financial Solutions, Inc. |  | 14464 |
| 224 | Cadence Design Systems, Inc. (a) |  | 38537 |
| 107 | CDW Corporation |  | 20184 |
| 129 | Ceridian HCM Holding, Inc. (a) |  | 8829 |
| 3356 | Cisco Systems, Inc. |  | 166861 |
| 416 | Cognizant Technology Solutions Corporation - Class A |  | 25879 |
| 607 | Corning, Inc. |  | 20717 |
| 175 | DXC Technology Company (a) |  | 5192 |
| 106 | Enphase Energy, Inc. (a) |  | 33983 |
| 50 | EPAM Systems, Inc. (a) |  | 18429 |
| 51 | F5, Inc. (a) |  | 7885 |
| 504 | Fidelity National Information Services, Inc. |  | 36580 |
| 508 | Fiserv, Inc. (a) |  | 53015 |
| 63 | FleetCor Technologies, Inc. (a) |  | 12361 |
| 520 | Fortinet, Inc. (a) |  | 27643 |
| 62 | Gartner, Inc. (a) |  | 21723 |
| 508 | Gen Digital, Inc. |  | 11664 |
| 216 | Global Payments, Inc. |  | 22416 |
| 1030 | Hewlett Packard Enterprise Company |  | 17283 |
| 709 | HP, Inc. |  | 21298 |
| 3334 | Intel Corporation |  | 100253 |
| 706 | International Business Machines Corporation |  | 105123 |
| 229 | Intuit, Inc. |  | 93338 |
| 59 | Jack Henry & Associates, Inc. |  | 11172 |
| 260 | Juniper Networks, Inc. |  | 8642 |
| 148 | Keysight Technologies, Inc. (a) |  | 26772 |
| 116 | KLA Corporation |  | 45605 |
| 114 | Lam Research Corporation |  | 53851 |
| 694 | Mastercard, Inc. - Class A |  | 247342 |
| 430 | Microchip Technology, Inc. |  | 34052 |
| 901 | Micron Technology, Inc. |  | 51943 |
| 6088 | Microsoft Corporation |  | 1553292 |
| 37 | Monolithic Power Systems, Inc. |  | 14133 |
| 136 | Motorola Solutions, Inc. |  | 37019 |
| 180 | NetApp, Inc. |  | 12170 |
| 2064 | NVIDIA Corporation |  | 349290 |
| 209 | NXP Semiconductors NV |  | 36751 |
| 344 | ON Semiconductor Corporation (a) |  | 25869 |
| 1278 | Oracle Corporation |  | 106112 |
| 261 | Paychex, Inc. |  | 32372 |
| 41 | Paycom Software, Inc. (a) |  | 13903 |
| 915 | PayPal Holdings, Inc. (a) |  | 71745 |
| 86 | PTC, Inc. (a) |  | 10940 |
| 85 | Qorvo, Inc. (a) |  | 8436 |
| 894 | QUALCOMM, Inc. |  | 113082 |
| 88 | Roper Technologies, Inc. |  | 38622 |
| 797 | Salesforce, Inc. (a) |  | 127719 |
| 160 | Seagate Technology Holdings plc |  | 8475 |
| 166 | ServiceNow, Inc. (a) |  | 69106 |
| 126 | Skyworks Solutions, Inc. |  | 12048 |
| 45 | SolarEdge Technologies, Inc. (a) |  | 13449 |
| 129 | Synopsys, Inc. (a) |  | 43801 |
| 259 | TE Connectivity, Ltd. |  | 32665 |
| 38 | Teledyne Technologies, Inc. (a) |  | 15964 |
| 130 | Teradyne, Inc. |  | 12149 |
| 724 | Texas Instruments, Inc. |  | 130652 |
| 202 | Trimble, Inc. (a) |  | 12070 |
| 35 | Tyler Technologies, Inc. (a) |  | 11996 |
| 78 | VeriSign, Inc. (a) |  | 15585 |
| 1314 | Visa, Inc. - Class A |  | 285138 |
| 277 | Western Digital Corporation (a) |  | 10180 |
| 43 | Zebra Technologies Corporation - Class A (a) |  | 11622 |
|  |  |  | 7339884 |
|  | **Materials - 2.7%** |  |  |
| 178 | Air Products and Chemicals, Inc. |  | 55208 |
| 94 | Albemarle Corporation |  | 26131 |
| 1215 | Amcor plc |  | 15006 |
| 71 | Avery Dennison Corporation |  | 13726 |
| 253 | Ball Corporation |  | 14189 |
| 85 | Celanese Corporation |  | 9121 |
| 163 | CF Industries Holdings, Inc. |  | 17635 |
| 562 | Corteva, Inc. |  | 37744 |
| 594 | Dow, Inc. |  | 30276 |
| 415 | DuPont de Nemours, Inc. |  | 29262 |
| 111 | Eastman Chemical Company |  | 9615 |
| 208 | Ecolab, Inc. |  | 31165 |
| 104 | FMC Corporation |  | 13587 |
| 1164 | Freeport-McMoRan, Inc. |  | 46327 |
| 220 | International Flavors & Fragrances, Inc. |  | 23280 |
| 329 | International Paper Company |  | 12212 |
| 390 | Linde plc |  | 131226 |
| 211 | LyondellBasell Industries NV - Class A |  | 17937 |
| 52 | Martin Marietta Materials, Inc. |  | 19057 |
| 281 | Mosaic Company |  | 14415 |
| 595 | Newmont Corporation |  | 28245 |
| 244 | Nucor Corporation |  | 36588 |
| 85 | Packaging Corporation of America |  | 11551 |
| 200 | PPG Industries, Inc. |  | 27044 |
| 128 | Sealed Air Corporation |  | 6813 |
| 200 | Sherwin-Williams Company |  | 49836 |
| 111 | Vulcan Materials Company |  | 20350 |
| 232 | Westrock Company |  | 8797 |
|  |  |  | 756343 |
|  | **Real Estate - 2.7%** |  |  |
| 122 | Alexandria Real Estate Equities, Inc. |  | 18984 |
| 385 | American Tower Corporation |  | 85181 |
| 116 | AvalonBay Communities, Inc. |  | 20288 |
| 115 | Boston Properties, Inc. |  | 8289 |
| 86 | Camden Property Trust |  | 10348 |
| 261 | CBRE Group, Inc. - Class A (a) |  | 20776 |
| 359 | Crown Castle, Inc. |  | 50773 |
| 244 | Digital Realty Trust, Inc. |  | 27440 |
| 76 | Equinix, Inc. |  | 52489 |
| 278 | Equity Residential |  | 18031 |
| 54 | Essex Property Trust, Inc. |  | 11901 |
| 116 | Extra Space Storage, Inc. |  | 18640 |
| 58 | Federal Realty Investment Trust |  | 6444 |
| 436 | Healthpeak Properties, Inc. |  | 11449 |
| 553 | Host Hotels & Resorts, Inc. |  | 10474 |
| 476 | Invitation Homes, Inc. |  | 15532 |
| 217 | Iron Mountain, Inc. |  | 11790 |
| 505 | Kimco Realty Corporation |  | 11575 |
| 94 | Mid-America Apartment Communities, Inc. |  | 15499 |
| 801 | Prologis, Inc. |  | 94350 |
| 133 | Public Storage |  | 39629 |
| 495 | Realty Income Corporation |  | 31220 |
| 127 | Regency Centers Corporation |  | 8437 |
| 89 | SBA Communications Corporation |  | 26638 |
| 262 | Simon Property Group, Inc. |  | 31293 |
| 252 | UDR, Inc. |  | 10450 |
| 314 | Ventas, Inc. |  | 14610 |
| 748 | VICI Properties, Inc. |  | 25582 |
| 130 | Vornado Realty Trust |  | 3288 |
| 378 | Welltower, Inc. |  | 26849 |
| 631 | Weyerhaeuser Company |  | 20640 |
|  |  |  | 758889 |
|  | **Utilities - 2.9%** |  |  |
| 546 | AES Corporation |  | 15790 |
| 202 | Alliant Energy Corporation |  | 11373 |
| 209 | Ameren Corporation |  | 18668 |
| 412 | American Electric Power Company, Inc. |  | 39882 |
| 147 | American Water Works Company, Inc. |  | 22309 |
| 113 | Atmos Energy Corporation |  | 13583 |
| 496 | CenterPoint Energy, Inc. |  | 15431 |
| 235 | CMS Energy Corporation |  | 14351 |
| 285 | Consolidated Edison, Inc. |  | 27941 |
| 255 | Constellation Energy Corporation |  | 24511 |
| 657 | Dominion Energy, Inc. |  | 40149 |
| 157 | DTE Energy Company |  | 18214 |
| 611 | Duke Energy Corporation |  | 61057 |
| 299 | Edison International |  | 19931 |
| 161 | Entergy Corporation |  | 18719 |
| 184 | Evergy, Inc. |  | 10895 |
| 275 | Eversource Energy |  | 22787 |
| 804 | Exelon Corporation |  | 33261 |
| 418 | FirstEnergy Corporation |  | 17238 |
| 1602 | NextEra Energy, Inc. |  | 135690 |
| 328 | NiSource, Inc. |  | 9164 |
| 176 | NRG Energy, Inc. |  | 7471 |
| 1326 | PG&E Corporation (a) |  | 20818 |
| 92 | Pinnacle West Capital Corporation |  | 7205 |
| 582 | PPL Corporation |  | 17181 |
| 394 | Public Service Enterprise Group, Inc. |  | 23857 |
| 249 | Sempra Energy |  | 41381 |
| 842 | Southern Company |  | 56953 |
| 257 | WEC Energy Group, Inc. |  | 25479 |
| 441 | Xcel Energy, Inc. |  | 30967 |
|  |  |  | 822256 |
|  | **TOTAL COMMON STOCKS (Cost $29,367,516)** |  | **27544830** |
| **Contracts** |  | **Notional** <br> **Amount** |  |
|  | **PURCHASED OPTIONS (c) - 0.0% (d)** |  |  |
| 67 | S&P 500 Index Put, Expiration: 12/16/2022, Exercise Price: $3,530.00 | $27336737 | 11055 |
|  | **TOTAL PURCHASED OPTIONS (Cost $71,736)** |  | **11055** |
| **Shares** |  |  |  |
|  | **SHORT-TERM INVESTMENTS - 4.0%** |  |  |
| 1109800 | Invesco Government & Agency Portfolio - Institutional Class, 3.73% (e) |  | 1109800 |
|  | **TOTAL SHORT-TERM INVESTMENTS (Cost $1,109,800)** |  | **1109800** |
|  | **Total Investments (Cost $30,549,052) - 102.3%** |  | **28665685** |
|  | **Liabilities in Excess of Other Assets - (2.3)%** |  | **(630756)** |
|  | **NET ASSETS - 100.0%** |  | $**28034929** |

---

---

| | |
|:---|:---|
|  | Percentages are stated as a percent of net assets. |
| (a) | Non-income producing security. |
| (b) | To the extent the Fund invests more heavily in particular sectors of the economy, its performance will be especially sensitive to developments that significantly affect those sectors. |
| (c) | Exchange traded. |
| (d) | Represents less than 0.05% of net assets. |
| (e) | Rate shown is the annualized seven-day yield as of November 30, 2022. |
| The Global Industry Classification Standard (GICS<sup>®)</sup> was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. | The Global Industry Classification Standard (GICS<sup>®)</sup> was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Nationwide S&P 500<sup>®</sup> Risk-Managed Income ETF** | **Nationwide S&P 500<sup>®</sup> Risk-Managed Income ETF** | | |
| **Schedule of Written Options** | **Schedule of Written Options** | | |
| **November 30, 2022 (Unaudited)** | **November 30, 2022 (Unaudited)** | | |
| **Contracts** | **Security Description** | **Notional<br> Amount** | **Value** |
| | **WRITTEN OPTIONS (a) - (2.4)%** | | |
| (67) | S&P 500 Index Call, Expiration: 12/16/2022, Exercise Price: $4,040.00 | $(27336737) | $(665980) |
|  | **TOTAL WRITTEN OPTIONS (Premiums Received $371,230)** |  | $(665980) |
|  | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |
| (a) | Exchange traded. |  |  |

---

------

 **Summary of Fair Value Disclosure at November 30, 2022 (Unaudited)**<br>The Fund utilizes various methods to measure fair value of its investments on a recurring basis. Accounting principles generally accepted in the United States of America ("U.S. GAAP") establishes a hierarchy that prioritizes inputs to valuation methods. The three levels of inputs are:<br>Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has ability to access.<br> Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.<br> Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing asset or liability, and would be based on the best information available.<br>The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is new and not yet established in marketplace, liquidity of markets, and other characteristics particular to security.<br>To the extent that the valuation is based on models or inputs that are less observable or unobservable in market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3.<br>The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the level in the fair value hierarchy within which the fair value measurement falls in its entirety, is determined based on lowest level input that is significant to the fair value measurement in its entirety.<br>The following is a summary of the inputs used to value the Fund's investments as of November 30, 2022:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Nationwide S&P 500® Risk-Managed Income ETF** | **Nationwide S&P 500® Risk-Managed Income ETF** | | | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <u>Assets^</u> | <u>Level 1</u> | <u>Level 2</u> | <u>Level 3</u> | <u>Total</u> |
| Common Stocks | $27544830 | $- | $- | $27544830 |
| Purchased Options | - | 11055 | - | 11055 |
| Short-Term Investments | 1109800 | - | - | 1109800 |
| Total Investments in Securities | $28654630 | $11055 | $- | $28665685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <u>Liabilities^</u> | <u>Level 1</u> | <u>Level 2</u> | <u>Level 3</u> | <u>Total</u> |
| Written Options | $- | $665980 | $- | $665980 |
| Total Written Options | $- | $665980 | $- | $665980 |
| ^ See Schedule of Investments and Schedule of Written Options for further disaggregation of investment categories. | ^ See Schedule of Investments and Schedule of Written Options for further disaggregation of investment categories. | ^ See Schedule of Investments and Schedule of Written Options for further disaggregation of investment categories. | ^ See Schedule of Investments and Schedule of Written Options for further disaggregation of investment categories. | ^ See Schedule of Investments and Schedule of Written Options for further disaggregation of investment categories. |
| For the period ended November 30, 2022, the Fund did not recognize any transfers in to or from Level 3. | For the period ended November 30, 2022, the Fund did not recognize any transfers in to or from Level 3. | For the period ended November 30, 2022, the Fund did not recognize any transfers in to or from Level 3. | For the period ended November 30, 2022, the Fund did not recognize any transfers in to or from Level 3. | For the period ended November 30, 2022, the Fund did not recognize any transfers in to or from Level 3. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ETF Series Solutions

- **b. Investment Company Act file number:** 811-22668

- **c. CIK number of Registrant:** 0001540305

- **d. LEI of Registrant:** 5493008BB0X0GYS3UI50

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

  - **Street Address 1:** 615 E Michigan Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-516-1645

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

- **a. Name of Series:** Nationwide S&P 500 Risk-Managed Income ETF

- **b. EDGAR series identifier (if any):** S000074523

- **c. LEI of Series:** 549300KDXLPCE2Z4U010

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

- **a. Date of fiscal year-end:** 2023-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $28716328.52

**Total Liabilities:** $681400.26

**Net Assets:** $28034928.26

**Cash Not Reported:** $279.45

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000232477 | -5.18%               | 0.65%                | 3.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10507.88               | $-2730266.94                               |
| Month 2  | $53817.74                | $2049469.23                                |
| Month 3  | $-444184.23              | $1911327.64                                |

