# EDGAR Filing Document

**Accession Number:** 0001064046
**File Stem:** 0001752724-23-045015
**Filing Date:** 2023-2
**Character Count:** 184384
**Document Hash:** 952844e5585796c5d6215d0cf6b16f92
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045015.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045015

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RYDEX VARIABLE TRUST
- **CENTRAL INDEX KEY:** 0001064046
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08821
- **FILM NUMBER:** 23680317

**BUSINESS ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850
- **BUSINESS PHONE:** 301-296-5100

**MAIL ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850

## Series and Classes Contracts Data

### S&P 500 2x Strategy Fund (Series ID: S000003751)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000010420 | Variable Annuity |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Rydex Variable Trust

- **b. Investment Company Act file number:** 811-08821

- **c. CIK number of Registrant:** 0001064046

- **d. LEI of Registrant:** 549300LJH0YR8RY3N305

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

  - **Street Address 1:** 702 King Farm Blvd., Suite 200

  - **City:** Rockville

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20850

  - **Telephone number:** 301-296-5100

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

- **a. Name of Series:** S&P 500 2x Strategy Fund

- **b. EDGAR series identifier (if any):** S000003751

- **c. LEI of Series:** 5493005PGX0V8DIOSA37

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $36554558.42

**Total Liabilities:** $2884967.52

**Net Assets:** $33669590.90

**Cash Not Reported:** $99846.33

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010420 | 15.69%               | 10.32%               | -11.96%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-368749.31              | $1147159.89                                |
| Month 2  | $-144904.60              | $1960460.77                                |
| Month 3  | $-1877703.10             | $-1656840.38                               |

**Designated Index Information**

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

- **Index Identifier:** SNP500

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EQT Corp                                      | Equities Corp.                                             | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       145 | NS      | $4905.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                   | Oracle Corp.                                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       605 | NS      | $49452.70     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit                | Mid-America Apartment Communities, Inc.                    | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |        45 | NS      | $7064.55      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                        | Roper Technologies, Inc.                                   | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        42 | NS      | $18147.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                              | Schlumberger Ltd.                                          | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |       559 | NS      | $29884.14     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                   | Snap-on, Inc.                                              | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        21 | NS      | $4798.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                  | Teradyne, Inc.                                             | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        61 | NS      | $5328.35      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                      | MarketAxess Holdings, Inc.                                 | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        15 | NS      | $4183.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                            | Union Pacific Corp.                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       242 | NS      | $50110.94     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                 | Accenture plc                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       248 | NS      | $66176.32     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                   | Equifax, Inc.                                              | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        48 | NS      | $9329.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                      | Essex Property Trust, Inc.                                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        26 | NS      | $5509.92      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                    | Cadence Design Systems, Inc.                               | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       108 | NS      | $17349.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                | Lowe's Companies, Inc.                                     | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       244 | NS      | $48614.56     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                           | SVB Financial Group                                        | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |        23 | NS      | $5293.22      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                           | International Business Machines Corp.                      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       357 | NS      | $50297.73     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                    | AbbVie, Inc.                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       697 | NS      | $112642.17    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                              | Duke Energy Corp.                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       304 | NS      | $31308.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                             | Iron Mountain, Inc.                                        | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       115 | NS      | $5732.75      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                      | Fox Corp.                                                  | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       119 | NS      | $3614.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                  | FactSet Research Systems, Inc.                             | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        15 | NS      | $6018.15      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                | Air Products and Chemicals, Inc.                           | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        88 | NS      | $27126.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                         | Southwest Airlines Co.                                     | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       234 | NS      | $7878.78      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                          | Bank of America Corp.                                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      2752 | NS      | $91146.24     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                               | Xcel Energy, Inc.                                          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       216 | NS      | $15143.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                         | Republic Services, Inc.                                    | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        81 | NS      | $10448.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                         | Travelers Companies, Inc.                                  | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        92 | NS      | $17249.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                         | General Dynamics Corp.                                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        89 | NS      | $22081.79     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                        | Advance Auto Parts, Inc.                                   | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        24 | NS      | $3528.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                   | Target Corp.                                               | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       181 | NS      | $26976.24     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                           | American Express Co.                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       235 | NS      | $34721.25     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                    | Zimmer Biomet Holdings, Inc.                               | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        83 | NS      | $10582.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                            | Analog Devices, Inc.                                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       203 | NS      | $33298.09     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                        | Diamondback Energy, Inc.                                   | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        69 | NS      | $9437.82      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                  | Alphabet, Inc.                                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2355 | NS      | $207781.65    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                               | Yum! Brands, Inc.                                          | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       111 | NS      | $14216.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                 | Carnival Corp.                                             | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |       394 | NS      | $3175.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                | Globe Life, Inc.                                           | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        36 | NS      | $4339.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International                | Johnson Controls International plc                         | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | US        |       271 | NS      | $17344.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                | Halliburton Co.                                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       358 | NS      | $14087.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                 | Mosaic Co.                                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       134 | NS      | $5878.58      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                   | S&P 500 Index                                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               |  | US        |      1939 | NC      | $-10315.20    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                    | Evergy, Inc.                                               | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |        90 | NS      | $5663.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                           | Electronic Arts, Inc.                                      | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       103 | NS      | $12584.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                               | Baker Hughes Co.                                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       394 | NS      | $11634.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                | Starbucks Corp.                                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       452 | NS      | $44838.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                 | DR Horton, Inc.                                            | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       123 | NS      | $10964.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                         | DuPont de Nemours, Inc.                                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       196 | NS      | $13451.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                         | Quest Diagnostics, Inc.                                    | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        45 | NS      | $7039.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                         | Norfolk Southern Corp.                                     | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        91 | NS      | $22424.22     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Guggenheim Partners Investment Management LLC | Guggenheim Ultra Short Duration Fund - Institutional Class | CUSIP: 40169J523<br>LEI: N/A                  | Long             | EC               | RF                | US        |         0 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                  | Pioneer Natural Resources Co.                              | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |        94 | NS      | $21468.66     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                | Public Storage                                             | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |        62 | NS      | $17371.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                              | EPAM Systems, Inc.                                         | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        23 | NS      | $7538.02      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                    | Fiserv, Inc.                                               | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       250 | NS      | $25267.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                     | Aptiv plc                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       107 | NS      | $9964.91      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                    | Masco Corp.                                                | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        89 | NS      | $4153.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                   | Hologic, Inc.                                              | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        99 | NS      | $7406.19      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                    | SolarEdge Technologies, Inc.                               | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |        22 | NS      | $6231.94      | 0.02%             |  |  |  | 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        |       166 | NS      | $2031.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                         | ON Semiconductor Corp.                                     | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       170 | NS      | $10602.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                         | Monster Beverage Corp.                                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       150 | NS      | $15229.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc                         | Boston Properties, Inc.                                    | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |        56 | NS      | $3784.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                    | Stanley Black & Decker, Inc.                               | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        58 | NS      | $4356.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                | Eaton Corporation plc                                      | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | US        |       157 | NS      | $24641.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                               | Gen Digital, Inc.                                          | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       228 | NS      | $4886.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                     | Chubb Ltd.                                                 | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |       163 | NS      | $35957.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                               | Caterpillar, Inc.                                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       205 | NS      | $49109.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                     | Warner Bros Discovery, Inc.                                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       871 | NS      | $8257.08      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                          | Parker-Hannifin Corp.                                      | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        51 | NS      | $14841.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                    | Garmin Ltd.                                                | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | US        |        60 | NS      | $5537.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                     | Pool Corp.                                                 | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        15 | NS      | $4534.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                 | Welltower, Inc.                                            | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |       186 | NS      | $12192.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                           | Dominion Energy, Inc.                                      | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       328 | NS      | $20112.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                      | FMC Corp.                                                  | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        50 | NS      | $6240.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                            | Steel Dynamics, Inc.                                       | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        66 | NS      | $6448.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                        | International Paper Co.                                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       140 | NS      | $4848.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T                | Bank of New York Mellon Corp.                              | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       290 | NS      | $13200.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                   | Corning, Inc.                                              | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       300 | NS      | $9582.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                        | Lumen Technologies, Inc.                                   | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       375 | NS      | $1957.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                              | Genuine Parts Co.                                          | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        56 | NS      | $9716.56      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                | CBRE Group, Inc.                                           | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       124 | NS      | $9543.04      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                   | American Airlines Group, Inc.                              | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       256 | NS      | $3256.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                    | Biogen, Inc.                                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        57 | NS      | $15784.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                         | Mohawk Industries, Inc.                                    | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        21 | NS      | $2146.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                              | Exxon Mobil Corp.                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      1623 | NS      | $179016.90    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                        | Franklin Resources, Inc.                                   | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       112 | NS      | $2954.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                    | Hasbro, Inc.                                               | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        51 | NS      | $3111.51      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                  | Allegion plc                                               | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | US        |        35 | NS      | $3684.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                          | WEC Energy Group, Inc.                                     | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       124 | NS      | $11626.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                        | Berkshire Hathaway, Inc.                                   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       710 | NS      | $219319.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                  | QUALCOMM, Inc.                                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       442 | NS      | $48593.48     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                    | NetApp, Inc.                                               | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        86 | NS      | $5165.16      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                      | Molson Coors Beverage Co.                                  | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        75 | NS      | $3864.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                     | Host Hotels & Resorts, Inc.                                | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       282 | NS      | $4526.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                    | Zoetis, Inc.                                               | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       184 | NS      | $26965.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions                | Broadridge Financial Solutions, Inc.                       | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |        46 | NS      | $6169.98      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                            | NextEra Energy, Inc.                                       | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       783 | NS      | $65458.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                          | Freeport-McMoRan, Inc.                                     | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       563 | NS      | $21394.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                           | General Electric Co.                                       | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       430 | NS      | $36029.70     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                      | Bio-Rad Laboratories, Inc.                                 | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |         8 | NS      | $3363.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                           | American Tower Corp.                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       183 | NS      | $38770.38     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                               | CMS Energy Corp.                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       114 | NS      | $7219.62      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                               | T-Mobile US, Inc.                                          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       235 | NS      | $32900.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                           | TransDigm Group, Inc.                                      | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $12593.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                 | Robert Half International, Inc.                            | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |        43 | NS      | $3174.69      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                               | PerkinElmer, Inc.                                          | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |        50 | NS      | $7011.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                             | Devon Energy Corp.                                         | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       257 | NS      | $15808.07     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PL                | Seagate Technology Holdings plc                            | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |        76 | NS      | $3998.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                      | Willis Towers Watson plc                                   | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | US        |        43 | NS      | $10516.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                     | IDEX Corp.                                                 | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        30 | NS      | $6849.90      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                   | Moderna, Inc.                                              | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       130 | NS      | $23350.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                           | Leidos Holdings, Inc.                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        54 | NS      | $5680.26      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                          | Progressive Corp.                                          | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       230 | NS      | $29833.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                      | Prudential Financial, Inc.                                 | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       145 | NS      | $14421.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                     | Tesla, Inc.                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1058 | NS      | $130324.44    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                            | Home Depot, Inc.                                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       403 | NS      | $127291.58    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                    | AMETEK, Inc.                                               | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        90 | NS      | $12574.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                 | M&T Bank Corp.                                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        68 | NS      | $9864.08      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                        | Skyworks Solutions, Inc.                                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        63 | NS      | $5741.19      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                | ServiceNow, Inc.                                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        80 | NS      | $31061.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                          | Las Vegas Sands Corp.                                      | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       130 | NS      | $6249.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                        | Intuitive Surgical, Inc.                                   | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       139 | NS      | $36883.65     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                  | Organon & Co.                                              | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |       100 | NS      | $2793.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                           | Kimberly-Clark Corp.                                       | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       133 | NS      | $18054.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trus                | Federal Realty Investment Trust                            | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |        29 | NS      | $2930.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                   | Viatris, Inc.                                              | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       478 | NS      | $5320.14      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                        | Church & Dwight Company, Inc.                              | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        97 | NS      | $7819.17      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                            | HCA Healthcare, Inc.                                       | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        84 | NS      | $20156.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                   | Gartner, Inc.                                              | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        31 | NS      | $10420.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                     | Amcor plc                                                  | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | US        |       587 | NS      | $6991.17      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                    | Pfizer, Inc.                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      2213 | NS      | $113394.12    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                          | Everest Re Group Ltd.                                      | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | US        |        15 | NS      | $4969.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                               | Sealed Air Corp.                                           | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |        57 | NS      | $2843.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                              | Campbell Soup Co.                                          | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        79 | NS      | $4483.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol                | Westinghouse Air Brake Technologies Corp.                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        72 | NS      | $7186.32      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                  | Fortinet, Inc.                                             | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       255 | NS      | $12466.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                      | Marsh & McLennan Companies, Inc.                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       195 | NS      | $32268.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                           | Dentsply Sirona, Inc.                                      | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |        85 | NS      | $2706.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                  | Broadcom, Inc.                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       160 | NS      | $89460.80     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                             | Hormel Foods Corp.                                         | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       114 | NS      | $5192.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                            | Equity Residential                                         | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       134 | NS      | $7906.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                   | Walmart, Inc.                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       556 | NS      | $78835.24     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                             | Brown & Brown, Inc.                                        | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        93 | NS      | $5298.21      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                             | DXC Technology Co.                                         | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |        91 | NS      | $2411.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                        | Arch Capital Group Ltd.                                    | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | US        |       146 | NS      | $9165.88      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                             | Lam Research Corp.                                         | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        54 | NS      | $22696.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                            | J M Smucker Co.                                            | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        42 | NS      | $6655.32      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                              | Wells Fargo & Co.                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1502 | NS      | $62017.58     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                    | PACCAR, Inc.                                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       137 | NS      | $13558.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                          | Edison International                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       150 | NS      | $9543.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                       | VF Corp.                                                   | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       130 | NS      | $3589.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                       | O'Reilly Automotive, Inc.                                  | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        25 | NS      | $21100.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                   | Waters Corp.                                               | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        23 | NS      | $7879.34      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                | BorgWarner, Inc.                                           | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |        92 | NS      | $3703.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                  | United Airlines Holdings, Inc.                             | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       129 | NS      | $4863.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                         | Texas Instruments, Inc.                                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       357 | NS      | $58983.54     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                       | Bristol-Myers Squibb Co.                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       837 | NS      | $60222.15     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                  | Moody's Corp.                                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        62 | NS      | $17274.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                 | Hilton Worldwide Holdings, Inc.                            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       107 | NS      | $13520.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                | Hershey Co.                                                | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        58 | NS      | $13431.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                | Merck & Company, Inc.                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       999 | NS      | $110839.05    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I                | Mettler-Toledo International, Inc.                         | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         9 | NS      | $13009.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                           | Carrier Global Corp.                                       | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       329 | NS      | $13571.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                    | Pinnacle West Capital Corp.                                | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        45 | NS      | $3421.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                              | Coca-Cola Co.                                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      1534 | NS      | $97577.74     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                          | Targa Resources Corp.                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        89 | NS      | $6541.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                  | Huntington Bancshares, Inc.                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       568 | NS      | $8008.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                              | Altria Group, Inc.                                         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       706 | NS      | $32271.26     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                   | Incyte Corp.                                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        73 | NS      | $5863.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                               | Best Buy Company, Inc.                                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        79 | NS      | $6336.59      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                  | VeriSign, Inc.                                             | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        36 | NS      | $7395.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software                 | Take-Two Interactive Software, Inc.                        | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        62 | NS      | $6456.06      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                     | PG&E Corp.                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       634 | NS      | $10308.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                     | Qorvo, Inc.                                                | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        40 | NS      | $3625.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                       | Sherwin-Williams Co.                                       | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        93 | NS      | $22071.69     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                | Microsoft Corp.                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2938 | NS      | $704591.16    | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                  | Assurant, Inc.                                             | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        21 | NS      | $2626.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                         | Lincoln National Corp.                                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |        61 | NS      | $1873.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                      | Simon Property Group, Inc.                                 | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       129 | NS      | $15154.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                       | SBA Communications Corp.                                   | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        43 | NS      | $12053.33     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                    | Dover Corp.                                                | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        55 | NS      | $7447.55      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                     | Healthpeak Properties, Inc.                                | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |       212 | NS      | $5314.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                            | PPG Industries, Inc.                                       | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        93 | NS      | $11693.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                   | Cummins, Inc.                                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        56 | NS      | $13568.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa                | Expeditors International of Washington, Inc.               | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        63 | NS      | $6546.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                         | Truist Financial Corp.                                     | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       523 | NS      | $22504.69     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                   | Paychex, Inc.                                              | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       127 | NS      | $14676.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                          | Juniper Networks, Inc.                                     | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |       128 | NS      | $4090.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                               | Ross Stores, Inc.                                          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       137 | NS      | $15901.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                       | Akamai Technologies, Inc.                                  | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        62 | NS      | $5226.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                           | Vulcan Materials Co.                                       | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        52 | NS      | $9105.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                           | Gilead Sciences, Inc.                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       495 | NS      | $42495.75     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                         | BofA Securities, Inc.                                      | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |   1609669 | PA      | $1609669.03   | 4.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                 | Automatic Data Processing, Inc.                            | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       163 | NS      | $38934.18     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                          | Vornado Realty Trust                                       | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        63 | NS      | $1311.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                   | Royal Caribbean Cruises Ltd.                               | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |        86 | NS      | $4250.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                  | AutoZone, Inc.                                             | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         7 | NS      | $17263.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                 | U.S. Treasury Bills                                        | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $999131.87    | 2.97%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                             | Allstate Corp.                                             | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       104 | NS      | $14102.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                             | Tractor Supply Co.                                         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        44 | NS      | $9898.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                | Mastercard, Inc.                                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       334 | NS      | $116141.82    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                | American Electric Power Company, Inc.                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       202 | NS      | $19179.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                      | Constellation Brands, Inc.                                 | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        64 | NS      | $14832.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                     | CH Robinson Worldwide, Inc.                                | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        46 | NS      | $4211.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                             | Kinder Morgan, Inc.                                        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       779 | NS      | $14084.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                         | Applied Materials, Inc.                                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       339 | NS      | $33011.82     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                       | Procter & Gamble Co.                                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       934 | NS      | $141557.04    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                 | Citigroup, Inc.                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       763 | NS      | $34510.49     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                        | Boston Scientific Corp.                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       564 | NS      | $26096.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                 | Clorox Co.                                                 | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        49 | NS      | $6876.17      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                     | Caesars Entertainment, Inc.                                | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        85 | NS      | $3536.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                       | Activision Blizzard, Inc.                                  | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       281 | NS      | $21510.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                             | General Mills, Inc.                                        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       234 | NS      | $19620.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                       | NVR, Inc.                                                  | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         1 | NS      | $4612.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                            | Domino's Pizza, Inc.                                       | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        14 | NS      | $4849.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Hol                | Laboratory Corporation of America Holdings                 | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |        35 | NS      | $8241.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                        | Motorola Solutions, Inc.                                   | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        66 | NS      | $17008.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                              | CoStar Group, Inc.                                         | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $12364.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                 | Boeing Co.                                                 | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       221 | NS      | $42098.29     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                    | Sysco Corp.                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       200 | NS      | $15290.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                  | Citizens Financial Group, Inc.                             | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       194 | NS      | $7637.78      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                     | Packaging Corporation of America                           | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        36 | NS      | $4604.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                     | FleetCor Technologies, Inc.                                | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        29 | NS      | $5326.72      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                       | UDR, Inc.                                                  | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       122 | NS      | $4725.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                 | Regeneron Pharmaceuticals, Inc.                            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        42 | NS      | $30302.58     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                               | Ulta Beauty, Inc.                                          | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        21 | NS      | $9850.47      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                 | Principal Financial Group, Inc.                            | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        90 | NS      | $7552.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                           | Fifth Third Bancorp                                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       271 | NS      | $8891.51      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                    | Chipotle Mexican Grill, Inc.                               | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $15262.39     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                 | CME Group, Inc.                                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       142 | NS      | $23878.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                            | Coterra Energy, Inc.                                       | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       311 | NS      | $7641.27      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                     | Teledyne Technologies, Inc.                                | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        18 | NS      | $7198.38      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                  | Walgreens Boots Alliance, Inc.                             | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       283 | NS      | $10572.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                      | APA Corp.                                                  | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       127 | NS      | $5928.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                       | PTC, Inc.                                                  | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        42 | NS      | $5041.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                       | Arthur J Gallagher & Co.                                   | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        83 | NS      | $15648.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                    | CarMax, Inc.                                               | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        62 | NS      | $3775.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions                | Cognizant Technology Solutions Corp.                       | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       202 | NS      | $11552.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                            | Meta Platforms, Inc.                                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       886 | NS      | $106621.24    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                    | Nasdaq, Inc.                                               | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       134 | NS      | $8220.90      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                 | Kroger Co.                                                 | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       257 | NS      | $11457.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                             | S&P 500 Index                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DE               |  | US        |      1612 | NC      | $-192735.76   | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                    | Humana, Inc.                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        50 | NS      | $25609.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                           | Eastman Chemical Co.                                       | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        47 | NS      | $3827.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                         | Northrop Grumman Corp.                                     | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        57 | NS      | $31099.77     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                    | Capital One Financial Corp.                                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       150 | NS      | $13944.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                         | Camden Property Trust                                      | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        42 | NS      | $4698.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                 | Ford Motor Co.                                             | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      1557 | NS      | $18107.91     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                     | News Corp.                                                 | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        46 | NS      | $848.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                 | Sempra Energy                                              | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       124 | NS      | $19162.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                         | Molina Healthcare, Inc.                                    | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        23 | NS      | $7595.06      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                               | Weyerhaeuser Co.                                           | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       290 | NS      | $8990.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                           | Quanta Services, Inc.                                      | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        56 | NS      | $7980.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                  | Centene Corp.                                              | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       223 | NS      | $18288.23     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                           | Synchrony Financial                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       177 | NS      | $5816.22      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                      | Agilent Technologies, Inc.                                 | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       117 | NS      | $17509.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                     | Keysight Technologies, Inc.                                | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        70 | NS      | $11974.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                           | VICI Properties, Inc.                                      | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       379 | NS      | $12279.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                 | Intercontinental Exchange, Inc.                            | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       221 | NS      | $22672.39     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                    | Dexcom, Inc.                                               | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       152 | NS      | $17212.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                      | Ameriprise Financial, Inc.                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        42 | NS      | $13077.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                        | Trane Technologies plc                                     | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | US        |        91 | NS      | $15296.19     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                    | Ecolab, Inc.                                               | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        98 | NS      | $14264.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                | Whirlpool Corp.                                            | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |        21 | NS      | $2970.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                   | Textron, Inc.                                              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        82 | NS      | $5805.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                        | UnitedHealth Group, Inc.                                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       368 | NS      | $195106.24    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                  | Illumina, Inc.                                             | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        63 | NS      | $12738.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                   | Fastenal Co.                                               | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       226 | NS      | $10694.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                              | Crown Castle, Inc.                                         | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       171 | NS      | $23194.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                       | Charles Schwab Corp.                                       | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       601 | NS      | $50039.26     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                      | AT&T, Inc.                                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      2810 | NS      | $51732.10     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                  | AES Corp.                                                  | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       263 | NS      | $7563.88      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                  | Tapestry, Inc.                                             | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        95 | NS      | $3617.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                        | IDEXX Laboratories, Inc.                                   | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        33 | NS      | $13462.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                               | McDonald's Corp.                                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       288 | NS      | $75896.64     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                            | Ingersoll Rand, Inc.                                       | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       159 | NS      | $8307.75      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                          | Waste Management, Inc.                                     | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       147 | NS      | $23061.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                               | TJX Companies, Inc.                                        | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       457 | NS      | $36377.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                    | Kellogg Co.                                                | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       101 | NS      | $7195.24      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                   | Honeywell International, Inc.                              | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       265 | NS      | $56789.50     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                          | Alaska Air Group, Inc.                                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |        50 | NS      | $2147.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                      | Lamb Weston Holdings, Inc.                                 | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        57 | NS      | $5093.52      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                 | DTE Energy Co.                                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        76 | NS      | $8932.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                    | Vertex Pharmaceuticals, Inc.                               | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       101 | NS      | $29166.78     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                  | Teleflex, Inc.                                             | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |        18 | NS      | $4493.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                        | AmerisourceBergen Corp.                                    | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        64 | NS      | $10605.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                      | Ceridian HCM Holding, Inc.                                 | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |        60 | NS      | $3849.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                             | Newell Brands, Inc.                                        | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |       148 | NS      | $1935.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                   | Jack Henry & Associates, Inc.                              | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        29 | NS      | $5091.24      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                    | DaVita, Inc.                                               | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        22 | NS      | $1642.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                          | Colgate-Palmolive Co.                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       329 | NS      | $25921.91     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                  | Fortive Corp.                                              | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       139 | NS      | $8930.75      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                            | IQVIA Holdings, Inc.                                       | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        73 | NS      | $14956.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                       | Becton Dickinson and Co.                                   | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       112 | NS      | $28481.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                       | KeyCorp                                                    | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       367 | NS      | $6393.14      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                     | Apple, Inc.                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      5896 | NS      | $766067.28    | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                            | Walt Disney Co.                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       718 | NS      | $62379.84     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                          | Williams Companies, Inc.                                   | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       480 | NS      | $15792.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                   | American Water Works Company, Inc.                         | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        72 | NS      | $10974.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                  | Xylem, Inc.                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        71 | NS      | $7850.47      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information                 | Fidelity National Information Services, Inc.               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       234 | NS      | $15876.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                     | Occidental Petroleum Corp.                                 | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       286 | NS      | $18015.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                   | CDW Corp.                                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        53 | NS      | $9464.74      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                      | Microchip Technology, Inc.                                 | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       217 | NS      | $15244.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                | NRG Energy, Inc.                                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        91 | NS      | $2895.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                      | Visa, Inc.                                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       644 | NS      | $133797.44    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                  | Stryker Corp.                                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       133 | NS      | $32517.17     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                       | Extra Space Storage, Inc.                                  | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        53 | NS      | $7800.54      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                          | Booking Holdings, Inc.                                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        15 | NS      | $30229.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                           | Northern Trust Corp.                                       | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        82 | NS      | $7256.18      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                    | Ventas, Inc.                                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       157 | NS      | $7072.85      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                           | Global Payments, Inc.                                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       107 | NS      | $10627.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In                | Philip Morris International, Inc.                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       611 | NS      | $61839.31     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                            | United Rentals, Inc.                                       | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        27 | NS      | $9596.34      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | Barclays Capital, Inc.                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |   1604684 | PA      | $1604683.82   | 4.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc                                       | Dow, Inc.                                                  | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       278 | NS      | $14008.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                               | Southern Co.                                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       429 | NS      | $30634.89     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                 | Universal Health Services, Inc.                            | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        25 | NS      | $3522.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                              | Henry Schein, Inc.                                         | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        53 | NS      | $4233.11      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                    | Copart, Inc.                                               | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       169 | NS      | $10290.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                     | Hess Corp.                                                 | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       109 | NS      | $15458.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                          | Western Digital Corp.                                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       125 | NS      | $3943.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                  | Comerica, Inc.                                             | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        52 | NS      | $3476.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                | Albemarle Corp.                                            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        46 | NS      | $9975.56      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                           | Abbott Laboratories                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       687 | NS      | $75425.73     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                            | Cooper Companies, Inc.                                     | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        19 | NS      | $6282.73      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                         | Micron Technology, Inc.                                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       428 | NS      | $21391.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | J.P. Morgan Securities LLC                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |   4185139 | PA      | $4185139.46   | 12.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                        | Darden Restaurants, Inc.                                   | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        48 | NS      | $6639.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                               | Bio-Techne Corp.                                           | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        62 | NS      | $5138.56      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I                | West Pharmaceutical Services, Inc.                         | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        29 | NS      | $6825.15      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                 | Live Nation Entertainment, Inc.                            | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        56 | NS      | $3905.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                     | AvalonBay Communities, Inc.                                | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        55 | NS      | $8883.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                 | McKesson Corp.                                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        56 | NS      | $21006.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                   | Trimble, Inc.                                              | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        97 | NS      | $4904.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                            | Kraft Heinz Co.                                            | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       314 | NS      | $12782.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                         | McCormick & Company, Inc.                                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        99 | NS      | $8206.11      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                      | NIKE, Inc.                                                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       496 | NS      | $58036.96     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | S&P 500 Index Mini Futures Contracts                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        22 | NC      | $-20375.33    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                 | U.S. Treasury Bills                                        | CUSIP: 912796ZK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1398000 | PA      | $1395999.98   | 4.15%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                    | Intuit, Inc.                                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       111 | NS      | $43203.42     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                         | Bath & Body Works, Inc.                                    | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |        91 | NS      | $3834.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                  | Thermo Fisher Scientific, Inc.                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       155 | NS      | $85356.95     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                     | ONEOK, Inc.                                                | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       176 | NS      | $11563.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Gr                | Hartford Financial Services Group, Inc.                    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       125 | NS      | $9478.75      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                           | TE Connectivity Ltd.                                       | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | US        |       125 | NS      | $14350.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I                | PNC Financial Services Group, Inc.                         | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       159 | NS      | $25112.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                        | Regions Financial Corp.                                    | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       368 | NS      | $7934.08      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                           | JPMorgan Chase & Co.                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1156 | NS      | $155019.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                           | Paycom Software, Inc.                                      | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        19 | NS      | $5895.89      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                             | Omnicom Group, Inc.                                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        80 | NS      | $6525.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                           | Emerson Electric Co.                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       234 | NS      | $22478.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                             | DISH Network Corp.                                         | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |        99 | NS      | $1389.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                    | Charter Communications, Inc.                               | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        42 | NS      | $14242.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                  | Alphabet, Inc.                                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2087 | NS      | $185179.51    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                      | MSCI, Inc.                                                 | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        31 | NS      | $14420.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                   | Pentair plc                                                | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | US        |        65 | NS      | $2923.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                            | Realty Income Corp.                                        | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       247 | NS      | $15667.21     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                    | U.S. Bancorp                                               | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       533 | NS      | $23244.13     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                  | LyondellBasell Industries N.V.                             | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |       100 | NS      | $8303.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie                | Alexandria Real Estate Equities, Inc.                      | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        59 | NS      | $8594.53      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                 | Old Dominion Freight Line, Inc.                            | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        36 | NS      | $10216.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                      | CSX Corp.                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       828 | NS      | $25651.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                | PulteGroup, Inc.                                           | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $4097.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                        | HP, Inc.                                                   | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       349 | NS      | $9377.63      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                 | Martin Marietta Materials, Inc.                            | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        24 | NS      | $8111.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                            | Conagra Brands, Inc.                                       | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       189 | NS      | $7314.30      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries                 | Huntington Ingalls Industries, Inc.                        | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        16 | NS      | $3690.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                       | Zebra Technologies Corp.                                   | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        20 | NS      | $5128.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                             | General Motors Co.                                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       560 | NS      | $18838.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                           | Arista Networks, Inc.                                      | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        98 | NS      | $11892.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                 | Medtronic plc                                              | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | US        |       524 | NS      | $40725.28     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                  | Entergy Corp.                                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        81 | NS      | $9112.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                  | Autodesk, Inc.                                             | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        85 | NS      | $15883.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T                | Interpublic Group of Companies, Inc.                       | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       153 | NS      | $5096.43      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                 | BlackRock, Inc.                                            | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |        59 | NS      | $41809.17     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                      | eBay, Inc.                                                 | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       214 | NS      | $8874.58      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                    | Cigna Corp.                                                | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       120 | NS      | $39760.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                   | Exelon Corp.                                               | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       392 | NS      | $16946.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                | J.B. Hunt Transport Services, Inc.                         | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        33 | NS      | $5753.88      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                       | Aon plc                                                    | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | US        |        81 | NS      | $24311.34     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                   | Equinix, Inc.                                              | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        36 | NS      | $23581.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                   | Cintas Corp.                                               | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $15355.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                           | Dollar General Corp.                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        89 | NS      | $21916.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                      | Estee Lauder Companies, Inc.                               | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        91 | NS      | $22578.01     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                  | Monolithic Power Systems, Inc.                             | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        18 | NS      | $6364.98      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                 | Amphenol Corp.                                             | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       234 | NS      | $17816.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                      | LKQ Corp.                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       100 | NS      | $5341.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I                | American International Group, Inc.                         | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       293 | NS      | $18529.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                   | NVIDIA Corp.                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       982 | NS      | $143509.48    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                         | NXP Semiconductor N.V.                                     | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | US        |       102 | NS      | $16119.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                     | L3Harris Technologies, Inc.                                | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        75 | NS      | $15615.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                      | Etsy, Inc.                                                 | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        50 | NS      | $5989.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                 | Hewlett Packard Enterprise Co.                             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       507 | NS      | $8091.72      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                              | Zions Bancorp North America                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |        59 | NS      | $2900.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                           | Cardinal Health, Inc.                                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       103 | NS      | $7917.61      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                       | Illinois Tool Works, Inc.                                  | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       110 | NS      | $24233.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                          | Verisk Analytics, Inc.                                     | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        62 | NS      | $10938.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                          | Lockheed Martin Corp.                                      | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        92 | NS      | $44757.08     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                              | FirstEnergy Corp.                                          | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       214 | NS      | $8975.16      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                | Amazon.com, Inc.                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      3500 | NS      | $294000.00    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                    | Verizon Communications, Inc.                               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      1655 | NS      | $65207.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                  | Chevron Corp.                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       702 | NS      | $126001.98    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                  | Newmont Corp.                                              | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       313 | NS      | $14773.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                    | Mondelez International, Inc.                               | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       538 | NS      | $35857.70     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                    | Raytheon Technologies Corp.                                | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       580 | NS      | $58533.60     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                    | ResMed, Inc.                                               | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        58 | NS      | $12071.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KRC Interim Corp                              | Kimco Realty Corp.                                         | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |       244 | NS      | $5167.92      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                       | Cboe Global Markets, Inc.                                  | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        42 | NS      | $5269.74      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                | A O Smith Corp.                                            | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        50 | NS      | $2862.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                     | Edwards Lifesciences Corp.                                 | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       244 | NS      | $18204.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                          | Regency Centers Corp.                                      | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |        61 | NS      | $3812.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                   | S&P 500 Index                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               |  | US        |       584 | NC      | $-69112.89    | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| ANSYS Inc                                     | ANSYS, Inc.                                                | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        34 | NS      | $8214.06      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                  | Catalent, Inc.                                             | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $3195.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                             | Johnson & Johnson                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1030 | NS      | $181949.50    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                           | PayPal Holdings, Inc.                                      | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       449 | NS      | $31977.78     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                  | Synopsys, Inc.                                             | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        60 | NS      | $19157.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                  | Danaher Corp.                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       258 | NS      | $68478.36     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                           | Otis Worldwide Corp.                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       164 | NS      | $12842.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                   | Invesco Ltd.                                               | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | US        |       179 | NS      | $3220.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                     | United Parcel Service, Inc.                                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       287 | NS      | $49892.08     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                     | Adobe, Inc.                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       183 | NS      | $61584.99     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                             | Atmos Energy Corp.                                         | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        55 | NS      | $6163.85      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                   | PepsiCo, Inc.                                              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       543 | NS      | $98098.38     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                                           | International Flavors & Fragrances, Inc.                   | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       100 | NS      | $10484.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                      | Baxter International, Inc.                                 | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       199 | NS      | $10143.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                    | Advanced Micro Devices, Inc.                               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       636 | NS      | $41193.72     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                               | CVS Health Corp.                                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       518 | NS      | $48272.42     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                          | Invitation Homes, Inc.                                     | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       229 | NS      | $6787.56      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                    | Loews Corp.                                                | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        78 | NS      | $4549.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                              | Paramount Global                                           | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       199 | NS      | $3359.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                   | Discover Financial Services                                | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       108 | NS      | $10565.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                    | Nucor Corp.                                                | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       101 | NS      | $13312.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                        | Tyler Technologies, Inc.                                   | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        17 | NS      | $5480.97      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                    | Deere & Co.                                                | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       109 | NS      | $46734.84     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                       | Marathon Petroleum Corp.                                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       185 | NS      | $21532.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                   | Rollins, Inc.                                              | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        91 | NS      | $3325.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                         | Costco Wholesale Corp.                