# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001752724-23-070022
**Filing Date:** 2023-3
**Character Count:** 179423
**Document Hash:** 1e2c02e1920e3e7151d011edb881609b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070022.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070022

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT CO
- **CENTRAL INDEX KEY:** 0000351601
- **IRS NUMBER:** 911151059
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 23768933

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL FRANK INVESTMENT CO
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Sustainable Equity Fund (Series ID: S000001591)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000004313 | Class Y      | REUYX           |
| C000066914 | Class A      | REQAX           |
| C000066915 | Class C      | REQCX           |
| C000066916 | Class S      | REQTX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RUSSELL INVESTMENT CO

- **b. Investment Company Act file number:** 811-03153

- **c. CIK number of Registrant:** 0000351601

- **d. LEI of Registrant:** 549300J63VJ9OS4TCK93

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

  - **Street Address 1:** 1301 SECOND AVENUE

  - **City:** SEATTLE

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

  - **Telephone number:** 800-787-7354

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

- **a. Name of Series:** Sustainable Equity Fund

- **b. EDGAR series identifier (if any):** S000001591

- **c. LEI of Series:** L6JI58W5IZHJ8N7NDM52

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

- **a. Date of fiscal year-end:** 2023-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $215642734.17

**Total Liabilities:** $15772467.40

**Net Assets:** $199870266.77

**Cash Not Reported:** $260099.95

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000066915 | 5.75%                | -5.28%               | 6.25%                |
| Class ID C000004313 | 5.86%                | -5.20%               | 6.36%                |
| Class ID C000066914 | -0.28%               | -10.67%              | 0.22%                |
| Class ID C000066916 | 5.84%                | -5.20%               | 6.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1642841.89              | $10010796.71                               |
| Month 2  | $692613.98               | $-11452862.95                              |
| Month 3  | $700756.97               | $11060491.06                               |

**Designated Index Information**

- **Index Name:** Russell 1000 Index

- **Index Identifier:** RUSSELL.MC.RIY

### 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        |      7378 | NS      | $1538165.44   | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| FMC Corp                                                                                            | FMC Corp                                                | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      3785 | NS      | $503897.05    | 0.25%             |  |  |  | No            | 1                  | On Loan: —       |
| Parsons Corp                                                                                        | Parsons Corp                                            | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      2066 | NS      | $89912.32     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordson Corp                                                                                        | Nordson Corp                                            | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       207 | NS      | $50363.10     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Plug Power Inc                                                                                      | Plug Power Inc                                          | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |      -797 | NS      | $-13564.94    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Jabil Inc                                                                                           | Jabil Inc                                               | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      4674 | NS      | $367516.62    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems Inc                                                                                   | Cisco Systems Inc                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     10795 | NS      | $525392.65    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Select Medical Holdings Corp                                                                        | Select Medical Holdings Corp                            | CUSIP: 81619Q105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2337 | NS      | $-67936.59    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                                                                                      | Salesforce Inc                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     10383 | NS      | $1744032.51   | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                                                                          | Intuit Inc                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      4120 | NS      | $1741400.40   | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |
| Viavi Solutions Inc                                                                                 | Viavi Solutions Inc                                     | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     10422 | NS      | $117768.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| L3Harris Technologies Inc                                                                           | L3Harris Technologies Inc                               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       403 | NS      | $86572.46     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Zebra Technologies Corp                                                                             | Zebra Technologies Corp                                 | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       211 | NS      | $66713.98     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Plains GP Holdings LP                                                                               | Plains GP Holdings LP                                   | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |      8254 | NS      | $108044.86    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| United Parcel Service Inc                                                                           | United Parcel Service Inc                               | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     10135 | NS      | $1877306.05   | 0.94%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar General Corp                                                                                 | Dollar General Corp                                     | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      9747 | NS      | $2276899.20   | 1.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Accenture PLC                                                                                       | Accenture PLC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1269 | NS      | $354114.45    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| DENTSPLY SIRONA Inc                                                                                 | DENTSPLY SIRONA Inc                                     | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      6318 | NS      | $232691.94    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| General Motors Co                                                                                   | General Motors Co                                       | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      9136 | NS      | $359227.52    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Digital Corp                                                                                | Western Digital Corp                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     10837 | NS      | $476286.15    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                                                                          | Intuit Inc                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Short            | EC               | CORP              | US        |      -608 | NS      | $-256983.36   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Comerica Inc                                                                                        | Comerica Inc                                            | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      3568 | NS      | $261570.08    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| CoStar Group Inc                                                                                    | CoStar Group Inc                                        | CUSIP: 22160N109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2553 | NS      | $-198878.70   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Kite Realty Group Trust                                                                             | Kite Realty Group Trust                                 | CUSIP: 49803T300<br>LEI: N/A                  | Short            | EC               |  | US        |     -8521 | NS      | $-184905.70   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| YETI Holdings Inc                                                                                   | YETI Holdings Inc                                       | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Short            | EC               | CORP              | US        |      -413 | NS      | $-18485.88    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Expeditors International of Washington Inc                                                          | Expeditors International of Washington Inc              | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      6866 | NS      | $742557.90    | 0.37%             |  |  |  | No            | 1                  | On Loan: —       |
| MSCI Inc                                                                                            | MSCI Inc                                                | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      2035 | NS      | $1081724.60   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Viatris Inc                                                                                         | Viatris Inc                                             | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     47342 | NS      | $575678.72    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Progressive Corp/The                                                                                | Progressive Corp/The                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      4266 | NS      | $581669.10    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlassian Corp                                                                                      | Atlassian Corp                                          | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      1397 | NS      | $225783.14    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                                          | Vertex Pharmaceuticals Inc                              | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      3515 | NS      | $1135696.50   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Evercore Inc                                                                                        | Evercore Inc                                            | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      1609 | NS      | $208864.29    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International Inc                                                                          | Mondelez International Inc                              | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     26227 | NS      | $1716294.88   | 0.86%             |  |  |  | No            | 1                  | On Loan: No      |
| Jones Lang LaSalle Inc                                                                              | Jones Lang LaSalle Inc                                  | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1932 | NS      | $357168.84    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Financial Inc                                                                               | Jackson Financial Inc                                   | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      3970 | NS      | $174838.80    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson                                                                                   | Johnson & Johnson                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     17065 | NS      | $2788762.30   | 1.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Pioneer Natural Resources Co                                                                        | Pioneer Natural Resources Co                            | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Short            | EC               | CORP              | US        |      -405 | NS      | $-93291.75    | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| NetApp Inc                                                                                          | NetApp Inc                                              | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      6867 | NS      | $454801.41    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| UnitedHealth Group Inc                                                                              | UnitedHealth Group Inc                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      5088 | NS      | $2539878.72   | 1.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                                       | Goodyear Tire & Rubber Co/The                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      6049 | NS      | $68051.25     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SeaWorld Entertainment Inc                                                                          | SeaWorld Entertainment Inc                              | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      1514 | NS      | $94458.46     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| United Rentals Inc                                                                                  | United Rentals Inc                                      | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       169 | NS      | $74520.55     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Howard Hughes Corp/The                                                                              | Howard Hughes Corp/The                                  | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      1906 | NS      | $162943.94    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Pentair PLC                                                                                         | Pentair PLC                                             | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      1048 | NS      | $58038.24     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Doximity Inc                                                                                        | Doximity Inc                                            | CUSIP: 26622P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1910 | NS      | $-67365.70    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Repligen Corp                                                                                       | Repligen Corp                                           | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |      -517 | NS      | $-95800.10    | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Topgolf Callaway Brands Corp                                                                        | Topgolf Callaway Brands Corp                            | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Short            | EC               | CORP              | US        |     -7013 | NS      | $-171748.37   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Amphenol Corp                                                                                       | Amphenol Corp                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     14143 | NS      | $1128187.11   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp                                                                                 | Northern Trust Corp                                     | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      2155 | NS      | $208970.35    | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Marathon Petroleum Corp                                                                             | Marathon Petroleum Corp                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      7115 | NS      | $914419.80    | 0.46%             |  |  |  | No            | 1                  | On Loan: —       |
| Ashland Inc                                                                                         | Ashland Inc                                             | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      2073 | NS      | $226516.71    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Newell Brands Inc                                                                                   | Newell Brands Inc                                       | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Short            | EC               | CORP              | US        |     -5426 | NS      | $-86598.96    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                | Cleveland-Cliffs Inc                                    | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Short            | EC               | CORP              | US        |    -15904 | NS      | $-339550.40   | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                                       | Hilton Worldwide Holdings Inc                           | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      5257 | NS      | $762738.13    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| DR Horton Inc                                                                                       | DR Horton Inc                                           | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      2203 | NS      | $217414.07    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Semtech Corp                                                                                        | Semtech Corp                                            | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      2482 | NS      | $81980.46     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Interactive Brokers Group Inc                                                                       | Interactive Brokers Group Inc                           | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      3273 | NS      | $261643.62    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Reinsurance Group of America Inc                                                                    | Reinsurance Group of America Inc                        | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      3149 | NS      | $477923.73    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Terex Corp                                                                                          | Terex Corp                                              | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      5210 | NS      | $265553.70    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Iron Mountain Inc                                                                                   | Iron Mountain Inc                                       | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               |  | US        |     -2324 | NS      | $-126843.92   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| QuidelOrtho Corp                                                                                    | QuidelOrtho Corp                                        | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Short            | EC               | CORP              | US        |      -717 | NS      | $-61382.37    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle Group Inc/The                                                                               | Carlyle Group Inc/The                                   | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Short            | EC               | CORP              | US        |     -4560 | NS      | $-164023.20   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Ball Corp                                                                                           | Ball Corp                                               | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     16554 | NS      | $964104.96    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Products and Chemicals Inc                                                                      | Air Products and Chemicals Inc                          | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      2255 | NS      | $722750.05    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Copper Corp                                                                                | Southern Copper Corp                                    | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      6013 | NS      | $452237.73    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Ares Management Corp                                                                                | Ares Management Corp                                    | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |      -968 | NS      | $-80334.32    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| LCI Industries                                                                                      | LCI Industries                                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Short            | EC               | CORP              | US        |      -839 | NS      | $-94152.58    | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Pool Corp                                                                                           | Pool Corp                                               | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |      -732 | NS      | $-282266.52   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Annaly Capital Management Inc                                                                       | Annaly Capital Management Inc                           | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Short            | EC               |  | US        |     -7458 | NS      | $-175039.26   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| S&P Global Inc                                                                                      | S&P Global Inc                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Short            | EC               | CORP              | US        |       -72 | NS      | $-26995.68    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                        | Thermo Fisher Scientific Inc                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      4699 | NS      | $2679980.67   | 1.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp                                                                               | Costco Wholesale Corp                                   | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       991 | NS      | $506539.74    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Expedia Group Inc                                                                                   | Expedia Group Inc                                       | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5104 | NS      | $583387.20    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Axsome Therapeutics Inc                                                                             | Axsome Therapeutics Inc                                 | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Short            | EC               | CORP              | US        |      -338 | NS      | $-25350.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| OGE Energy Corp                                                                                     | OGE Energy Corp                                         | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Short            | EC               | CORP              | US        |     -4075 | NS      | $-160229.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Cognizant Technology Solutions Corp                                                                 | Cognizant Technology Solutions Corp                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      4097 | NS      | $273474.75    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Masco Corp                                                                                          | Masco Corp                                              | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      5307 | NS      | $282332.40    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| eBay Inc                                                                                            | eBay Inc                                                | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       942 | NS      | $46629.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources Inc                                                                                   | EOG Resources Inc                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3077 | NS      | $406933.25    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Arch Capital Group Ltd                                                                              | Arch Capital Group Ltd                                  | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1480 | NS      | $95238.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| 3M Co                                                                                               | 3M Co                                                   | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      2353 | NS      | $270783.24    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| NIKE Inc                                                                                            | NIKE Inc                                                | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     17313 | NS      | $2204464.29   | 1.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Owens Corning                                                                                       | Owens Corning                                           | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       513 | NS      | $49581.45     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Quaker Chemical Corp                                                                                | Quaker Chemical Corp                                    | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Short            | EC               | CORP              | US        |     -1064 | NS      | $-209469.68   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Snap-on Inc                                                                                         | Snap-on Inc                                             | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       590 | NS      | $146750.70    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Raytheon Technologies Corp                                                                          | Raytheon Technologies Corp                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Short            | EC               | CORP              | US        |     -2856 | NS      | $-285171.60   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Linde PLC                                                                                           | Linde PLC                                               | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      3018 | NS      | $998776.92    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Walgreens Boots Alliance Inc                                                                        | Walgreens Boots Alliance Inc                            | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      8412 | NS      | $310066.32    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Chubb Ltd                                                                                           | Chubb Ltd                                               | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       846 | NS      | $192456.54    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadstone Net Lease Inc                                                                            | Broadstone Net Lease Inc                                | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Short            | EC               |  | US        |    -13851 | NS      | $-250841.61   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Cirrus Logic Inc                                                                                    | Cirrus Logic Inc                                        | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      5813 | NS      | $525437.07    | 0.26%             |  |  |  | No            | 1                  | On Loan: —       |
| Apollo Global Management Inc                                                                        | Apollo Global Management Inc                            | CUSIP: 03769M106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5282 | NS      | $-373859.96   | -0.19%            |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy Inc                                                                                     | Xcel Energy Inc                                         | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |         3 | NS      | $206.31       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway Inc                                                                              | Berkshire Hathaway Inc                                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Short            | EC               | CORP              | US        |      -380 | NS      | $-118377.60   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Civitas Resources Inc                                                                               | Civitas Resources Inc                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Short            | EC               | CORP              | US        |     -2328 | NS      | $-154928.40   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Reynolds Consumer Products Inc                                                                      | Reynolds Consumer Products Inc                          | CUSIP: 76171L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1816 | NS      | $-54062.32    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Cheniere Energy Inc                                                                                 | Cheniere Energy Inc                                     | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      5030 | NS      | $768533.70    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegion plc                                                                                        | Allegion plc                                            | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      2166 | NS      | $254613.30    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                                                                        | Comcast Corp                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     12854 | NS      | $505804.90    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Realty Income Corp                                                                                  | Realty Income Corp                                      | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               |  | US        |     -4121 | NS      | $-279527.43   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Macerich Co/The                                                                                     | Macerich Co/The                                         | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Short            | EC               |  | US        |     -4800 | NS      | $-65952.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Bank                                                                                        | Cadence Bank                                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Short            | EC               | CORP              | US        |     -2710 | NS      | $-69321.80    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Marriott International Inc/MD                                                                       | Marriott International Inc/MD                           | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      4245 | NS      | $739394.10    | 0.37%             |  |  |  | No            | 1                  | On Loan: —       |
| Moody's Corp                                                                                        | Moody's Corp                                            | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      4655 | NS      | $1502401.25   | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| AGCO Corp                                                                                           | AGCO Corp                                               | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      2293 | NS      | $316732.09    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Casey's General Stores Inc                                                                          | Casey's General Stores Inc                              | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       556 | NS      | $131165.96    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Dropbox Inc                                                                                         | Dropbox Inc                                             | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     16702 | NS      | $387987.46    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Maximus Inc                                                                                         | Maximus Inc                                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Short            | EC               | CORP              | US        |     -2830 | NS      | $-211825.50   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Exelon Corp                                                                                         | Exelon Corp                                             | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      1738 | NS      | $73326.22     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lear Corp                                                                                           | Lear Corp                                               | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      2023 | NS      | $294912.94    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunrun Inc                                                                                          | Sunrun Inc                                              | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Short            | EC               | CORP              | US        |     -2868 | NS      | $-75371.04    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Cintas Corp                                                                                         | Cintas Corp                                             | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        73 | NS      | $32393.02     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FleetCor Technologies Inc                                                                           | FleetCor Technologies Inc                               | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      4599 | NS      | $960317.19    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                                                                       | Medtronic PLC                                           | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     13715 | NS      | $1147808.35   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Madison Square Garden Sports Corp                                                                   | Madison Square Garden Sports Corp                       | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1774 | NS      | $322584.16    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Corteva Inc                                                                                         | Corteva Inc                                             | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     13157 | NS      | $847968.65    | 0.42%             |  |  |  | No            | 1                  | On Loan: —       |
| LGI Homes Inc                                                                                       | LGI Homes Inc                                           | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Short            | EC               | CORP              | US        |      -681 | NS      | $-77531.85    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Strategic Education Inc                                                                             | Strategic Education Inc                                 | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Short            | EC               | CORP              | US        |      -884 | NS      | $-82521.40    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| PepsiCo Inc                                                                                         | PepsiCo Inc                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      8101 | NS      | $1385433.02   | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                                                                  | WillScot Mobile Mini Holdings Corp                      | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      2515 | NS      | $121876.90    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Instruments Inc                                                                               | Texas Instruments Inc                                   | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1840 | NS      | $326066.40    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Brighthouse Financial Inc                                                                           | Brighthouse Financial Inc                               | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      5702 | NS      | $320851.54    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| PayPal Holdings Inc                                                                                 | PayPal Holdings Inc                                     | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      9072 | NS      | $739277.28    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Companies Inc                                                                      | Marsh & McLennan Cos Inc                                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Short            | EC               | CORP              | US        |     -1496 | NS      | $-261665.36   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Dell Technologies Inc                                                                               | Dell Technologies Inc                                   | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      8188 | NS      | $332596.56    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                                        | Alphabet Inc                                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      7773 | NS      | $768283.32    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Neogen Corp                                                                                         | Neogen Corp                                             | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Short            | EC               | CORP              | US        |     -3614 | NS      | $-77375.74    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Estee Lauder Cos Inc/The                                                                            | Estee Lauder Cos Inc/The                                | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       178 | NS      | $49320.24     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Phillips 66                                                                                         | Phillips 66                                             | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      2059 | NS      | $206455.93    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Supernus Pharmaceuticals Inc                                                                        | Supernus Pharmaceuticals Inc                            | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Short            | EC               | CORP              | US        |     -1841 | NS      | $-75499.41    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Trustmark Corp                                                                                      | Trustmark Corp                                          | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      2951 | NS      | $85933.12     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Microchip Technology Inc                                                                            | Microchip Technology Inc                                | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     51694 | NS      | $4012488.28   | 2.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Visa Inc                                                                                            | Visa Inc                                                | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     13460 | NS      | $3098626.60   | 1.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                                       | Regeneron Pharmaceuticals Inc                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Short            | EC               | CORP              | US        |      -440 | NS      | $-333726.80   | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| Allison Transmission Holdings Inc                                                                   | Allison Transmission Holdings Inc                       | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      5482 | NS      | $247128.56    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Chemical Co                                                                                 | Eastman Chemical Co                                     | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      3897 | NS      | $343598.49    | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Elevance Health Inc                                                                                 | Elevance Health Inc                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1928 | NS      | $963980.72    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| GXO Logistics Inc                                                                                   | GXO Logistics Inc                                       | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     22298 | NS      | $1166854.34   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| J M Smucker Co/The                                                                                  | J M Smucker Co/The                                      | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      5244 | NS      | $801283.20    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| CBRE Group Inc                                                                                      | CBRE Group Inc                                          | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      3780 | NS      | $323227.80    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Raymond James Financial Inc                                                                         | Raymond James Financial Inc                             | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      5314 | NS      | $599259.78    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Biogen Inc                                                                                          | Biogen Inc                                              | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       947 | NS      | $275482.30    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| H&R Block Inc                                                                                       | H&R Block Inc                                           | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Short            | EC               | CORP              | US        |     -4598 | NS      | $-179230.04   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| TransMedics Group Inc                                                                               | TransMedics Group Inc                                   | CUSIP: 89377M109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -352 | NS      | $-22183.04    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MGP Ingredients Inc                                                                                 | MGP Ingredients Inc                                     | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Short            | EC               | CORP              | US        |      -655 | NS      | $-63888.70    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Floor & Decor Holdings Inc                                                                          | Floor & Decor Holdings Inc                              | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Short            | EC               | CORP              | US        |     -1189 | NS      | $-107925.53   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                                                             | Procter & Gamble Co/The                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      8280 | NS      | $1178906.40   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Akamai Technologies Inc                                                                             | Akamai Technologies Inc                                 | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       701 | NS      | $62353.95     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Freshpet Inc                                                                                        | Freshpet Inc                                            | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Short            | EC               | CORP              | US        |     -1973 | NS      | $-124950.09   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Corp                                                                                   | State Street Corp                                       | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     18685 | NS      | $1706501.05   | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| Lockheed Martin Corp                                                                                | Lockheed Martin Corp                                    | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      2008 | NS      | $930226.08    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc                                             | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Short            | EC               |  | US        |     -1220 | NS      | $-45030.20    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Companies, Inc                                                                               | Lowe's Cos Inc                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      9041 | NS      | $1882788.25   | 0.94%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Dominion Freight Line Inc                                                                       | Old Dominion Freight Line Inc                           | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       753 | NS      | $250929.72    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| United Therapeutics Corp                                                                            | United Therapeutics Corp                                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      2618 | NS      | $688979.06    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Armstrong World Industries Inc                                                                      | Armstrong World Industries Inc                          | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      2781 | NS      | $215277.21    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Albertsons Cos Inc                                                                                  | Albertsons Cos Inc                                      | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      2914 | NS      | $61776.80     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackstone Inc                                                                                      | Blackstone Inc                                          | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Short            | EC               | CORP              | US        |     -3294 | NS      | $-316092.24   | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| Omega Healthcare Investors Inc                                                                      | Omega Healthcare Investors Inc                          | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Short            | EC               |  | US        |     -3161 | NS      | $-93059.84    | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Hasbro Inc                                                                                          | Hasbro Inc                                              | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       853 | NS      | $50472.01     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ziff Davis Inc                                                                                      | Ziff Davis Inc                                          | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |      -755 | NS      | $-67557.40    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Cummins Inc                                                                                         | Cummins Inc                                             | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1033 | NS      | $257774.82    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Workday Inc                                                                                         | Workday Inc                                             | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      5769 | NS      | $1046669.67   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| T Rowe Price Group Inc                                                                              | T Rowe Price Group Inc                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |     -2128 | NS      | $-247848.16   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                                                                                      | Microsoft Corp                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     36174 | NS      | $8964278.94   | 4.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Insperity Inc                                                                                       | Insperity Inc                                           | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |       995 | NS      | $109997.25    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyson Foods Inc                                                                                     | Tyson Foods Inc                                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      4429 | NS      | $291206.75    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Holdings Co                                                                                  | Vertiv Holdings Co                                      | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     22091 | NS      | $314134.02    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp                                                                                 | American Tower Corp                                     | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      6117 | NS      | $1366476.63   | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Packaging Corp of America                                                                           | Packaging Corp of America                               | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1823 | NS      | $260142.10    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| IQVIA Holdings Inc                                                                                  | IQVIA Holdings Inc                                      | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      6925 | NS      | $1588664.25   | 0.79%             |  |  |  | No            | 1                  | On Loan: —       |
| Applied Materials Inc                                                                               | Applied Materials Inc                                   | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1345 | NS      | $149954.05    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Energy Corp                                                                           | Constellation Energy Corp                               | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      3792 | NS      | $323685.12    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| GATX Corp                                                                                           | GATX Corp                                               | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Short            | EC               | CORP              | US        |     -1564 | NS      | $-178999.80   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Trane Technologies PLC                                                                              | Trane Technologies PLC                                  | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      4462 | NS      | $799233.44    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Zions Bancorp NA                                                                                    | Zions Bancorp NA                                        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      5117 | NS      | $272019.72    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Trimble Inc                                                                                         | Trimble Inc                                             | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      1015 | NS      | $58930.90     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                                                                               | AECOM                                                   | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      4250 | NS      | $370897.50    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| NVIDIA Corp                                                                                         | NVIDIA Corp                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3542 | NS      | $692000.54    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                                                                        | Chevron Corp                                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3609 | NS      | $628038.18    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Adobe Inc                                                                                           | Adobe Inc                                               | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      6200 | NS      | $2296108.00   | 1.15%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                                                             | KeyCorp                                                 | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     14074 | NS      | $270080.06    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryman Hospitality Properties Inc                                                                    | Ryman Hospitality Properties Inc                        | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |      1230 | NS      | $114254.70    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Management Inc                                                                                | Waste Management Inc                                    | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       300 | NS      | $46419.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                                        | Alphabet Inc                                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     44196 | NS      | $4413854.52   | 2.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Fluor Corp                                                                                          | Fluor Corp                                              | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      2653 | NS      | $97497.75     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| PerkinElmer Inc                                                                                     | PerkinElmer Inc                                         | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Short            | EC               | CORP              | US        |     -1791 | NS      | $-246316.23   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Coterra Energy Inc                                                                                  | Coterra Energy Inc                                      | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Short            | EC               | CORP              | US        |     -8710 | NS      | $-218011.30   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Sempra Energy                                                                                       | Sempra Energy                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1582 | NS      | $253642.06    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamar Advertising Co                                                                                | Lamar Advertising Co                                    | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |      1726 | NS      | $183888.04    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| O'Reilly Automotive Inc                                                                             | O'Reilly Automotive Inc                                 | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1037 | NS      | $821666.95    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| W R Berkley Corp                                                                                    | W R Berkley Corp                                        | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      5864 | NS      | $411300.96    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                                                                     | CVS Health Corp                                         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     20609 | NS      | $1818125.98   | 0.91%             |  |  |  | No            | 1                  | On Loan: No      |
| Brixmor Property Group Inc                                                                          | Brixmor Property Group Inc                              | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |     10716 | NS      | $252147.48    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Park National Corp                                                                                  | Park National Corp                                      | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Short            | EC               | CORP              | US        |      -749 | NS      | $-93812.25    | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co/The                                                                                  | Walt Disney Co/The                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     22813 | NS      | $2474982.37   | 1.24%             |  |  |  | No            | 1                  | On Loan: No      |
| CSG Systems International Inc                                                                       | CSG Systems International Inc                           | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      1734 | NS      | $103467.78    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Garmin Ltd                                                                                          | Garmin Ltd                                              | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       772 | NS      | $76335.36     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Corp                                                                                         | Target Corp                                             | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      6457 | NS      | $1111507.98   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Leggett & Platt Inc                                                                                 | Leggett & Platt Inc                                     | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Short            | EC               | CORP              | US        |     -5125 | NS      | $-187370.00   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Companies Inc                                                                      | Marsh & McLennan Cos Inc                                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      9594 | NS      | $1678086.54   | 0.84%             |  |  |  | No            | 1                  | On Loan: No      |
| Pilgrim's Pride Corp                                                                                | Pilgrim's Pride Corp                                    | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      4675 | NS      | $113509.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                                                                         | Walmart Inc                                             | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2584 | NS      | $371760.08    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Life Time Group Holdings Inc                                                                        | Life Time Group Holdings Inc                            | CUSIP: 53190C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2960 | NS      | $-55618.40    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Technology Inc                                                                                | Aspen Technology Inc                                    | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Short            | EC               | CORP              | US        |      -433 | NS      | $-86058.75    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Box Inc                                                                                             | Box Inc                                                 | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      5573 | NS      | $178280.27    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Co/The                                                                                    | Coca-Cola Co/The                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     26249 | NS      | $1609588.68   | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortinet Inc                                                                                        | Fortinet Inc                                            | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      8667 | NS      | $453630.78    | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| Lyft Inc                                                                                            | Lyft Inc                                                | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     19398 | NS      | $315217.50    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| GoDaddy Inc                                                                                         | GoDaddy Inc                                             | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      4985 | NS      | $409418.05    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Robert Half International Inc                                                                       | Robert Half International Inc                           | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       695 | NS      | $58352.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BOK Financial Corp                                                                                  | BOK Financial Corp                                      | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      2155 | NS      | $216577.50    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Karuna Therapeutics Inc                                                                             | Karuna Therapeutics Inc                                 | CUSIP: 48576A100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -84 | NS      | $-16748.76    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Danaher Corp                                                                                        | Danaher Corp                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Short            | EC               | CORP              | US        |     -1010 | NS      | $-267023.80   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Huntsman Corp                                                                                       | Huntsman Corp                                           | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      5508 | NS      | $174548.52    | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Exxon Mobil Corp                                                                                    | Exxon Mobil Corp                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4188 | NS      | $485849.88    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Verint Systems Inc                                                                                  | Verint Systems Inc                                      | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      6167 | NS      | $234160.99    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Builders FirstSource Inc                                                                            | Builders FirstSource Inc                                | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Short            | EC               | CORP              | US        |     -1780 | NS      | $-141866.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| CMS Energy Corp                                                                                     | CMS Energy Corp                                         | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      4922 | NS      | $311021.18    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Nutanix Inc                                                                                         | Nutanix Inc                                             | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     16896 | NS      | $470891.52    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Host Hotels & Resorts Inc                                                                           | Host Hotels & Resorts Inc                               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     13717 | NS      | $258565.45    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Hilton Grand Vacations Inc                                                                          | Hilton Grand Vacations Inc                              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Short            | EC               | CORP              | US        |     -2571 | NS      | $-121762.56   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Moody's Corp                                                                                        | Moody's Corp                                            | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |      -867 | NS      | $-279824.25   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Beacon Roofing Supply Inc                                                                           | Beacon Roofing Supply Inc                               | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      2621 | NS      | $149082.48    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| PJT Partners Inc                                                                                    | PJT Partners Inc                                        | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      1485 | NS      | $118844.55    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Independence Realty Trust Inc                                                                       | Independence Realty Trust Inc                           | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Short            | EC               |  | US        |     -5049 | NS      | $-95072.67    | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Crane Holdings Co                                                                                   | Crane Holdings Co                                       | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       598 | NS      | $69314.18     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Kontoor Brands Inc                                                                                  | Kontoor Brands Inc                                      | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Short            | EC               | CORP              | US        |      -944 | NS      | $-45085.44    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Activision Blizzard Inc                                                                             | Activision Blizzard Inc                                 | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      3275 | NS      | $250766.75    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Consolidated Edison Inc                                                                             | Consolidated Edison Inc                                 | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1842 | NS      | $175561.02    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Bentley Systems Inc                                                                                 | Bentley Systems Inc                                     | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |     -4396 | NS      | $-171663.80   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Coherent Corp                                                                                       | Coherent Corp                                           | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |     -1892 | NS      | $-82112.80    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Post Holdings Inc                                                                                   | Post Holdings Inc                                       | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      3848 | NS      | $365367.60    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlisle Cos Inc                                                                                    | Carlisle Cos Inc                                        | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1187 | NS      | $297770.82    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| First Republic Bank/CA                                                                              | First Republic Bank/CA                                  | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     13040 | NS      | $1837075.20   | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Perrigo Co PLC                                                                                      | Perrigo Co PLC                                          | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     15840 | NS      | $592732.80    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Incyte Corp                                                                                         | Incyte Corp                                             | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      7104 | NS      | $604834.56    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Pacific Land Corp                                                                             | Texas Pacific Land Corp                                 | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $49896.25     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Monster Beverage Corp                                                                               | Monster Beverage Corp                                   | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      1102 | NS      | $114696.16    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamb Weston Holdings Inc                                                                            | Lamb Weston Holdings Inc                                | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      4827 | NS      | $482169.03    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| ICU Medical Inc                                                                                     | ICU Medical Inc                                         | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Short            | EC               | CORP              | US        |      -830 | NS      | $-160380.90   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway Inc                                                                              | Berkshire Hathaway Inc                                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      4558 | NS      | $1419908.16   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Markel Corp                                                                                         | Markel Corp                                             | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      1377 | NS      | $1940165.46   | 0.97%             |  |  |  | No            | 1                  | On Loan: No      |
| Hershey Co/The                                                                                      | Hershey Co/The                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      4290 | NS      | $963534.00    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| TransDigm Group Inc                                                                                 | TransDigm Group Inc                                     | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2804 | NS      | $2012571.00   | 1.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RH                                                                                                  | RH                                                      | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |      -319 | NS      | $-99524.81    | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Netflix Inc                                                                                         | Netflix Inc                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2507 | NS      | $887127.02    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Juniper Networks Inc                                                                                | Juniper Networks Inc                                    | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     17632 | NS      | $569513.60    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical Inc                                                                              | Intuitive Surgical Inc                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2762 | NS      | $678595.78    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| First Industrial Realty Trust Inc                                                                   | First Industrial Realty Trust Inc                       | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |      7077 | NS      | $377557.95    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecolab Inc                                                                                          | Ecolab Inc                                              | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      5694 | NS      | $881602.02    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard Inc                                                                                      | Mastercard Inc                                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       753 | NS      | $279061.80    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Services Inc                                                                               | Republic Services Inc                                   | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       821 | NS      | $102477.22    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Popular Inc                                                                                         | Popular Inc                                             | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      3240 | NS      | $222393.60    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                                                    | Booz Allen Hamilton Holding Corp                        | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      3802 | NS      | $359821.28    | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| Broadcom Inc                                                                                        | Broadcom Inc                                            | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       556 | NS      | $325265.56    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen Inc                                                                                           | Amgen Inc                                               | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      6566 | NS      | $1657258.40   | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| IVERIC bio Inc                                                                                      | IVERIC bio Inc                                          | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Short            | EC               | CORP              | US        |     -1189 | NS      | $-27465.90    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Schneider National Inc                                                                              | Schneider National Inc                                  | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     20066 | NS      | $531749.00    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Essex Property Trust Inc                                                                            | Essex Property Trust Inc                                | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |      1353 | NS      | $305872.71    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Tesla Inc                                                                                           | Tesla Inc                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      3330 | NS      | $576822.60    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Thor Industries Inc                                                                                 | Thor Industries Inc                                     | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Short            | EC               | CORP              | US        |     -1207 | NS      | $-115063.31   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                                                                          | US Bancorp                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     49713 | NS      | $2475707.40   | 1.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Campbell Soup Co                                                                                    | Campbell Soup Co                                        | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      2698 | NS      | $140107.14    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| International Flavors & Fragrances Inc                                                              | International Flavors & Fragrances Inc                  | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | EC               | CORP              | US        |     -2611 | NS      | $-293633.06   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Azenta Inc                                                                                          | Azenta Inc                                              | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Short            | EC               | CORP              | US        |      -887 | NS      | $-49583.30    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Mister Car Wash Inc                                                                                 | Mister Car Wash Inc                                     | CUSIP: 60646V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4235 | NS      | $-43493.45    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Intel Corp                                                                                          | Intel Corp                                              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      9729 | NS      | $274941.54    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Knight-Swift Transportation Holdings Inc                                                            | Knight-Swift Transportation Holdings Inc                | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3845 | NS      | $227239.50    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Camden Property Trust                                                                               | Camden Property Trust                                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      3011 | NS      | $370985.31    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Bright Horizons Family Solutions Inc                                                                | Bright Horizons Family Solutions Inc                    | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2295 | NS      | $176210.10    | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Grand Canyon Education Inc                                                                          | Grand Canyon Education Inc                              | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      1630 | NS      | $189992.80    | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Conagra Brands Inc                                                                                  | Conagra Brands Inc                                      | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     16714 | NS      | $621593.66    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Transport Services Group Inc                                                                    | Air Transport Services Group Inc                        | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Short            | EC               | CORP              | US        |     -2143 | NS      | $-60668.33    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Bearings Inc                                                                                    | RBC Bearings Inc                                        | CUSIP: 75524B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -463 | NS      | $-112958.11   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle Financial Partners Inc                                                                     | Pinnacle Financial Partners Inc                         | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      2446 | NS      | $192573.58    | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Five Below Inc                                                                                      | Five Below Inc                                          | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Short            | EC               | CORP              | US        |      -416 | NS      | $-82006.08    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Arista Networks Inc                                                                                 | Arista Networks Inc                                     | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       296 | NS      | $37301.92     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Xerox Holdings Corp                                                                                 | Xerox Holdings Corp                                     | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     13077 | NS      | $214201.26    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Abbott Laboratories                                                                                 | Abbott Laboratories                                     | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1661 | NS      | $183623.55    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Carpenter Technology Corp                                                                           | Carpenter Technology Corp                               | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Short            | EC               | CORP              | US        |     -1052 | NS      | $-50801.08    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| FedEx Corp                                                                                          | FedEx Corp                                              | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      4665 | NS      | $904356.90    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                                                                                 | Synchrony Financial                                     | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     17578 | NS      | $645639.94    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Co                                                                                       | Ford Motor Co                                           | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     24366 | NS      | $329184.66    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Match Group Inc                                                                                     | Match Group Inc                                         | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      8927 | NS      | $483129.24    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| SBA Communications Corp                                                                             | SBA Communications Corp                                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      1925 | NS      | $572745.25    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Domino's Pizza Inc                                                                                  | Domino's Pizza Inc                                      | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      1083 | NS      | $382299.00    | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| SLM Corp                                                                                            | SLM Corp                                                | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13293 | NS      | $233558.01    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Opendoor Technologies Inc                                                                           | Opendoor Technologies Inc                               | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |    -11230 | NS      | $-24593.70    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ciena Corp                                                                                          | Ciena Corp                                              | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      7805 | NS      | $406016.10    | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Light & Wonder Inc                                                                                  | Light & Wonder Inc                                      | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Short            | EC               | CORP              | US        |      -538 | NS      | $-35104.50    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Sysco Corp                                                                                          | Sysco Corp                                              | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     25845 | NS      | $2001953.70   | 1.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arbor Realty Trust Inc                                                                              | Arbor Realty Trust Inc                                  | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Short            | EC               |  | US        |    -15742 | NS      | $-235028.06   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| FactSet Research Systems Inc                                                                        | FactSet Research Systems Inc                            | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       961 | NS      | $406445.34    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Sherwin-Williams Co/The                                                                             | Sherwin-Williams Co/The                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      2745 | NS      | $649439.55    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Foot Locker Inc                                                                                     | Foot Locker Inc                                         | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      4325 | NS      | $188180.75    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Insight Enterprises Inc                                                                             | Insight Enterprises Inc                                 | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      2816 | NS      | $317419.52    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Asbury Automotive Group Inc                                                                         | Asbury Automotive Group Inc                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Short            | EC               | CORP              | US        |      -290 | NS      | $-63800.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Analog Devices Inc                                                                                  | Analog Devices Inc                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      1823 | NS      | $312589.81    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles Schwab Corp/The                                                                             | Charles Schwab Corp/The                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     21248 | NS      | $1645020.16   | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Global                                                                                    | Paramount Global                                        | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | EC               | CORP              | US        |     -6681 | NS      | $-154731.96   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| AdaptHealth Corp                                                                                    | AdaptHealth Corp                                        | CUSIP: 00653Q102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5143 | NS      | $-110214.49   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Aflac Inc                                                                                           | Aflac Inc                                               | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      2410 | NS      | $177135.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Eversource Energy                                                                                   | Eversource Energy                                       | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       618 | NS      | $50879.94     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| F5 Inc                                                                                              | F5 Inc                                                  | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      2484 | NS      | $366787.44    | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| Duke Energy Corp                                                                                    | Duke Energy Corp                                        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       425 | NS      | $43541.25     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                                                                  | Meta Platforms Inc                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3938 | NS      | $586643.86    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Agree Realty Corp                                                                                   | Agree Realty Corp                                       | CUSIP: 008492100<br>LEI: N/A                  | Short            | EC               |  | US        |     -1617 | NS      | $-120676.71   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Pfizer Inc                                                                                          | Pfizer Inc                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     11718 | NS      | $517466.88    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| VeriSign Inc                                                                                        | VeriSign Inc                                            | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      3054 | NS      | $665924.70    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Ross Stores Inc                                                                                     | Ross Stores Inc                                         | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     16117 | NS      | $1904868.23   | 0.95%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications Inc                                                                          | Verizon Communications Inc                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      4025 | NS      | $167319.25    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Molina Healthcare Inc                                                                               | Molina Healthcare Inc                                   | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1836 | NS      | $572519.88    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Sarepta Therapeutics Inc                                                                            | Sarepta Therapeutics Inc                                | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      2395 | NS      | $299303.15    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullen/Frost Bankers Inc                                                                            | Cullen/Frost Bankers Inc                                | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      2519 | NS      | $328175.32    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Avery Dennison Corp                                                                                 | Avery Dennison Corp                                     | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       353 | NS      | $66872.32     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Teledyne Technologies Inc                                                                           | Teledyne Technologies Inc                               | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Short            | EC               | CORP              | US        |      -649 | NS      | $-275344.74   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Autodesk Inc                                                                                        | Autodesk Inc                                            | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3962 | NS      | $852463.92    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Aon PLC                                                                                             | Aon PLC                                                 | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      2789 | NS      | $888798.52    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Gen Digital Inc                                                                                     | Gen Digital Inc                                         | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     15889 | NS      | $365605.89    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| DISH Network Corp                                                                                   | DISH Network Corp                                       | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Short            | EC               | CORP              | US        |     -3603 | NS      | $-51847.17    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Allstate Corp/The                                                                                   | Allstate Corp/The                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      5414 | NS      | $695536.58    | 0.35%             |  |  |  | No            | 1                  | On Loan: —       |
| Landstar System Inc                                                                                 | Landstar System Inc                                     | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      1161 | NS      | $200655.63    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Sotera Health Co                                                                                    | Sotera Health Co                                        | CUSIP: 83601L102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1708 | NS      | $-29445.92    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cardinal Health Inc                                                                                 | Cardinal Health Inc                                     | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      7950 | NS      | $614137.50    | 0.31%             |  |  |  | No            | 1                  | On Loan: —       |
| AmerisourceBergen Corp                                                                              | AmerisourceBergen Corp                                  | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      3009 | NS      | $508400.64    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| TE Connectivity Ltd                                                                                 | TE Connectivity Ltd                                     | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |       631 | NS      | $80231.65     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Federated Hermes Inc                                                                                | Federated Hermes Inc                                    | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      4073 | NS      | $160068.90    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Advance Auto Parts Inc                                                                              | Advance Auto Parts Inc                                  | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       341 | NS      | $51927.48     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Webster Financial Corp                                                                              | Webster Financial Corp                                  | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Short            | EC               | CORP              | US        |     -2499 | NS      | $-131572.35   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings Inc                                                                          | LPL Financial Holdings Inc                              | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      2004 | NS      | $475188.48    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Carrier Global Corp                                                                                 | Carrier Global Corp                                     | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      6917 | NS      | $314931.01    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Roper Technologies Inc                                                                              | Roper Technologies Inc                                  | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1883 | NS      | $803570.25    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| LyondellBasell Industries NV                                                                        | LyondellBasell Industries NV                            | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      1549 | NS      | $149772.81    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Skyworks Solutions Inc                                                                              | Skyworks Solutions Inc                                  | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       989 | NS      | $108463.63    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     19373 | NS      | $872559.92    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| LKQ Corp                                                                                            | LKQ Corp                                                | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      4159 | NS      | $245214.64    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimco Realty Corp                                                                                   | Kimco Realty Corp                                       | CUSIP: 49446R109<br>LEI: N/A                  | Short            | EC               |  | US        |     -8400 | NS      | $-188664.00   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| KKR & Co Inc                                                                                        | KKR & Co Inc                                            | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |     -5300 | NS      | $-295793.00   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Travel + Leisure Co                                                                                 | Travel + Leisure Co                                     | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      5984 | NS      | $253542.08    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Starbucks Corp                                                                                      | Starbucks Corp                                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     11263 | NS      | $1229243.82   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Emerson Electric Co                                                                                 | Emerson Electric Co                                     | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1299 | NS      | $117195.78    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| JB Hunt Transport Services Inc                                                                      | JB Hunt Transport Services Inc                          | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       776 | NS      | $146702.80    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Yum! Brands Inc                                                                                     | Yum! Brands Inc                                         | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      7099 | NS      | $926490.49    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Dorman Products Inc                                                                                 | Dorman Products Inc                                     | CUSIP: 258278100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1398 | NS      | $-135689.88   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Otter Tail Corp                                                                                     | Otter Tail Corp                                         | CUSIP: 689648103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1763 | NS      | $-113096.45   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| PulteGroup Inc                                                                                      | PulteGroup Inc                                          | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3668 | NS      | $208672.52    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Capital Bancshares Inc                                                                        | Texas Capital Bancshares Inc                            | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      1728 | NS      | $114168.96    | 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        |     13423 | NS      | $678801.11    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Vaxcyte Inc                                                                                         | Vaxcyte Inc                                             | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Short            | EC               | CORP              | US        |      -799 | NS      | $-36234.65    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| New Fortress Energy Inc                                                                             | New Fortress Energy Inc                                 | CUSIP: 644393100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2395 | NS      | $-92902.05    | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Ulta Beauty Inc                                                                                     | Ulta Beauty Inc                                         | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1090 | NS      | $560216.40    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| SAP SE                                                                                              | SAP SE                                                  | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     10736 | NS      | $1272538.08   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM Inc                                                                                        | QUALCOMM Inc                                            | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        97 | NS      | $12921.37     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Textron Inc                                                                                         | Textron Inc                                             | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      5862 | NS      | $427046.70    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences Inc                                                                          | Neurocrine Biosciences Inc                              | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      2737 | NS      | $303615.41    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| UGI Corp                                                                                            | UGI Corp                                                | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      8719 | NS      | $347277.77    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelixis Inc                                                                                        | Exelixis Inc                                            | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     14834 | NS      | $261375.08    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoZone Inc                                                                                        | AutoZone Inc                                            | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       361 | NS      | $880424.85    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Otis Worldwide Corp                                                                                 | Otis Worldwide Corp                                     | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      3829 | NS      | $314858.67    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Copart Inc                                                                                          | Copart Inc                                              | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      2583 | NS      | $172053.63    | 0.09%             |  |  |  | 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        |      4413 | NS      | $342492.93    | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| NVR Inc                                                                                             | NVR Inc                                                 | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        24 | NS      | $126480.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Electronic Arts Inc                                                                                 | Electronic Arts Inc                                     | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      2192 | NS      | $282066.56    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp                                                                                       | McKesson Corp                                           | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2187 | NS      | $828173.16    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| CACI International Inc                                                                              | CACI International Inc                                  | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       338 | NS      | $104134.42    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana Inc                                                                                          | Humana Inc                                              | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1705 | NS      | $872448.50    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Keysight Technologies Inc                                                                           | Keysight Technologies Inc                               | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        53 | NS      | $9505.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | S+P500 EMINI FUT MAR23                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        33 | NC      | $184529.90    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Kroger Co/The                                                                                       | Kroger Co/The                                           | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      7131 | NS      | $318256.53    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                        | Thermo Fisher Scientific Inc                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Short            | EC               | CORP              | US        |      -440 | NS      | $-250945.20   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Fortive Corp                                                                                        | Fortive Corp                                            | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     22969 | NS      | $1562581.07   | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| Church & Dwight Co Inc                                                                              | Church & Dwight Co Inc                                  | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      6957 | NS      | $562543.02    | 0.28%             |  |  |  | No            | 1                  | On Loan: —       |
| Agiliti Inc                                                                                         | Agiliti Inc                                             | CUSIP: 00848J104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2949 | NS      | $-54409.05    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                                                                           | Apple Inc                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     56774 | NS      | $8191920.46   | 4.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Danaher Corp                                                                                        | Danaher Corp                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      3874 | NS      | $1024208.12   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| WP Carey Inc                                                                                        | WP Carey Inc                                            | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Short            | EC               |  | US        |     -2532 | NS      | $-216561.96   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Bloom Energy Corp                                                                                   | Bloom Energy Corp                                       | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |     -1108 | NS      | $-27622.44    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Applied Industrial Technologies Inc                                                                 | Applied Industrial Technologies Inc                     | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Short            | EC               | CORP              | US        |      -675 | NS      | $-96666.75    | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Lennox International Inc                                                                            | Lennox International Inc                                | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       927 | NS      | $241594.74    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                                       | Regeneron Pharmaceuticals Inc                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1013 | NS      | $768330.11    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Portland General Electric Co                                                                        | Portland General Electric Co                            | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Short            | EC               | CORP              | US        |     -1809 | NS      | $-86072.22    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Avangrid Inc                                                                                        | Avangrid Inc                                            | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |     20115 | NS      | $848249.55    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                               | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |   9579754 | NS      | $9577837.98   | 4.79%             |  |  |  | No            | N/A                | On Loan: No      |
| Nasdaq Inc                                                                                          | Nasdaq Inc                                              | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      5763 | NS      | $346874.97    | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| BellRing Brands Inc                                                                                 | BellRing Brands Inc                                     | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Short            | EC               | CORP              | US        |     -1353 | NS      | $-38371.08    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Murphy USA Inc                                                                                      | Murphy USA Inc                                          | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       974 | NS      | $264957.22    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| CommVault Systems Inc                                                                               | CommVault Systems Inc                                   | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      1303 | NS      | $81085.69     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Harley-Davidson Inc                                                                                 | Harley-Davidson Inc                                     | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      7649 | NS      | $352083.47    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| WW Grainger Inc                                                                                     | WW Grainger Inc                                         | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      3895 | NS      | $2296024.60   | 1.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Mettler-Toledo International Inc                                                                    | Mettler-Toledo International Inc                        | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       880 | NS      | $1348969.60   | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI Properties Inc                                                                                 | VICI Properties Inc                                     | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Short            | EC               |  | US        |     -7961 | NS      | $-272106.98   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Travelers Companies Inc/The                                                                         | Travelers Cos Inc/The                                   | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       615 | NS      | $117538.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Weyerhaeuser Co                                                                                     | Weyerhaeuser Co                                         | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     10975 | NS      | $377869.25    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Extra Space Storage Inc                                                                             | Extra Space Storage Inc                                 | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      2257 | NS      | $356222.31    | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| Frontier Communications Parent Inc                                                                  | Frontier Communications Parent Inc                      | CUSIP: 35909D109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4441 | NS      | $-131498.01   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Griffon Corp                                                                                        | Griffon Corp                                            | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Short            | EC               | CORP              | US        |     -1425 | NS      | $-58254.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Sabra Health Care REIT Inc                                                                          | Sabra Health Care REIT Inc                              | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Short            | EC               |  | US        |     -3197 | NS      | $-43159.50    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Southwestern Energy Co                                                                              | Southwestern Energy Co                                  | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Short            | EC               | CORP              | US        |    -16341 | NS      | $-90202.32    | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Booking Holdings Inc                                                                                | Booking Holdings Inc                                    | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        27 | NS      | $65720.70     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                                                                                      | Merck & Co Inc                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      5110 | NS      | $548865.10    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinix Inc                                                                                         | Equinix Inc                                             | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      1298 | NS      | $958092.74    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Healthpeak Properties Inc                                                                           | Healthpeak Properties Inc                               | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |     19421 | NS      | $533689.08    | 0.27%             |  |  |  | No            | 1                  | On Loan: —       |
| Colgate-Palmolive Co                                                                                | Colgate-Palmolive Co                                    | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     18292 | NS      | $1363302.76   | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Quest Diagnostics Inc                                                                               | Quest Diagnostics Inc                                   | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      3319 | NS      | $492805.12    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| S&P Global Inc                                                                                      | S&P Global Inc                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2634 | NS      | $987591.96    | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson Cos Inc                                                                                   | Patterson Cos Inc                                       | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Short            | EC               | CORP              | US        |     -5031 | NS      | $-151885.89   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Oshkosh Corp                                                                                        | Oshkosh Corp                                            | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      3295 | NS      | $332070.10    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Churchill Downs Inc                                                                                 | Churchill Downs Inc                                     | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Short            | EC               | CORP              | US        |      -671 | NS      | $-166475.10   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Akero Therapeutics Inc                                                                              | Akero Therapeutics Inc                                  | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Short            | EC               | CORP              | US        |      -255 | NS      | $-12622.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Eli Lilly & Co                                                                                      | Eli Lilly & Co                                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       691 | NS      | $237807.65    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Payments Inc                                                                                 | Global Payments Inc                                     | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      9827 | NS      | $1107699.44   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Wix.com Ltd                                                                                         | Wix.com Ltd                                             | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |      2505 | NS      | $217884.90    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                                                                      | Amazon.com Inc                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     36230 | NS      | $3736399.90   | 1.87%             |  |  |  | No            | 1                  | On Loan: No      |
| DTE Energy Co                                                                                       | DTE Energy Co                                           | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      4254 | NS      | $495037.98    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Reliance Steel & Aluminum Co                                                                        | Reliance Steel & Aluminum Co                            | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       996 | NS      | $226540.20    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEOK Inc                                                                                           | ONEOK Inc                                               | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1313 | NS      | $89914.24     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Warner Bros Discovery Inc                                                                           | Warner Bros Discovery Inc                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Short            | EC               | CORP              | US        |    -21681 | NS      | $-321312.42   | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| Baxter International Inc                                                                            | Baxter International Inc                                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     14310 | NS      | $653823.90    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co                                                                                 | American Express Co                                     | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      4474 | NS      | $782636.82    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Element Solutions Inc                                                                               | Element Solutions Inc                                   | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      9960 | NS      | $203980.80    | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Grocery Outlet Holding Corp                                                                         | Grocery Outlet Holding Corp                             | CUSIP: 39874R101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1110 | NS      | $-33732.90    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                                          | RenaissanceRe Holdings Ltd                              | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      2273 | NS      | $444803.37    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| National Fuel Gas Co                                                                                | National Fuel Gas Co                                    | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      1534 | NS      | $89064.04     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Electronics Inc                                                                               | Arrow Electronics Inc                                   | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      3917 | NS      | $460208.33    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Commonwealth                                                                                 | Equity Commonwealth                                     | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |      9617 | NS      | $245425.84    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Fastenal Co                                                                                         | Fastenal Co                                             | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       999 | NS      | $50499.45     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Focus Financial Partners Inc                                                                        | Focus Financial Partners Inc                            | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Short            | EC               | CORP              | US        |     -1728 | NS      | $-78019.20    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Moderna Inc                                                                                         | Moderna Inc                                             | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Short            | EC               | CORP              | US        |     -1877 | NS      | $-330464.62   | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| Eaton Corp PLC                                                                                      | Eaton Corp PLC                                          | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       396 | NS      | $64235.16     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc                                                                                 | Gilead Sciences Inc                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      2831 | NS      | $237634.14    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Partners LP                                                                          | NextEra Energy Partners LP                              | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Short            | EC               | CORP              | US        |     -1389 | NS      | $-101813.70   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                                                                      | ConocoPhillips                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      3735 | NS      | $455184.45    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Surgery Partners Inc                                                                                | Surgery Partners Inc                                    | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Short            | EC               | CORP              | US        |     -1021 | NS      | $-33897.20    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Zillow Group Inc                                                                                    | Zillow Group Inc                                        | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      5468 | NS      | $234905.28    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer, Chief Accounting Officer and Chief Financial Officer