# EDGAR Filing Document

**Accession Number:** 0000353905
**File Stem:** 0001752724-23-040484
**Filing Date:** 2023-2
**Character Count:** 98095
**Document Hash:** 353200a8bac6cff0a201db43b3c37241
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040484.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-040484

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NATIONWIDE VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000353905
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03213
- **FILM NUMBER:** 23667658

**BUSINESS ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 5-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215
- **BUSINESS PHONE:** 614-435-5749

**MAIL ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 5-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GARTMORE VARIABLE INSURANCE TRUST
- **DATE OF NAME CHANGE:** 20020125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE SEPARATE ACCOUNT TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE SEPARATE ACCOUNT MONEY MARKET TRUST
- **DATE OF NAME CHANGE:** 19860226

## Series and Classes Contracts Data

### NVIT U.S. 130/30 Equity Fund (Series ID: S000067312)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000216457 | Class Y      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nationwide Variable Insurance Trust

- **b. Investment Company Act file number:** 811-03213

- **c. CIK number of Registrant:** 0000353905

- **d. LEI of Registrant:** 549300WLMVM3JP578846

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

  - **Street Address 1:** One Nationwide Plaza Location:N0900

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

  - **Telephone number:** 614-435-3820

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

- **a. Name of Series:** NVIT U.S. 130/30 Equity Fund

- **b. EDGAR series identifier (if any):** S000067312

- **c. LEI of Series:** 549300ULEV0UFTRLE172

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1007887304.41

**Total Liabilities:** $1496010.82

**Net Assets:** $1006391293.59

**Cash Not Reported:** $19377814.52

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000216457 | 9.14%                | 5.10%                | -5.70%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4427888.70             | $80745410.45                               |
| Month 2  | $11575447.20             | $30993781.95                               |
| Month 3  | $-7960057.59             | $-64595562.91                              |

**Designated Index Information**

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

- **Index Identifier:** SPIA_SP500

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Host Hotels & Resorts, Inc.                  | Host Hotels & Resorts, Inc.                  | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    359701 | NS      | $5773201.05   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -7462 | PA      | $-63128.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -164773 | PA      | $-13181.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     55604 | PA      | $112876.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -68841 | PA      | $-139747.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     73302 | PA      | $-36724.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    331879 | NS      | $10905543.94  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -70942 | PA      | $-25539.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    135249 | PA      | $197463.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -175583 | PA      | $-193141.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     10757 | PA      | $34207.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                  | Ionis Pharmaceuticals, Inc.                  | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     81254 | NS      | $3068963.58   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                    | United Therapeutics Corp.                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     29851 | NS      | $8301264.59   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc. | Expeditors International of Washington, Inc. | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     74971 | NS      | $7790986.32   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                             | Zions Bancorp NA                             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |    131005 | NS      | $6440205.80   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.              | Interactive Brokers Group, Inc., Class A     | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     35301 | NS      | $2554027.35   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     69021 | PA      | $135281.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                          | Valero Energy Corp.                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     45458 | NS      | $5766801.88   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                   | Crowdstrike Holdings, Inc., Class A          | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |     25527 | NS      | $2687737.83   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -515928 | PA      | $-165096.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    132467 | PA      | $63584.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -73871 | PA      | $-28809.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     12483 | PA      | $-6135.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                             | Amazon.com, Inc.                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    253533 | NS      | $21296772.00  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     16275 | PA      | $-1302.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -33135 | PA      | $-149107.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -76936 | PA      | $-94631.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -116583 | PA      | $-6994.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -45585 | PA      | $-82259.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -39596 | PA      | $-82755.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     68912 | PA      | $221207.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -284865 | PA      | $-153827.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.              | Hilton Worldwide Holdings, Inc.              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |    112654 | NS      | $14234959.44  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -10579 | PA      | $-63791.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenable Holdings, Inc.                       | Tenable Holdings, Inc.                       | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     52325 | NS      | $1996198.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     14730 | PA      | $41980.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     20288 | PA      | $65733.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                               | Alphabet, Inc., Class C                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    142724 | NS      | $12663900.52  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -18384 | PA      | $-27576.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     35969 | PA      | $167975.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7494 | PA      | $23156.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     86275 | PA      | $102667.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Square Garden Sports Corp.           | Madison Square Garden Sports Corp., Class A  | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13600 | NS      | $2493288.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -62253 | PA      | $-113922.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -49443 | PA      | $-47465.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     80442 | PA      | $50678.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -157516 | PA      | $-129163.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                      | Republic Services, Inc.                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     17848 | NS      | $2302213.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                        | Everest Re Group Ltd.                        | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     21327 | NS      | $7064995.29   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     27845 | PA      | $41767.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     47858 | PA      | $111030.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                  | Apple, Inc.                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    352751 | NS      | $45832937.43  | 4.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -18042 | PA      | $-113664.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     32091 | PA      | $23105.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     51552 | PA      | $52067.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6184 | PA      | $26653.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     16146 | PA      | $35198.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -137117 | PA      | $-18510.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     37586 | PA      | $16161.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox, Inc.                                | Dropbox, Inc., Class A                       | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |    126776 | NS      | $2837246.88   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                        | Cheniere Energy, Inc.                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     25257 | NS      | $3787539.72   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                            | Ross Stores, Inc.                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     40805 | NS      | $4736236.35   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -5197 | PA      | $42927.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -55963 | PA      | $-92898.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                         | Allstate Corp. (The)                         | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |    132715 | NS      | $17996154.00  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                        | Camden Property Trust                        | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     73768 | NS      | $8253163.84   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                               | DTE Energy Co.                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     45327 | NS      | $5327282.31   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     29092 | PA      | $54402.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler, Inc.                                | Zscaler, Inc.                                | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |     30642 | NS      | $3428839.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -210754 | PA      | $-465766.34   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     17173 | PA      | $32628.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -4420 | PA      | $-36686.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -88449 | PA      | $-5306.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                  | Tesla, Inc.                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     94789 | NS      | $11676109.02  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -128340 | PA      | $-75720.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    150691 | PA      | $93428.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                      | Regions Financial Corp.                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    497414 | NS      | $10724245.84  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     11230 | PA      | $85123.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                       | Juniper Networks, Inc.                       | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    393037 | NS      | $12561462.52  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3032 | PA      | $288.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -17334 | PA      | $-101403.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -60477 | PA      | $-90715.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                       | Playtika Holding Corp.                       | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |     84243 | NS      | $716907.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -61901 | PA      | $58805.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                | Raymond James Financial, Inc.                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     80195 | NS      | $8568835.75   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                               | Teradyne, Inc.                               | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     52183 | NS      | $4558185.05   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -102444 | PA      | $-184399.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                      | Molina Healthcare, Inc.                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     16313 | NS      | $5386878.86   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                          | First Republic Bank                          | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     40116 | NS      | $4889739.24   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                   | Lamb Weston Holdings, Inc.                   | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |    128776 | NS      | $11507423.36  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     60576 | PA      | $53306.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -125780 | PA      | $-12578.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     23112 | PA      | $-50846.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -33717 | PA      | $-116323.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     45967 | PA      | $-717.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     55191 | PA      | $14487.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comerica, Inc.                               | Comerica, Inc.                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    120997 | NS      | $8088649.45   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems, Inc.                           | EPAM Systems, Inc.                           | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     29946 | NS      | $9814502.04   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -164815 | PA      | $-276889.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                               | Exelixis, Inc.                               | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    294709 | NS      | $4727132.36   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -86442 | PA      | $-60206.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -32794 | PA      | $-48207.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -126420 | PA      | $-131476.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -44336 | PA      | $-29261.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies plc                       | Trane Technologies plc                       | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     39627 | NS      | $6660902.43   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -249478 | PA      | $-27442.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                       | Lincoln National Corp.                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     80575 | NS      | $2475264.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                               | VeriSign, Inc.                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     64711 | NS      | $13294227.84  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3333 | PA      | $36962.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.              | Ultragenyx Pharmaceutical, Inc.              | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     58119 | NS      | $2692653.27   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                           | Altria Group, Inc.                           | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    361958 | NS      | $16545100.18  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    798848 | PA      | $263619.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Qualys, Inc.                                 | Qualys, Inc.                                 | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     18099 | NS      | $2031250.77   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                          | Vertiv Holdings Co.                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |    352789 | NS      | $4819097.74   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -43205 | PA      | $-46936.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     34271 | PA      | $90818.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MarketAxess Holdings, Inc.                   | MarketAxess Holdings, Inc.                   | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      1823 | NS      | $508416.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft, Inc.                                   | Lyft, Inc., Class A                          | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |    462676 | NS      | $5098689.52   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     75156 | PA      | $118746.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                           | Under Armour, Inc., Class A                  | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    553997 | NS      | $5628609.52   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                | Corteva, Inc.                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    273231 | NS      | $16060518.18  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk, Inc.                                 | Splunk, Inc.                                 | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |     87802 | NS      | $7558874.18   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -14480 | PA      | $-133505.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -106844 | PA      | $-178429.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -54470 | PA      | $-117655.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -24263 | PA      | $-153584.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| APA Corp.                                    | APA Corp.                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     39889 | NS      | $1862018.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co. (The)                             | Clorox Co. (The)                             | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     78331 | NS      | $10992189.23  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                               | AutoZone, Inc.                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      7219 | NS      | $17803353.42  | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     70621 | PA      | $1271178.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortive Corp.                                | Fortive Corp.                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    127430 | NS      | $8187377.50   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.              | Live Nation Entertainment, Inc.              | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |    151100 | NS      | $10537714.00  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                               | McKesson Corp.                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2344 | NS      | $879281.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -254352 | PA      | $-256895.52   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                         | Meta Platforms, Inc., Class A                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    161292 | NS      | $19409879.28  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -102633 | PA      | $-53369.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -7558 | PA      | $-11790.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     29846 | PA      | $19399.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Oil Corp.                           | Marathon Oil Corp.                           | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |    196840 | NS      | $5328458.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     29092 | PA      | $-1163.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy, Inc.                                | GoDaddy, Inc., Class A                       | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |    108478 | NS      | $8116323.96   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -109286 | PA      | $-175950.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                               | Fortinet, Inc.                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |    260890 | NS      | $12754912.10  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -701 | PA      | $-9316.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -15214 | PA      | $-3803.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                            | Ulta Beauty, Inc.                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |     29660 | NS      | $13912616.20  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                        | Cardinal Health, Inc.                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    168907 | NS      | $12983881.09  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                          | Expedia Group, Inc.                          | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110563 | NS      | $9685318.80   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -243949 | PA      | $34152.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -119625 | PA      | $-145942.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                 | Dexcom, Inc.                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     45065 | NS      | $5103160.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp.                            | W R Berkley Corp.                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |    151323 | NS      | $10981510.11  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                         | Travel + Leisure Co.                         | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     96941 | NS      | $3528652.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     47468 | PA      | $-87815.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     32866 | PA      | $83150.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -17871 | PA      | $-88104.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     45680 | PA      | $142521.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -82689 | PA      | $-86823.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       300 | PA      | $765.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     16915 | PA      | $71550.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                | Oshkosh Corp.                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     47226 | NS      | $4164860.94   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     85640 | PA      | $77076.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -4872 | PA      | $-28355.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGCO Corp.                                   | AGCO Corp.                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     42953 | NS      | $5957151.57   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                     | HP, Inc.                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    421526 | NS      | $11326403.62  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                 | Vertex Pharmaceuticals, Inc.                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     61385 | NS      | $17726760.30  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                          | Post Holdings, Inc.                          | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     93637 | NS      | $8451675.62   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     47025 | PA      | $-12555.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -69093 | PA      | $55.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider National, Inc.                     | Schneider National, Inc., Class B            | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     59066 | NS      | $1382144.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -2192 | PA      | $-6597.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     10730 | PA      | $50752.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dillard's, Inc.                              | Dillard's, Inc., Class A                     | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      5109 | NS      | $1651228.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -105856 | PA      | $-204302.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     38551 | PA      | $56284.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| F5, Inc.                                     | F5, Inc.                                     | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     36311 | NS      | $5210991.61   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                              | Atlassian Corp., Class A                     | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |     59795 | NS      | $7694420.60   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    200493 | PA      | $264650.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     62265 | PA      | $83435.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -36458 | PA      | $-68905.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New Relic, Inc.                              | New Relic, Inc.                              | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |     46900 | NS      | $2647505.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                 | Target Corp.                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    119443 | NS      | $17801784.72  | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -22882 | PA      | $-30433.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1989 | PA      | $5887.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     43577 | PA      | $37911.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     54915 | PA      | $107084.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -211877 | PA      | $-181549.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Pure Storage, Inc.                           | Pure Storage, Inc., Class A                  | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    108487 | NS      | $2903112.12   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                     | Western Alliance Bancorp                     | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     19907 | NS      | $1185660.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                 | Vistra Corp.                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    257897 | NS      | $5983210.40   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     51468 | PA      | $165469.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -13692 | PA      | $-174162.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     24842 | PA      | $70302.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       900 | PA      | $-531.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                | Viatris, Inc.                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    297132 | NS      | $3307079.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                 | Ameren Corp.                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    106256 | NS      | $9448283.52   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                                   | Lear Corp.                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     61515 | NS      | $7629090.30   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     99670 | PA      | $87709.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                         | Domino's Pizza, Inc.                         | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |     30848 | NS      | $10685747.20  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -54133 | PA      | $-12991.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -97329 | PA      | $5379.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL Financial Holdings, Inc.                 | LPL Financial Holdings, Inc.                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     32590 | NS      | $7044980.30   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -18483 | PA      | $-1293.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -103569 | PA      | $-72498.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    236891 | PA      | $125552.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                 | Humana, Inc.                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     35120 | NS      | $17988112.80  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     42654 | PA      | $30710.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                              | Microsoft Corp.                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    221896 | NS      | $53215098.72  | 5.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -56007 | PA      | $-145618.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     68242 | PA      | $5118.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron, Inc.                                | Textron, Inc.                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     53308 | NS      | $3774206.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -32006 | PA      | $-175712.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                 | CF Industries Holdings, Inc.                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |    116971 | NS      | $9965929.20   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                  | Avnet, Inc.                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |    100743 | NS      | $4188893.94   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                                | Nutanix, Inc., Class A                       | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     49845 | NS      | $1298462.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.           | Ryman Hospitality Properties, Inc.           | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      5667 | NS      | $463447.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -162375 | PA      | $-183483.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     73259 | PA      | $235893.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -70184 | PA      | $-191602.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    298724 | PA      | $122476.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     93247 | PA      | $194886.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -561881 | PA      | $-342747.41   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                           | MercadoLibre, Inc.                           | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |      1438 | NS      | $1216893.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    407605 | PA      | $183422.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                  | Pinnacle West Capital Corp.                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |    138145 | NS      | $10504545.80  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                         | HCA Healthcare, Inc.                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     78166 | NS      | $18756713.36  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -54340 | PA      | $-156499.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     47260 | PA      | $-12760.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                       | ON Semiconductor Corp.                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     95311 | NS      | $5944547.07   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -13582 | PA      | $-96839.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                             | Sealed Air Corp.                             | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     88678 | NS      | $4423258.64   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.           | Reinsurance Group of America, Inc.           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     70322 | NS      | $9992052.98   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                     | Marathon Petroleum Corp.                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     85753 | NS      | $9980791.67   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -25997 | PA      | $-16638.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp.                        | Western Digital Corp.                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    225202 | NS      | $7105123.10   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     84000 | PA      | $37800.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                 | NetApp, Inc.                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     81249 | NS      | $4879814.94   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                  | Qorvo, Inc.                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |    104789 | NS      | $9498074.96   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     29863 | PA      | $60024.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     79060 | PA      | $69572.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     54055 | PA      | $74595.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -238097 | PA      | $-26190.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings, Inc.          | Allison Transmission Holdings, Inc.          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     76046 | NS      | $3163513.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    118614 | PA      | $80064.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     16085 | PA      | $2091.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                          | EOG Resources, Inc.                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     31401 | NS      | $4067057.52   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     70100 | PA      | $131788.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DocuSign, Inc.                               | DocuSign, Inc.                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     76785 | NS      | $4255424.70   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -29434 | PA      | $-96837.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -236262 | PA      | $-212635.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    173225 | PA      | $64093.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp.                                  | FedEx Corp.                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     93326 | NS      | $16164063.20  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                    | O'Reilly Automotive, Inc.                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     21973 | NS      | $18545871.19  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                  | Brighthouse Financial, Inc.                  | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |    114986 | NS      | $5895332.22   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                 | Incyte Corp.                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |    112950 | NS      | $9072144.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -601092 | PA      | $-234425.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     81836 | PA      | $97384.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     23524 | PA      | $-3058.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -41447 | PA      | $-88696.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -573481 | PA      | $-194983.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -4470 | PA      | $-22215.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     80911 | PA      | $227359.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                 | DaVita, Inc.                                 | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     58267 | NS      | $4350796.89   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -108975 | PA      | $-47949.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                      | Dell Technologies, Inc., Class C             | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |    272065 | NS      | $10942454.30  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     39327 | PA      | $60563.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -18011 | PA      | $-14048.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp.                                    | FMC Corp.                                    | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     49121 | NS      | $6130300.80   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                             | NRG Energy, Inc.                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |    275263 | NS      | $8758868.66   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7698 | PA      | $5196.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     45370 | PA      | $46731.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -164978 | PA      | $-98986.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                        | Lockheed Martin Corp.                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     16231 | NS      | $7896219.19   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -83533 | PA      | $-45107.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                         | Eastman Chemical Co.                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     13108 | NS      | $1067515.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     54163 | PA      | $129991.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp.                                    | SLM Corp.                                    | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    181820 | NS      | $3018212.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    236075 | NS      | $16017688.75  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -18249 | PA      | $-52557.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -433412 | PA      | $-43341.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -17232 | PA      | $-70025.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    127937 | PA      | $46057.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     13540 | PA      | $45088.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap, Inc.                                   | Snap, Inc., Class A                          | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |    271215 | NS      | $2427374.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -46686 | PA      | $-108778.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                     | Palo Alto Networks, Inc.                     | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     83100 | NS      | $11595774.00  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    219102 | PA      | $-19719.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Nationwide Variable Insurance Trust

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer