# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001752724-23-043643
**Filing Date:** 2023-2
**Character Count:** 121693
**Document Hash:** ee86ceba741fb25c6483f63ab4923190
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043643.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043643

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 23675973

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs U.S. Equity Dividend and Premium Fund (Series ID: S000009324)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000025507 | Institutional   | GSPKX           |
| C000025508 | Class A         | GSPAX           |
| C000025509 | Class C         | GSPQX           |
| C000091963 | Investor Shares | GVIRX           |
| C000200306 | Class R6 Shares | GIDWX           |
| C000201766 | Class P Shares  | GSFPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GOLDMAN SACHS TRUST

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71  SOUTH WACKER DRIVE

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-655-4400

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

- **a. Name of Series:** Goldman Sachs U.S. Equity Dividend and Premium Fund

- **b. EDGAR series identifier (if any):** S000009324

- **c. LEI of Series:** 48HCXPWZHCWNN0K49O22

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2685901462.67

**Total Liabilities:** $18556000.70

**Net Assets:** $2667345461.97

**Cash Not Reported:** $6300274.98

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025507 | 7.33%                | 5.16%                | -4.40%               |
| Class ID C000025508 | 7.31%                | 5.14%                | -4.48%               |
| Class ID C000201766 | 7.42%                | 5.16%                | -4.47%               |
| Class ID C000200306 | 7.34%                | 5.16%                | -4.41%               |
| Class ID C000091963 | 7.33%                | 5.16%                | -4.42%               |
| Class ID C000025509 | 7.26%                | 5.09%                | -4.56%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-949889.70              | $191937658.86                              |
| Month 2  | $13887660.44             | $127293510.92                              |
| Month 3  | $-613126.79              | $-160917087.86                             |

**Designated Index Information**

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

- **Index Identifier:** SAEQ500DWP

### 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        |     55300 | NS      | $11850790.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                      | Ionis Pharmaceuticals Inc                      | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      2541 | NS      | $95973.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                               | Pure Storage Inc                               | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      3494 | NS      | $93499.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                         | Equitable Holdings Inc                         | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    195100 | NS      | $5599370.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                              | Cisco Systems Inc                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    486948 | NS      | $23198202.72  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                               | 10X Genomics Inc                               | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     15252 | NS      | $555782.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                 | Salesforce Inc                                 | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     75236 | NS      | $9975541.24   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                     | Intuit Inc                                     | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     35020 | NS      | $13630484.40  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                  | Dynatrace Inc                                  | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18400 | NS      | $704720.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                        | Dow Inc                                        | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    159303 | NS      | $8027278.17   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                 | Omega Healthcare Investors Inc                 | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |         5 | NS      | $139.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                              | Hyatt Hotels Corp                              | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     22319 | NS      | $2018753.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                  | BlackRock Inc                                  | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     19500 | NS      | $13818285.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                      | United Parcel Service Inc                      | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    116398 | NS      | $20234628.32  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                  | Accenture PLC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     58239 | NS      | $15540494.76  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                | Fidelity National Financial Inc                | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    210100 | NS      | $7903962.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                    | Alnylam Pharmaceuticals Inc                    | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      1200 | NS      | $285180.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                             | STORE Capital Corp                             | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               |  | US        |     17200 | NS      | $551432.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet Inc                                 | Smartsheet Inc                                 | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |     15600 | NS      | $614016.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                    | Vistra Corp                                    | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     42467 | NS      | $985234.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                    | Viatris Inc                                    | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |         5 | NS      | $55.65        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                 | Atlassian Corp                                 | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      4600 | NS      | $591928.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                            | Dominion Energy Inc                            | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    159597 | NS      | $9786488.04   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                             | Kontoor Brands Inc                             | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |         3 | NS      | $119.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                       | Okta Inc                                       | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     11826 | NS      | $808070.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     91562 | NS      | $18959743.34  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                    | Toro Co/The                                    | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      5600 | NS      | $633920.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    230334 | NS      | $40688501.10  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                             | Realty Income Corp                             | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |         1 | NS      | $63.43        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     80700 | NS      | $21266871.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                            | Virtu Financial Inc                            | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     52100 | NS      | $1063361.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     89436 | NS      | $47417178.48  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                            | Exact Sciences Corp                            | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     10307 | NS      | $510299.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                | Philip Morris International Inc                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    138734 | NS      | $14041268.14  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                  | Advanced Drainage Systems Inc                  | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      3200 | NS      | $262304.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                      | National Instruments Corp                      | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     97430 | NS      | $3595167.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp           | International Business Machines Corp           | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    179101 | NS      | $25233539.89  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                  | Repligen Corp                                  | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     21400 | NS      | $3623234.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                               | Wells Fargo & Co                               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    202600 | NS      | $8365354.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                    | Ashland Inc                                    | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      8341 | NS      | $896907.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                              | ManpowerGroup Inc                              | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     33200 | NS      | $2762572.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                    | Paychex Inc                                    | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     72300 | NS      | $8354988.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc               | Reinsurance Group of America Inc               | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      8900 | NS      | $1264601.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                    | Zscaler Inc                                    | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |     15700 | NS      | $1756830.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    177986 | NS      | $28764317.46  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc                              | agilon health Inc                              | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27624 | NS      | $445851.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                | Seagate Technology Holdings PLC                | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |     68000 | NS      | $3577480.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                 | Air Products and Chemicals Inc                 | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     27726 | NS      | $8546816.76   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                           | Southern Copper Corp                           | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |    213300 | NS      | $12881187.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                   | Thermo Fisher Scientific Inc                   | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     43310 | NS      | $23850383.90  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                          | Costco Wholesale Corp                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     35161 | NS      | $16050996.50  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                 | Cloudflare Inc                                 | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |     31700 | NS      | $1433157.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                               | Donaldson Co Inc                               | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      4300 | NS      | $253141.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                             | Planet Fitness Inc                             | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     11765 | NS      | $927082.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                           | Western Union Co/The                           | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    628699 | NS      | $8657185.23   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                             | Teladoc Health Inc                             | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      5824 | NS      | $137737.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                              | EOG Resources Inc                              | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     49528 | NS      | $6414866.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                          | 3M Co                                          | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |    104568 | NS      | $12539794.56  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                       | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     96857 | NS      | $11333237.57  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                    | BioMarin Pharmaceutical Inc                    | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      2465 | NS      | $255102.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                     | Splunk Inc                                     | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |      2300 | NS      | $198007.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                        | Aramark                                        | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     40971 | NS      | $1693741.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc                     | Americold Realty Trust Inc                     | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               |  | US        |     14200 | NS      | $402002.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                        | KBR Inc                                        | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     13547 | NS      | $715281.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                  | H&R Block Inc                                  | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     24800 | NS      | $905448.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                  | First American Financial Corp                  | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     42600 | NS      | $2229684.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                           | Williams Cos Inc/The                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    180400 | NS      | $5935160.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                    | HubSpot Inc                                    | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      6400 | NS      | $1850432.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp                             | CNA Financial Corp                             | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |     32300 | NS      | $1365644.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                      | Linde PLC                                      | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     37491 | NS      | $12228814.38  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                   | Walgreens Boots Alliance Inc                   | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    285600 | NS      | $10670016.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                              | Omnicom Group Inc                              | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     84100 | NS      | $6860037.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                      | Amcor PLC                                      | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |    479700 | NS      | $5713227.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                       | Tandem Diabetes Care Inc                       | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      4980 | NS      | $223851.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp                     | Definitive Healthcare Corp                     | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2609 | NS      | $28672.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The           | PNC Financial Services Group Inc/The           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     77300 | NS      | $12208762.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                          | Robinhood Markets Inc                          | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      4125 | NS      | $33577.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    357419 | NS      | $12498942.43  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                     | Amdocs Ltd                                     | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |     15800 | NS      | $1436220.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc                          | Bill.com Holdings Inc                          | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      6500 | NS      | $708240.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                    | Bruker Corp                                    | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      8900 | NS      | $608315.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                      | CubeSmart                                      | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |     17100 | NS      | $688275.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                            | Sun Communities Inc                            | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |      1193 | NS      | $170599.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                     | Carvana Co                                     | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      2900 | NS      | $13746.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lear Corp                                      | Lear Corp                                      | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     12500 | NS      | $1550250.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                 | Tetra Tech Inc                                 | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      2674 | NS      | $388238.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                                     | Seagen Inc                                     | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5655 | NS      | $726724.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                                   | Novocure Ltd                                   | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |     10738 | NS      | $787632.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                  | Medtronic PLC                                  | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    309453 | NS      | $24050687.16  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                          | Truist Financial Corp                          | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    406500 | NS      | $17491695.00  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                               | Vail Resorts Inc                               | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       700 | NS      | $166845.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                      | ZoomInfo Technologies Inc                      | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $120440.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                     | Advanced Micro Devices Inc                     | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    160393 | NS      | $10388654.61  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                   | Huntington Bancshares Inc/OH                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    462900 | NS      | $6526890.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                             | Coterra Energy Inc                             | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    217700 | NS      | $5348889.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    118282 | NS      | $21368826.12  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp             | WillScot Mobile Mini Holdings Corp             | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      5200 | NS      | $234884.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    140150 | NS      | $23155583.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                            | PayPal Holdings Inc                            | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     84961 | NS      | $6050922.42   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                  | Lincoln Electric Holdings Inc                  | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      5500 | NS      | $794695.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                          | Dell Technologies Inc                          | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     49700 | NS      | $1998934.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                   | Alphabet Inc                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    644253 | NS      | $56842442.19  | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                   | Prologis Inc                                   | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     80700 | NS      | $9097311.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                       | Visa Inc                                       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    131041 | NS      | $27225078.16  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                                    | Kemper Corp                                    | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      1200 | NS      | $59040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino Inc                                      | nCino Inc                                      | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $79320.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                | Southern Co/The                                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    357001 | NS      | $25493441.41  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                          | Carlyle Group Inc/The                          | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     23400 | NS      | $698256.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                            | Eastman Chemical Co                            | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     69000 | NS      | $5619360.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                          | American Homes 4 Rent                          | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |    191691 | NS      | $5777566.74   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                            | Elevance Health Inc                            | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     22500 | NS      | $11541825.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ChargePoint Holdings Inc                       | ChargePoint Holdings Inc                       | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |      8980 | NS      | $85579.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Block Inc                                      | Block Inc                                      | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     10947 | NS      | $687909.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc              | Gaming and Leisure Properties Inc              | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |     21900 | NS      | $1140771.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    236198 | NS      | $35798168.88  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                             | First Hawaiian Inc                             | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      7300 | NS      | $190092.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                   | Rayonier Inc                                   | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |      3100 | NS      | $102176.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                               | DT Midstream Inc                               | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $138150.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                           | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     35134 | NS      | $17092339.66  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                 | Lowe's Cos Inc                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     61599 | NS      | $12272984.76  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                       | United Therapeutics Corp                       | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       600 | NS      | $166854.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                     | Sunrun Inc                                     | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     22103 | NS      | $530914.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                               | Ryder System Inc                               | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     10500 | NS      | $877485.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                        | NOV Inc                                        | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     63200 | NS      | $1320248.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                          | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     26846 | NS      | $6615391.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    620725 | NS      | $148862269.50 | 5.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                   | Insulet Corp                                   | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |     10000 | NS      | $2943900.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                   | Penumbra Inc                                   | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      4341 | NS      | $965698.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                      | Packaging Corp of America                      | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     68000 | NS      | $8697880.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                  | Service Corp International/US                  | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      6100 | NS      | $421754.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                              | Veeva Systems Inc                              | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2086 | NS      | $336638.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                            | Axon Enterprise Inc                            | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       622 | NS      | $103208.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                   | Stryker Corp                                   | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     47640 | NS      | $11647503.60  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Inc                             | Coupa Software Inc                             | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |      6900 | NS      | $546273.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                   | Newmont Corp                                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     65700 | NS      | $3101040.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                    | NVIDIA Corp                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    211525 | NS      | $30912263.50  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                   | Chevron Corp                                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    168898 | NS      | $30315502.02  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                            | Williams-Sonoma Inc                            | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      3000 | NS      | $344760.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc             | Johnson Controls International plc             | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |    121600 | NS      | $7782400.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                      | Adobe Inc                                      | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     35273 | NS      | $11870422.69  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                   | Six Flags Entertainment Corp                   | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      6000 | NS      | $139500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                    | Hubbell Inc                                    | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      9222 | NS      | $2164218.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                   | Alphabet Inc                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    249320 | NS      | $22122163.60  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                     | Cigna Corp                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     36784 | NS      | $12188010.56  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    107578 | NS      | $10025193.82  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                               | Crown Castle Inc                               | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     43400 | NS      | $5886776.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                             | Walt Disney Co/The                             | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    101599 | NS      | $8826921.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                    | Target Corp                                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     64500 | NS      | $9613080.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                      | Dick's Sporting Goods Inc                      | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     23700 | NS      | $2850873.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     99045 | NS      | $14043590.55  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                            | Mister Car Wash Inc                            | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11183 | NS      | $103219.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc                        | Mirati Therapeutics Inc                        | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |      3600 | NS      | $163116.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                               | Coca-Cola Co/The                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    448500 | NS      | $28529085.00  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                    | MongoDB Inc                                    | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      5588 | NS      | $1099941.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                           | Ares Management Corp                           | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |    125600 | NS      | $8596064.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                 | Public Storage                                 | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |     22600 | NS      | $6332294.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                  | Huntsman Corp                                  | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |    160101 | NS      | $4399575.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp              | Marriott Vacations Worldwide Corp              | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      2700 | NS      | $363393.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                     | TransUnion                                     | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     10051 | NS      | $570394.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                     | Airbnb Inc                                     | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     11300 | NS      | $966150.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                               | Exxon Mobil Corp                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    377819 | NS      | $41673435.70  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                                | RingCentral Inc                                | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      1600 | NS      | $56640.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                         | Franklin Resources Inc                         | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |    307800 | NS      | $8119764.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                      | Axis Capital Holdings Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     11400 | NS      | $617538.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                 | Plug Power Inc                                 | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |     16930 | NS      | $209424.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Guardant Health Inc                            | Guardant Health Inc                            | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      9428 | NS      | $256441.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                                 | Flowserve Corp                                 | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     10600 | NS      | $325208.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                              | Brunswick Corp/DE                              | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     11100 | NS      | $800088.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH                | American Financial Group Inc/OH                | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     10300 | NS      | $1413984.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                      | Palantir Technologies Inc                      | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     91000 | NS      | $584220.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                           | Assured Guaranty Ltd                           | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |       700 | NS      | $43582.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                         | Marvell Technology Inc                         | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41959 | NS      | $1554161.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                        | Consolidated Edison Inc                        | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |    117600 | NS      | $11208456.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                         | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -597 | NC      | $-6796845.00  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                               | Carlisle Cos Inc                               | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        30 | NS      | $7069.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                         | Berkshire Hathaway Inc                         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    105414 | NS      | $32562384.60  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                               | Life Storage Inc                               | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |      3400 | NS      | $334900.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                   | DoorDash Inc                                   | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      1400 | NS      | $68348.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                      | Janus Henderson Group PLC                      | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |    296700 | NS      | $6978384.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                           | OneMain Holdings Inc                           | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      5600 | NS      | $186536.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                    | Lennar Corp                                    | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     20827 | NS      | $1557443.06   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     37917 | NS      | $11180964.96  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        |  25585889 | NS      | $25585889.00  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                           | Juniper Networks Inc                           | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    191100 | NS      | $6107556.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                         | Intuitive Surgical Inc                         | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     42602 | NS      | $11304440.70  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                | OGE Energy Corp                                | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    242000 | NS      | $9571100.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                 | Mastercard Inc                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     47027 | NS      | $16352698.71  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   1133928 | NS      | $20875614.48  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp               | Booz Allen Hamilton Holding Corp               | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     29433 | NS      | $3076337.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                   | Broadcom Inc                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     41590 | NS      | $23254216.70  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     57402 | NS      | $15076061.28  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                           | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    441079 | NS      | $14608536.48  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                           | Kyndryl Holdings Inc                           | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |         3 | NS      | $33.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                     | Unum Group                                     | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     52800 | NS      | $2166384.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                     | HEICO Corp                                     | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       849 | NS      | $130440.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                       | Snap Inc                                       | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     55900 | NS      | $500305.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                      | Tesla Inc                                      | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    223233 | NS      | $27497840.94  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                     | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    242400 | NS      | $10571064.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                      | Spirit Realty Capital Inc                      | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |      6400 | NS      | $255552.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                             | Home Depot Inc/The                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    115776 | NS      | $36569007.36  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                     | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    511509 | NS      | $13519182.87  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                          | Camden Property Trust                          | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |     59987 | NS      | $6711345.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                             | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    158500 | NS      | $6133950.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                   | Organon & Co                                   | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |         7 | NS      | $195.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    176106 | NS      | $19334677.74  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                  | Ford Motor Co                                  | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    665200 | NS      | $7736276.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                         | Paylocity Holding Corp                         | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       800 | NS      | $155408.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                   | Apollo Global Management Inc                   | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55900 | NS      | $3565861.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                | Match Group Inc                                | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |         1 | NS      | $41.49        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                        | SBA Communications Corp                        | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |     36100 | NS      | $10119191.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                       | SLM Corp                                       | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17600 | NS      | $292160.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                              | Kinder Morgan Inc                              | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    399800 | NS      | $7228384.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                 | ServiceNow Inc                                 | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     18562 | NS      | $7207067.74   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                            | Affirm Holdings Inc                            | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17776 | NS      | $171893.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity National Information Services Inc     | Fidelity National Information Services Inc     | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     68500 | NS      | $4647725.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                              | Erie Indemnity Co                              | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      5100 | NS      | $1268472.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                     | Watsco Inc                                     | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     27499 | NS      | $6858250.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                                 | DraftKings Inc                                 | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18300 | NS      | $208437.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc                                | SentinelOne Inc                                | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14136 | NS      | $206244.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                     | Dexcom Inc                                     | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     56046 | NS      | $6346649.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                         | International Paper Co                         | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    241799 | NS      | $8373499.37   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                                  | Nordstrom Inc                                  | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      8000 | NS      | $129120.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                             | Analog Devices Inc                             | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     84300 | NS      | $13827729.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                        | Charles Schwab Corp/The                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    117700 | NS      | $9799702.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                        | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     62550 | NS      | $13779765.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp                               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    260800 | NS      | $26859792.00  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                  | Snowflake Inc                                  | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |     14600 | NS      | $2095684.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                             | Meta Platforms Inc                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    184523 | NS      | $22205497.82  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    547899 | NS      | $28074344.76  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                        | Lululemon Athletica Inc                        | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      2600 | NS      | $832988.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                      | Avnet Inc                                      | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     55700 | NS      | $2316006.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                | First Solar Inc                                | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      5400 | NS      | $808866.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                          | Waste Connections Inc                          | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      1675 | NS      | $222038.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                         | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -743 | NC      | $-1682895.00  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                     | Verizon Communications Inc                     | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    594102 | NS      | $23407618.80  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                       | Sarepta Therapeutics Inc                       | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      5374 | NS      | $696362.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                    | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    120042 | NS      | $9812233.08   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                       | Cullen/Frost Bankers Inc                       | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      4600 | NS      | $615020.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                           | Umpqua Holdings Corp                           | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    391000 | NS      | $6979350.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                     | Raytheon Technologies Corp                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    178830 | NS      | $18047523.60  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                   | Carter's Inc                                   | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      2900 | NS      | $216369.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                  | Boeing Co/The                                  | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     48300 | NS      | $9200667.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                       | Crowdstrike Holdings Inc                       | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |     16800 | NS      | $1768872.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                     | Elastic NV                                     | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |      2000 | NS      | $103000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                              | Flowers Foods Inc                              | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     78000 | NS      | $2241720.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                            | TE Connectivity Ltd                            | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     44664 | NS      | $5127427.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                    | Penske Automotive Group Inc                    | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     10700 | NS      | $1229751.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                     | LPL Financial Holdings Inc                     | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      1138 | NS      | $246001.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                              | Devon Energy Corp                              | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    221400 | NS      | $13618314.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                   | LyondellBasell Industries NV                   | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     80900 | NS      | $6717127.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                                  | New Relic Inc                                  | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |       600 | NS      | $33870.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                               | Altria Group Inc                               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    186563 | NS      | $8527794.73   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                         | Palo Alto Networks Inc                         | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      6500 | NS      | $907010.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                            | Travel + Leisure Co                            | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     22300 | NS      | $811720.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    154496 | NS      | $15326003.20  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                            | Emerson Electric Co                            | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     84662 | NS      | $8132631.72   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                  | Ultragenyx Pharmaceutical Inc                  | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      2200 | NS      | $101926.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WeWork Inc                                     | WeWork Inc                                     | CUSIP: 96209A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        83 | NS      | $118.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Street Health Inc                          | Oak Street Health Inc                          | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |     41323 | NS      | $888857.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc                  | Zoom Video Communications Inc                  | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      1526 | NS      | $103371.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                                  | Wolfspeed Inc                                  | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |       500 | NS      | $34520.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                    | Datadog Inc                                    | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |     31100 | NS      | $2285850.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                                   | DocuSign Inc                                   | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     22268 | NS      | $1234092.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                       | Acadia Healthcare Co Inc                       | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     14631 | NS      | $1204423.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |   1348630 | NS      | $1348630.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                        | MDU Resources Group Inc                        | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50500 | NS      | $1532170.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    317064 | NS      | $26956781.28  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                   | Pioneer Natural Resources Co                   | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     63700 | NS      | $14548443.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     52805 | NS      | $12649965.80  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                     | Azenta Inc                                     | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      7981 | NS      | $464653.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    115597 | NS      | $12708734.18  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                     | Natera Inc                                     | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3342 | NS      | $134248.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                              | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     13953 | NS      | $5864445.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                         | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -629 | NC      | $-1918450.00  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health Inc                             | Signify Health Inc                             | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44733 | NS      | $1282047.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                        | ADT Inc                                        | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21174 | NS      | $192048.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                         | Webster Financial Corp                         | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      8800 | NS      | $416592.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                             | Sonoco Products Co                             | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     47800 | NS      | $2901938.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                 | Five Below Inc                                 | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      1800 | NS      | $318366.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                       | KLA Corp                                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     17275 | NS      | $6513193.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                             | Unity Software Inc                             | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |     33972 | NS      | $971259.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Diamondback Energy Inc                         | Diamondback Energy Inc                         | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     65100 | NS      | $8904378.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                   | MSC Industrial Direct Co Inc                   | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     95100 | NS      | $7769670.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                            | Leggett & Platt Inc                            | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     89000 | NS      | $2868470.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc                 | National Retail Properties Inc                 | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |      8300 | NS      | $379808.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | S+P500 EMINI FUT MAR23                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       170 | NC      | $173089.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                  | Pinterest Inc                                  | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5900 | NS      | $143252.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                    | ROBLOX Corp                                    | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16028 | NS      | $456156.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                     | Twilio Inc                                     | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     14800 | NS      | $724608.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                    | Certara Inc                                    | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1533 | NS      | $24635.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   1214159 | NS      | $157755678.87 | 5.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                   | Danaher Corp                                   | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     68725 | NS      | $18240989.50  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp                     | Apartment Income REIT Corp                     | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               |  | US        |     34900 | NS      | $1197419.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                  | GameStop Corp                                  | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      5300 | NS      | $97838.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Roku Inc                                       | Roku Inc                                       | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      6080 | NS      | $247456.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                       | Lennox International Inc                       | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       900 | NS      | $215307.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                     | HEICO Corp                                     | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      5917 | NS      | $709152.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                  | Jefferies Financial Group Inc                  | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     46200 | NS      | $1583736.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                      | Chewy Inc                                      | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      4200 | NS      | $155736.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                                   | Avangrid Inc                                   | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |      2100 | NS      | $90258.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                  | AppLovin Corp                                  | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1600 | NS      | $16848.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                  | Automatic Data Processing Inc                  | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     42985 | NS      | $10267397.10  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                       | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |    224100 | NS      | $22288986.00  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                               | MercadoLibre Inc                               | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |      1118 | NS      | $946096.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                    | Hexcel Corp                                    | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     26897 | NS      | $1582888.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     84098 | NS      | $11416303.50  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The               | Interpublic Group of Cos Inc/The               | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    198301 | NS      | $6605406.31   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                           | Deckers Outdoor Corp                           | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      2100 | NS      | $838236.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                             | Kraft Heinz Co/The                             | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    259100 | NS      | $10547961.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                   | Sylvamo Corp                                   | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |         7 | NS      | $340.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                      | Five9 Inc                                      | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      1600 | NS      | $108576.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                  | Rexford Industrial Realty Inc                  | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     82100 | NS      | $4485944.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc                           | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      3230 | NS      | $6509354.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                         | Valmont Industries Inc                         | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      1200 | NS      | $396804.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                    | Healthcare Realty Trust Inc                    | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |      6800 | NS      | $131036.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    257553 | NS      | $28575505.35  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                    | Equinix Inc                                    | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |     15200 | NS      | $9956456.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                      | Brookfield Renewable Corp                      | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11262 | NS      | $310155.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                        | VF Corp                                        | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    161000 | NS      | $4445210.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                 | S&P Global Inc                                 | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     22200 | NS      | $7435668.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                 | Whirlpool Corp                                 | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     48800 | NS      | $6903248.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                 | Eli Lilly & Co                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     65539 | NS      | $23976787.76  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                      | Bunge Ltd                                      | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |      1003 | NS      | $100069.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc                                    | Novavax Inc                                    | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |      1497 | NS      | $15389.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                            | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    217329 | NS      | $29143818.90  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    748368 | NS      | $62862912.00  | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                    | FNB Corp/PA                                    | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    127200 | NS      | $1659960.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                      | Graco Inc                                      | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      6100 | NS      | $410286.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp                | Old Republic International Corp                | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    532806 | NS      | $12867264.90  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                     | Floor & Decor Holdings Inc                     | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      2300 | NS      | $160149.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co                        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    286201 | NS      | $20592161.95  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                           | Invitation Homes Inc                           | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |     72100 | NS      | $2137044.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                            | American Express Co                            | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     48636 | NS      | $7185969.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                          | Element Solutions Inc                          | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     21220 | NS      | $385991.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The                | Hanover Insurance Group Inc/The                | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      3300 | NS      | $445929.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc                 | Reynolds Consumer Products Inc                 | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14500 | NS      | $434710.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings Inc              | Maravai LifeSciences Holdings Inc              | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4700 | NS      | $67257.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                           | National Fuel Gas Co                           | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      3895 | NS      | $246553.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc            | Public Service Enterprise Group Inc            | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    193600 | NS      | $11861872.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                    | Fastenal Co                                    | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     84198 | NS      | $3984249.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                 | Eaton Corp PLC                                 | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     43162 | NS      | $6774275.90   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    233594 | NS      | $20054044.90  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc                                  | Confluent Inc                                  | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      9333 | NS      | $207565.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                  | Timken Co/The                                  | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      4400 | NS      | $310948.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President