**Designated Index Information**

- **Index Name:** S&P 500 Total Return Index

- **Index Identifier:** SPTR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ameren Corp                    | Ameren Corp                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       209 | NS      | $18667.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc    | American Airlines Group Inc                  | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       512 | NS      | $7388.16      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc | American Electric Power Co Inc               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       412 | NS      | $39881.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co            | American Express Co                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       468 | NS      | $73752.12     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I | American International Group Inc             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       598 | NS      | $37739.78     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp            | American Tower Corp                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       385 | NS      | $85181.25     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co Inc                  | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       147 | NS      | $22308.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp         | AmerisourceBergen Corp                       | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       128 | NS      | $21848.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co               | Campbell Soup Co                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       157 | NS      | $8426.19      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp     | Capital One Financial Corp                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       313 | NS      | $32314.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc       | Essex Property Trust Inc                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        54 | NS      | $11900.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                       | Etsy Inc                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       101 | NS      | $13341.09     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc            | Cardinal Health Inc                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       225 | NS      | $18038.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                     | CarMax Inc                                   | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       131 | NS      | $9086.16      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc       | Ameriprise Financial Inc                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        88 | NS      | $29211.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                     | AMETEK Inc                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       186 | NS      | $26490.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                      | Amgen Inc                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       443 | NS      | $126875.20    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                  | Amphenol Corp                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       475 | NS      | $38204.25     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                  | Carnival Corp                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |       716 | NS      | $7109.88      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp            | Carrier Global Corp                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       710 | NS      | $31467.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc              | Omnicom Group Inc                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       160 | NS      | $12761.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp          | ON Semiconductor Corp                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       344 | NS      | $25868.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                      | ONEOK Inc                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       354 | NS      | $23689.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                    | Oracle Corp                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1278 | NS      | $106112.34    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                   | Organon & Co                                 | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |       203 | NS      | $5282.06      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp            | Otis Worldwide Corp                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       351 | NS      | $27409.59     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                      | PG&E Corp                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      1326 | NS      | $20818.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                     | Evergy Inc                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       184 | NS      | $10894.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy              | Eversource Energy                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       275 | NS      | $22786.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I | PNC Financial Services Group Inc/The         | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       316 | NS      | $53170.16     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc             | PPG Industries Inc                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       200 | NS      | $27044.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                    | Exelon Corp                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       804 | NS      | $33261.48     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc              | Expedia Group Inc                            | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       123 | NS      | $13141.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                       | PPL Corp                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       582 | NS      | $17180.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                        | PTC Inc                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        86 | NS      | $10940.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                     | PACCAR Inc                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       275 | NS      | $29125.25     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America      | Packaging Corp of America                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        85 | NS      | $11550.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp           | Parker-Hannifin Corp                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       105 | NS      | $31388.70     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                    | Paychex Inc                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       261 | NS      | $32371.83     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc            | Paycom Software Inc                          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        41 | NS      | $13903.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc            | PayPal Holdings Inc                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       915 | NS      | $71745.15     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1106 | NS      | $205174.06    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                | PerkinElmer Inc                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       104 | NS      | $14531.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                     | Pfizer Inc                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      4420 | NS      | $221574.60    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In | Philip Morris International Inc              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1200 | NS      | $119604.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                    | Phillips 66                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       397 | NS      | $43050.68     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp     | Pinnacle West Capital Corp                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        92 | NS      | $7205.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co   | Pioneer Natural Resources Co                 | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       183 | NS      | $43186.17     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                      | Pool Corp                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        33 | NS      | $10870.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc         | T Rowe Price Group Inc                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       194 | NS      | $24232.54     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc  | Principal Financial Group Inc                | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       182 | NS      | $16321.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The        | Procter & Gamble Co/The                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1834 | NS      | $273559.44    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The           | Progressive Corp/The                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       468 | NS      | $61846.20     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                   | Prologis Inc                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       801 | NS      | $94349.79     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc       | Prudential Financial Inc                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       306 | NS      | $33057.18     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou | Public Service Enterprise Group Inc          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       394 | NS      | $23856.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                 | Public Storage                               | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       133 | NS      | $39628.68     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                 | PulteGroup Inc                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       185 | NS      | $8284.30      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                      | Qorvo Inc                                    | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        85 | NS      | $8436.25      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                   | QUALCOMM Inc                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       894 | NS      | $113082.06    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc            | Quanta Services Inc                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       119 | NS      | $17835.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc          | Quest Diagnostics Inc                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        96 | NS      | $14575.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp              | Ralph Lauren Corp                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        34 | NS      | $3846.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc    | Raymond James Financial Inc                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       154 | NS      | $18002.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp     | Raytheon Technologies Corp                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1162 | NS      | $114712.64    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp             | Realty Income Corp                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       495 | NS      | $31219.65     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp           | Regency Centers Corp                         | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       127 | NS      | $8436.61      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa | Expeditors International of Washington Inc   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       139 | NS      | $16132.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc        | Extra Space Storage Inc                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       116 | NS      | $18640.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                   | Catalent Inc                                 | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       144 | NS      | $7218.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                | Caterpillar Inc                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       417 | NS      | $98582.97     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                  | Celanese Corp                                | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |        85 | NS      | $9120.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                   | Centene Corp                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       482 | NS      | $41958.10     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc             | Analog Devices Inc                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       412 | NS      | $70826.92     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                      | ANSYS Inc                                    | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        73 | NS      | $18563.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc  | Regeneron Pharmaceuticals Inc                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        83 | NS      | $62391.10     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp         | Regions Financial Corp                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       733 | NS      | $17012.93     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc          | Republic Services Inc                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       164 | NS      | $22843.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp               | Exxon Mobil Corp                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      3282 | NS      | $365417.88    | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                       | FMC Corp                                     | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       104 | NS      | $13586.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc         | CenterPoint Energy Inc                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       496 | NS      | $15430.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc       | Ceridian HCM Holding Inc                     | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       129 | NS      | $8828.76      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Government & Agency Po | Invesco Government & Agency Portfolio        | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |   1109521 | NS      | $1109520.65   | 3.96%             | 2031-12-31      | Fixed         | 0.06%                 | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY     | Signature Bank/New York NY                   | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |        52 | NS      | $7254.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                 | Morgan Stanley                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1050 | NS      | $97723.50     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc       | Simon Property Group Inc                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       262 | NS      | $31293.28     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc         | Skyworks Solutions Inc                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       126 | NS      | $12048.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                 | A O Smith Corp                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       111 | NS      | $6742.14      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The             | J M Smucker Co/The                           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        83 | NS      | $12782.83     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                  | Mosaic Co/The                                | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       281 | NS      | $14415.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc         | Motorola Solutions Inc                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       136 | NS      | $37019.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                 | NRG Energy Inc                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       176 | NS      | $7471.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                        | NVR Inc                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         3 | NS      | $13917.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                    | Snap-on Inc                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        45 | NS      | $10827.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc     | SolarEdge Technologies Inc                   | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |        45 | NS      | $13448.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                     | Nasdaq Inc                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       273 | NS      | $18689.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                     | NetApp Inc                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       180 | NS      | $12169.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                | Southern Co/The                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       842 | NS      | $56952.88     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co          | Southwest Airlines Co                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       494 | NS      | $19715.54     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                    | Netflix Inc                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       326 | NS      | $99602.78     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc              | Newell Brands Inc                            | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |       312 | NS      | $4046.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                 | S&P Global Inc                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       282 | NS      | $99489.60     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp        | SBA Communications Corp                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        89 | NS      | $26637.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group            | SVB Financial Group                          | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |        52 | NS      | $12052.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                 | Salesforce Inc                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       797 | NS      | $127719.25    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                   | Newmont Corp                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       595 | NS      | $28244.65     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                      | News Corp                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       305 | NS      | $5840.75      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                      | News Corp                                    | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        95 | NS      | $1847.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                           | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1602 | NS      | $135689.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc               | Henry Schein Inc                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       108 | NS      | $8739.36      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd               | Schlumberger Ltd                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      1087 | NS      | $56034.85     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                       | NIKE Inc                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      1019 | NS      | $111774.11    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                   | NiSource Inc                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       328 | NS      | $9164.32      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc     | Stanley Black & Decker Inc                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       119 | NS      | $9724.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                 | Starbucks Corp                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       870 | NS      | $88914.00     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                   | Nordson Corp                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        47 | NS      | $11115.03     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp          | Norfolk Southern Corp                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       193 | NS      | $49504.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The        | Charles Schwab Corp/The                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1199 | NS      | $98965.46     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                | Sealed Air Corp                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       128 | NS      | $6813.44      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp              | State Street Corp                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       294 | NS      | $23422.98     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                   | Stryker Corp                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       260 | NS      | $60811.40     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                  | Sempra Energy                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       249 | NS      | $41381.31     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                 | ServiceNow Inc                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       166 | NS      | $69105.80     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc             | Meta Platforms Inc                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1952 | NS      | $230531.20    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc   | FactSet Research Systems Inc                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        30 | NS      | $13838.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                   | Synopsys Inc                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       129 | NS      | $43800.66     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial            | Synchrony Financial                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       379 | NS      | $14242.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp            | Northern Trust Corp                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       173 | NS      | $16108.03     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp          | Northrop Grumman Corp                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       115 | NS      | $61328.35     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The        | Sherwin-Williams Co/The                      | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       200 | NS      | $49836.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                      | Chubb Ltd                                    | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       334 | NS      | $73343.06     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                    | Fastenal Co                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       477 | NS      | $24570.27     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trus | Federal Realty Investment Trust              | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        58 | NS      | $6443.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                     | Garmin Ltd                                   | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       127 | NS      | $11809.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd            | TE Connectivity Ltd                          | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | US        |       259 | NS      | $32665.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                     | FedEx Corp                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       235 | NS      | $42821.70     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                         | F5 Inc                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        51 | NS      | $7885.11      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                     | Sysco Corp                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       419 | NS      | $36247.69     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                | TJX Cos Inc/The                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       933 | NS      | $74686.65     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information  | Fidelity National Information Services Inc   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       504 | NS      | $36580.32     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp            | Fifth Third Bancorp                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       535 | NS      | $19452.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                | T-Mobile US Inc                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       483 | NS      | $73155.18     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software  | Take-Two Interactive Software Inc            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       119 | NS      | $12577.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV   | LyondellBasell Industries NV                 | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |       211 | NS      | $17937.11     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV          | NXP Semiconductors NV                        | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       209 | NS      | $36750.56     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                | Gen Digital Inc                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       508 | NS      | $11663.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                     | Nucor Corp                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       244 | NS      | $36587.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CBOE S&P CLL OPT 12/22 4040                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -67 | NC      | $-665980.00   | -2.38%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 3530                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        67 | NC      | $11055.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                   | Tapestry Inc                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       208 | NS      | $7856.16      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                    | Target Corp                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       373 | NS      | $62317.11     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co               | Wells Fargo & Co                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      3022 | NS      | $144904.90    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                  | Welltower Inc                                | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |       378 | NS      | $26849.34     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd    | Royal Caribbean Cruises Ltd                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |       154 | NS      | $9229.22      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I | West Pharmaceutical Services Inc             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        67 | NS      | $15722.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp           | Western Digital Corp                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       277 | NS      | $10179.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2064 | NS      | $349290.72    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc        | O'Reilly Automotive Inc                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        52 | NS      | $44956.08     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                    | Westrock Co                                  | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |       232 | NS      | $8797.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                | Weyerhaeuser Co                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       631 | NS      | $20640.01     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                 | Whirlpool Corp                               | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |        47 | NS      | $6886.91      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The           | Williams Cos Inc/The                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       951 | NS      | $32999.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp      | Occidental Petroleum Corp                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       578 | NS      | $40165.22     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc  | Old Dominion Freight Line Inc                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        75 | NS      | $22695.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd               | Wynn Resorts Ltd                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        79 | NS      | $6609.14      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                | Xcel Energy Inc                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       441 | NS      | $30967.02     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc  | Universal Health Services Inc                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        52 | NS      | $6804.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                        | VF Corp                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       272 | NS      | $8927.04      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp           | Targa Resources Corp                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       188 | NS      | $13985.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc      | Teledyne Technologies Inc                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        38 | NS      | $15963.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                   | Xylem Inc/NY                                 | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       147 | NS      | $16515.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                | Yum! Brands Inc                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       223 | NS      | $28691.18     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA         | First Republic Bank/CA                       | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |       155 | NS      | $19779.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                     | Fiserv Inc                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       508 | NS      | $53014.88     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                   | Teleflex Inc                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |        39 | NS      | $9130.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                   | Teradyne Inc                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       130 | NS      | $12148.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                      | Tesla Inc                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1971 | NS      | $383753.70    | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc          | Texas Instruments Inc                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       724 | NS      | $130653.04    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp        | Zebra Technologies Corp                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        43 | NS      | $11622.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc     | Zimmer Biomet Holdings Inc                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       159 | NS      | $19095.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA               | Zions Bancorp NA                             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       119 | NS      | $6166.58      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                     | Zoetis Inc                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       364 | NS      | $56106.96     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp             | Valero Energy Corp                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       332 | NS      | $44361.84     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                     | Ventas Inc                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       314 | NS      | $14610.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                    | Textron Inc                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       169 | NS      | $12063.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc   | Thermo Fisher Scientific Inc                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       317 | NS      | $177589.74    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                   | Allegion plc                                 | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |        76 | NS      | $8637.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                      | Amcor PLC                                    | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | GB        |      1215 | NS      | $15005.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                   | VeriSign Inc                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        78 | NS      | $15585.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications Inc                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      3232 | NS      | $125983.36    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                        | Aon PLC                                      | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | US        |       173 | NS      | $53332.44     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd         | Arch Capital Group Ltd                       | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |       307 | NS      | $18392.37     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                          | 3M Co                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       440 | NS      | $55426.80     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co              | Tractor Supply Co                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        91 | NS      | $20594.21     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                  | Accenture PLC                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       517 | NS      | $155580.81    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                 | Eaton Corp PLC                               | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | US        |       321 | NS      | $52467.45     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd           | Everest Re Group Ltd                         | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |        31 | NS      | $10476.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                    | Invesco Ltd                                  | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | US        |       381 | NS      | $7280.91      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp               | FirstEnergy Corp                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       418 | NS      | $17238.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc      | FleetCor Technologies Inc                    | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        63 | NS      | $12360.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int | Charles River Laboratories International Inc | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        44 | NS      | $10057.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc     | Charter Communications Inc                   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        91 | NS      | $35607.39     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc           | Verisk Analytics Inc                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       129 | NS      | $23698.59     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc     | Vertex Pharmaceuticals Inc                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       199 | NS      | $62963.60     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global               | Paramount Global                             | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       391 | NS      | $7851.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                    | Viatris Inc                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       971 | NS      | $10710.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       190 | NS      | $101254.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                       | APA Corp                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       235 | NS      | $11009.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc            | VICI Properties Inc                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       748 | NS      | $25581.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                       | Visa Inc                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1314 | NS      | $285138.00    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc            | TransDigm Group Inc                          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $27654.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The          | Travelers Cos Inc/The                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       187 | NS      | $35494.47     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International | Johnson Controls International plc           | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | US        |       572 | NS      | $38003.68     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                      | Linde PLC                                    | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |       390 | NS      | $131227.20    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                    | Trimble Inc                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       202 | NS      | $12069.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp          | Truist Financial Corp                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      1024 | NS      | $47933.44     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                  | Medtronic PLC                                | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      1000 | NS      | $79040.00     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                      | Aptiv PLC                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       209 | NS      | $22294.03     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust           | Vornado Realty Trust                         | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       130 | NS      | $3287.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co            | Vulcan Materials Co                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       111 | NS      | $20349.63     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings | Norwegian Cruise Line Holdings Ltd           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       306 | NS      | $5030.64      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PL | Seagate Technology Holdings PLC              | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |       160 | NS      | $8475.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc           | WEC Energy Group Inc                         | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       257 | NS      | $25478.98     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol | Westinghouse Air Brake Technologies Corp     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       148 | NS      | $14961.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                    | Pentair PLC                                  | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | GB        |       136 | NS      | $6224.72      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                     | STERIS PLC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        81 | NS      | $15044.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                    | Walmart Inc                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1118 | NS      | $170405.56    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc   | Walgreens Boots Alliance Inc                 | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       583 | NS      | $24194.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc         | Tyler Technologies Inc                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        35 | NS      | $11995.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                | Tyson Foods Inc                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       232 | NS      | $15376.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                        | UDR Inc                                      | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       252 | NS      | $10450.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                     | US Bancorp                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      1072 | NS      | $48658.08     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                  | Ford Motor Co                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      3224 | NS      | $44813.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                   | Fortinet Inc                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       520 | NS      | $27643.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                | Ulta Beauty Inc                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        45 | NS      | $20917.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp             | Union Pacific Corp                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       532 | NS      | $115672.76    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                   | Fortive Corp                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       288 | NS      | $19454.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Home & Security | Fortune Brands Home & Security Inc           | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       105 | NS      | $6860.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc   | United Airlines Holdings Inc                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       264 | NS      | $11660.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc      | United Parcel Service Inc                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       629 | NS      | $119340.17    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                       | Fox Corp                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       238 | NS      | $7723.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                       | Fox Corp                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       108 | NS      | $3296.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc      | Warner Bros Discovery Inc                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      1677 | NS      | $19117.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc           | Waste Management Inc                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       299 | NS      | $50148.28     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc             | United Rentals Inc                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        59 | NS      | $20828.77     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc         | UnitedHealth Group Inc                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       731 | NS      | $400412.56    | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc         | Franklin Resources Inc                       | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       240 | NS      | $6434.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc           | Freeport-McMoRan Inc                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1164 | NS      | $46327.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC         | Trane Technologies PLC                       | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       190 | NS      | $33899.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC       | Willis Towers Watson PLC                     | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | GB        |        89 | NS      | $21908.24     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc        | Illinois Tool Works Inc                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       232 | NS      | $52773.04     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                   | Illumina Inc                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       129 | NS      | $28132.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                    | Incyte Corp                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       153 | NS      | $12189.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc             | Ingersoll Rand Inc                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       331 | NS      | $17864.07     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                     | Intel Corp                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      3334 | NS      | $100253.38    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc  | Intercontinental Exchange Inc                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       460 | NS      | $49822.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                    | Waters Corp                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        53 | NS      | $18369.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                            | International Business Machines Corp         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       706 | NS      | $105123.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                            | International Flavors & Fragrances Inc       | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       220 | NS      | $23280.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co         | International Paper Co                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       329 | NS      | $12212.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T | Interpublic Group of Cos Inc/The             | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       310 | NS      | $10651.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                     | Intuit Inc                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       229 | NS      | $93338.11     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc         | Intuitive Surgical Inc                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       287 | NS      | $77601.93     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co        | Arthur J Gallagher & Co                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       171 | NS      | $34047.81     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                    | Gartner Inc                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        62 | NS      | $21722.94     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc           | Invitation Homes Inc                         | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       476 | NS      | $15531.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc             | IQVIA Holdings Inc                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       156 | NS      | $34011.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc              | Iron Mountain Inc                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       217 | NS      | $11789.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co            | JPMorgan Chase & Co                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2301 | NS      | $317952.18    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc           | Jacobs Solutions Inc                         | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $13160.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2017 | NS      | $359026.00    | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc           | Juniper Networks Inc                         | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |       260 | NS      | $8642.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                       | KLA Corp                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       116 | NS      | $45605.40     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                      | Apple Inc                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     11954 | NS      | $1769550.62   | 6.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc          | Applied Materials Inc                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       711 | NS      | $77925.60     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc           | Generac Holdings Inc                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        58 | NS      | $6120.16      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp          | General Dynamics Corp                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       176 | NS      | $44420.64     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                     | Kellogg Co                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       202 | NS      | $14735.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc           | Keurig Dr Pepper Inc                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       682 | NS      | $26372.94     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co            | General Electric Co                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       946 | NS      | $81327.62     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc              | General Mills Inc                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       467 | NS      | $39835.10     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co              | General Motors Co                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      1140 | NS      | $46238.40     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co               | Genuine Parts Co                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       116 | NS      | $21266.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc            | Gilead Sciences Inc                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       962 | NS      | $84492.46     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc            | Global Payments Inc                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       216 | NS      | $22416.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                        | KeyCorp                                      | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       754 | NS      | $14182.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc      | Keysight Technologies Inc                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       148 | NS      | $26771.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                 | Globe Life Inc                               | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        71 | NS      | $8517.16      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The    | Goldman Sachs Group Inc/The                  | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       274 | NS      | $105805.10    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                     | Ecolab Inc                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       208 | NS      | $31164.64     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International           | Edison International                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       299 | NS      | $19931.34     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                | WW Grainger Inc                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        39 | NS      | $23519.34     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc             | HCA Healthcare Inc                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       174 | NS      | $41798.28     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                         | HP Inc                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       709 | NS      | $21298.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                 | Halliburton Co                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       702 | NS      | $26598.78     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp      | Edwards Lifesciences Corp                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       492 | NS      | $38007.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc            | Electronic Arts Inc                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       214 | NS      | $27986.92     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp            | Kimberly-Clark Corp                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       269 | NS      | $36484.47     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp              | Kimco Realty Corp                            | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |       505 | NS      | $11574.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co            | Emerson Electric Co                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       489 | NS      | $46831.53     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc             | Enphase Energy Inc                           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       106 | NS      | $33982.54     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                   | Entergy Corp                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       161 | NS      | $18719.47     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc               | EPAM Systems Inc                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        50 | NS      | $18429.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                    | Equifax Inc                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       104 | NS      | $20526.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                    | Equinix Inc                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        76 | NS      | $52489.40     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential             | Equity Residential                           | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       278 | NS      | $18031.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc  | Live Nation Entertainment Inc                | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       115 | NS      | $8367.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp           | Lockheed Martin Corp                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       185 | NS      | $89760.15     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                     | Loews Corp                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       163 | NS      | $9478.45      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Cos Inc                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       528 | NS      | $112226.40    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc         | Lumen Technologies Inc                       | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       805 | NS      | $4403.35      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                  | M&T Bank Corp                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       141 | NS      | $23972.82     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International      | MGM Resorts International                    | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       261 | NS      | $9620.46      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                       | MSCI Inc                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        68 | NS      | $34532.44     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp              | Marathon Oil Corp                            | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       513 | NS      | $15713.19     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc              | Kinder Morgan Inc                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      1551 | NS      | $29655.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The             | Kraft Heinz Co/The                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       644 | NS      | $25341.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp        | Marathon Petroleum Corp                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       398 | NS      | $48480.38     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc       | MarketAxess Holdings Inc                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        29 | NS      | $7769.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc       | Marsh & McLennan Cos Inc                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       413 | NS      | $71523.34     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD  | Marriott International Inc/MD                | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       221 | NS      | $36542.35     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co      | Archer-Daniels-Midland Co                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       463 | NS      | $45142.50     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc            | Arista Networks Inc                          | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       205 | NS      | $28556.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc  | Martin Marietta Materials Inc                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        52 | NS      | $19056.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                     | Masco Corp                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       183 | NS      | $9292.74      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                   | Assurant Inc                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        46 | NS      | $5898.12      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp              | Atmos Energy Corp                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       113 | NS      | $13582.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                   | Autodesk Inc                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       182 | NS      | $36754.90     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc  | Automatic Data Processing Inc                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       336 | NS      | $88751.04     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                   | AutoZone Inc                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        17 | NS      | $43843.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc      | AvalonBay Communities Inc                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       116 | NS      | $20288.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                | CMS Energy Corp                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       235 | NS      | $14351.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                 | Mastercard Inc                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       694 | NS      | $247341.60    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                | Match Group Inc                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       235 | NS      | $11881.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                  | Kroger Co/The                                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       520 | NS      | $25578.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                       | LKQ Corp                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       221 | NS      | $12006.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                       | CSX Corp                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      1825 | NS      | $59659.25     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                | CVS Health Corp                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1019 | NS      | $103815.72    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc             | Coterra Energy Inc                           | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       624 | NS      | $17415.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc     | Cadence Design Systems Inc                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       224 | NS      | $38536.96     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                   | Chevron Corp                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1384 | NS      | $253701.04    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc     | Chipotle Mexican Grill Inc                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $39047.04     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD          | McCormick & Co Inc/MD                        | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       195 | NS      | $16610.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                | McDonald's Corp                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       581 | NS      | $158490.99    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc      | L3Harris Technologies Inc                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       153 | NS      | $34743.24     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Hol | Laboratory Corp of America Holdings          | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |        77 | NS      | $18533.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                  | McKesson Corp                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       121 | NS      | $46183.28     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1954 | NS      | $215174.48    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc      | Caesars Entertainment Inc                    | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       172 | NS      | $8739.32      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust          | Camden Property Trust                        | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        86 | NS      | $10348.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Gr | Hartford Financial Services Group Inc/The    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       256 | NS      | $19550.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                     | Hasbro Inc                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       105 | NS      | $6596.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp              | Lam Research Corp                            | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       114 | NS      | $53851.32     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc       | Lamb Weston Holdings Inc                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       117 | NS      | $10167.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                    | MetLife Inc                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       535 | NS      | $41034.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I | Mettler-Toledo International Inc             | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        21 | NS      | $30860.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp           | Las Vegas Sands Corp                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       250 | NS      | $11710.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The       | Estee Lauder Cos Inc/The                     | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       186 | NS      | $43856.94     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc            | Leidos Holdings Inc                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       107 | NS      | $11698.31     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                    | Lennar Corp                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       206 | NS      | $18092.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc      | Healthpeak Properties Inc                    | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |       436 | NS      | $11449.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc    | Jack Henry & Associates Inc                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        59 | NS      | $11171.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                 | Eli Lilly & Co                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       620 | NS      | $230069.60    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp          | Lincoln National Corp                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       124 | NS      | $4828.56      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                     | ResMed Inc                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       120 | NS      | $27624.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc  | Robert Half International Inc                | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |        87 | NS      | $6853.86      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc         | Church & Dwight Co Inc                       | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       199 | NS      | $16292.13     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp      | Cincinnati Financial Corp                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       127 | NS      | $14091.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      6088 | NS      | $1553292.32   | 5.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc       | Microchip Technology Inc                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       430 | NS      | $34051.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        94 | NS      | $24836.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                    | Rollins Inc                                  | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       182 | NS      | $7360.08      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc         | Roper Technologies Inc                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        88 | NS      | $38622.32     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                | Ross Stores Inc                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       279 | NS      | $32829.93     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                 | Hershey Co/The                               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       118 | NS      | $27750.06     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                      | Hess Corp                                    | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       209 | NS      | $30077.19     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       901 | NS      | $51942.65     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit | Mid-America Apartment Communities Inc        | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |        94 | NS      | $15498.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                    | Moderna Inc                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       269 | NS      | $47319.79     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc          | Mohawk Industries Inc                        | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        47 | NS      | $4762.51      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems Inc                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      3356 | NS      | $166860.32    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                    | Cintas Corp                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        73 | NS      | $33709.94     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc          | Molina Healthcare Inc                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        50 | NS      | $16838.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co       | Molson Coors Beverage Co                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       152 | NS      | $8376.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co  | Hewlett Packard Enterprise Co                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      1030 | NS      | $17283.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc  | Hilton Worldwide Holdings Inc                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       217 | NS      | $30948.54     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                    | Hologic Inc                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       200 | NS      | $15232.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The             | Home Depot Inc/The                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       863 | NS      | $279603.37    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                  | Citigroup Inc                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1560 | NS      | $75519.60     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc   | Citizens Financial Group Inc                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       393 | NS      | $16655.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                  | Clorox Co/The                                | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       100 | NS      | $14865.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The               | Coca-Cola Co/The                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      3143 | NS      | $199926.23    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc     | Mondelez International Inc                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1073 | NS      | $72545.53     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc   | Monolithic Power Systems Inc                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        37 | NS      | $14132.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp          | Monster Beverage Corp                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       312 | NS      | $32092.32     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                   | Moody's Corp                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       130 | NS      | $38775.10     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions | Cognizant Technology Solutions Corp          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       416 | NS      | $25879.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co           | Colgate-Palmolive Co                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       666 | NS      | $51601.68     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc    | Honeywell International Inc                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       554 | NS      | $121630.70    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp              | Hormel Foods Corp                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       231 | NS      | $10857.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                   | Comcast Corp                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3402 | NS      | $124649.28    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                   | Comerica Inc                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       109 | NS      | $7819.66      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc      | Host Hotels & Resorts Inc                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       553 | NS      | $10473.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc           | Howmet Aerospace Inc                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       309 | NS      | $11640.03     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                     | Humana Inc                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        97 | NS      | $53340.30     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc | JB Hunt Transport Services Inc               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        68 | NS      | $12504.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp              | Brown-Forman Corp                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       147 | NS      | $10733.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc        | Cboe Global Markets Inc                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        85 | NS      | $10781.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                 | CBRE Group Inc                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       261 | NS      | $20775.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                    | CDW Corp/DE                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       107 | NS      | $20184.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc     | CF Industries Holdings Inc                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       163 | NS      | $17634.97     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH   | Huntington Bancshares Inc/OH                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      1147 | NS      | $17755.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries  | Huntington Ingalls Industries Inc            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        31 | NS      | $7190.76      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                      | IDEX Corp                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        61 | NS      | $14486.89     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc         | IDEXX Laboratories Inc                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        70 | NS      | $29810.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc      | CH Robinson Worldwide Inc                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       105 | NS      | $10523.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                     | Cigna Corp                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       237 | NS      | $77946.93     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                  | CME Group Inc                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       293 | NS      | $51714.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp            | Avery Dennison Corp                          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        71 | NS      | $13726.43     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                | Baker Hughes Co                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       782 | NS      | $22693.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc             | Conagra Brands Inc                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       377 | NS      | $14318.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                 | ConocoPhillips                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       944 | NS      | $116593.44    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc        | Consolidated Edison Inc                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       285 | NS      | $27941.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc       | Constellation Brands Inc                     | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       131 | NS      | $33712.85     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp      | Constellation Energy Corp                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       255 | NS      | $24510.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The             | Cooper Cos Inc/The                           | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        42 | NS      | $13286.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                      | Ball Corp                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       253 | NS      | $14188.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp           | Bank of America Corp                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      5503 | NS      | $208288.55    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T | Bank of New York Mellon Corp/The             | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       570 | NS      | $26163.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc          | Bath & Body Works Inc                        | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       184 | NS      | $7820.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc       | Baxter International Inc                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       390 | NS      | $22046.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co        | Becton Dickinson and Co                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       228 | NS      | $56849.52     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp               | W R Berkley Corp                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       161 | NS      | $12281.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc         | Berkshire Hathaway Inc                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1436 | NS      | $457509.60    | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                | Best Buy Co Inc                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       159 | NS      | $13562.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc       | Bio-Rad Laboratories Inc                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |        20 | NS      | $8294.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                     | Biogen Inc                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       114 | NS      | $34789.38     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                | Bio-Techne Corp                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       136 | NS      | $11558.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                  | BlackRock Inc                                | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       130 | NS      | $93080.00     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                  | Boeing Co/The                                | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       472 | NS      | $84431.36     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                     | Copart Inc                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       352 | NS      | $23429.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                    | Corning Inc                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       607 | NS      | $20716.91     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       562 | NS      | $37743.92     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp          | Costco Wholesale Corp                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       361 | NS      | $194669.25    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc               | CoStar Group Inc                             | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       340 | NS      | $27553.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc               | Crown Castle Inc                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       359 | NS      | $50773.37     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc           | Booking Holdings Inc                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        32 | NS      | $66542.40     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                 | BorgWarner Inc                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       188 | NS      | $7991.88      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                    | Cummins Inc                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       112 | NS      | $28129.92     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                  | DR Horton Inc                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       248 | NS      | $21328.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc          | Boston Properties Inc                        | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       115 | NS      | $8289.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp         | Boston Scientific Corp                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1136 | NS      | $51426.72     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co        | Bristol-Myers Squibb Co                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1599 | NS      | $128367.72    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions | Broadridge Financial Solutions Inc           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |        97 | NS      | $14463.67     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                   | Broadcom Inc                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       320 | NS      | $176329.60    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc              | Brown & Brown Inc                            | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       194 | NS      | $11560.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                      | Aflac Inc                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       466 | NS      | $33519.38     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                   | AES Corp/The                                 | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       546 | NS      | $15790.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                       | AT&T Inc                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      5535 | NS      | $106714.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1390 | NS      | $149536.20    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                     | AbbVie Inc                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1332 | NS      | $214691.76    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc                    | ABIOMED Inc                                  | CUSIP: 003654100<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |        39 | NS      | $14733.81     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc        | Activision Blizzard Inc                      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       559 | NS      | $41338.05     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                      | Adobe Inc                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       469 | NS      | $161772.17    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc         | Advance Auto Parts Inc                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        53 | NS      | $8002.47      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1357 | NS      | $105343.91    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc       | Agilent Technologies Inc                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       241 | NS      | $37350.18     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc | Air Products and Chemicals Inc               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       178 | NS      | $55208.48     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc        | Akamai Technologies Inc                      | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       130 | NS      | $12331.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc           | Alaska Air Group Inc                         | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       103 | NS      | $4886.32      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                 | Albemarle Corp                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        94 | NS      | $26131.06     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie | Alexandria Real Estate Equities Inc          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       122 | NS      | $18984.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc           | Align Technology Inc                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        58 | NS      | $11406.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp            | Alliant Energy Corp                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       202 | NS      | $11372.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The              | Allstate Corp/The                            | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       207 | NS      | $27717.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4369 | NS      | $443235.05    | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4884 | NS      | $493235.16    | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc               | Altria Group Inc                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      1496 | NS      | $69683.68     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                 | Amazon.com Inc                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      7202 | NS      | $695281.08    | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                  | DTE Energy Co                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       157 | NS      | $18213.57     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co              | DXC Technology Co                            | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |       175 | NS      | $5192.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       523 | NS      | $142993.43    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc         | Darden Restaurants Inc                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        98 | NS      | $14405.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                     | DaVita Inc                                   | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        44 | NS      | $3244.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                     | Deere & Co                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       226 | NS      | $99666.00     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc            | Delta Air Lines Inc                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       497 | NS      | $17578.89     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc            | DENTSPLY SIRONA Inc                          | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |       172 | NS      | $5204.72      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp              | Devon Energy Corp                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       523 | NS      | $35835.96     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                     | Dexcom Inc                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       311 | NS      | $36163.08     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc         | Diamondback Energy Inc                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       139 | NS      | $20574.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc       | Digital Realty Trust Inc                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       244 | NS      | $27440.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The             | Walt Disney Co/The                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1465 | NS      | $143379.55    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services    | Discover Financial Services                  | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       214 | NS      | $23189.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp              | DISH Network Corp                            | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |       202 | NS      | $3242.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp            | Dollar General Corp                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       180 | NS      | $46022.40     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                | Dollar Tree Inc                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       163 | NS      | $24497.27     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc            | Dominion Energy Inc                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       657 | NS      | $40149.27     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc             | Domino's Pizza Inc                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        30 | NS      | $11661.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                     | Dover Corp                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       119 | NS      | $16892.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                        | Dow Inc                                      | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       594 | NS      | $30276.18     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp               | Duke Energy Corp                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       611 | NS      | $61057.23     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc          | DuPont de Nemours Inc                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       415 | NS      | $29261.65     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc              | EOG Resources Inc                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       442 | NS      | $62733.06     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                       | EQT Corp                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       309 | NS      | $13104.69     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co            | Eastman Chemical Co                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       111 | NS      | $9614.82      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                       | eBay Inc                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       447 | NS      | $20311.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** ETF Series Solutions

**Signature:** /s/ Kristen Weitzel

**Name of Signer:** ETF Series Solutions

**Title:** Treasurer