# EDGAR Filing Document

**Accession Number:** 0000710826
**File Stem:** 0001752724-23-043981
**Filing Date:** 2023-2
**Character Count:** 195566
**Document Hash:** 068ca9e9593e9ecfdb7676f2dd379477
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043981.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-043981

**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:** Brighthouse Funds Trust II
- **CENTRAL INDEX KEY:** 0000710826
- **IRS NUMBER:** 833164113
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03618
- **FILM NUMBER:** 23678649

**BUSINESS ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 125 HIGH STREET, SUITE 732
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 980-949-5121

**MAIL ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 125 HIGH STREET, SUITE 732
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** METROPOLITAN SERIES FUND
- **DATE OF NAME CHANGE:** 20120430

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** METROPOLITAN SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### MetLife Stock Index Portfolio (Series ID: S000006518)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000017818 | Class A      |  |
| C000017819 | Class B      |  |
| C000017820 | Class E      |  |
| C000075819 | Class D      |  |
| C000150812 | Class G      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Brighthouse Funds Trust II

- **b. Investment Company Act file number:** 811-03618

- **c. CIK number of Registrant:** 0000710826

- **d. LEI of Registrant:** 549300NPPA08K2CWOV06

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

  - **Street Address 1:** Brighthouse Investment Advisers, LLC

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 980-949-4301

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

- **a. Name of Series:** MetLife Stock Index Portfolio

- **b. EDGAR series identifier (if any):** S000006518

- **c. LEI of Series:** 549300CG70DQZXWOFG62

**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:** $7106208206.95

**Total Liabilities:** $522951548.35

**Net Assets:** $6583256658.60

**Cash Not Reported:** $231129.41

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017819 | 8.06%                | 5.54%                | -5.80%               |
| Class ID C000017820 | 8.05%                | 5.54%                | -5.78%               |
| Class ID C000150812 | 8.05%                | 5.53%                | -5.79%               |
| Class ID C000075819 | 8.05%                | 5.54%                | -5.78%               |
| Class ID C000017818 | 8.07%                | 5.56%                | -5.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1535959.87             | $500919370.54                              |
| Month 2  | $22884915.05             | $334048918.35                              |
| Month 3  | $79553851.57             | $-491445783.95                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                  | Honeywell International Inc                   | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    135322 | NS      | $28999504.60  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                  | Discover Financial Services                   | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     54993 | NS      | $5379965.19   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                     | FMC Corp                                      | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     25354 | NS      | $3164179.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                     | EQT Corp                                      | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     73877 | NS      | $2499258.91   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS AG LONDON                                | UBS AG LONDON                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6000000 | PA      | $6000000.00   | 0.09%             | 2023-03-23      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                 | Nordson Corp                                  | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |     10824 | NS      | $2573081.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc | Charles River Laboratories International Inc  | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |     10241 | NS      | $2231513.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                             | EPAM Systems Inc                              | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     11576 | NS      | $3793918.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Barclays Capital                             | Barclays Capital                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |  11184487 | PA      | $11184486.75  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                            | Cisco Systems Inc                             | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    826433 | NS      | $39371268.12  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                               | Albemarle Corp                                | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     23580 | NS      | $5113558.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                 | Assurant Inc                                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     10633 | NS      | $1329762.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                               | Salesforce Inc                                | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    201276 | NS      | $26687184.84  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                   | Intuit Inc                                    | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     56734 | NS      | $22082007.48  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                      | Dow Inc                                       | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    141649 | NS      | $7137693.11   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                    | L3Harris Technologies Inc                     | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     38324 | NS      | $7979440.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                | BlackRock Inc                                 | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     30231 | NS      | $21422593.53  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                      | Zebra Technologies Corp                       | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |     10392 | NS      | $2664612.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                    | Warner Bros Discovery Inc                     | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    444787 | NS      | $4216580.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| United Parcel Service Inc                    | United Parcel Service Inc                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    146895 | NS      | $25536226.80  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                          | Dollar General Corp                           | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     45402 | NS      | $11180242.50  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                            | DISH Network Corp                             | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     50591 | NS      | $710297.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Accenture PLC                                | Accenture PLC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    126820 | NS      | $33840648.80  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                          | DENTSPLY SIRONA Inc                           | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     43256 | NS      | $1377271.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Equity Residential                           | Equity Residential                            | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |     68459 | NS      | $4039081.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                   | AMETEK Inc                                    | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     46224 | NS      | $6458417.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc               | American Electric Power Co Inc                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    103428 | NS      | $9820488.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| CIC NY                                       | CIC NY                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10000290 | PA      | $10000290.01  | 0.15%             | 2023-01-09      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| General Motors Co                            | General Motors Co                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    285952 | NS      | $9619425.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                         | Western Digital Corp                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     63935 | NS      | $2017149.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                 | Comerica Inc                                  | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     26357 | NS      | $1761965.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                             | Societe Generale                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |  30000000 | PA      | $30000000.00  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                    | Teledyne Technologies Inc                     | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      9434 | NS      | $3772750.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST ABU DHABI BANK USA NV                  | FIRST ABU DHABI BANK USA NV                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.15%             | 2023-01-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                | Welltower Inc                                 | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |     95107 | NS      | $6234263.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Expeditors International of Washington Inc   | Expeditors International of Washington Inc    | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     32030 | NS      | $3328557.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Genuine Parts Co                             | Genuine Parts Co                              | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     28372 | NS      | $4922825.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                     | MSCI Inc                                      | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     16094 | NS      | $7486445.98   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                   | Chipotle Mexican Grill Inc                    | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5580 | NS      | $7742194.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                  | Viatris Inc                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    244084 | NS      | $2716654.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                         | Progressive Corp/The                          | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    117760 | NS      | $15274649.60  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                  | Jack Henry & Associates Inc                   | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |     14683 | NS      | $2577747.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                    | Pool Corp                                     | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      7860 | NS      | $2376313.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CIBC NY                                      | CIBC NY                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  15005742 | PA      | $15005741.70  | 0.23%             | 2023-03-03      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                  | American Water Works Co Inc                   | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     36597 | NS      | $5578114.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Vertex Pharmaceuticals Inc                   | Vertex Pharmaceuticals Inc                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     51666 | NS      | $14920107.48  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                          | Dominion Energy Inc                           | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    167718 | NS      | $10284467.76  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIA NEW ZEALAND LONDON                 | AUSTRALIA NEW ZEALAND LONDON                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.08%             | 2023-01-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                   | Mondelez International Inc                    | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    274866 | NS      | $18319818.90  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                           | Union Pacific Corp                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    123745 | NS      | $25623877.15  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    526233 | NS      | $92959059.45  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                           | Realty Income Corp                            | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |    126231 | NS      | $8006832.33   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| McDonald's Corp                              | McDonald's Corp                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    147420 | NS      | $38849592.60  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                   | NetApp Inc                                    | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     43750 | NS      | $2627625.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                    | Hess Corp                                     | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     55849 | NS      | $7920505.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                       | UnitedHealth Group Inc                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    188062 | NS      | $99706711.16  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                | Clorox Co/The                                 | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     24834 | NS      | $3484955.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CREDIT AGRICOLE SA LONDON                    | CREDIT AGRICOLE SA LONDON                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6001500 | PA      | $6001500.00   | 0.09%             | 2023-02-03      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                     | Molson Coors Beverage Co                      | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     37839 | NS      | $1949465.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Philip Morris International Inc              | Philip Morris International Inc               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    312018 | NS      | $31579341.78  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                           | United Rentals Inc                            | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |     13950 | NS      | $4958109.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp         | International Business Machines Corp          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    181979 | NS      | $25639021.31  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                  | Pentair PLC                                   | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     33109 | NS      | $1489242.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                           | Valero Energy Corp                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     77596 | NS      | $9843828.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                | Amphenol Corp                                 | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    119778 | NS      | $9119896.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                             | Wells Fargo & Co                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    766960 | NS      | $31667778.40  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                          | Northern Trust Corp                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     41949 | NS      | $3712067.01   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                    | News Corp                                     | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     76958 | NS      | $1400635.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                      | Marathon Petroleum Corp                       | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     94330 | NS      | $10979068.70  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                              | PerkinElmer Inc                               | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     25406 | NS      | $3562429.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK LONDON                | CANADIAN IMPERIAL BANK LONDON                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.03%             | 2023-01-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                           | NextEra Energy Inc                            | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    399968 | NS      | $33437324.80  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                | Hilton Worldwide Holdings Inc                 | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     54436 | NS      | $6878532.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                      | UDR Inc                                       | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |     61592 | NS      | $2385458.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                            | General Mills Inc                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    119464 | NS      | $10017056.40  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| DR Horton Inc                                | DR Horton Inc                                 | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     62998 | NS      | $5615641.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Paychex Inc                                  | Paychex Inc                                   | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     64560 | NS      | $7460553.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                            | Marathon Oil Corp                             | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |    127823 | NS      | $3460168.61   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                     | MarketAxess Holdings Inc                      | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      7576 | NS      | $2112870.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Schlumberger Ltd                             | Schlumberger Ltd                              | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    285409 | NS      | $15257965.14  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                   | AbbVie Inc                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    355953 | NS      | $57525564.33  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                            | Tractor Supply Co                             | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     22234 | NS      | $5001982.98   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO BANK LIMITED NEW YORK                 | MIZUHO BANK LIMITED NEW YORK                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   7002102 | PA      | $7002102.45   | 0.11%             | 2023-01-26      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                | Universal Health Services Inc                 | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     12913 | NS      | $1819312.57   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                    | Ball Corp                                     | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     63184 | NS      | $3231229.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Seagate Technology Holdings PLC              | Seagate Technology Holdings PLC               | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |     38645 | NS      | $2033113.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Air Products and Chemicals Inc               | Air Products and Chemicals Inc                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     44643 | NS      | $13761651.18  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                   | Ventas Inc                                    | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |     80453 | NS      | $3624407.65   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                 | Thermo Fisher Scientific Inc                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     78940 | NS      | $43471468.60  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                        | Costco Wholesale Corp                         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     89086 | NS      | $40667759.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                            | Expedia Group Inc                             | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30305 | NS      | $2654718.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                         | Everest Re Group Ltd                          | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      7883 | NS      | $2611401.41   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                            | Brown-Forman Corp                             | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     36804 | NS      | $2417286.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                 | Teradyne Inc                                  | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     31349 | NS      | $2738335.15   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup Global Markets Inc                 | Citigroup Global Markets Inc                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   6000000 | PA      | $6000000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp          | Cognizant Technology Solutions Corp           | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    103439 | NS      | $5915676.41   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                   | Masco Corp                                    | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     45393 | NS      | $2118491.31   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| eBay Inc                                     | eBay Inc                                      | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    109224 | NS      | $4529519.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                         | WEC Energy Group Inc                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     63489 | NS      | $5952728.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                            | EOG Resources Inc                             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    118227 | NS      | $15312761.04  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                       | Arch Capital Group Ltd                        | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     74446 | NS      | $4673719.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                        | 3M Co                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |    111254 | NS      | $13341579.68  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                     | NIKE Inc                                      | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    253545 | NS      | $29667300.45  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                     | Agilent Technologies Inc                      | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     59586 | NS      | $8917044.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ING (US) Funding LLC                         | ING (US) Funding LLC                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10013620 | PA      | $10013620.00  | 0.15%             | 2023-08-04      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SUMITOMO BK NY                               | SUMITOMO BK NY                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  12016248 | PA      | $12016248.00  | 0.18%             | 2023-04-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                        | Micron Technology Inc                         | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    218821 | NS      | $10936673.58  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                         | Regency Centers Corp                          | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |     30998 | NS      | $1937375.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Williams Cos Inc/The                         | Williams Cos Inc/The                          | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    245154 | NS      | $8065566.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Snap-on Inc                                  | Snap-on Inc                                   | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     10699 | NS      | $2444614.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup Inc                                | Citigroup Inc                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    389842 | NS      | $17632553.66  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                    | Linde PLC                                     | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     99507 | NS      | $32457193.26  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                 | Walgreens Boots Alliance Inc                  | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    144474 | NS      | $5397548.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Chubb Ltd                                    | Chubb Ltd                                     | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     83540 | NS      | $18428924.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                            | Omnicom Group Inc                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     41043 | NS      | $3347877.51   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                    | Amcor PLC                                     | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |    299704 | NS      | $3569474.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The         | PNC Financial Services Group Inc/The          | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     81178 | NS      | $12821253.32  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                    | Caesars Entertainment Inc                     | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     43186 | NS      | $1796537.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                        | General Dynamics Corp                         | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     45313 | NS      | $11242608.43  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                              | Xcel Energy Inc                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    110147 | NS      | $7722406.17   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                   | DaVita Inc                                    | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     11062 | NS      | $825999.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Of Canada                      | National Bank Of Canada                       | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |  46500000 | PA      | $46500000.00  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| SVB Financial Group                          | SVB Financial Group                           | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |     11896 | NS      | $2737745.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                | Mosaic Co/The                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     68530 | NS      | $3006411.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Trust & Bank Co               | Mitsubishi UFJ Trust & Bank Co                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4989050 | PA      | $4989050.01   | 0.08%             | 2023-01-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                 | Allegion plc                                  | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |     17681 | NS      | $1861102.06   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Comcast Corp                                 | Comcast Corp                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    868297 | NS      | $30364346.09  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                    | Qorvo Inc                                     | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     20407 | NS      | $1849690.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                | Celanese Corp                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     20078 | NS      | $2052774.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                           | PPG Industries Inc                            | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     47305 | NS      | $5948130.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                  | Invesco Ltd                                   | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     91540 | NS      | $1646804.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NATIXIS NY                                   | NATIXIS NY                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5001619 | PA      | $5001619.40   | 0.08%             | 2023-06-21      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                            | Atmos Energy Corp                             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     28156 | NS      | $3155442.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Marriott International Inc/MD                | Marriott International Inc/MD                 | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     54155 | NS      | $8063137.95   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                 | Moody's Corp                                  | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     31712 | NS      | $8835597.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                     | Fox Corp                                      | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     60880 | NS      | $1848925.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PPL Corp                                     | PPL Corp                                      | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    148203 | NS      | $4330491.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                  | Exelon Corp                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    200016 | NS      | $8646691.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                   | Nucor Corp                                    | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     51636 | NS      | $6806141.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                  | Cintas Corp                                   | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17373 | NS      | $7845994.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                    | FleetCor Technologies Inc                     | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     14844 | NS      | $2726545.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                | Medtronic PLC                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    267526 | NS      | $20792120.72  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                          | Paycom Software Inc                           | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      9784 | NS      | $3036073.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Truist Financial Corp                        | Truist Financial Corp                         | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    267046 | NS      | $11490989.38  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET INST US GOVT FUND               | STATE STREET INST US GOVT FUND                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5000000 | NS      | $5000000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                  | Corteva Inc                                   | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    143810 | NS      | $8453151.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                   | Advanced Micro Devices Inc                    | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    324528 | NS      | $21019678.56  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                 | Huntington Bancshares Inc/OH                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    290387 | NS      | $4094456.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                           | Enphase Energy Inc                            | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     27358 | NS      | $7248775.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                           | Coterra Energy Inc                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    158699 | NS      | $3899234.43   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| PepsiCo Inc                                  | PepsiCo Inc                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    277300 | NS      | $50097018.00  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                        | Texas Instruments Inc                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    182672 | NS      | $30181067.84  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                | CME Group Inc                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     72404 | NS      | $12175456.64  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS FINANCIAL PRODUCTS LLC               | NATIXIS FINANCIAL PRODUCTS LLC                | CUSIP: 160614050<br>LEI: WGYX5OQ1IY3N5AOSQ066 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.15%             | 2023-01-03      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                          | Vulcan Materials Co                           | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     26751 | NS      | $4684367.61   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                          | PayPal Holdings Inc                           | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    229460 | NS      | $16342141.20  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                 | Centene Corp                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    113974 | NS      | $9347007.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1202221 | NS      | $106071958.83 | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BKG CORP, NEW YORK                   | WESTPAC BKG CORP, NEW YORK                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   9998900 | PA      | $9998900.00   | 0.15%             | 2023-02-17      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Boston Properties Inc                        | Boston Properties Inc                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |     28711 | NS      | $1940289.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                     | Estee Lauder Cos Inc/The                      | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     46549 | NS      | $11549272.39  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                       | Lumen Technologies Inc                        | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    191577 | NS      | $1000031.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Phillips 66                                  | Phillips 66                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     95129 | NS      | $9901026.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                     | Microchip Technology Inc                      | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    110703 | NS      | $7776885.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                 | Prologis Inc                                  | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |    185793 | NS      | $20944444.89  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                        | Lincoln National Corp                         | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     30993 | NS      | $952104.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Visa Inc                                     | Visa Inc                                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    329089 | NS      | $68371530.64  | 1.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Hewlett Packard Enterprise Co                | Hewlett Packard Enterprise Co                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    258982 | NS      | $4133352.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                              | Southern Co/The                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    219123 | NS      | $15647573.43  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                   | Zoetis Inc                                    | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     93809 | NS      | $13747708.95  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                               | NRG Energy Inc                                | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     46370 | NS      | $1475493.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                          | Eastman Chemical Co                           | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     24151 | NS      | $1966857.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                       | Boston Scientific Corp                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    288289 | NS      | $13339132.03  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                   | Zimmer Biomet Holdings Inc                    | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     42238 | NS      | $5385345.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                    | Archer-Daniels-Midland Co                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    110567 | NS      | $10266145.95  | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ResMed Inc                                   | ResMed Inc                                    | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |     29484 | NS      | $6136504.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                          | Elevance Health Inc                           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     48071 | NS      | $24658980.87  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                  | Lennar Corp                                   | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     51278 | NS      | $4640659.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Baker Hughes Co                              | Baker Hughes Co                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    201571 | NS      | $5952391.63   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| J M Smucker Co/The                           | J M Smucker Co/The                            | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     21447 | NS      | $3398491.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| NXP Semiconductors NV                        | NXP Semiconductors NV                         | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     52158 | NS      | $8242528.74   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                          | Leidos Holdings Inc                           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     27512 | NS      | $2893987.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                               | CBRE Group Inc                                | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     63592 | NS      | $4894040.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                  | Raymond James Financial Inc                   | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     38965 | NS      | $4163410.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Biogen Inc                                   | Biogen Inc                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     28984 | NS      | $8026249.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                   | Fiserv Inc                                    | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |    127815 | NS      | $12918262.05  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                         | Edison International                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     76862 | NS      | $4889960.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Procter & Gamble Co/The                      | Procter & Gamble Co/The                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    476964 | NS      | $72288663.84  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                      | Akamai Technologies Inc                       | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     31649 | NS      | $2668010.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| NATL BANK CANADA                             | NATL BANK CANADA                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  23000000 | PA      | $23000000.00  | 0.35%             | 2023-01-06      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                         | Generac Holdings Inc                          | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |     12752 | NS      | $1283616.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MUFG Bank Ltd, New York Branch               | MUFG Bank Ltd, New York Branch                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6001524 | PA      | $6001524.00   | 0.09%             | 2023-02-17      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| State Street Corp                            | State Street Corp                             | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     73856 | NS      | $5729009.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                         | Lockheed Martin Corp                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     46947 | NS      | $22839246.03  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CIC NY                                       | CIC NY                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  15000420 | PA      | $15000420.00  | 0.23%             | 2023-01-06      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                               | Lowe's Cos Inc                                | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    124932 | NS      | $24891451.68  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                | Old Dominion Freight Line Inc                 | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     18235 | NS      | $5174728.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                   | Hasbro Inc                                    | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     26131 | NS      | $1594252.31   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                  | Cummins Inc                                   | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     28384 | NS      | $6877159.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                  | Royal Caribbean Cruises Ltd                   | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |     44171 | NS      | $2183372.53   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SKANDANAVISKA ENSKILDA BANKEN                | SKANDANAVISKA ENSKILDA BANKEN                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5004940 | PA      | $5004940.00   | 0.08%             | 2023-05-03      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                    | IDEX Corp                                     | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     15180 | NS      | $3466049.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Ralph Lauren Corp                            | Ralph Lauren Corp                             | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      8270 | NS      | $873890.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ALLIANCE BERNSTEIN GOVT FD                   | ALLIANCE BERNSTEIN GOVT FD                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5000000 | NS      | $5000000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                  | CDW Corp/DE                                   | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     27251 | NS      | $4866483.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                       | Tyler Technologies Inc                        | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      8381 | NS      | $2702118.21   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Norfolk Southern Corp                        | Norfolk Southern Corp                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     46598 | NS      | $11482679.16  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                              | Sealed Air Corp                               | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     29116 | NS      | $1452306.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                               | Microsoft Corp                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   1500407 | NS      | $359827606.74 | 5.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD,NY            | SUMITOMO MITSUI TRUST BANK LTD,NY             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000390 | PA      | $5000390.00   | 0.08%             | 2023-01-10      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| A O Smith Corp                               | A O Smith Corp                                | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     25535 | NS      | $1461623.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Align Technology Inc                         | Align Technology Inc                          | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |     14622 | NS      | $3083779.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                             | Paramount Global                              | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    101650 | NS      | $1715852.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Targa Resources Corp                         | Targa Resources Corp                          | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     45563 | NS      | $3348880.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                              | Tyson Foods Inc                               | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     58292 | NS      | $3628677.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                      | Becton Dickinson and Co                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     57403 | NS      | $14597582.90  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                          | American Tower Corp                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     93715 | NS      | $19854459.90  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                              | Dollar Tree Inc                               | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     42369 | NS      | $5992671.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                    | Packaging Corp of America                     | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     18625 | NS      | $2382323.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                           | IQVIA Holdings Inc                            | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     37385 | NS      | $7659812.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                | Intercontinental Exchange Inc                 | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    112423 | NS      | $11533475.57  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                        | Applied Materials Inc                         | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    173159 | NS      | $16862223.42  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                    | Occidental Petroleum Corp                     | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    146354 | NS      | $9218838.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                      | Rockwell Automation Inc                       | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     23115 | NS      | $5953730.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                  | Moderna Inc                                   | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     66501 | NS      | $11944909.62  | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Constellation Energy Corp                    | Constellation Energy Corp                     | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     65820 | NS      | $5674342.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                   | Kellogg Co                                    | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     51518 | NS      | $3670142.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust              | Federal Realty Investment Trust               | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               |  | US        |     14710 | NS      | $1486298.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                 | Stryker Corp                                  | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     67790 | NS      | $16573977.10  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc            | Huntington Ingalls Industries Inc             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      8032 | NS      | $1852821.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                       | Trane Technologies PLC                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     46355 | NS      | $7791811.95   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA NY                      | ROYAL BANK OF CANADA NY                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5002880 | PA      | $5002880.00   | 0.08%             | 2023-04-10      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                 | Newmont Corp                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    159760 | NS      | $7540672.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc          | Alexandria Real Estate Equities Inc           | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |     30054 | NS      | $4377966.18   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Zions Bancorp NA                             | Zions Bancorp NA                              | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     30114 | NS      | $1480404.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Pinnacle West Capital Corp                   | Pinnacle West Capital Corp                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     22772 | NS      | $1731582.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                     | Constellation Brands Inc                      | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     32673 | NS      | $7571967.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                  | Trimble Inc                                   | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     49639 | NS      | $2509747.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Willis Towers Watson PLC                     | Willis Towers Watson PLC                      | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |     21786 | NS      | $5328419.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| NVIDIA Corp                                  | NVIDIA Corp                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    501177 | NS      | $73242006.78  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                              | Best Buy Co Inc                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     40328 | NS      | $3234708.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                 | Chevron Corp                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    358059 | NS      | $64268009.91  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc           | Johnson Controls International plc            | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |    138618 | NS      | $8871552.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                    | Adobe Inc                                     | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     93573 | NS      | $31490121.69  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                      | KeyCorp                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    187784 | NS      | $3271197.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc            | Take-Two Interactive Software Inc             | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     31751 | NS      | $3306231.63   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                         | Waste Management Inc                          | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     75183 | NS      | $11794709.04  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                 | Entergy Corp                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     40956 | NS      | $4607550.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY INST GOVT LEX                       | FIDELITY INST GOVT LEX                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1065720 | NS      | $94561335.60  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                   | Cigna Corp                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     61538 | NS      | $20390000.92  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                     | Ceridian HCM Holding Inc                      | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     30914 | NS      | $1983133.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                       | SPDR S&P 500 ETF Trust                        | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |    228000 | NS      | $87194040.00  | 1.32%             |  |  |  | No            |                  1 | On Loan: —       |
| M&T Bank Corp                                | M&T Bank Corp                                 | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     34743 | NS      | $5039819.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                | Sempra Energy                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     63268 | NS      | $9777436.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                      | O'Reilly Automotive Inc                       | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     12595 | NS      | $10630557.85  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                             | W R Berkley Corp                              | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     41144 | NS      | $2985820.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                              | CVS Health Corp                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    264470 | NS      | $24645959.30  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                             | Crown Castle Inc                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     87162 | NS      | $11822653.68  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                        | DuPont de Nemours Inc                         | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     99991 | NS      | $6862382.33   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Illumina Inc                                 | Illumina Inc                                  | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     31661 | NS      | $6401854.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                           | Walt Disney Co/The                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    366937 | NS      | $31879486.56  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                   | Garmin Ltd                                    | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |     30861 | NS      | $2848161.69   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                          | Quanta Services Inc                           | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     28762 | NS      | $4098585.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Target Corp                                  | Target Corp                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     92640 | NS      | $13807065.60  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                  | Gartner Inc                                   | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |     15906 | NS      | $5346642.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS, NY                              | BNP PARIBAS, NY                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   8002784 | PA      | $8002784.00   | 0.12%             | 2023-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                     | Marsh & McLennan Cos Inc                      | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     99835 | NS      | $16520695.80  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                | Principal Financial Group Inc                 | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     45801 | NS      | $3843619.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Walmart Inc                                  | Walmart Inc                                   | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    284082 | NS      | $40279986.78  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | United States Treasury Bill                   | CUSIP: 912796ZK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7675000 | PA      | $7664019.91   | 0.12%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                             | Coca-Cola Co/The                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    783378 | NS      | $49830674.58  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                 | Fortinet Inc                                  | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |    130512 | NS      | $6380731.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                | Robert Half International Inc                 | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     21838 | NS      | $1612299.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| American Airlines Group Inc                  | American Airlines Group Inc                   | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130809 | NS      | $1663890.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| COMMONWEALTH BANK AUS, NEW YORK              | COMMONWEALTH BANK AUS, NEW YORK               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000370 | PA      | $5000370.00   | 0.08%             | 2023-03-30      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Public Storage                               | Public Storage                                | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |     31817 | NS      | $8914805.23   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                   | Stanley Black & Decker Inc                    | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     29777 | NS      | $2236848.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                   | PACCAR Inc                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     69997 | NS      | $6927603.09   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Exxon Mobil Corp                             | Exxon Mobil Corp                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    828913 | NS      | $91429103.90  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                  | Corning Inc                                   | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    153217 | NS      | $4893750.98   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Newell Brands Inc                            | Newell Brands Inc                             | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     75755 | NS      | $990875.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Resources Inc                       | Franklin Resources Inc                        | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     57175 | NS      | $1508276.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Treasury                       | United States Treasury Bill - WI Post Auction | CUSIP: 912796ZL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  17700000 | PA      | $17660344.22  | 0.27%             | 2023-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                     | Etsy Inc                                      | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     25298 | NS      | $3030194.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CMS Energy Corp                              | CMS Energy Corp                               | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     58420 | NS      | $3699738.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MS GOVT US LEX                               | MS GOVT US LEX                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6000000 | NS      | $6000000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                    | Host Hotels & Resorts Inc                     | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |    143918 | NS      | $2309883.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                           | Steel Dynamics Inc                            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     33571 | NS      | $3279886.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                       | Darden Restaurants Inc                        | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     24633 | NS      | $3407482.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                         | Alaska Air Group Inc                          | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     25529 | NS      | $1096215.26   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| McCormick & Co Inc/MD                        | McCormick & Co Inc/MD                         | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     50439 | NS      | $4180888.71   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Activision Blizzard Inc                      | Activision Blizzard Inc                       | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |    143346 | NS      | $10973136.30  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                      | Consolidated Edison Inc                       | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     71425 | NS      | $6807516.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                | Martin Marietta Materials Inc                 | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     12498 | NS      | $4223949.06   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                             | CoStar Group Inc                              | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81856 | NS      | $6325831.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| First Republic Bank/CA                       | First Republic Bank/CA                        | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     36818 | NS      | $4487746.02   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                              | TJX Cos Inc/The                               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    233692 | NS      | $18601883.20  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                  | Incyte Corp                                   | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     37166 | NS      | $2985173.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD,NY            | SUMITOMO MITSUI TRUST BANK LTD,NY             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  11004312 | PA      | $11004312.00  | 0.17%             | 2023-02-01      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| NATIXIS FINANCIAL PRODUCTS LLC               | NATIXIS FINANCIAL PRODUCTS LLC                | CUSIP: 000000000<br>LEI: WGYX5OQ1IY3N5AOSQ066 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.02%             | 2023-01-03      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                        | Monster Beverage Corp                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     76660 | NS      | $7783289.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                     | Lamb Weston Holdings Inc                      | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     28949 | NS      | $2586882.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SVENSKA NY                                   | SVENSKA NY                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   7004753 | PA      | $7004753.00   | 0.11%             | 2023-04-12      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                       | Berkshire Hathaway Inc                        | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    362643 | NS      | $112020422.70 | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                               | Hershey Co/The                                | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     29581 | NS      | $6850072.17   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                          | TransDigm Group Inc                           | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10397 | NS      | $6546471.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                  | Netflix Inc                                   | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     89572 | NS      | $26412991.36  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                   | Cadence Design Systems Inc                    | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     55213 | NS      | $8869416.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA BANK ABP, NEW YORK BRANCH             | NORDEA BANK ABP, NEW YORK BRANCH              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10003350 | PA      | $10003350.00  | 0.15%             | 2023-02-21      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                            | Kimco Realty Corp                             | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |    124481 | NS      | $2636507.58   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Juniper Networks Inc                         | Juniper Networks Inc                          | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     65325 | NS      | $2087787.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                       | Intuitive Surgical Inc                        | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     71128 | NS      | $18873814.80  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                 | Xylem Inc/NY                                  | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     36274 | NS      | $4010816.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Ecolab Inc                                   | Ecolab Inc                                    | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     49876 | NS      | $7259950.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                               | Mastercard Inc                                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    170860 | NS      | $59413147.80  | 0.90%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic Services Inc                        | Republic Services Inc                         | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     41342 | NS      | $5332704.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                     | AT&T Inc                                      | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   1434494 | NS      | $26409034.54  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                        | Southwest Airlines Co                         | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    119508 | NS      | $4023834.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BKG CORP, NEW YORK                   | WESTPAC BKG CORP, NEW YORK                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10003410 | PA      | $10003410.00  | 0.15%             | 2023-02-22      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                 | Broadcom Inc                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     81519 | NS      | $45579718.47  | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| Amgen Inc                                    | Amgen Inc                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    107397 | NS      | $28206748.08  | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America Corp                         | Bank of America Corp                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   1404809 | NS      | $46527274.08  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                            | DXC Technology Co                             | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     46306 | NS      | $1227109.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                   | SolarEdge Technologies Inc                    | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |     11250 | NS      | $3186787.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd           | Norwegian Cruise Line Holdings Ltd            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     84816 | NS      | $1038147.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| INVESCO GOVT AND AGCY LEX                    | INVESCO GOVT AND AGCY LEX                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5671742 | NS      | $5671742.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                     | Essex Property Trust Inc                      | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |     13033 | NS      | $2761953.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                            | Hormel Foods Corp                             | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     58266 | NS      | $2654016.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                    | Tesla Inc                                     | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    540243 | NS      | $66547132.74  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                   | US Bancorp                                    | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    272145 | NS      | $11868243.45  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                             | Campbell Soup Co                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     40423 | NS      | $2294005.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Home Depot Inc/The                           | Home Depot Inc/The                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    206052 | NS      | $65083584.72  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                          | Alliant Energy Corp                           | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     50524 | NS      | $2789430.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                   | Intel Corp                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    830666 | NS      | $21954502.38  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                        | Camden Property Trust                         | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |     21441 | NS      | $2398819.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                   | Evergy Inc                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     46200 | NS      | $2907366.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                           | Conagra Brands Inc                            | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     96462 | NS      | $3733079.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                            | Iron Mountain Inc                             | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |     58513 | NS      | $2916873.05   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Vornado Realty Trust                         | Vornado Realty Trust                          | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |     32423 | NS      | $674722.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PG&E Corp                                    | PG&E Corp                                     | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    324061 | NS      | $5269231.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| BorgWarner Inc                               | BorgWarner Inc                                | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     47129 | NS      | $1896942.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF NOVA SCOTIA HOUSTON                  | BANK OF NOVA SCOTIA HOUSTON                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  20008405 | PA      | $20008405.00  | 0.30%             | 2023-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                         | Jacobs Solutions Inc                          | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25684 | NS      | $3083877.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                 | Organon & Co                                  | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     51197 | NS      | $1429932.21   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| News Corp                                    | News Corp                                     | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     23730 | NS      | $437581.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Arista Networks Inc                          | Arista Networks Inc                           | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     49818 | NS      | $6045414.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TFDXX LEX BLACKROCK FED FUND                 | TFDXX LEX BLACKROCK FED FUND                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  22400000 | NS      | $22400000.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                          | Abbott Laboratories                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    350939 | NS      | $38529592.81  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                   | FedEx Corp                                    | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     48186 | NS      | $8345815.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Synchrony Financial                          | Synchrony Financial                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     90683 | NS      | $2979843.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                | Ford Motor Co                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    794968 | NS      | $9245477.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA BANK ABP, NEW YORK BRANCH             | NORDEA BANK ABP, NEW YORK BRANCH              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000855 | PA      | $5000855.00   | 0.08%             | 2023-02-13      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                              | Match Group Inc                               | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     56217 | NS      | $2332443.33   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                      | SBA Communications Corp                       | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |     21731 | NS      | $6091416.61   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                           | Domino's Pizza Inc                            | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      7125 | NS      | $2468100.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                         | Parker-Hannifin Corp                          | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     25845 | NS      | $7520895.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                     | CSX Corp                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    423164 | NS      | $13109620.72  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                            | Kinder Morgan Inc                             | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    398126 | NS      | $7198118.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Wynn Resorts Ltd                             | Wynn Resorts Ltd                              | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     20754 | NS      | $1711582.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                    | Cincinnati Financial Corp                     | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     31637 | NS      | $3239312.43   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs Group Inc/The                  | Goldman Sachs Group Inc/The                   | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     68159 | NS      | $23404437.42  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                  | Rollins Inc                                   | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     46587 | NS      | $1702288.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                         | Freeport-McMoRan Inc                          | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    287689 | NS      | $10932182.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                               | ServiceNow Inc                                | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     40658 | NS      | $15786281.66  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                       | CenterPoint Energy Inc                        | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    126710 | NS      | $3800032.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                   | Sysco Corp                                    | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    102000 | NS      | $7797900.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                  | BANK OF NOVA SCOTIA HOUSTON                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  12014028 | PA      | $12014027.99  | 0.18%             | 2023-08-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                    | AvalonBay Communities Inc                     | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |     28158 | NS      | $4548080.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                 | FactSet Research Systems Inc                  | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      7668 | NS      | $3076478.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc   | Fidelity National Information Services Inc    | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    119432 | NS      | $8103461.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                      | Sherwin-Williams Co/The                       | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     47465 | NS      | $11264868.45  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                   | Dexcom Inc                                    | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     77744 | NS      | $8803730.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                       | International Paper Co                        | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     71587 | NS      | $2479057.81   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                 | NiSource Inc                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     81745 | NS      | $2241447.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                             | FirstEnergy Corp                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    109326 | NS      | $4585132.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                          | General Electric Co                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    219927 | NS      | $18427683.33  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                     | APA Corp                                      | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     64712 | NS      | $3020756.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                   | Deere & Co                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     55282 | NS      | $23702710.32  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                     | BANK OF MONTREAL CHICAGO                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   8000000 | PA      | $8000000.00   | 0.12%             | 2023-03-02      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                           | Analog Devices Inc                            | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    103525 | NS      | $16981205.75  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                      | Charles Schwab Corp/The                       | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    307008 | NS      | $25561486.08  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                  | MetLife Inc                                   | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    132654 | NS      | $9600169.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                      | Illinois Tool Works Inc                       | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     56265 | NS      | $12395179.50  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| MGM Resorts International                    | MGM Resorts International                     | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     64154 | NS      | $2151083.62   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                    | Aflac Inc                                     | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |    113887 | NS      | $8193030.78   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                            | Eversource Energy                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     70105 | NS      | $5877603.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                       | F5 Inc                                        | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     12048 | NS      | $1729008.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                             | Duke Energy Corp                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    154995 | NS      | $15962935.05  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                           | Meta Platforms Inc                            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    452603 | NS      | $54466245.02  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                   | Pfizer Inc                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   1129825 | NS      | $57892233.00  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                 | VeriSign Inc                                  | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     18564 | NS      | $3813788.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                              | Ross Stores Inc                               | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     69855 | NS      | $8108069.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                              | Bio-Techne Corp                               | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     31594 | NS      | $2618510.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                  | Ameren Corp                                   | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     52034 | NS      | $4626863.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                              | First Solar Inc                               | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     19955 | NS      | $2989059.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                   | Verizon Communications Inc                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    845322 | NS      | $33305686.80  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                        | Molina Healthcare Inc                         | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     11755 | NS      | $3881736.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                  | Oracle Corp                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    309323 | NS      | $25284062.02  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                   | CarMax Inc                                    | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31804 | NS      | $1936545.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Bath & Body Works Inc                        | Bath & Body Works Inc                         | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     45966 | NS      | $1937007.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                   | Raytheon Technologies Corp                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    295888 | NS      | $29861016.96  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                    | Edwards Lifesciences Corp                     | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    124440 | NS      | $9284468.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                               | Globe Life Inc                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     18207 | NS      | $2194853.85   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                          | Avery Dennison Corp                           | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     16297 | NS      | $2949757.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                            | Brown & Brown Inc                             | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     47314 | NS      | $2695478.58   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                | Boeing Co/The                                 | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |    112760 | NS      | $21479652.40  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Autodesk Inc                                 | Autodesk Inc                                  | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     43447 | NS      | $8118940.89   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                      | Aon PLC                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |     41635 | NS      | $12496328.90  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Fox Corp                                     | Fox Corp                                      | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     28043 | NS      | $797823.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                              | Gen Digital Inc                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    116681 | NS      | $2500473.83   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                            | Allstate Corp/The                             | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     53380 | NS      | $7238328.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Dover Corp                                   | Dover Corp                                    | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     28250 | NS      | $3825332.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                          | Cardinal Health Inc                           | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     52761 | NS      | $4055738.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| AmerisourceBergen Corp                       | AmerisourceBergen Corp                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     32597 | NS      | $5401648.87   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                          | TE Connectivity Ltd                           | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     64022 | NS      | $7349725.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                       | Advance Auto Parts Inc                        | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     12100 | NS      | $1779063.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                          | Carrier Global Corp                           | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    168319 | NS      | $6943158.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Roper Technologies Inc                       | Roper Technologies Inc                        | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     21346 | NS      | $9223393.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                            | Devon Energy Corp                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    131574 | NS      | $8093116.74   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                 | LyondellBasell Industries NV                  | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     51121 | NS      | $4244576.63   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Skyworks Solutions Inc                       | Skyworks Solutions Inc                        | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     32293 | NS      | $2942861.09   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                             | Altria Group Inc                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    360721 | NS      | $16488556.91  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                          | VICI Properties Inc                           | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |    193848 | NS      | $6280675.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                     | LKQ Corp                                      | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     51087 | NS      | $2728556.67   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                               | Starbucks Corp                                | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    231044 | NS      | $22919564.80  | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| RABOBANK LONDON                              | RABOBANK LONDON                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.15%             | 2023-03-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                          | Emerson Electric Co                           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |    119014 | NS      | $11432484.84  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc               | JB Hunt Transport Services Inc                | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |     16672 | NS      | $2906929.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                 | Citizens Financial Group Inc                  | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     99126 | NS      | $3902590.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                     | Simon Property Group Inc                      | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |     65806 | NS      | $7730888.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                              | Yum! Brands Inc                               | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     56697 | NS      | $7261751.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                | Live Nation Entertainment Inc                 | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     28750 | NS      | $2005025.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PulteGroup Inc                               | PulteGroup Inc                                | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45854 | NS      | $2087732.62   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc       | International Flavors & Fragrances Inc        | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     51317 | NS      | $5380074.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Laboratory Corp of America Holdings          | Laboratory Corp of America Holdings           | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     17833 | NS      | $4199314.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The             | Bank of New York Mellon Corp/The              | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    148045 | NS      | $6739008.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                      | PTC Inc                                       | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     21278 | NS      | $2554211.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    265339 | NS      | $22559121.78  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Carnival Corp                                | Carnival Corp                                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    201565 | NS      | $1624613.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ulta Beauty Inc                              | Ulta Beauty Inc                               | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |     10310 | NS      | $4836111.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                  | Westrock Co                                   | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     51184 | NS      | $1799629.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                 | Pioneer Natural Resources Co                  | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     47823 | NS      | $10922294.97  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                           | Ingersoll Rand Inc                            | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     81501 | NS      | $4258427.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                              | Caterpillar Inc                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    104746 | NS      | $25092951.76  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                   | CF Industries Holdings Inc                    | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     39488 | NS      | $3364377.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                 | Monolithic Power Systems Inc                  | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      8976 | NS      | $3174003.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| QUALCOMM Inc                                 | QUALCOMM Inc                                  | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    225630 | NS      | $24805762.20  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                  | Textron Inc                                   | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     42020 | NS      | $2975016.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                            | Lam Research Corp                             | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     27450 | NS      | $11537235.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                 | AutoZone Inc                                  | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      3821 | NS      | $9423273.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RABOBANK NEW YORK                            | RABOBANK NEW YORK                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6001254 | PA      | $6001254.00   | 0.09%             | 2023-02-01      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                        | ON Semiconductor Corp                         | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     87036 | NS      | $5428435.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameriprise Financial Inc                     | Ameriprise Financial Inc                      | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     21419 | NS      | $6669234.03   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                           | HCA Healthcare Inc                            | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     42678 | NS      | $10241012.88  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                     | Bio-Rad Laboratories Inc                      | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      4334 | NS      | $1822403.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                          | Otis Worldwide Corp                           | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     83848 | NS      | $6566136.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                     | KLA Corp                                      | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     28525 | NS      | $10754780.75  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                   | Copart Inc                                    | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     86251 | NS      | $5251823.39   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                 | AES Corp/The                                  | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    134442 | NS      | $3866551.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                        | Northrop Grumman Corp                         | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     29120 | NS      | $15888163.20  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The    | Hartford Financial Services Group Inc/The     | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     64025 | NS      | $4855015.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                       | Diamondback Energy Inc                        | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     35424 | NS      | $4845294.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                      | NVR Inc                                       | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       605 | NS      | $2790610.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                          | Electronic Arts Inc                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     52790 | NS      | $6449882.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| McKesson Corp                                | McKesson Corp                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     28540 | NS      | $10705924.80  | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Regions Financial Corp                       | Regions Financial Corp                        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    188081 | NS      | $4055026.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Verisk Analytics Inc                         | Verisk Analytics Inc                          | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     31477 | NS      | $5553172.34   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                   | Humana Inc                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     25482 | NS      | $13051625.58  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                 | Tapestry Inc                                  | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     48499 | NS      | $1846841.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                    | Keysight Technologies Inc                     | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     35987 | NS      | $6156296.09   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                  | S+P500 EMINI FUT MAR23                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       100 | NC      | $-536250.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                | Kroger Co/The                                 | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    131107 | NS      | $5844750.06   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                 | United Airlines Holdings Inc                  | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     65802 | NS      | $2480735.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA NY                      | ROYAL BANK OF CANADA NY                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10006610 | PA      | $10006610.00  | 0.15%             | 2023-09-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                 | Fortive Corp                                  | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     71213 | NS      | $4575435.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                       | Church & Dwight Co Inc                        | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     49084 | NS      | $3956661.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                 | Synopsys Inc                                  | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     30777 | NS      | $9826788.33   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                    | Apple Inc                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   3009807 | NS      | $391064223.51 | 5.94%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS TREASURY & AGENCY LEX                | DREYFUS TREASURY & AGENCY LEX                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    106309 | NS      | $106308.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                 | Danaher Corp                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    131869 | NS      | $35000669.98  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                  | BANK OF NOVA SCOTIA HOUSTON                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4999774 | PA      | $4999773.70   | 0.08%             | 2023-02-17      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ANSYS Inc                                    | ANSYS Inc                                     | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |     17534 | NS      | $4236039.06   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                | Regeneron Pharmaceuticals Inc                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     21554 | NS      | $15550995.46  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                      | Cboe Global Markets Inc                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     21351 | NS      | $2678909.97   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                 | Teleflex Inc                                  | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      9441 | NS      | $2356756.83   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Signature Bank/New York NY                   | Signature Bank/New York NY                    | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |     12665 | NS      | $1459261.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                         | Howmet Aerospace Inc                          | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     74110 | NS      | $2920675.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                | Automatic Data Processing Inc                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     83495 | NS      | $19943615.70  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc        | Mid-America Apartment Communities Inc         | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |     23243 | NS      | $3648918.57   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                     | Prudential Financial Inc                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     74069 | NS      | $7366902.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                     | Digital Realty Trust Inc                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |     57871 | NS      | $5802725.17   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Nasdaq Inc                                   | Nasdaq Inc                                    | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     68229 | NS      | $4185849.15   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ASST GOV FD                          | WESTERN ASST GOV FD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5000000 | NS      | $5000000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                              | WW Grainger Inc                               | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      9052 | NS      | $5035175.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Equifax Inc                                  | Equifax Inc                                   | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     24645 | NS      | $4790002.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Fifth Third Bancorp                          | Fifth Third Bancorp                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    138155 | NS      | $4532865.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| T-Mobile US Inc                              | T-Mobile US Inc                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    120201 | NS      | $16828140.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                          | Kimberly-Clark Corp                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     67929 | NS      | $9221361.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Mettler-Toledo International Inc             | Mettler-Toledo International Inc              | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      4488 | NS      | $6487179.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The             | Interpublic Group of Cos Inc/The              | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     78200 | NS      | $2604842.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Travelers Cos Inc/The                        | Travelers Cos Inc/The                         | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     47169 | NS      | $8843715.81   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                   | Charter Communications Inc                    | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     21620 | NS      | $7331342.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                           | Kraft Heinz Co/The                            | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    160256 | NS      | $6524021.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Weyerhaeuser Co                              | Weyerhaeuser Co                               | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |    148122 | NS      | $4591782.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Extra Space Storage Inc                      | Extra Space Storage Inc                       | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |     26955 | NS      | $3967236.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Fin Square Govt Fd             | Goldman Sachs Fin Square Govt Fd              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  30000000 | NS      | $30000000.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Inc                 | Citigroup Global Markets Inc                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |  20000000 | PA      | $20000000.00  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                          | Delta Air Lines Inc                           | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    129055 | NS      | $4240747.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DEN NORSKE BANK OSLO                         | DEN NORSKE BANK OSLO                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   8002024 | PA      | $8002024.00   | 0.12%             | 2023-06-02      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                         | Las Vegas Sands Corp                          | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     66137 | NS      | $3179205.59   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Booking Holdings Inc                         | Booking Holdings Inc                          | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      7808 | NS      | $15735306.24  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                       | T Rowe Price Group Inc                        | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     44978 | NS      | $4905300.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Aptiv PLC                                    | Aptiv PLC                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     54535 | NS      | $5078844.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                         | Keurig Dr Pepper Inc                          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    171034 | NS      | $6099072.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                               | Merck & Co Inc                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    510314 | NS      | $56619338.30  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                  | Equinix Inc                                   | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |     18626 | NS      | $12200588.78  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Healthpeak Properties Inc                    | Healthpeak Properties Inc                     | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |    108193 | NS      | $2712398.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                           | Cooper Cos Inc/The                            | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      9932 | NS      | $3284214.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                      | VF Corp                                       | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     66477 | NS      | $1835429.97   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Colgate-Palmolive Co                         | Colgate-Palmolive Co                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    168108 | NS      | $13245229.32  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc           | Broadridge Financial Solutions Inc            | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |     23681 | NS      | $3176332.53   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                        | Quest Diagnostics Inc                         | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     22923 | NS      | $3586074.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                   | STERIS PLC                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     20092 | NS      | $3710791.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| S&P Global Inc                               | S&P Global Inc                                | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     67025 | NS      | $22449353.50  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO GOVT FD LEX                      | WELLS FARGO GOVT FD LEX                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1000000 | NS      | $1000000.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc             | West Pharmaceutical Services Inc              | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     14901 | NS      | $3506950.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                               | Whirlpool Corp                                | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     10965 | NS      | $1551108.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Waters Corp                                  | Waters Corp                                   | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |     11958 | NS      | $4096571.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                               | Eli Lilly & Co                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    158736 | NS      | $58071978.24  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                      | Arthur J Gallagher & Co                       | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     42437 | NS      | $8001071.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Global Payments Inc                          | Global Payments Inc                           | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     54425 | NS      | $5405491.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Henry Schein Inc                             | Henry Schein Inc                              | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     27282 | NS      | $2179013.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                          | JPMorgan Chase & Co                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    590384 | NS      | $79170494.40  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                               | Halliburton Co                                | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    182768 | NS      | $7191920.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                               | Amazon.com Inc                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   1786413 | NS      | $150058692.00 | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                       | HP Inc                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    178174 | NS      | $4787535.38   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp     | Westinghouse Air Brake Technologies Corp      | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     36605 | NS      | $3653545.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                | DTE Energy Co                                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     38995 | NS      | $4583082.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGXX FID INST GOVT LEX                      | FIGXX FID INST GOVT LEX                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1000000 | NS      | $1000000.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                   | Loews Corp                                    | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     39664 | NS      | $2313601.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS NEW YORK                            | BARCLAYS NEW YORK                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   9999980 | PA      | $9999980.00   | 0.15%             | 2023-03-21      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Catalent Inc                                 | Catalent Inc                                  | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36222 | NS      | $1630352.22   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                       | Motorola Solutions Inc                        | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     33654 | NS      | $8672972.34   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                       | IDEXX Laboratories Inc                        | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |     16669 | NS      | $6800285.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| ONEOK Inc                                    | ONEOK Inc                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     89961 | NS      | $5910437.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Hologic Inc                                  | Hologic Inc                                   | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     50249 | NS      | $3759127.69   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                        | Mohawk Industries Inc                         | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     10613 | NS      | $1084860.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                     | Baxter International Inc                      | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    101467 | NS      | $5171772.99   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Bristol-Myers Squibb Co                      | Bristol-Myers Squibb Co                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    427945 | NS      | $30790642.75  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                         | Invitation Homes Inc                          | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |    116909 | NS      | $3465182.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| American Express Co                          | American Express Co                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    120320 | NS      | $17777280.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                    | CH Robinson Worldwide Inc                     | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     23692 | NS      | $2169239.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF MONTREAL CHICAGO                     | BANK OF MONTREAL CHICAGO                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5006754 | PA      | $5006754.00   | 0.08%             | 2023-11-08      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                   | Capital One Financial Corp                    | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     76826 | NS      | $7141744.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc          | Public Service Enterprise Group Inc           | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    100426 | NS      | $6153101.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc             | American International Group Inc              | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    149544 | NS      | $9457162.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                  | Fastenal Co                                   | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |    115282 | NS      | $5455144.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Eaton Corp PLC                               | Eaton Corp PLC                                | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     80047 | NS      | $12563376.65  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                          | Gilead Sciences Inc                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    252449 | NS      | $21672746.65  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                               | ConocoPhillips                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    250804 | NS      | $29594872.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Brighthouse Funds Trust II

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer