# EDGAR Filing Document

**Accession Number:** 0001547580
**File Stem:** 0001752724-23-041010
**Filing Date:** 2023-2
**Character Count:** 180524
**Document Hash:** 0cca56906d2863ec9ca1e0aa05003246
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041010.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041010

**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**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Victory Portfolios II
- **CENTRAL INDEX KEY:** 0001547580
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22696
- **FILM NUMBER:** 23670796

**BUSINESS ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144
- **BUSINESS PHONE:** 216-898-2411

**MAIL ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Compass EMP Funds Trust
- **DATE OF NAME CHANGE:** 20120417

## Series and Classes Contracts Data

### Victory US 500 Enhanced Volatility Wtd Index Fund (Series ID: S000037778)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000116524 | Class A      | CUHAX           |
| C000116526 | Class C      | CUHCX           |
| C000116527 | Class I      | CUHIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Victory Portfolios II

- **b. Investment Company Act file number:** 811-22696

- **c. CIK number of Registrant:** 0001547580

- **d. LEI of Registrant:** 5493002SUQLUY3T5P040

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

  - **Street Address 1:** 4900 Tiedeman Road 4th Floor

  - **City:** Brooklyn

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 44144

  - **Telephone number:** 800-539-3863

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

- **a. Name of Series:** Victory US Enhanced Vol Wtd Index

- **b. EDGAR series identifier (if any):** S000037778

- **c. LEI of Series:** 549300I3A2RMMP8V1Y31

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

- **a. Date of fiscal year-end:** 2023-06-30

- **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:** $48147095.96

**Total Liabilities:** $203123.34

**Net Assets:** $47943972.62

**Cash Not Reported:** $54411.71

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000116526 | 4.11%                | 3.34%                | -4.46%               |
| Class ID C000116524 | 4.14%                | 3.40%                | -4.41%               |
| Class ID C000116527 | 4.14%                | 3.47%                | -4.42%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $224.22                  | $2006508.56                                |
| Month 2  | $28954.17                | $1593358.89                                |
| Month 3  | $-72129.08               | $-2220452.85                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TRANSUNION                                              | TRANSUNION                                   | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      1118 | NS      | $63446.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                   | AECOM                                        | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      1423 | NS      | $120855.39    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                                | ROPER TECHNOLOGIES INC                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       295 | NS      | $127466.55    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                            | WALMART INC                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       825 | NS      | $116976.75    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INC.                                       | TYSON FOODS INC CLASS A                      | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      1449 | NS      | $90200.25     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                             | PROGRESSIVE CORP                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       962 | NS      | $124781.02    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                       | CIGNA CORP                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       399 | NS      | $132204.66    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG, INC.                                           | DATADOG INC CLASS A                          | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       373 | NS      | $27415.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR, INC.                                           | AVANTOR INC                                  | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3218 | NS      | $67867.62     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                 | INTERNATIONAL FLAVORS FRAGRANCES INC         | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       873 | NS      | $91525.32     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS, INC.                          | MONOLITHIC POWER SYSTEMS INC                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       108 | NS      | $38189.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK, INC.                                         | BLACKROCK INC                                | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       139 | NS      | $98499.57     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                             | PHILLIPS 66                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       881 | NS      | $91694.48     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                     | VERTEX PHARAMACEUTICALS INC                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       363 | NS      | $104827.14    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORPORATION                                       | MASCO CORP                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      1908 | NS      | $89046.36     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                       | MERCK CO INC                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1846 | NS      | $204813.70    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                              | APPLE INC                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       588 | NS      | $76398.84     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORPORATION                             | ARES MANAGEMENT CORP                         | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       865 | NS      | $59200.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN, INC.                                      | HENRY SCHEIN INC                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      1643 | NS      | $131226.41    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                             | BANK OF AMERICA CORP                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      2847 | NS      | $94292.64     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                          | WALGREENS BOOTS ALLIANCE INC                 | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      3151 | NS      | $117721.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corporation                                      | MARKEL CORP                                  | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       108 | NS      | $142288.92    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC.                                   | KEURIG DR PEPPER INC                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      3963 | NS      | $141320.58    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORPORATION                                         | LKQ CORPORATION                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      1623 | NS      | $86684.43     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES, INC.                            | NEUROCRINE BIOSCIENCES INC                   | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       821 | NS      | $98060.24     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                     | ENTERGY CORP                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1197 | NS      | $134662.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                | CENTERPOINT ENERGY INC                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      4621 | NS      | $138583.79    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                         | CARLISLE COMPANIES INC                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       332 | NS      | $78235.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                        | PACKAGING CORP OF AMERICA                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       821 | NS      | $105014.11    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.                | INTERPUBLIC GROUP OF COS INC                 | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      3124 | NS      | $104060.44    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON, INC             | EXPEDITORS INTERNATIONAL OF WASHINGTON INC   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1000 | NS      | $103920.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA, INC.                                    | DOMINO S PIZZA INC                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       258 | NS      | $89371.20     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                                      | INCYTE PHARMACEUTICALS INC                   | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1551 | NS      | $124576.32    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. CORPORATION                                        | VF CORP                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      2007 | NS      | $55413.27     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INCORPORATED                                      | AFLAC INC                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      2208 | NS      | $158843.52    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                               | APTIV PLC                                    | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       627 | NS      | $58392.51     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                          | MARATHON PETROLEUM CORP                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       863 | NS      | $100444.57    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                        | ACCENTURE PLC                                | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       325 | NS      | $86723.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                      | ORACLE CORP                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1311 | NS      | $107161.14    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                               | ARTHUR J GALLAGHER CO                        | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       641 | NS      | $120854.14    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                            | NORTHROP GRUMMAN CORP                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       214 | NS      | $116760.54    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                           | CHUBB LIMITED                                | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       715 | NS      | $157729.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                               | NVR INC                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        21 | NS      | $96864.18     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, INC.                                            | AMETEK INC                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1084 | NS      | $151456.48    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                          | THE KROGER CO                                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      1924 | NS      | $85771.92     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP, INC.                                       | MATCH GROUP INC                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       871 | NS      | $36137.79     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                             | L3HARRIS TECHNOLOGIES INC                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       454 | NS      | $94527.34     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                   | ELEVANCE HEALTH INC                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       227 | NS      | $116444.19    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                           | THERMO FISHER SCIENTIFIC INC                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       175 | NS      | $96370.75     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER, INC.                                           | GARTNER INC                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       281 | NS      | $94455.34     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | SYNCHRONY FINANCIAL                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      2209 | NS      | $72587.74     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORPORATION                                        | HESS CORP                                    | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       582 | NS      | $82539.24     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                              | KIMBERLY CLARK CORP                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1062 | NS      | $144166.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                          | CITIGROUP INC                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1846 | NS      | $83494.58     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. HORTON, INC.                                       | DR HORTON INC                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       988 | NS      | $88070.32     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS, INC.                                    | STEEL DYNAMICS INC                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       842 | NS      | $82263.40     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                              | DOLLAR GENERAL CORP                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       374 | NS      | $92097.50     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORPORATION                                       | DOVER CORP                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       888 | NS      | $120244.08    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                      | HUNTINGTON BANCSHARES INC                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      6783 | NS      | $95640.30     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                 | KEYCORP                                      | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      5149 | NS      | $89695.58     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL COMPANY                                        | FASTENAL CO                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      2217 | NS      | $104908.44    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                        | OCCIDENTAL PETROLEUM CORP                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       727 | NS      | $45793.73     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO. INC.                                          | KKR CO INC                                   | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      1241 | NS      | $57607.22     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                                      | IQVIA HOLDINGS INC                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       416 | NS      | $85234.24     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                                 | NXP SEMICONDUCTOR NV                         | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       411 | NS      | $64950.33     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                       | METTLER TOLEDO INTERNATIONAL                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        70 | NS      | $101181.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                   | DOMINION ENERGY INC                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      2038 | NS      | $124970.16    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA, INC.                                   | WILLIAMS SONOMA INC                          | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       381 | NS      | $43784.52     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                          | QUEST DIAGNOSTICS INC                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       971 | NS      | $151903.24    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                               | AT T INC                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      6239 | NS      | $114859.99    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SOUTHERN COMPANY                                    | SOUTHERN CO                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      1992 | NS      | $142248.72    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD.                                 | ARCH CAPITAL GROUP LIMITED                   | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      2862 | NS      | $179676.36    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                            | NASDAQ INC                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      1984 | NS      | $121718.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA, INC.                                           | MODERNA INC                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       318 | NS      | $57119.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                           | JACK HENRY ASSOCIATES INC                    | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       650 | NS      | $114114.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                       | EVERSOURCE ENERGY                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      1642 | NS      | $137665.28    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                               | MGM RESORTS INTERNATIONAL                    | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      1929 | NS      | $64679.37     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                            | NETAPP INC                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1264 | NS      | $75915.84     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP.                                   | TARGA RESOURCES CORP                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      1159 | NS      | $85186.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                    | EDISON INTERNATIONAL                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1919 | NS      | $122086.78    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                       | RAYTHEON TECHNOLOGIES                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1307 | NS      | $131902.44    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC.                            | HONEYWELL INTERNATIONAL INC                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       661 | NS      | $141652.30    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                       | INTEL CORP                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      2685 | NS      | $70964.55     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                  | WASTE MANAGEMENT INC                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       833 | NS      | $130681.04    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES, INC.                                   | DELTA AIR LINES INC                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      2061 | NS      | $67724.46     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY, INC.                                    | NEXTERA ENERGY INC                           | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1189 | NS      | $99400.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                            | TRUIST FINANCIAL CORP                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      2171 | NS      | $93418.13     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP, INC.                                      | COSTAR GROUP INC                             | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       941 | NS      | $72720.48     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR TECHNOLOGIES, INC.                             | FLEETCOR TECHNOLOGIES INC                    | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       441 | NS      | $81002.88     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES, INC.                      | WEST PHARMACEUTICAL SERVICES INC             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       287 | NS      | $67545.45     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO, INC.                                            | WATSCO INC                                   | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       369 | NS      | $92028.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                                    | SNAP ON INC                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       535 | NS      | $122242.15    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                    | GLOBAL PAYMENTS INC                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       645 | NS      | $64061.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM VIDEO COMMUNICATIONS, INC.                         | ZOOM VIDEO COMMUNICATIONS INC                | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       569 | NS      | $38544.06     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                                     | STRYKER CORP                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       491 | NS      | $120044.59    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE, INC.                                       | DOLLAR TREE INC                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       514 | NS      | $72700.16     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                                   | COCA COLA CO                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      2541 | NS      | $161633.01    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORPORATION                              | AVERY DENNISON CORP                          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       524 | NS      | $94844.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                            | CARMAX INC                                   | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |       772 | NS      | $47007.08     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN, INC.                                     | BROWN BROWN INC                              | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      1637 | NS      | $93259.89     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                  | U HAUL HOLDING CO                            | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      1891 | NS      | $103967.18    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC.                                          | CME GROUP INC                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       607 | NS      | $102073.12    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                        | SALESFORCE INC                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       419 | NS      | $55555.21     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC.                                              | XYLEM INC                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       941 | NS      | $104046.37    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY, INC.                                       | ULTA BEAUTY INC                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       181 | NS      | $84901.67     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                             | WESTERN DIGITAL CORP                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      1589 | NS      | $50132.95     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK, INC.                                          | AUTODESK INC                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       321 | NS      | $59985.27     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORPORATION                                        | BALL CORP                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      1341 | NS      | $68578.74     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC.                                             | ECOLAB INC                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       593 | NS      | $86317.08     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN, INC.                                     | KINDER MORGAN INC                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      6375 | NS      | $115260.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                               | ZOOMINFO TECHNOLOGIES INC A                  | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       988 | NS      | $29748.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG COMPANY                                         | KELLOGG CO                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      1983 | NS      | $141268.92    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. GRAINGER, INC.                                     | WW GRAINGER INC                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       196 | NS      | $109025.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                               | CHURCH DWIGHT CO INC                         | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1469 | NS      | $118416.09    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION              | COGNIZANT TECHNOLOGY SOLUTIONS CORP          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1548 | NS      | $88530.12     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOM SOFTWARE, INC.                                   | PAYCOM SOFTWARE INC                          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       160 | NS      | $49649.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                             | GARMIN LTD                                   | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      1108 | NS      | $102257.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                     | DANAHER CORP                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       346 | NS      | $91835.32     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON THERAPEUTICS PUBLIC LIMITED COMPANY             | HORIZON THERAPEUTICS PLC                     | CUSIP: G46188101<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |      1239 | NS      | $140998.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                              | ALBERTSONS COS INC                           | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      3789 | NS      | $78583.86     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYLOCITY HOLDING CORPORATION                           | PAYLOCITY HOLDING CORP                       | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       220 | NS      | $42737.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                            | MONDELEZ INTERNATIONAL INC                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      2421 | NS      | $161359.65    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                                   | SHOCKWAVE MEDICAL INC                        | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       140 | NS      | $28785.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP, INC.                                        | PULTEGROUP INC                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1729 | NS      | $78721.37     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                                    | TE CONNECTIVITY LTD                          | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |       751 | NS      | $86214.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORPORATION                                  | BIO TECHNE CORP                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       899 | NS      | $74509.12     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                             | UNITED PARCEL SERVICE INC                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       506 | NS      | $87963.04     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                                     | HERSHEY CO                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       642 | NS      | $148667.94    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS, INC.                                    | UNITED RENTALS INC                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       255 | NS      | $90632.10     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                         | REGENERON PHARMACEUTICALS INC                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       187 | NS      | $134918.63    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                          | LYONDELLBASELL INDUSTRIES NV                 | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      1089 | NS      | $90419.67     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC.                                         | GLOBE LIFE INC                               | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      1228 | NS      | $148035.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BENTLEY SYSTEMS, INCORPORATED                           | BENTLEY SYSTEMS INC                          | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |      1621 | NS      | $59912.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                             | PARKER HANNIFIN CORP                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       374 | NS      | $108834.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                             | PFIZER INC                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      2347 | NS      | $120260.28    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORPORATION                          | ZEBRA TECHNOLOGIES CORP                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       240 | NS      | $61538.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORPORATION                                     | NORDSON CORP                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       480 | NS      | $114105.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET, INC.                                          | FORTINET INC                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1109 | NS      | $54219.01     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS, INC.                                  | JUNIPER NETWORKS INC                         | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      3574 | NS      | $114225.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                 | KRAFT HEINZ CO THE                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      3062 | NS      | $124654.02    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                         | PRINCIPAL FINANCIAL GROUP INC                | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      1279 | NS      | $107333.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                     | CHEVRON CORP                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       589 | NS      | $105719.61    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS, INC.                                  | VERISK ANALYTICS INC                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       628 | NS      | $110791.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY HOLDINGS, INC.                           | RYAN SPECIALTY HOLDINGS INC                  | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1887 | NS      | $78329.37     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                            | NORFOLK SOUTHERN CORP                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       449 | NS      | $110642.58    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                                | BERKSHIRE HATHAWAY INC CLASS B               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       514 | NS      | $158774.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                | DIAMONDBACK ENERGY INC                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       462 | NS      | $63192.36     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | WELLS FARGO CO                               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1960 | NS      | $80928.40     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                      | HEWLETT PACKARD ENTERPRISES CO               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      6387 | NS      | $101936.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR, INC.                                       | MORNINGSTAR INC                              | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       361 | NS      | $78188.99     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORPORATION                                | LAM RESEARCH CORP                            | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       134 | NS      | $56320.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                         | PPL CORP                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      4888 | NS      | $142827.36    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                          | THE CHARLES SCHWAB CORP                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1120 | NS      | $93251.20     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                       | CAPITAL ONE FINANCIAL CORP                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       732 | NS      | $68046.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HARTFORD FINANCIAL SERVICES GROUP, INC.             | HARTFORD FINANCIAL SERVICES GROUP INC        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1819 | NS      | $137934.77    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                | AMERICAN EXPRESS CO                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       560 | NS      | $82740.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                        | MEDTRONIC PLC                                | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      1428 | NS      | $110984.16    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORPORATION                                | HYATT HOTELS CORP CLASS A                    | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |       787 | NS      | $71184.15     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORPORATION                                  | MCDONALD S CORP                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       622 | NS      | $163915.66    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS, INC.                         | ADVANCED DRAINAGE SYSTEMS INC                | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       464 | NS      | $38034.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                               | CBOE GLOBAL MARKETS INC                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1019 | NS      | $127853.93    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.            | FIDELITY NATIONAL INFORMATION SERVICES INC   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       939 | NS      | $63711.15     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORPORATION OF AMERICA HOLDINGS              | LABORATORY CORP OF AMERICA HOLDINGS          | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       496 | NS      | $116798.08    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                         | ESTEE LAUDER COS INC CLASS A                 | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       303 | NS      | $75177.33     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                     | FIFTH THIRD BANCORP                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      2554 | NS      | $83796.74     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                              | ADOBE INC                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       188 | NS      | $63267.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP, INC.                                  | WEC ENERGY GROUP                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      1475 | NS      | $138296.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INCORPORATED                            | TRANSDIGM GROUP INC                          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $94447.50     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                 | MOLINA HEALTHCARE INC                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       297 | NS      | $98075.34     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                              | AMGEN INC                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       658 | NS      | $172817.12    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                           | CHESAPEAKE ENERGY CORP                       | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       630 | NS      | $59453.10     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INCORPORATED                                   | TELEFLEX INC                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       404 | NS      | $100850.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC.                                   | JACOBS SOLUTIONS INC                         | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       873 | NS      | $104821.11    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY, INC.                      | AMERICAN WATER WORKS CO INC                  | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       823 | NS      | $125441.66    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS, INC.                                   | ARISTA NETWORKS INC                          | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       589 | NS      | $71475.15     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO, INC.                                             | QORVO INC                                    | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       746 | NS      | $67617.44     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS, INC.                                          | ENTEGRIS INC                                 | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       599 | NS      | $39288.41     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                | VULCAN MATERIALS CO                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       607 | NS      | $106291.77    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                                           | BUNGE LTD                                    | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |       959 | NS      | $95679.43     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE, INC.                     | TAKE TWO INTERACTIVE SOFTWARE                | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       579 | NS      | $60291.27     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                               | GRACO INC                                    | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      1864 | NS      | $125372.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORPORATION                              | NORTHERN TRUST CORP                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       994 | NS      | $87959.06     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                              | AGILENT TECHNOLOGIES INC                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       678 | NS      | $101462.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                            | HASBRO INC                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1281 | NS      | $78153.81     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOR GROUP HOLDINGS, INC.                           | ENDEAVOR GROUP HOLDINGS INC                  | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3129 | NS      | $70527.66     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                     | CENTENE CORP                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1104 | NS      | $90539.04     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES, INC.                                | IDEXX LABORATORIES INC                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       212 | NS      | $86487.52     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORPORATION                                    | Westlake Corp                                | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |       861 | NS      | $88286.94     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                    | HSBC US GOVT MMKT-I                          | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     20324 | NS      | $20324.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL, INC.                                | INTUITIVE SURGICAL INC                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       336 | NS      | $89157.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                      | TARGET CORP                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       417 | NS      | $62149.68     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM HOLDCO INC.                                      | R1 RCM INC                                   | CUSIP: 77634L105<br>LEI: 549300VKOMJ3EM506212 | Long             | EC               | CORP              | US        |      3123 | NS      | $34196.85     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC.                                     | INGERSOLL RAND INC                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      1865 | NS      | $97446.25     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                                  | TRACTOR SUPPLY CO                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       458 | NS      | $103036.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                          | BLACKSTONE INC                               | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       622 | NS      | $46146.18     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                              | BUILDERS FIRSTSOURCE INC                     | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      1023 | NS      | $66372.24     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                                    | TRADEWEB MARKETS INC                         | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1409 | NS      | $91486.37     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. HUNT TRANSPORT SERVICES, INC.                     | J B HUNT TRANSPORT SERVICES INC              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       526 | NS      | $91713.36     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WALT DISNEY COMPANY                                 | WALT DISNEY CO THE                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       832 | NS      | $72284.16     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, INC.                                             | ONEOK INC                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1531 | NS      | $100586.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORPORATION                            | MONSTER BEVERAGE CORP                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      1148 | NS      | $116556.44    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                            | ZIMMER BIOMET HOLDINGS INC                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       951 | NS      | $121252.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES, INC.                                | TYLER TECHNOLOGIES INC                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       198 | NS      | $63837.18     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORPORATION                                   | TD SYNNEX CORP                               | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       949 | NS      | $89879.79     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BANK                                          | SIGNATURE BANK NEW YORK NY                   | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       317 | NS      | $36524.74     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                             | INTUIT INC                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       149 | NS      | $57993.78     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC.                               | MARKETAXESS HOLDINGS INC                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       337 | NS      | $93985.93     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                      | EXELON CORP                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      3028 | NS      | $130900.44    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                            | CADENCE DESIGN SYSTEMS INC                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       420 | NS      | $67468.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                               | CONSOLIDATED EDISON INC                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1608 | NS      | $153258.48    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP.                                       | FIRSTENERGY CORP                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      3757 | NS      | $157568.58    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORPORATION                                | DISH NETWORK CORP                            | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      2900 | NS      | $40716.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS, INC.                                      | EPAM SYSTEMS INC                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        77 | NS      | $25235.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS, INC.                    | BROADRIDGE FINANCIAL SOLUTIONS               | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       625 | NS      | $83831.25     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                            | PROCTER GAMBLE CO                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       967 | NS      | $146558.52    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                         | UNITED THERAPEUTICS CORP                     | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       381 | NS      | $105952.29    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORPORATION                                         | APA CORP                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      1320 | NS      | $61617.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G ANNUITIES & LIFE, INC.                              | F G ANNUITIES LIFE INC WI                    | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       101 | NS      | $2021.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                            | MARRIOTT INTERNATIONAL INC CLASS A           | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       526 | NS      | $78316.14     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS, INC.                                | DARDEN RESTAURANTS INC                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       678 | NS      | $93787.74     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC.                                             | RESMED INC                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       421 | NS      | $87622.73     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX, INC.                                           | NETFLIX INC                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       191 | NS      | $56322.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY, INC.                                    | ENPHASE ENERGY INC                           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       139 | NS      | $36829.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORPORATION                                        | POOL CORPORATION                             | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       221 | NS      | $66814.93     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                                     | NEWMONT CORP                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1942 | NS      | $91662.40     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE, INC.                                           | METLIFE INC                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      1824 | NS      | $132002.88    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC.                                             | HUMANA INC                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       187 | NS      | $95779.53     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC.                                   | BOOKING HOLDINGS INC                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        37 | NS      | $74565.36     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                         | AUTOMATIC DATA PROCESSING INC                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       443 | NS      | $105814.98    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORPORATION                                    | REPLIGEN CORP                                | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       243 | NS      | $41142.33     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                                    | CELANESE CORPORATION                         | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       789 | NS      | $80667.36     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                 | REPUBLIC SERVICES INC                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       958 | NS      | $123572.42    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                            | EVERGY INC                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      2311 | NS      | $145431.23    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                                      | LENNAR CORP CLASS A                          | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       911 | NS      | $82445.50     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                     | ABBOTT LABORATORIES                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1157 | NS      | $127027.03    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CARLYLE GROUP INC.                                  | CARLYLE GROUP INC                            | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      1936 | NS      | $57770.24     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                        | PHILIP MORRIS INTERNATIONAL INC              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1272 | NS      | $128739.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC, INC.                                           | HOLOGIC INC                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      1733 | NS      | $129645.73    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                              | LAMB WESTON HOLDING INC                      | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      1217 | NS      | $108751.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                            | STANLEY BLACK DECKER INC                     | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       840 | NS      | $63100.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                     | COMCAST CORP CLASS A                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3081 | NS      | $107742.57    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                           | BROADCOM INC                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       166 | NS      | $92815.58     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                     | GENERAL MILLS INC                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      1792 | NS      | $150259.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                   | AMERICAN ELECTRIC POWER CO INC               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1542 | NS      | $146412.90    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                              | CARRIER GLOBAL CORP                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      2475 | NS      | $102093.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                               | ESSENTIAL UTILITIES INC                      | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      2561 | NS      | $122236.53    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                             | DISCOVER FINANCIAL SERVICES                  | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       731 | NS      | $71513.73     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC.                                             | ZOETIS INC                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       677 | NS      | $99214.35     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                        | CINCINNATI FINANCIAL CORP                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       959 | NS      | $98192.01     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                            | WILLIAMS COS INC                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      3315 | NS      | $109063.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES, INC.                                    | ANALOG DEVICES INC                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       561 | NS      | $92020.83     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                                         | FMC CORP                                     | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       970 | NS      | $121056.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA, INC.                                           | CORTEVA INC                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      1823 | NS      | $107155.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK COMPANY                                        | WESTROCK COMPANY                             | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      2191 | NS      | $77035.56     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC.                                    | ELECTRONIC ARTS INC                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       891 | NS      | $108862.38    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                 | MICRON TECHNOLOGY INC                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1081 | NS      | $54028.38     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COOPER COMPANIES, INC.                              | COOPER COMPANIES INC                         | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       345 | NS      | $114081.15    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES, INC.                               | AKAMAI TECHNOLOGIES INC                      | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      1183 | NS      | $99726.90     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                                        | GEN DIGITAL INC                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      3770 | NS      | $80791.10     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                              | AMERIPRISE FINANCIAL INC                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       321 | NS      | $99949.77     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                            | BIOMARIN PHARMACEUTICAL INC                  | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       973 | NS      | $100695.77    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                  | CVS HEALTH CORP                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1250 | NS      | $116487.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM, INC.                                            | DEXCOM INC                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       693 | NS      | $78475.32     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORPORATION                                     | FORTIVE CORPORATION                          | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      1623 | NS      | $104277.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES HOLDINGS, INC.                        | SSNC TECHNOLOGIES HLDGS INC                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      1918 | NS      | $99851.08     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                            | CF INDUSTRIES HOLDINGS INC                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       604 | NS      | $51460.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                        | AMAZON COM INC                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       485 | NS      | $40740.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                                      | OMNICOM GROUP INC                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1322 | NS      | $107835.54    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORPORATION                                       | HEICO CORP                                   | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       734 | NS      | $112771.76    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                | ATMOS ENERGY CORPORATION                     | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      1354 | NS      | $151742.78    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                                 | DUKE ENERGY CORP                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1546 | NS      | $159222.54    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                                    | HOME DEPOT INC                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       353 | NS      | $111498.58    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                               | BAXTER INTERNATIONAL INC                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      1948 | NS      | $99289.56     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                          | CITIZENS FINANCIAL GROUP INC                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      2322 | NS      | $91417.14     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                             | INTERNATIONAL PAPER CO                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      2947 | NS      | $102054.61    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                          | MORGAN STANLEY                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1117 | NS      | $94967.34     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                             | KEYSIGHT TECHNOLOGIES INC                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       551 | NS      | $94259.57     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PERKINELMER, INC.                                       | PERKINELMER INC                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       609 | NS      | $85393.98     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORPORATION                 | BOOZ ALLEN HAMILTON HOLDINGS                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      1100 | NS      | $114972.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ERIE INDEMNITY COMPANY                                  | ERIE INDEMNITY COMPANY CL A                  | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |       556 | NS      | $138288.32    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, INC.                                              | ETSY INC                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       367 | NS      | $43959.26     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORPORATION                                         | KLA CORP                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       176 | NS      | $66357.28     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                  | SOUTHWEST AIRLINES CO                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      2233 | NS      | $75185.11     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                     | CISCO SYSTEMS INC                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2264 | NS      | $107856.96    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC.                                            | GODADDY INC CLASS A                          | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      1008 | NS      | $75418.56     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS, INC.                            | CHARTER COMMUNICATIONS INC                   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       216 | NS      | $73245.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                        | NRG ENERGY INC                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      2342 | NS      | $74522.44     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND          | GLDMN SCHS FIN SQ GV-FST                     | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     20324 | NS      | $20324.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                                        | IDEX CORP                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       589 | NS      | $134486.37    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                | ADVANCE AUTO PARTS INC                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       514 | NS      | $75573.42     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INCORPORATED                      | TELEDYNE TECHNOLOGIES INC                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       286 | NS      | $114374.26    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, INC.                                             | ANSYS INC                                    | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       296 | NS      | $71510.64     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR, INC.                                       | FIRST SOLAR INC                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       444 | NS      | $66506.76     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                   | PAYPAL HOLDINGS INC                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       529 | NS      | $37675.38     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                        | PG E CORP                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      7043 | NS      | $114519.18    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                  | U HAUL HOLDING CO                            | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       210 | NS      | $12639.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                               | VALERO ENERGY CORP                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       596 | NS      | $75608.56     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. BERKLEY CORPORATION                               | WR BERKLEY CORP                              | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      2000 | NS      | $145140.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                             | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      2423 | NS      | $40900.24     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S WHOLESALE CLUB HOLDINGS, INC.                      | BJ S WHOLESALE CLUB HOLDINGS INC             | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       933 | NS      | $61727.28     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                  | FAIR ISAAC CORP                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       165 | NS      | $98765.70     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS, INC.                                      | VAIL RESORTS INC                             | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       367 | NS      | $87474.45     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                | EASTMAN CHEMICAL CO                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1084 | NS      | $88280.96     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC.                          | HILTON WORLDWIDE HOLDINGS INC                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       619 | NS      | $78216.84     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                       | SYSCO CORP                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1241 | NS      | $94874.45     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                              | PRUDENTIAL FINANCIAL INC                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1089 | NS      | $108311.94    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC.                                   | HOWMET AEROSPACE INC                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      2540 | NS      | $100101.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC CLASS A                         | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       764 | NS      | $67407.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                       | PIONEER NATURAL RESOURCES CO                 | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       309 | NS      | $70572.51     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                      | NVIDIA CORP                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       318 | NS      | $46472.52     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORPORATION                                       | FEDEX CORP                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       382 | NS      | $66162.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                  | PNC FINANCIAL SERVICES GROUP INC             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       676 | NS      | $106767.44    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                                 | ARAMARK                                      | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      2595 | NS      | $107277.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY                          | ARCHER DANIELS MIDLAND CO                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1135 | NS      | $105384.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & COMPANY                                         | DEERE CO                                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       220 | NS      | $94327.20     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                      | DTE ENERGY CO                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1238 | NS      | $145502.14    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                              | ALLIANT ENERGY CORP                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      2439 | NS      | $134657.19    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                     | COTERRA ENERCOTERRA ENERGY INC               | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      2108 | NS      | $51793.56     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                            | VIATRIS INC                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      7438 | NS      | $82784.94     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST, INC.                                         | PINTEREST INC                                | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1601 | NS      | $38872.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION         | WABTEC CORP                                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1057 | NS      | $105499.17    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                              | 3M CO                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       945 | NS      | $113324.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                           | RELIANCE STEEL ALUMINUM COMPANY              | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       488 | NS      | $98790.72     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                                  | GENERAL MOTORS CO                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      1799 | NS      | $60518.36     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORPORATION.                       | CONSTELLATION ENERGY CORP                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       716 | NS      | $61726.36     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. BANCORP                                            | US BANCORP                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      2383 | NS      | $103922.63    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MOSAIC COMPANY                                      | THE MOSAIC CO                                | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      1039 | NS      | $45580.93     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COMPANIES, INC.                                  | ROCKET COS INC                               | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6589 | NS      | $46123.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| HF SINCLAIR CORPORATION                                 | HF SINCLAIR CORP                             | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1224 | NS      | $63513.36     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. ROBINSON WORLDWIDE, INC.                           | CH ROBINSON WORLDWIDE INC                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       788 | NS      | $72149.28     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                                     | HALLIBURTON CO                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      2066 | NS      | $81297.10     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC.                                            | TEXTRON INC                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1459 | NS      | $103297.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CLOROX COMPANY                                      | CLOROX COMPANY                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       622 | NS      | $87285.26     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ALLSTATE CORPORATION                                | ALLSTATE CORP                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       953 | NS      | $129226.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                           | GOLDMAN SACHS GROUP INC                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       306 | NS      | $105074.28    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC.                                                | DOW INC                                      | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      2147 | NS      | $108187.33    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                           | AMERISOURCEBERGEN CORP                       | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       905 | NS      | $149967.55    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                        | AIR PRODUCTS CHEMICALS INC                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       451 | NS      | $139025.26    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds: T-Fund; Institutional Shares | BLACKROCK LIQUIDITY FUNDS T FUND             | CUSIP: 09248U718<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    207096 | NS      | $207095.99    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES, INC.                                 | BURLINGTON STORES INC                        | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       382 | NS      | $77454.32     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV, INC.                                            | FISERV INC                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       986 | NS      | $99655.02     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US, INC.                                       | T MOBILE US INC                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       704 | NS      | $98560.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                                      | AMEREN CORP                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1787 | NS      | $158900.04    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                              | CONSTELLATION BRANDS INC CLASS A             | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       545 | NS      | $126303.75    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS, INC.                                 | APPLIED MATERIALS INC                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       643 | NS      | $62615.34     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                                   | QUALCOMM INC                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       494 | NS      | $54310.36     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                    | META PLATFORMS INC                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       307 | NS      | $36944.38     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                           | MOLSON COORS BEVERAGE CO                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      1946 | NS      | $100257.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORPORATION                                        | NEWS CORP                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      5036 | NS      | $91655.20     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                   | MICROSOFT CORP                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       351 | NS      | $84176.82     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC.                                      | VEEVA SYSTEMS INC                            | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       313 | NS      | $50511.94     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB, INC.                                            | AIRBNB INC CLASS A                           | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       440 | NS      | $37620.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                          | TEXAS INSTRUMENTS INC                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       594 | NS      | $98140.68     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                   | FREEPORT MCMORAN INC                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      2009 | NS      | $76342.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC.                                            | CUMMINS INC                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       493 | NS      | $119448.97    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                           | REGIONS FINANCIAL CORP                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      3843 | NS      | $82855.08     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, INC.                                              | NIKE INC CLASS B                             | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       759 | NS      | $88810.59     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC.                                             | BIOGEN INC                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       459 | NS      | $127106.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS, INC.                                          | SYNOPSYS INC                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       205 | NS      | $65454.45     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                                 | TEXAS PACIFIC LAND CORP                      | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $79703.82     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC.                                               | MSCI INC COMMON                              | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       179 | NS      | $83265.43     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                           | SEMPRA ENERGY                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       890 | NS      | $137540.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORPORATION                                         | CDW CORP OF DELAWARE                         | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       568 | NS      | $101433.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & COMPANY, INCORPORATED                       | MCCORMICK CO INC                             | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      1448 | NS      | $120024.72    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 EMINI FUTURE MAR23                              | S P 500 EMINI FUTURE MAR23                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $229.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INCORPORATED                                    | HUBBELL INC                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       522 | NS      | $122502.96    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                            | ON SEMICONDUCTOR CORP                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       716 | NS      | $44656.92     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                                  | CMS ENERGY CORP                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      2218 | NS      | $140465.94    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                                    | MCKESSON CORP                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       361 | NS      | $135418.32    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Government Portfolio                              | MSILF GOVERNMENT-INST                        | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     20324 | NS      | $20324.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT, INC.                                          | CATALENT INC                                 | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       840 | NS      | $37808.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO.                                    | EMERSON ELECTRIC CO                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1408 | NS      | $135252.48    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP, INC.                         | INTERACTIVE BROKERS GROUP INC                | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      1389 | NS      | $100494.15    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                           | PEPSICO INC                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       941 | NS      | $170001.06    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                           | BOSTON SCIENTIFIC CORP                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      2637 | NS      | $122013.99    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC.                                                | PTC INC                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       630 | NS      | $75625.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY      | SEAGATE TECHNOLOGY HOLD                      | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      1117 | NS      | $58765.37     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORPORATION                                      | WATERS CORP                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       305 | NS      | $104486.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION             | INTERNATIONAL BUSINESS MACHINES CORP         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1012 | NS      | $142580.68    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                               | JM SMUCKER CO                                | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       845 | NS      | $133898.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE, INC.                                         | DYNATRACE INC                                | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1341 | NS      | $51360.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INCORPORATED                                   | COMERICA INC                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      1045 | NS      | $69858.25     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| T. ROWE PRICE GROUP, INC.                               | T ROWE PRICE GROUP INC                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       684 | NS      | $74597.04     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                             | LOCKHEED MARTIN CORP                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       292 | NS      | $142055.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                      | FORD MOTOR CO                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      4078 | NS      | $47427.14     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                            | GENERAL DYNAMICS CORP                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       575 | NS      | $142663.25    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORPORATION                                   | STARBUCKS CORP                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1015 | NS      | $100688.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP, INC.                                 | EAST WEST BANCORP INC                        | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1083 | NS      | $71369.70     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS INC.                                 | SIRIUS XM HOLDINGS INC                       | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     20285 | NS      | $118464.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| S&P GLOBAL INC.                                         | S P GLOBAL INC                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       308 | NS      | $103161.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORPORATION                                | STATE STREET CORP                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1150 | NS      | $89205.50     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC.                                     | ALLY FINANCIAL INC                           | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      2167 | NS      | $52983.15     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TRADE DESK, INC.                                    | THE TRADE DESK INC CLASS A                   | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       525 | NS      | $23535.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE, INC.                                    | HCA HEALTHCARE INC                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       356 | NS      | $85425.76     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORPORATION                           | LIBERTY BROADBAND CLASS C                    | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       930 | NS      | $70931.10     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                         | UNITEDHEALTH GROUP INC                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       238 | NS      | $126182.84    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP, INC.                                     | EXPEDIA GROUP INC                            | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       568 | NS      | $49756.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORPORATION                                | MARATHON OIL CORP                            | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      2299 | NS      | $62233.93     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INCORPORATED                                    | CORNING INC                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      2794 | NS      | $89240.36     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC.                                            | TRIMBLE INC                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      1262 | NS      | $63806.72     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES, INC.                                   | QUANTA SERVICES INC                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       542 | NS      | $77235.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                      | ALTRIA GROUP INC                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      2610 | NS      | $119303.10    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                               | COLGATE PALMOLIVE CO                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      1906 | NS      | $150173.74    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                | LUMEN TECHNOLOGIES INC                       | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      7793 | NS      | $40679.46     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                        | MARSH MCLENNAN COS                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       761 | NS      | $125930.28    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC.                                           | NISOURCE INC                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      4944 | NS      | $135564.48    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC.                                            | OVINTIV INC                                  | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       960 | NS      | $48681.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORPORATION                                     | INSULET CORP                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       214 | NS      | $62999.46     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC.                                | DARLING INGREDIENTS INC                      | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       900 | NS      | $56331.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW, INC.                                        | SERVICENOW INC                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       126 | NS      | $48922.02     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC.                                  | RPM INTERNATIONAL INC                        | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      1185 | NS      | $115478.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL, INC.                            | CHIPOTLE MEXICAN GRILL INC                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $61049.56     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                                   | GENUINE PARTS CO                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       799 | NS      | $138634.49    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                                 | AON PLC                                      | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       387 | NS      | $116154.18    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                        | XCEL ENERGY INC                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      2086 | NS      | $146249.46    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES, INC.                                    | PPG INDUSTRIES INC                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       710 | NS      | $89275.40     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GROUP CORP.                                | WARNER MUSIC GROUP CORP                      | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2437 | NS      | $85343.74     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS, INC.                                 | DUPONT DE NEMOURS INC                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      1714 | NS      | $117631.82    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                              | PACCAR INC                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      1336 | NS      | $132223.92    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                            | ADVANCED MICRO DEVICES INC                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       582 | NS      | $37696.14     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION, INC.                               | ROCKWELL AUTOMATION INC                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       357 | NS      | $91952.49     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC.                                | ILLINOIS TOOL WORKS INC                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       626 | NS      | $137907.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC.                                            | EQUIFAX INC                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       459 | NS      | $89211.24     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION PUBLIC LIMITED COMPANY                | EATON CORP PLC                               | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       790 | NS      | $123990.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PUBLIC LIMITED COMPANY                           | STERIS PLC                                   | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       489 | NS      | $90313.41     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                           | FACTSET RESEARCH SYSTEMS INC                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       261 | NS      | $104715.81    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                       | JOHNSON JOHNSON                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1068 | NS      | $188662.20    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                                    | JPMORGAN CHASE CO                            | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       911 | NS      | $122165.10    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TJX COMPANIES, INC.                                 | TJX COS INC                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      1427 | NS      | $113589.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                          | CONOCOPHILLIPS                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       665 | NS      | $78470.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS, INC.                                   | LEIDOS HOLDINGS INC                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1243 | NS      | $130751.17    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                            | ANTERO RESOURCES CORP                        | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      1250 | NS      | $38737.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                                    | CONAGRA BRANDS INC                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      3424 | NS      | $132508.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                         | MARTIN MARIETTA MATERIALS INC                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       282 | NS      | $95307.54     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP, INC.                                        | CBRE GROUP INC CL A                          | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1187 | NS      | $91351.52     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE, INC.                         | OLD DOMINION FREIGHT LINE INC                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       269 | NS      | $76336.82     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES, INC.                                       | ROSS STORES INC                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       762 | NS      | $88445.34     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION                        | EDWARDS LIFESCIENCES CORPORATION             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       916 | NS      | $68342.76     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                      | JOHNSON CONTROLS INTERNATIONAL PLC           | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      1852 | NS      | $118528.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN, INC.                                          | VERISIGN INC                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       492 | NS      | $101076.48    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL, INC.                       | FIDELITY NATIONAL FINANCIAL                  | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      2753 | NS      | $103567.86    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                           | RAYMOND JAMES FINANCIAL INC                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       850 | NS      | $90822.50     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                                | MASTERCARD INC CLASS A                       | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       285 | NS      | $99103.05     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS, INC                                 | EQUITABLE HOLDINGS INC                       | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      2888 | NS      | $82885.60     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                   | INVESCO GVT & AGNCY-INST                     | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     20324 | NS      | $20324.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP                                     | SVB FINANCIAL GROUP                          | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       131 | NS      | $30148.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.          | CHARLES RIVER LABORATORIES INTERNATIONAL INC | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       331 | NS      | $72124.90     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                                 | HP INC                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      2459 | NS      | $66073.33     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                            | COSTCO WHOLESALE CORP                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       185 | NS      | $84452.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                             | VERIZON COMMUNICATIONS INC                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      3347 | NS      | $131871.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation                 | BANK OF NEW YORK MELLON CORP                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      2377 | NS      | $108201.04    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX, INC.                                           | PAYCHEX INC                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       867 | NS      | $100190.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC.                                  | DELL TECHNOLOGIES INC                        | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      1890 | NS      | $76015.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE, INC.                                          | TERADYNE INC                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       667 | NS      | $58262.45     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS, INC.                                           | ROLLINS INC                                  | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      3212 | NS      | $117366.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES, INC.                                | FRANKLIN RESOURCES INC                       | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      3386 | NS      | $89322.68     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP, LTD.                                  | EVEREST RE GROUP LTD                         | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       443 | NS      | $146752.61    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                            | BRISTOL MYERS SQUIBB CO                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      2377 | NS      | $171025.15    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                           | BECTON DICKINSON AND CO                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       531 | NS      | $135033.30    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                               | UNION PACIFIC CORP                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       565 | NS      | $116994.55    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                      | AMERICAN INTERNATIONAL GROUP INC             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      1713 | NS      | $108330.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART, INC.                                            | COPART INC                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1490 | NS      | $90726.10     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC.                                        | CATERPILLAR INC                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       498 | NS      | $119300.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger N.V.                                       | SCHLUMBERGER LTD                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      1627 | NS      | $86979.42     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA, INC.                                             | TESLA INC                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       167 | NS      | $20571.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                           | TRAVELERS COMPANIES INC                      | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       815 | NS      | $152804.35    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORPORATION                                | HORMEL FOODS CORP                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      2905 | NS      | $132322.75    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                               | O REILLY AUTOMOTIVE INC                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       140 | NS      | $118164.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                          | AUTOZONE INC                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        46 | NS      | $113444.28    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                  | LOWE S COS INC                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       509 | NS      | $101413.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                     | HUNTINGTON INGALLS INDUSTRIES INC            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       511 | NS      | $117877.48    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                               | VISA INC CLASS A                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       484 | NS      | $100555.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                         | CSX CORP                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      3463 | NS      | $107283.74    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                       | SERVICE CORP INTERNATIONAL                   | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      1626 | NS      | $112421.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                   | GILEAD SCIENCES INC                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      2309 | NS      | $198227.65    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC.                                   | GENERAC HOLDINGS INC                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       215 | NS      | $21641.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                                      | CINTAS CORP                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       279 | NS      | $126001.98    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                  | TRANE TECHNOLOGIES PLC                       | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       671 | NS      | $112788.39    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                         | FOX CORP CLASS A                             | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      3016 | NS      | $91595.92     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                                | F5 Inc                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       530 | NS      | $76060.30     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                                     | FIRST REPUBLIC BANK CA                       | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |       581 | NS      | $70818.09     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORPORATION                                       | LOEWS CORP                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      2454 | NS      | $143141.82    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                                | SKYWORKS SOLUTIONS INC                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       733 | NS      | $66798.29     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                                | BROWN FORMAN CORP CLASS B                    | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1734 | NS      | $113889.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORPORATION                                       | NUCOR CORP                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       482 | NS      | $63532.42     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY, INC.                                  | ALIGN TECHNOLOGY INC                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       219 | NS      | $46187.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                             | ABBVIE INC                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1053 | NS      | $170175.33    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                   | ELI LILLY CO                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       346 | NS      | $126580.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                       | YUM BRANDS INC                               | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1137 | NS      | $145626.96    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                                    | AMPHENOL CORP CLASS A                        | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1431 | NS      | $108956.34    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORPORATION                                   | ALBEMARLE CORP                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       207 | NS      | $44890.02     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | EXXON MOBIL CORP                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       895 | NS      | $98718.50     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                | MOTOROLA SOLUTIONS INC                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       418 | NS      | $107722.78    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC.                             | LPL FINANCIAL HOLDINGS INC                   | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       327 | NS      | $70687.59     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                            | SHERWIN WILLIAMS CO                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       379 | NS      | $89948.07     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                          | AMERICAN FINANCIAL GROUP INC                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       883 | NS      | $121218.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | INTERCONTINENTAL EXCHANGE INC                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1069 | NS      | $109668.71    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORATION                                     | MOODY S CORP                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       348 | NS      | $96959.76     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                    | M T BANK CORP                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       498 | NS      | $72239.88     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES, INC.                         | FIRST CITIZENS BCSHS CL A                    | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        99 | NS      | $75077.64     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES, INC.                                     | EOG RESOURCES INC                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       564 | NS      | $73049.28     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | DEVON ENERGY CORP                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       798 | NS      | $49084.98     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP COMPANY                                   | CAMPBELL SOUP CO                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      2573 | NS      | $146017.75    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                              | OTIS WORLDWIDE CORP                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1568 | NS      | $122790.08    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO., INC.                                      | BEST BUY CO INC                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       984 | NS      | $78926.64     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                       | MICROCHIP TECHNOLOGY INC                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1024 | NS      | $71936.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                               | REGAL REXNORD CORP                           | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       695 | NS      | $83386.10     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Victory Portfolios II

**Signature:** Allan Shaer

**Name of Signer:** Allan Shaer

**Title:** Treasurer