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       174 | NS      | $79431.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou                | Public Service Enterprise Group, Inc.                      | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       197 | NS      | $12070.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                     | Constellation Energy Corp.                                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       129 | NS      | $11121.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                 | Marriott International, Inc.                               | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       106 | NS      | $15782.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                             | Expedia Group, Inc.                                        | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |        59 | NS      | $5168.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                             | Eversource Energy                                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       137 | NS      | $11486.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                         | 3M Co.                                                     | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       218 | NS      | $26142.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                            | Valero Energy Corp.                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       152 | NS      | $19282.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                     | Cincinnati Financial Corp.                                 | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        62 | NS      | $6348.18      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                           | Delta Air Lines, Inc.                                      | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       253 | NS      | $8313.58      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                  | NiSource, Inc.                                             | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       160 | NS      | $4387.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                       | Rockwell Automation, Inc.                                  | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        45 | NS      | $11590.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                        | T. Rowe Price Group, Inc.                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        88 | NS      | $9597.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                             | Ralph Lauren Corp.                                         | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        16 | NS      | $1690.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                   | MetLife, Inc.                                              | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       260 | NS      | $18816.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                           | Avery Dennison Corp.                                       | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        32 | NS      | $5792.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                        | F5, Inc.                                                   | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        24 | NS      | $3444.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                        | First Republic Bank                                        | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        72 | NS      | $8776.08      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                    | FedEx Corp.                                                | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        94 | NS      | $16280.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                     | Aflac, Inc.                                                | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       223 | NS      | $16042.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                | S&P Global, Inc.                                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       131 | NS      | $43877.14     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                      | Digital Realty Trust, Inc.                                 | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       113 | NS      | $11330.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                              | W R Berkley Corp.                                          | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        81 | NS      | $5878.17      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                    | CF Industries Holdings, Inc.                               | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        77 | NS      | $6560.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                          | Jacobs Solutions, Inc.                                     | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $6003.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                   | Goldman Sachs Group, Inc.                                  | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       133 | NS      | $45669.54     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                           | Alliant Energy Corp.                                       | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        99 | NS      | $5465.79      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                     | Amgen, Inc.                                                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       210 | NS      | $55154.40     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                          | Generac Holdings, Inc.                                     | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        25 | NS      | $2516.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                    | STERIS plc                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        39 | NS      | $7202.91      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int                | Charles River Laboratories International, Inc.             | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        20 | NS      | $4358.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                          | Keurig Dr Pepper, Inc.                                     | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       335 | NS      | $11946.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                       | Consolidated Edison, Inc.                                  | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       140 | NS      | $13343.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                   | Netflix, Inc.                                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       175 | NS      | $51604.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                    | Signature Bank                                             | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |        25 | NS      | $2880.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                | ConocoPhillips                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       491 | NS      | $57938.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                      | Fox Corp.                                                  | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        55 | NS      | $1564.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                          | Howmet Aerospace, Inc.                                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       145 | NS      | $5714.45      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                  | Comcast Corp.                                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      1700 | NS      | $59449.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                  | Prologis, Inc.                                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       365 | NS      | $41146.45     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                             | State Street Corp.                                         | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       145 | NS      | $11247.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                      | KLA Corp.                                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        56 | NS      | $21113.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                               | Dollar Tree, Inc.                                          | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |        83 | NS      | $11739.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                           | Elevance Health, Inc.                                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        94 | NS      | $48219.18     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                   | Raymond James Financial, Inc.                              | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        76 | NS      | $8120.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                     | Linde plc                                                  | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | US        |       195 | NS      | $63605.10     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                   | Phillips 66                                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       186 | NS      | $19358.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                               | First Solar, Inc.                                          | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        39 | NS      | $5841.81      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                  | Nordson Corp.                                              | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        21 | NS      | $4992.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                   | Ameren Corp.                                               | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       102 | NS      | $9069.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                      | PPL Corp.                                                  | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       290 | NS      | $8473.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                               | Tyson Foods, Inc.                                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       114 | NS      | $7096.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                             | EOG Resources, Inc.                                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       231 | NS      | $29919.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                              | Wynn Resorts Ltd.                                          | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        41 | NS      | $3381.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                               | WW Grainger, Inc.                                          | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        18 | NS      | $10012.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                             | Cisco Systems, Inc.                                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1618 | NS      | $77081.52     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                    | Intel Corp.                                                | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      1627 | NS      | $43001.61     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                     | Archer-Daniels-Midland Co.                                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       216 | NS      | $20055.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                             | Marathon Oil Corp.                                         | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       250 | NS      | $6767.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                               | Match Group, Inc.                                          | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       110 | NS      | $4563.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                          | Align Technology, Inc.                                     | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        29 | NS      | $6116.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                             | Brown-Forman Corp.                                         | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        72 | NS      | $4728.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                   | Lennar Corp.                                               | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       100 | NS      | $9050.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                   | Corteva, Inc.                                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       281 | NS      | $16517.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                   | Westrock Co.                                               | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |       100 | NS      | $3516.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                     | Ball Corp.                                                 | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       124 | NS      | $6341.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       519 | NS      | $44125.38     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                     | News Corp.                                                 | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       151 | NS      | $2748.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                        | CenterPoint Energy, Inc.                                   | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       248 | NS      | $7437.52      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                | Salesforce, Inc.                                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       394 | NS      | $52240.46     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                            | Enphase Energy, Inc.                                       | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |        54 | NS      | $14307.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                | Eli Lilly & Co.                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       311 | NS      | $113776.24    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                 | Celanese Corp.                                             | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |        39 | NS      | $3987.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                     | MGM Resorts International                                  | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       126 | NS      | $4224.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Rydex Variable Trust

**Signature:** Jim Howley

**Name of Signer:** Jim Howley

**Title:** CFO