# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013557
**Filing Date:** 2023-2
**Character Count:** 314145
**Document Hash:** 780cd2073dfce42a3ab98f7d9a62681c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013557.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013557

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683290

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/RAFI Multi-Factor U.S. Equity Fund (Series ID: S000064961)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000210332 | JNL/RAFI Multi-Factor U.S. Equity Fund (I) |  |
| C000210333 | JNL/RAFI Multi-Factor U.S. Equity Fund (A) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/RAFI Multi-Factor U.S. Equity Fund

- **b. EDGAR series identifier (if any):** S000064961

- **c. LEI of Series:** 549300JJ15MQRDCXJY76

**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:** $2200155854.32

**Total Liabilities:** $3860899.83

**Net Assets:** $2196294954.49

**Cash Not Reported:** $1350673.59

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210332 | 11.96%               | 5.50%                | -4.75%               |
| Class ID C000210333 | 11.96%               | 5.45%                | -4.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2815985.76              | $235922653.94                              |
| Month 2  | $5290544.03              | $110872458.81                              |
| Month 3  | $25775804.15             | $-139300964.93                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC             | JNL Securities Lending Collateral Fund             | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1415638 | NS      | $1415638.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                        | FUTURE - CASH SETTLED                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        26 | NC      | $-140300.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                        | FUTURE - CASH SETTLED                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         7 | NC      | $-30673.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.                  | Aerojet Rocketdyne Holdings, Inc.                  | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     17054 | NS      | $953830.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                    | Affiliated Managers Group, Inc.                    | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      7632 | NS      | $1209137.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                         | Ameriprise Financial, Inc.                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      3118 | NS      | $970851.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                        | ANSYS, Inc.                                        | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      3667 | NS      | $885910.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                       | Antero Resources Corporation                       | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     95807 | NS      | $2969058.93   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                         | Jabil Inc.                                         | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     19836 | NS      | $1352815.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc.                               | Jack in the Box Inc.                               | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     14363 | NS      | $979987.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                        | JetBlue Airways Corporation                        | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     61972 | NS      | $401578.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                    | KLA Corporation                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      8848 | NS      | $3335961.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                        | Dick's Sporting Goods, Inc.                        | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     11436 | NS      | $1375636.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products, Inc.                              | Dorman Products, Inc.                              | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5082 | NS      | $410981.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                       | Equifax Inc.                                       | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      6304 | NS      | $1225245.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                       | Fiserv, Inc.                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     17686 | NS      | $1787524.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                    | Globe Life Inc.                                    | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      2872 | NS      | $346219.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                           | IDEXX Laboratories, Inc.                           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       891 | NS      | $363492.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mine Safety Appliances Company, LLC                | Mine Safety Appliances Company, LLC                | CUSIP: 553498106<br>LEI: 549300ZG8DNJXBML4F23 | Long             | EC               | CORP              | US        |      1624 | NS      | $234164.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corporation                     | Marathon Petroleum Corporation                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |    159204 | NS      | $18529753.56  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                          | MarketAxess Holdings Inc.                          | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      1524 | NS      | $425028.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                  | Masco Corporation                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     17086 | NS      | $797403.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                                 | Newell Brands Inc.                                 | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      9571 | NS      | $125188.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                                    | O-I Glass, Inc.                                    | CUSIP: 67098H104<br>LEI: XRT4MR5HXMYMNAZQA715 | Long             | EC               | CORP              | US        |     64579 | NS      | $1070074.03   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                          | O'Reilly Automotive, Inc.                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      9286 | NS      | $7837662.58   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                     | Office Properties Income Trust                     | CUSIP: 67623C109<br>LEI: 529900A38AW14ELBTL34 | Long             | EC               | CORP              | US        |     17187 | NS      | $229446.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| On Semiconductor Corporation                       | On Semiconductor Corporation                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     12391 | NS      | $772826.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                       | Plexus Corp.                                       | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      6997 | NS      | $720201.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                             | Rush Enterprises, Inc.                             | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      9939 | NS      | $519610.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                            | SEI Investments Company                            | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     26577 | NS      | $1549439.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                       | Southwest Gas Holdings, Inc.                       | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6265 | NS      | $387678.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spartannash Company                                | Spartannash Company                                | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     14568 | NS      | $440536.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                               | Steel Dynamics, Inc.                               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     10818 | NS      | $1056918.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc.                                 | CUSIP: 872590104<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EC               | CORP              | US        |     32361 | NS      | $4530540.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers, Inc.                | Tanger Factory Outlet Centers, Inc.                | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     12142 | NS      | $217827.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                           | Valmont Industries, Inc.                           | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      1792 | NS      | $592560.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                              | Virtu Financial, Inc.                              | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     26784 | NS      | $546661.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                    | Automatic Data Processing, Inc.                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     29327 | NS      | $7005047.22   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                            | Bath & Body Works, Inc.                            | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     17666 | NS      | $744445.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                      | Becton, Dickinson and Company                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     20424 | NS      | $5193823.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                           | CenterPoint Energy, Inc.                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     20173 | NS      | $604988.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                              | ChampionX Corporation                              | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      9305 | NS      | $269751.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc.                                        | DaVita Inc.                                        | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     28317 | NS      | $2114430.39   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                   | OGE Energy Corp.                                   | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     10123 | NS      | $400364.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                                | Oshkosh Corporation                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     12916 | NS      | $1139062.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                                | Owens & Minor, Inc.                                | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     30251 | NS      | $590802.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                      | Owens Corning                                      | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      7081 | NS      | $604009.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                      | Penske Automotive Group, Inc.                      | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      7601 | NS      | $873582.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                     | Performance Food Group Company                     | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     26174 | NS      | $1528299.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                            | Physicians Realty Trust                            | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     31862 | NS      | $461043.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                                     | VeriSign, Inc.                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      3124 | NS      | $641794.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                          | WESCO International, Inc.                          | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     20713 | NS      | $2593267.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                                   | WestRock Company                                   | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     52129 | NS      | $1832855.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                     | Wintrust Financial Corporation                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      3009 | NS      | $254320.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                       | Invesco Ltd.                                       | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |     79696 | NS      | $1433731.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Steris Limited                                     | Steris Limited                                     | CUSIP: N/A<br>LEI: 549300F1857N5E6G6T48       | Long             | EC               | CORP              | IE        |      5462 | NS      | $1008776.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                       | BioMarin Pharmaceutical Inc.                       | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     10088 | NS      | $1044007.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight, Inc.                                 | Black Knight, Inc.                                 | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      8016 | NS      | $494988.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide, Inc.                      | C.H. Robinson Worldwide, Inc.                      | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     31507 | NS      | $2884780.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                              | Cheniere Energy, Inc.                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     10859 | NS      | $1628415.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                           | Lam Research Corporation                           | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      5557 | NS      | $2335607.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                                  | Morningstar, Inc.                                  | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      1384 | NS      | $299760.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                           | Mueller Industries, Inc.                           | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     13670 | NS      | $806530.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc.                              | Univar Solutions Inc.                              | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      7645 | NS      | $243111.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                    | Acadia Healthcare Company, Inc.                    | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      4503 | NS      | $370686.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard, Inc.                          | Activision Blizzard, Inc.                          | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     42460 | NS      | $3250313.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                            | Arrow Electronics, Inc.                            | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     13585 | NS      | $1420583.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                     | Autodesk, Inc.                                     | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     14023 | NS      | $2620478.01   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc.                             | Bed Bath & Beyond Inc.                             | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |     51234 | NS      | $128597.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CVR Energy, Inc.                                   | CVR Energy, Inc.                                   | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     18937 | NS      | $593485.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Alpharetta Tenant, LLC                 | DiamondRock Alpharetta Tenant, LLC                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     51165 | NS      | $419041.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                   | Omega Healthcare Investors, Inc.                   | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     19598 | NS      | $547764.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                        | ONEOK, Inc.                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     12393 | NS      | $814220.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                           | Ormat Technologies, Inc.                           | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      6479 | NS      | $560303.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Pinterest, Inc.                                    | Pinterest, Inc.                                    | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29739 | NS      | $722062.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                                   | Pool Corporation                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      3857 | NS      | $1166086.81   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                        | Prosperity Bancshares, Inc.                        | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4518 | NS      | $328368.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                     | Public Storage                                     | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      9136 | NS      | $2559815.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc.                                    | S&P Global Inc.                                    | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      5804 | NS      | $1943991.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                     | SBA Communications Corporation                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      1686 | NS      | $472602.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation                  | Sensient Technologies Corporation                  | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      8604 | NS      | $627403.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                          | Strategic Education, Inc.                          | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      3756 | NS      | $294169.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home II Corporation                | Taylor Morrison Home II Corporation                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     34536 | NS      | $1048167.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.                   | Tempur Sealy International, Inc.                   | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     15882 | NS      | $545229.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                       | Tenet Healthcare Corporation                       | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     46377 | NS      | $2262733.83   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                            | Waste Connections, Inc.                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     15534 | NS      | $2059187.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                         | Xylem Inc.                                         | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      8545 | NS      | $944820.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                        | Axalta Coating Systems Ltd.                        | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     22494 | NS      | $572922.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                               | Carnival Corporation                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     68559 | NS      | $552585.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Designer Brands Inc.                               | Designer Brands Inc.                               | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     49770 | NS      | $486750.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                    | Genpact Limited                                    | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     44926 | NS      | $2080972.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global PLC                                 | Liberty Global PLC                                 | CUSIP: N/A<br>LEI: 549300BSGXG3QLIQYT84       | Long             | EC               | CORP              | GB        |     89946 | NS      | $1747650.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                                 | Gentex Corporation                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     43540 | NS      | $1187335.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Company                              | Genuine Parts Company                              | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      7324 | NS      | $1270787.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                              | Gilead Sciences, Inc.                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    416744 | NS      | $35777472.40  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co., Ltd.                          | Graham Holdings Co., Ltd.                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       744 | NS      | $449532.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated                  | Granite Construction Incorporated                  | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     15962 | NS      | $559787.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                                 | Hexcel Corporation                                 | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     21100 | NS      | $1241735.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                           | Illinois Tool Works Inc.                           | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     24370 | NS      | $5368711.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                       | Ingles Markets, Incorporated                       | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      3643 | NS      | $351403.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                          | Commerce Bancshares, Inc.                          | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6020 | NS      | $409781.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                           | Diamondback Energy, Inc.                           | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      8593 | NS      | $1175350.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                             | Ingredion Incorporated                             | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     13923 | NS      | $1363479.39   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Millerknoll, Inc.                                  | Millerknoll, Inc.                                  | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     16264 | NS      | $341706.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                | General Mills, Inc.                                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     72779 | NS      | $6102519.15   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc.                                       | Genesco Inc.                                       | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      4989 | NS      | $229593.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet, Inc.                                       | Nelnet, Inc.                                       | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      3367 | NS      | $305555.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osi Systems, Inc.                                  | Osi Systems, Inc.                                  | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      2771 | NS      | $220349.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire & Rubber Company                 | The Goodyear Tire & Rubber Company                 | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     94171 | NS      | $955835.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                               | Hubbell Incorporated                               | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      4303 | NS      | $1009828.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation                   | Occidental Petroleum Corporation                   | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    105824 | NS      | $6665853.76   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.                    | Oceaneering International, Inc.                    | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     33346 | NS      | $583221.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                        | Humana Inc.                                        | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      6958 | NS      | $3563818.02   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.                | J. B. Hunt Transport Services, Inc.                | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      5954 | NS      | $1038139.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                        | Pfizer Inc.                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    461156 | NS      | $23629633.44  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                   | Philip Morris International Inc.                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    229383 | NS      | $23215853.43  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                        | Phillips 66                                        | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    119407 | NS      | $12427880.56  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust, Inc.                 | Piedmont Office Realty Trust, Inc.                 | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32018 | NS      | $293605.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc.                            | Sirius XM Holdings Inc.                            | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |      8000 | NS      | $46720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                                 | SITE Centers Corp.                                 | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     36350 | NS      | $496541.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                 | Huntington Bancshares Incorporated                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     36973 | NS      | $521319.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                | Huntington Ingalls Industries, Inc.                | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      2689 | NS      | $620298.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                           | Skyworks Solutions, Inc.                           | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     10636 | NS      | $969258.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd.                           | Herbalife Nutrition Ltd.                           | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |     17563 | NS      | $261337.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                      | IDACORP, Inc.                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      2623 | NS      | $282890.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                               | M&T Bank Corporation                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      4961 | NS      | $719642.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial, Inc.                                | MFA Financial, Inc.                                | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     62688 | NS      | $617476.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                          | MSCI Inc.                                          | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      2266 | NS      | $1054075.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                       | Macy's, Inc.                                       | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     65400 | NS      | $1350510.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                                 | ManpowerGroup Inc.                                 | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     14838 | NS      | $1234669.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                                 | Masimo Corporation                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      4000 | NS      | $591800.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                         | Sarepta Therapeutics, Inc.                         | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      4362 | NS      | $565227.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                      | SkyWest, Inc.                                      | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     16978 | NS      | $280306.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. Smith Corporation                            | A. O. Smith Corporation                            | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     17825 | NS      | $1020303.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                          | The J. M. Smucker Company                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     14275 | NS      | $2262016.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                               | The Southern Company                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     31555 | NS      | $2253342.55   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                           | Apogee Enterprises, Inc.                           | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      6235 | NS      | $277208.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                 | Cirrus Logic, Inc.                                 | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      6484 | NS      | $482928.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies, Inc.                       | The Williams Companies, Inc.                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     36541 | NS      | $1202198.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                              | Williams-Sonoma, Inc.                              | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     17994 | NS      | $2067870.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies, Inc.                        | FleetCor Technologies, Inc.                        | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      2926 | NS      | $537447.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                  | Fluor Corporation                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     51171 | NS      | $1773586.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                               | Globus Medical, Inc.                               | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      6895 | NS      | $512091.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc.                                       | GoDaddy Inc.                                       | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      8711 | NS      | $651757.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                    | Wolfspeed, Inc.                                    | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      6177 | NS      | $426460.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Helmerich & Payne, Inc.                            | Helmerich & Payne, Inc.                            | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     35254 | NS      | $1747540.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hershey Company                                | The Hershey Company                                | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     13185 | NS      | $3053250.45   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                | Newmont Corporation                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     31273 | NS      | $1476085.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corporation                                | Nordson Corporation                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      2798 | NS      | $665140.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                  | Nucor Corporation                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     18694 | NS      | $2464056.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                               | Old National Bancorp                               | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     19579 | NS      | $352030.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                   | Olin Corporation                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     39761 | NS      | $2104947.34   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                                 | Omnicom Group Inc.                                 | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     35809 | NS      | $2920940.13   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors, Inc.                     | Sunstone Hotel Investors, Inc.                     | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     49322 | NS      | $476450.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                     | Wyndham Hotels & Resorts, Inc.                     | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     12151 | NS      | $866487.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                     | Amdocs Limited                                     | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     16553 | NS      | $1504667.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AON Public Limited Company                         | AON Public Limited Company                         | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     12282 | NS      | $3686319.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                | Norwegian Cruise Line Holdings Ltd.                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     19935 | NS      | $244004.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nvent Electric Public Limited Company              | Nvent Electric Public Limited Company              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      8158 | NS      | $313838.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                   | AMC Entertainment Holdings, Inc.                   | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |     34922 | NS      | $142132.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AT&T Inc.                                          | AT&T Inc.                                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   1542902 | NS      | $28404825.82  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                               | Analog Devices, Inc.                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     14469 | NS      | $2373350.07   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                 | The Boeing Company                                 | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     17254 | NS      | $3286714.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc.                       | Brookdale Senior Living Inc.                       | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     56823 | NS      | $155126.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                                | Brown & Brown, Inc.                                | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     19818 | NS      | $1129031.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International, Inc.                    | CSG Systems International, Inc.                    | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      7414 | NS      | $424080.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                    | CSX Corporation                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    183615 | NS      | $5688392.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                                    | CoreCivic, Inc.                                    | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     43985 | NS      | $508466.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                  | Corporate Office Properties Trust                  | CUSIP: 22002T108<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | EC               | CORP              | US        |     25276 | NS      | $655659.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                    | Deere & Company                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      7831 | NS      | $3357619.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                               | Douglas Emmett, Inc.                               | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17034 | NS      | $267093.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                            | Duke Energy Corporation                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     22764 | NS      | $2344464.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                              | Generac Holdings Inc.                              | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      2747 | NS      | $276513.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                       | General Dynamics Corporation                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      7367 | NS      | $1827826.37   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company                 | Hewlett Packard Enterprise Company                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    367536 | NS      | $5865874.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc.                        | Hilton Grand Vacations Inc.                        | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      7227 | NS      | $278528.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JNL Government Money Market Fund                   | JNL Government Money Market Fund                   | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1310316 | NS      | $1310315.87   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services, Inc.                         | KAR Auction Services, Inc.                         | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     48436 | NS      | $632089.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                           | Kimco Realty Corporation                           | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     53091 | NS      | $1124467.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                   | Marsh & Mclennan Companies, Inc.                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     42744 | NS      | $7073277.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.                  | Mettler-Toledo International Inc.                  | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       976 | NS      | $1410759.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                         | Patterson-UTI Energy, Inc.                         | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    118992 | NS      | $2003825.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Southstate Corporation                             | Southstate Corporation                             | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      3746 | NS      | $286044.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corporation                    | United States Steel Corporation                    | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     21229 | NS      | $531786.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                              | Universal Corporation                              | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      5987 | NS      | $316173.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                    | Universal Health Services, Inc.                    | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      5087 | NS      | $716707.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                             | Urban Outfitters, Inc.                             | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     23384 | NS      | $557708.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                       | Walmart Inc.                                       | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    311687 | NS      | $44194099.73  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                     | Walgreens Boots Alliance, Inc.                     | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    392364 | NS      | $14658719.04  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                           | Washington Federal, Inc.                           | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11113 | NS      | $372841.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corporation                    | World Fuel Services Corporation                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     17451 | NS      | $476935.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                | Coterra Energy Inc.                                | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     69162 | NS      | $1699310.34   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                          | Colgate-Palmolive Company                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    103159 | NS      | $8127897.61   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corporation                    | Equitrans Midstream Corporation                    | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     45998 | NS      | $308186.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.       | Expeditors International of Washington, Inc.       | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     13620 | NS      | $1415390.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J. Gallagher & Co.                          | Arthur J. Gallagher & Co.                          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     13127 | NS      | $2474964.58   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company                  | Graphic Packaging Holding Company                  | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115148 | NS      | $2562043.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                      | Hologic, Inc.                                      | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     46077 | NS      | $3447020.37   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                              | Home BancShares, Inc.                              | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7869 | NS      | $179334.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                              | Howmet Aerospace Inc.                              | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     37203 | NS      | $1466170.23   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                                    | Hub Group, Inc.                                    | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9080 | NS      | $721769.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                               | Huntsman Corporation                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      9968 | NS      | $273920.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                  | Johnson & Johnson                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    247950 | NS      | $43800367.50  | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| MOS Holdings Inc.                                  | MOS Holdings Inc.                                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    110223 | NS      | $4835483.01   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Holdings, LLC                         | Independence Holdings, LLC                         | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     20314 | NS      | $676659.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                 | Oracle Corporation                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    261768 | NS      | $21396916.32  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                      | Organon & Co.                                      | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |    112523 | NS      | $3142767.39   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                                   | PulteGroup, Inc.                                   | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21382 | NS      | $973522.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualcomm Incorporated                              | Qualcomm Incorporated                              | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     76061 | NS      | $8362146.34   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                             | RPM International Inc.                             | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     29264 | NS      | $2851776.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                           | Ralph Lauren Corporation                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      5715 | NS      | $603904.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                                  | Vector Group Ltd.                                  | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     32652 | NS      | $387252.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.                 | West Pharmaceutical Services, Inc.                 | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      2315 | NS      | $544835.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                        | Western Digital Corporation                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     27896 | NS      | $880118.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                          | The Western Union Company                          | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     61471 | NS      | $846455.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                                     | Woodward, Inc.                                     | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      2106 | NS      | $203460.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.       | American Axle & Manufacturing Holdings, Inc.       | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54633 | NS      | $427230.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                              | Campbell Soup Company                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     23643 | NS      | $1341740.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                     | Citigroup Inc.                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    393088 | NS      | $17779370.24  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                         | Cullen/Frost Bankers, Inc.                         | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      3549 | NS      | $474501.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Company, Inc.                            | Donaldson Company, Inc.                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     17725 | NS      | $1043470.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                      | Equinix, Inc.                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1660 | NS      | $1087349.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                             | General Motors Company                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    256895 | NS      | $8641947.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                               | HCA Healthcare, Inc.                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     13385 | NS      | $3211864.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                          | KBR, Inc.                                          | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     26686 | NS      | $1409020.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                             | Kyndryl Holdings, Inc.                             | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     70389 | NS      | $782725.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group, Inc.                                    | LHC Group, Inc.                                    | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      3475 | NS      | $561872.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corporation                                | Moody's Corporation                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1074 | NS      | $299237.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                          | Moog Inc.                                          | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      5004 | NS      | $439151.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     36736 | NS      | $3123294.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                        | ResMed Inc.                                        | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      9694 | NS      | $2017612.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                  | Ulta Beauty, Inc.                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      6172 | NS      | $2895100.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                    | United Therapeutics Corporation                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     16983 | NS      | $4722802.47   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                    | UnitedHealth Group Incorporated                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     26852 | NS      | $14236393.36  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                     | American Financial Group, Inc.                     | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      2356 | NS      | $323431.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                             | Amkor Technology, Inc.                             | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     21360 | NS      | $512212.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                               | Amphenol Corporation                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     17255 | NS      | $1313795.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                     | Archer-Daniels-Midland Company                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    129964 | NS      | $12067157.40  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                    | B&G Foods, Inc.                                    | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     28952 | NS      | $322814.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BWXT Government Group, Inc.                        | BWXT Government Group, Inc.                        | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     23227 | NS      | $1349024.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                               | Baker Hughes Company                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145827 | NS      | $4306271.31   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                           | Bank OZK                                           | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      4842 | NS      | $193970.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                             | CMS Energy Corporation                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      9006 | NS      | $570349.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                             | CVS Health Corporation                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    303989 | NS      | $28328734.91  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies, Inc.                         | The Cooper Companies, Inc.                         | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      3144 | NS      | $1039626.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc.                                           | Dow Inc.                                           | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     18134 | NS      | $913772.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                            | Exxon Mobil Corporation                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    356068 | NS      | $39274300.40  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                        | Host Hotels & Resorts, Inc.                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     35316 | NS      | $566821.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corporation                                   | IDEX Corporation                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      7318 | NS      | $1670918.94   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                      | Innospec Inc.                                      | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      3985 | NS      | $409897.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.           | The Interpublic Group of Companies, Inc.           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     51715 | NS      | $1722626.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                        | Intuit Inc.                                        | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1694 | NS      | $659338.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                         | Iron Mountain Incorporated                         | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     36648 | NS      | $1826902.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                             | Juniper Networks, Inc.                             | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    111039 | NS      | $3548806.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Incorporated                              | La-Z-Boy Incorporated                              | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     17906 | NS      | $408614.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                            | Abercrombie & Fitch Co.                            | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     22437 | NS      | $514031.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.                    | Academy Sports & Outdoors, Inc.                    | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12385 | NS      | $650707.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corporation                           | Agree Realty Corporation                           | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3847 | NS      | $272867.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust                             | Americold Realty Trust                             | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     26321 | NS      | $745147.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                        | Belden Inc.                                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      9728 | NS      | $699443.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                        | Ionis Pharmaceuticals, Inc.                        | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      6194 | NS      | $233947.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp.                            | J & J Snack Foods Corp.                            | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1734 | NS      | $259597.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                    | Kellogg Company                                    | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     43108 | NS      | $3071013.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp.                              | AGNC Investment Corp.                              | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |     55552 | NS      | $574963.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                 | American International Group, Inc.                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    164866 | NS      | $10426125.84  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                              | Elevance Health, Inc.                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     15995 | NS      | $8204955.15   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation            | Booz Allen Hamilton Holding Corporation            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     34704 | NS      | $3627262.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                    | BorgWarner Inc.                                    | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     21079 | NS      | $848429.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boston Beer Company, Inc.                      | The Boston Beer Company, Inc.                      | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      1659 | NS      | $546673.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                           | Brown-Forman Corporation                           | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     45026 | NS      | $2957307.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Buckle, Inc.                                   | The Buckle, Inc.                                   | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     14418 | NS      | $653856.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                       | Cadence Design Systems, Inc.                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      8164 | NS      | $1311464.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                                     | Carter's, Inc.                                     | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     23375 | NS      | $1744008.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                | Danaher Corporation                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     12881 | NS      | $3418875.02   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                  | Eversource Energy                                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      9990 | NS      | $837561.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                 | Exelon Corporation                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    145335 | NS      | $6282832.05   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                     | Exelixis, Inc.                                     | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     16358 | NS      | $262382.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                    | FMC Corporation                                    | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      5948 | NS      | $742310.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                          | First Horizon Corporation                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     29340 | NS      | $718830.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                     | Fortinet, Inc.                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     15248 | NS      | $745474.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                           | GMS Inc.                                           | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      5372 | NS      | $267525.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                           | General Electric Company                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     98899 | NS      | $8286747.21   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                   | Hess Corporation                                   | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     17725 | NS      | $2513759.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                           | ITT Inc.                                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      7680 | NS      | $622848.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                              | Keurig Dr Pepper Inc.                              | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     71008 | NS      | $2532145.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                          | Matador Resources Company                          | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      5744 | NS      | $328786.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, Inc.                                      | MAXIMUS, Inc.                                      | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     16434 | NS      | $1205105.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corporation                                    | NCR Corporation                                    | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     22433 | NS      | $525156.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                    | PacWest Bancorp                                    | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     17915 | NS      | $411149.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                           | Palo Alto Networks, Inc.                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     15091 | NS      | $2105798.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc.                         | Park Hotels & Resorts Inc.                         | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     39730 | NS      | $468416.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                        | Parker-Hannifin Corporation                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      3720 | NS      | $1082520.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Incorporated                               | Snap-on Incorporated                               | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1693 | NS      | $386833.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                      | The Travelers Companies, Inc.                      | CUSIP: 89417E109<br>LEI: 54930005DC1T4GCMYS22 | Long             | EC               | CORP              | US        |     38247 | NS      | $7170930.03   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                        | United Parcel Service, Inc.                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     69413 | NS      | $12066755.92  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME Communities                                   | ELME Communities                                   | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     13342 | NS      | $237487.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                 | Waters Corporation                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      4663 | NS      | $1597450.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                       | Watsco, Inc.                                       | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      9589 | NS      | $2391496.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                           | Advance Auto Parts, Inc.                           | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1198 | NS      | $176141.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                         | Agilent Technologies, Inc.                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      8220 | NS      | $1230123.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                          | Akamai Technologies, Inc.                          | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      6604 | NS      | $556717.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                                   | AptarGroup, Inc.                                   | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     13050 | NS      | $1435239.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                       | Arcosa, Inc.                                       | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     10417 | NS      | $566059.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corporation                                | Arconic Corporation                                | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     35487 | NS      | $750904.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                         | Constellation Brands, Inc.                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     11828 | NS      | $2741139.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc.                             | Dell Technologies Inc.                             | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      6410 | NS      | $257810.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Company                                   | Fastenal Company                                   | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     25435 | NS      | $1203584.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                             | Federated Hermes, Inc.                             | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     22681 | NS      | $823547.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                                  | First Solar, Inc.                                  | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      4726 | NS      | $707907.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                | Flowers Foods, Inc.                                | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     51684 | NS      | $1485398.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                                  | Foot Locker, Inc.                                  | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     50844 | NS      | $1921394.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess ?, Inc.                                      | Guess ?, Inc.                                      | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     14623 | NS      | $302549.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corporation                                    | HNI Corporation                                    | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      9876 | NS      | $280774.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                            | Haemonetics Corporation                            | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      6758 | NS      | $531516.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hain Celestial Group, Inc.                     | The Hain Celestial Group, Inc.                     | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     15077 | NS      | $243945.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                | Halliburton Company                                | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     24367 | NS      | $958841.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation        | International Business Machines Corporation        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    253972 | NS      | $35782115.08  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                         | NIKE, Inc.                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     18990 | NS      | $2222019.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies, Inc.                            | The TJX Companies, Inc.                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     30315 | NS      | $2413074.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises, Inc.                           | Werner Enterprises, Inc.                           | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     28135 | NS      | $1132715.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                       | Worthington Industries, Inc.                       | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      8609 | NS      | $427953.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corporation                     | Chimera Investment Corporation                     | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |    137628 | NS      | $756954.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Cinemark Holdings, Inc.                            | Cinemark Holdings, Inc.                            | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     35901 | NS      | $310902.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                | Cisco Systems, Inc.                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    440886 | NS      | $21003809.04  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                              | Clearway Energy, Inc.                              | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     14615 | NS      | $465780.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                | Comcast Corporation                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    235032 | NS      | $8219069.04   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                             | Murphy Oil Corporation                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     56737 | NS      | $2440258.37   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                    | Murphy USA Inc.                                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     16597 | NS      | $4639525.38   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                   | NRG Energy, Inc.                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     24606 | NS      | $782962.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC Incorporated                                 | AFLAC Incorporated                                 | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     33934 | NS      | $2441211.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                        | AbbVie Inc.                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    102853 | NS      | $16622073.33  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                            | Aramark                                            | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      8185 | NS      | $338367.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources, Inc.                               | Arch Resources, Inc.                               | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      2046 | NS      | $292148.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                      | Boston Scientific Corporation                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     43832 | NS      | $2028106.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                          | Church & Dwight Co., Inc.                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     22807 | NS      | $1838472.27   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                     | Citizens Financial Group, Inc.                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     11867 | NS      | $467203.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                 | The Clorox Company                                 | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     14953 | NS      | $2098354.49   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                               | Conagra Brands, Inc.                               | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     52496 | NS      | $2031595.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corporation                         | Curtiss-Wright Corporation                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      7276 | NS      | $1215019.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                                  | Dana Incorporated                                  | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     72815 | NS      | $1101690.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                           | Darden Restaurants, Inc.                           | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      8536 | NS      | $1180784.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                             | Dycom Industries, Inc.                             | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      3118 | NS      | $291844.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                           | Equitable Holdings, Inc.                           | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      8045 | NS      | $230891.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Lifestyle Properties, Inc.                  | Equity Lifestyle Properties, Inc.                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     11238 | NS      | $725974.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Company                             | Erie Indemnity Company                             | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      3326 | NS      | $827242.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                              | Freeport-McMoRan Inc.                              | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     40325 | NS      | $1532350.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                | Gaming and Leisure Properties, Inc.                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     44270 | NS      | $2306024.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                       | Honeywell International Inc.                       | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     18939 | NS      | $4058627.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                                    | Insperity, Inc.                                    | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      5032 | NS      | $571635.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Naperville, LLC                        | Kite Realty Naperville, LLC                        | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11670 | NS      | $245653.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                               | The Macerich Company                               | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     75405 | NS      | $849060.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL, INC                             | VERIS RESIDENTIAL, INC                             | CUSIP: 554489104<br>LEI: 549300MJC9VNA6VSEE11 | Long             | EC               | CORP              | US        |     27912 | NS      | $444638.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden, Ltd.                                | Steven Madden, Ltd.                                | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     13658 | NS      | $436509.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc.                       | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     19588 | NS      | $2916457.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                       | Norfolk Southern Corporation                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      7000 | NS      | $1724940.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                      | Paychex, Inc.                                      | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     29280 | NS      | $3383596.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                      | PepsiCo, Inc.                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    183252 | NS      | $33106306.32  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                            | Sonoco Products Company                            | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     26522 | NS      | $1610150.62   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                       | Vishay Intertechnology, Inc.                       | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     50718 | NS      | $1093987.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                      | Webster Financial Corporation                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      7917 | NS      | $374790.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                  | Yum! Brands, Inc.                                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     41440 | NS      | $5307635.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                    | Blackstone Mortgage Trust, Inc.                    | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     33396 | NS      | $706993.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc.                                    | Blackstone Inc.                                    | CUSIP: 09260D107<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | EC               | CORP              | US        |     19471 | NS      | $1444553.49   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                              | Boise Cascade Company                              | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     11863 | NS      | $814632.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                              | Booking Holdings Inc.                              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      3517 | NS      | $7087739.76   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                        | Brighthouse Financial, Inc.                        | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     28450 | NS      | $1458631.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.               | Broadridge Financial Solutions, Inc.               | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |     18159 | NS      | $2435666.67   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Incorporated                       | Churchill Downs Incorporated                       | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      3862 | NS      | $816542.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                   | Cincinnati Financial Corporation                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      3692 | NS      | $378023.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                | Clean Harbors, Inc.                                | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      2523 | NS      | $287924.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                | Entergy Corporation                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     10527 | NS      | $1184287.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                | Ladder Capital Corp                                | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     32628 | NS      | $327585.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies, Inc.                             | Lowe`s Companies, Inc.                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     48828 | NS      | $9728490.72   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.                   | National Retail Properties, Inc.                   | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      8847 | NS      | $404838.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                             | Waste Management, Inc.                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     29656 | NS      | $4652433.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor Pty Ltd                                      | Amcor Pty Ltd                                      | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |    145096 | NS      | $1728093.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Limited                                | Nomad Foods Limited                                | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |     24649 | NS      | $424948.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                       | Royal Caribbean Cruises Ltd.                       | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |      5864 | NS      | $289857.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                     | AutoZone, Inc.                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      2746 | NS      | $6772130.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                                    | Cable One, Inc.                                    | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       451 | NS      | $321048.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                         | Dollar General Corporation                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     26350 | NS      | $6488687.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                                | Lithia Motors, Inc.                                | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      2807 | NS      | $574705.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                        | Lockheed Martin Corporation                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     37185 | NS      | $18090130.65  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                  | Merck & Co., Inc.                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    424924 | NS      | $47145317.80  | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                                    | Nordstrom, Inc.                                    | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     31712 | NS      | $511831.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Gen Digital Inc.                                   | Gen Digital Inc.                                   | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    106211 | NS      | $2276101.73   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                                   | PDC Energy, Inc.                                   | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      4868 | NS      | $309020.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                   | PG&E Corporation                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     44693 | NS      | $726708.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group, Inc.                              | Paramount Group, Inc.                              | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |     83432 | NS      | $495586.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail, Inc.                                | Qurate Retail, Inc.                                | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |    238655 | NS      | $389007.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                      | Regions Financial Corporation                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     29999 | NS      | $646778.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                         | Resideo Technologies, Inc.                         | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     25595 | NS      | $421037.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                 | Ryman Hospitality Properties, Inc.                 | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      7692 | NS      | $629051.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc.                                        | Seagen Inc.                                        | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7322 | NS      | $940950.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                             | Sonic Automotive, Inc.                             | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      7544 | NS      | $371692.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                      | Starwood Property Trust, Inc.                      | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     67182 | NS      | $1231446.06   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                         | Super Micro Computer, Inc.                         | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      9069 | NS      | $744564.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                                 | Vail Resorts, Inc.                                 | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      5530 | NS      | $1318075.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                                | Visteon Corporation                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     11558 | NS      | $1512133.14   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendy's Company                                | The Wendy's Company                                | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     85051 | NS      | $1924704.13   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company           | Eaton Corporation Public Limited Company           | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     10783 | NS      | $1692391.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                         | Apple Inc.                                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    146120 | NS      | $18985371.60  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                             | DXC Technology Company                             | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     27835 | NS      | $737627.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap, Inc.                                      | The Gap, Inc.                                      | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    109379 | NS      | $1233795.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                      | Gartner, Inc.                                      | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      5515 | NS      | $1853812.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                        | LPL Financial Holdings Inc.                        | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     16736 | NS      | $3617821.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corporation of America Holdings         | Laboratory Corporation of America Holdings         | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      1823 | NS      | $429280.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc.                                  | Life Storage Inc.                                  | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      7995 | NS      | $787507.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                       | MasTec, Inc.                                       | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      2992 | NS      | $255307.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                            | Molina Healthcare, Inc.                            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      8401 | NS      | $2774178.22   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage 1990 Corporation                  | Monster Beverage 1990 Corporation                  | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     24230 | NS      | $2460071.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corporation                         | Otis Worldwide Corporation                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     17501 | NS      | $1370503.31   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                               | Silgan Holdings Inc.                               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     19882 | NS      | $1030682.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                         | Simon Property Group, Inc.                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     19072 | NS      | $2240578.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                              | Whirlpool Corporation                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      9060 | NS      | $1281627.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                            | John Wiley & Sons, Inc.                            | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     10462 | NS      | $419107.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                   | Carpenter Technology Corporation                   | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     12565 | NS      | $464151.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                               | Celanese Corporation                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     11869 | NS      | $1213486.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company                               | The Chemours Company                               | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     25463 | NS      | $779677.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                            | DuPont de Nemours, Inc.                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     66922 | NS      | $4592856.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                        | Deckers Outdoor Corporation                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      1746 | NS      | $696933.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                               | Emerson Electric Co.                               | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     49814 | NS      | $4785132.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                               | LXP Industrial Trust                               | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     41038 | NS      | $411200.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                      | Liberty Broadband Corporation                      | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      6632 | NS      | $505822.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                          | Liberty Media Corporation                          | CUSIP: 531229607<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |     39909 | NS      | $1561639.17   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                          | PVH Corp.                                          | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      2505 | NS      | $176827.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corporation                            | Encore Wire Corporation                            | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5276 | NS      | $725766.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mednax, Inc.                                       | Mednax, Inc.                                       | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27566 | NS      | $409630.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                         | Peabody Energy Corporation                         | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     34909 | NS      | $922295.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                       | The Procter & Gamble Company                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    226311 | NS      | $34299695.16  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                         | The New York Times Company                         | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     10153 | NS      | $329566.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Canada ULC                                 | Ovintiv Canada ULC                                 | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |     13216 | NS      | $670183.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                              | Thor Industries, Inc.                              | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     13174 | NS      | $994505.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                | Toll Brothers, Inc.                                | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     12063 | NS      | $602184.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                   | The Toro Company                                   | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     23846 | NS      | $2699367.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                             | Tractor Supply Company                             | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      5614 | NS      | $1262981.58   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ProLogis Inc.                                      | ProLogis Inc.                                      | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      5402 | NS      | $608913.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ III-EM Columbus Lessee, LLC                    | RLJ III-EM Columbus Lessee, LLC                    | CUSIP: 74965L101<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | EC               | CORP              | US        |     60755 | NS      | $643395.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Incorporated                       | TransDigm Group Incorporated                       | CUSIP: 893641100<br>LEI: 549300EQD0ZXRSMG3549 | Long             | EC               | CORP              | US        |      2239 | NS      | $1409786.35   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                          | UDR, Inc.                                          | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     25134 | NS      | $973439.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                         | Xerox Holdings Corporation                         | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     29414 | NS      | $429444.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                       | Zimmer Biomet Holdings, Inc.                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      5699 | NS      | $726622.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                        | Range Resources Corporation                        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     51846 | NS      | $1297186.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Realogy Holdings Corp.                             | Realogy Holdings Corp.                             | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     62119 | NS      | $396940.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                        | Zoetis Inc.                                        | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      7975 | NS      | $1168736.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                     | TechnipFMC PLC                                     | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     89352 | NS      | $1089200.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                    | Regeneron Pharmaceuticals, Inc.                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      8626 | NS      | $6223572.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                     | The Charles Schwab Corporation                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     43042 | NS      | $3583676.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd                | White Mountains Insurance Group Ltd                | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |       580 | NS      | $820311.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                          | Flex Ltd.                                          | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |     38696 | NS      | $830416.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation     | Science Applications International Corporation     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      2768 | NS      | $307054.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                               | Light & Wonder, Inc.                               | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      4201 | NS      | $246178.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                     | The Scotts Miracle-Gro Company                     | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     10702 | NS      | $520010.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Stepan Company                                     | Stepan Company                                     | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      2870 | NS      | $305540.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                                   | Stericycle, Inc.                                   | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     13805 | NS      | $688731.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation           | Stewart Information Services Corporation           | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      6972 | NS      | $297913.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                             | Stifel Financial Corp.                             | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      5176 | NS      | $302123.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Store Capital Corporation                          | Store Capital Corporation                          | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     12519 | NS      | $401359.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                | Stryker Corporation                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      9387 | NS      | $2295027.63   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                              | Sun Communities, Inc.                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      6748 | NS      | $964964.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corporation                               | Teradata Corporation                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     16122 | NS      | $542666.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                                   | Tetra Tech, Inc.                                   | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      2885 | NS      | $418873.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The ODP Corporation                                | The ODP Corporation                                | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Long             | EC               | CORP              | US        |     20293 | NS      | $924143.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                         | 3M Company                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     59372 | NS      | $7119890.24   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                       | Two Harbors Investment Corp.                       | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     31584 | NS      | $498079.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                                | Acuity Brands, Inc.                                | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6840 | NS      | $1132772.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc.                      | Adtalem Global Education Inc.                      | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     18888 | NS      | $670524.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                              | AECOM                                              | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     21844 | NS      | $1855210.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                              | Arista Networks, Inc.                              | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     11949 | NS      | $1450011.15   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                          | Baxter International Inc.                          | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     53833 | NS      | $2743868.01   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                           | Devon Energy Corporation                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     93168 | NS      | $5730763.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation               | First American Financial Corporation               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     25905 | NS      | $1355867.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corporation                       | Lancaster Colony Corporation                       | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      5362 | NS      | $1057922.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Healthcare Solutions, Inc.                 | Premier Healthcare Solutions, Inc.                 | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23405 | NS      | $818706.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                      | Primoris Services Corporation                      | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     14059 | NS      | $308454.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                    | Primerica, Inc.                                    | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      1210 | NS      | $171602.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                        | The Progressive Corporation                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     48164 | NS      | $6247352.44   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                                | Sanmina Corporation                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     16486 | NS      | $944482.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                        | Avnet, Inc.                                        | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     35625 | NS      | $1481287.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                   | Ball Corporation                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     21112 | NS      | $1079667.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                       | The Sherwin-Williams Company                       | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      6540 | NS      | $1552138.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                   | Xcel Energy Inc.                                   | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     16185 | NS      | $1134730.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation            | The Bank of New York Mellon Corporation            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     58061 | NS      | $2642936.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                              | Cardinal Health, Inc.                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    110513 | NS      | $8495134.31   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                                 | Zillow Group, Inc.                                 | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      9525 | NS      | $306800.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                  | International Game Technology PLC                  | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | US        |     31476 | NS      | $713875.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                         | Carrier Global Corporation                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     28824 | NS      | $1188990.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                | Centene Corporation                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     16120 | NS      | $1322001.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                 | Royalty Pharma PLC                                 | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     32072 | NS      | $1267485.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company | Seagate Technology Holdings Public Limited Company | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     13454 | NS      | $707814.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                                 | DT Midstream, Inc.                                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5048 | NS      | $278952.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                          | Lamar Advertising Company                          | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      8849 | NS      | $835345.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair Public Limited Company                     | Pentair Public Limited Company                     | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     22408 | NS      | $1007911.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                              | Landstar System, Inc.                              | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     10312 | NS      | $1679824.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. Holdings, Inc.                              | M.D.C. Holdings, Inc.                              | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     12163 | NS      | $384350.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                  | Microchip Technology Incorporated                  | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     14795 | NS      | $1039348.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                              | Myriad Genetics, Inc.                              | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     21371 | NS      | $310093.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nov Inc.                                           | Nov Inc.                                           | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     88580 | NS      | $1850436.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                                | Navient Corporation                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     62635 | NS      | $1030345.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                       | NetApp, Inc.                                       | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      8512 | NS      | $511230.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                             | NetScout Systems, Inc.                             | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     24665 | NS      | $801859.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                | Rithm Capital Corp.                                | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |    155672 | NS      | $1271840.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises, Inc.                          | Nu Skin Enterprises, Inc.                          | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     24077 | NS      | $1015086.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation                  | Pinnacle West Capital Corporation                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      3637 | NS      | $276557.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company                  | Pioneer Natural Resources Company                  | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      6492 | NS      | $1482707.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                          | T. Rowe Price Group, Inc.                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     19903 | NS      | $2170621.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                      | Raymond James Financial, Inc.                      | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      5668 | NS      | $605625.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                                | Redwood Trust, Inc.                                | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     51000 | NS      | $344760.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                            | Republic Services, Inc.                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     16030 | NS      | $2067709.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.                    | American Eagle Outfitters, Inc.                    | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     80879 | NS      | $1129070.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                      | AmerisourceBergen Corporation                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      9882 | NS      | $1637546.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                            | Berkshire Hathaway Inc.                            | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     50660 | NS      | $15648874.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                 | Best Buy Co., Inc.                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     55762 | NS      | $4472670.02   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                          | CNO Financial Group, Inc.                          | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     38632 | NS      | $882741.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories, Inc.                           | Dolby Laboratories, Inc.                           | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      7714 | NS      | $544145.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                  | FirstEnergy Corp.                                  | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     16512 | NS      | $692513.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                 | Ford Motor Company                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    835562 | NS      | $9717586.06   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies, Inc.                     | The Greenbrier Companies, Inc.                     | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     17583 | NS      | $589557.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                              | Harley-Davidson, Inc.                              | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     20468 | NS      | $851468.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.        | The Hartford Financial Services Group, Inc.        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      6557 | NS      | $497217.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                       | Hasbro, Inc.                                       | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      2052 | NS      | $125192.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.            | International Flavors & Fragrances Inc.            | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      6515 | NS      | $683032.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                 | Ryder System, Inc.                                 | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     20183 | NS      | $1686693.31   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                  | Service Corporation International                  | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     27597 | NS      | $1908056.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                | Take-Two Interactive Software, Inc.                | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      4180 | NS      | $435263.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                            | United Bankshares, Inc.                            | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      6635 | NS      | $268651.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                     | United Airlines Holdings, Inc.                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      6700 | NS      | $252590.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                         | Alliant Energy Corporation                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      8091 | NS      | $446704.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                 | Ameren Corporation                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      8256 | NS      | $734123.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                            | Applied Materials, Inc.                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     50134 | NS      | $4882048.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Company, Inc.                    | CommScope Holding Company, Inc.                    | CUSIP: 20337X109<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | EC               | CORP              | US        |     31018 | NS      | $227982.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                     | ConocoPhillips                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    100447 | NS      | $11852746.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                       | Envista Holdings Corporation                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      8238 | NS      | $277373.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd.                                 | Kosmos Energy Ltd.                                 | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     65223 | NS      | $414818.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Foods Group, Inc.                            | Kraft Foods Group, Inc.                            | CUSIP: 500754106<br>LEI: 5493003STKEZ2S0RNU91 | Long             | EC               | CORP              | US        |    138682 | NS      | $5645744.22   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                     | The Kroger Co.                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    272714 | NS      | $12157590.12  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                    | LKQ Corporation                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      7197 | NS      | $384391.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                                | Equity Commonwealth                                | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     28101 | NS      | $701681.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                                   | Hanesbrands Inc.                                   | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     85024 | NS      | $540752.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                         | Bio-Rad Laboratories, Inc.                         | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      1711 | NS      | $719458.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R Block, Inc.                                  | H & R Block, Inc.                                  | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     73302 | NS      | $2676256.02   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                              | Brunswick Corporation                              | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     13178 | NS      | $949870.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                   | Caterpillar Inc.                                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     34360 | NS      | $8231281.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                 | Cintas Corporation                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4923 | NS      | $2223325.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cubesmart, L.P.                                    | Cubesmart, L.P.                                    | CUSIP: 229663109<br>LEI: 549300MPHKO3I3FJRA97 | Long             | EC               | CORP              | US        |     16666 | NS      | $670806.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment, Inc.                | Dave & Buster's Entertainment, Inc.                | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      7773 | NS      | $275475.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                          | Essential Utilities, Inc.                          | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     11527 | NS      | $550183.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                                      | Evercore Inc.                                      | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      7000 | NS      | $763560.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                       | Evergy, Inc.                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      7585 | NS      | $477248.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                           | Extra Space Storage Inc.                           | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |      8755 | NS      | $1288560.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                   | AGCO Corporation                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      6155 | NS      | $853636.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                      | AMN Healthcare Services, Inc.                      | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      6109 | NS      | $628127.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                  | Alcoa Corporation                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     34934 | NS      | $1588448.98   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin, Inc.                          | Alexander & Baldwin, Inc.                          | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13168 | NS      | $246636.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADS Alliance Data Systems, Inc.                    | ADS Alliance Data Systems, Inc.                    | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     30409 | NS      | $1145202.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons, Inc.                                | The Andersons, Inc.                                | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      9810 | NS      | $343251.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                    | Annaly Capital Management, Inc.                    | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     32520 | NS      | $685521.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.              | Applied Industrial Technologies, Inc.              | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      3253 | NS      | $409975.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                  | Cabot Corporation                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     14363 | NS      | $960022.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                       | Casey's General Stores, Inc.                       | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     12287 | NS      | $2756588.45   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                | Fortive Corporation                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      8822 | NS      | $566813.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                        | Franklin Electric Co., Inc.                        | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      4862 | NS      | $387744.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                          | Consolidated Edison, Inc.                          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      9929 | NS      | $946332.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                      | Corteva, Inc.                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     41479 | NS      | $2438135.62   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                           | Franklin Resources, Inc.                           | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     48587 | NS      | $1281725.06   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                   | GATX Corporation                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      7684 | NS      | $817116.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group, Ltd.                          | G-III Apparel Group, Ltd.                          | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     15194 | NS      | $208309.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                         | Graco Inc.                                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     10949 | NS      | $736429.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                       | Costco Wholesale Corporation                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     19751 | NS      | $9016331.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                       | Cummins Inc.                                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     18077 | NS      | $4379876.33   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                           | Darling Ingredients Inc.                           | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      7932 | NS      | $496463.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.                    | Dun & Bradstreet Holdings, Inc.                    | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16837 | NS      | $206421.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W. W. Grainger, Inc.                               | W. W. Grainger, Inc.                               | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      4394 | NS      | $2444162.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                        | Greif, Inc.                                        | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      8779 | NS      | $588719.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.                 | Hawaiian Electric Industries, Inc.                 | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     14541 | NS      | $608540.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings, Inc.                            | Hawaiian Holdings, Inc.                            | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     25029 | NS      | $256797.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.                    | Healthcare Services Group, Inc.                    | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     28096 | NS      | $337152.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                  | HEICO Corporation                                  | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      4678 | NS      | $718727.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                      | Jack Henry & Associates, Inc.                      | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |     15335 | NS      | $2692212.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                                  | Hillenbrand, Inc.                                  | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      7559 | NS      | $322542.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                    | Interactive Brokers Group, Inc.                    | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      6603 | NS      | $477727.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                | Kinder Morgan, Inc.                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    108317 | NS      | $1958371.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                           | PTC Inc.                                           | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      6015 | NS      | $722040.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                        | Sally Beauty Holdings, Inc.                        | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     59987 | NS      | $751037.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                         | Avery Dennison Corporation                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      7691 | NS      | $1392071.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                            | Avis Budget Group, Inc.                            | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     44522 | NS      | $7298491.46   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                         | United Natural Foods, Inc.                         | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     20820 | NS      | $805942.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                         | Unum Group                                         | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     46669 | NS      | $1914829.07   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                       | Cadence Bank                                       | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      7528 | NS      | $185640.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                  | Capital One Financial Corporation                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     56633 | NS      | $5264603.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                          | Valero Energy Corporation                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    121970 | NS      | $15473114.20  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets, Inc.                                 | Weis Markets, Inc.                                 | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3713 | NS      | $305542.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial                          | Capitol Federal Financial                          | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25792 | NS      | $223100.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc.                               | Dentsply Sirona Inc.                               | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     15569 | NS      | $495716.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                              | Wells Fargo & Company                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    470850 | NS      | $19441396.50  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                  | Dollar Tree, Inc.                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     19293 | NS      | $2728801.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                         | Lamb Weston Holdings, Inc.                         | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     21234 | NS      | $1897470.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                    | The Estee Lauder Companies Inc.                    | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1199 | NS      | $297483.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                  | Loews Corporation                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     27879 | NS      | $1626182.07   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                      | Louisiana-Pacific Corporation                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     17463 | NS      | $1033809.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                          | MGM Resorts International                          | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      7769 | NS      | $260494.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                     | Hilton Worldwide Holdings Inc.                     | CUSIP: 43300A203<br>LEI: 549300406TN7EY0NPH20 | Long             | EC               | CORP              | US        |      8274 | NS      | $1045502.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                                  | ICU Medical, Inc.                                  | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      1356 | NS      | $213542.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                    | MSC Industrial Direct Co., Inc.                    | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     15892 | NS      | $1298376.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation           | Marriott Vacations Worldwide Corporation           | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       827 | NS      | $111305.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                            | MasterCard Incorporated                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     40724 | NS      | $14160956.52  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                               | McKesson Corporation                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     39770 | NS      | $14918522.40  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc.                             | Jackson Financial Inc.                             | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      8595 | NS      | $299020.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                         | Kimberly-Clark Corporation                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     46793 | NS      | $6352149.75   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                               | PPG Industries, Inc.                               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     15182 | NS      | $1908984.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                         | PACCAR Inc                                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     10256 | NS      | $1015036.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                   | Packaging Corporation of America                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      3874 | NS      | $495523.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart, Inc.                                   | PriceSmart, Inc.                                   | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      5418 | NS      | $329306.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                      | Rayonier Inc.                                      | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     24864 | NS      | $819517.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated         | Reinsurance Group of America, Incorporated         | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      2132 | NS      | $302935.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                  | Ross Stores, Inc.                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      9522 | NS      | $1105218.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                  | SM Energy Company                                  | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     54405 | NS      | $1894926.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                           | Service Properties Trust                           | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |     78417 | NS      | $571659.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.          | Knight-Swift Transportation Holdings Inc.          | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33938 | NS      | $1778690.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corporation                                 | Kohl's Corporation                                 | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     51784 | NS      | $1307546.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                        | Ares Management Corporation                        | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      9880 | NS      | $676187.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                      | Asbury Automotive Group, Inc.                      | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      9488 | NS      | $1700724.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Global Holdings Inc.                       | Ashland Global Holdings Inc.                       | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      2633 | NS      | $283126.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                          | CNX Resources Corporation                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     53235 | NS      | $896477.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                    | Carlisle Companies Incorporated                    | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1336 | NS      | $314828.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International, Inc.               | Compass Minerals International, Inc.               | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      6525 | NS      | $267525.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation                                 | Incyte Corporation                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     17726 | NS      | $1423752.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc.                                | OUTFRONT Media Inc.                                | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      9678 | NS      | $160461.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc.                                    | PBF Energy Inc.                                    | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     44543 | NS      | $1816463.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                      | Permian Resources Corporation                      | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     71255 | NS      | $669797.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                    | Principal Financial Group, Inc.                    | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      7990 | NS      | $670520.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                           | ProAssurance Corporation                           | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     10968 | NS      | $191610.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                    | SLM Corporation                                    | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     55749 | NS      | $925433.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                                 | Henry Schein, Inc.                                 | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     15426 | NS      | $1232074.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                           | Schneider National, Inc.                           | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     16533 | NS      | $386872.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                             | Sealed Air Corporation                             | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     40257 | NS      | $2008019.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                      | Sempra Energy                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      9401 | NS      | $1452830.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital, Inc.                        | Spirit Realty Capital, Inc.                        | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      6548 | NS      | $261461.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI Pointe Homes Holdings, Inc.                    | TRI Pointe Homes Holdings, Inc.                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37087 | NS      | $689447.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                             | TTM Technologies, Inc.                             | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     17472 | NS      | $263477.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                   | Lear Corporation                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     13982 | NS      | $1734047.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                          | Liberty Media Corporation                          | CUSIP: 531229854<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |     11399 | NS      | $681432.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                              | Targa Resources Corp.                              | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     19254 | NS      | $1415169.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Treehouse Foods, Inc.                              | Treehouse Foods, Inc.                              | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     18409 | NS      | $909036.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                         | Meritage Homes Corporation                         | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      5156 | NS      | $475383.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                      | MetLife, Inc.                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     59052 | NS      | $4273593.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                               | UFP Industries, Inc.                               | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     11457 | NS      | $907967.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                            | Uber Technologies, Inc.                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     44471 | NS      | $1099767.83   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                      | Moderna, Inc.                                      | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      1596 | NS      | $286673.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp, Inc.                   | New York Community Bancorp, Inc.                   | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     95706 | NS      | $823071.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                             | Warrior Met Coal, Inc.                             | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     33260 | NS      | $1152126.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                      | New York Mortgage Trust, Inc.                      | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    113178 | NS      | $289735.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PNM Resources, Inc.                                | PNM Resources, Inc.                                | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      9329 | NS      | $455161.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                              | SL Green Realty Corp.                              | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      8039 | NS      | $271075.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Schlumberger Limited                               | Schlumberger Limited                               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     90029 | NS      | $4812950.34   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                             | Scholastic Corporation                             | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10670 | NS      | $421038.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation                | Select Medical Holdings Corporation                | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14408 | NS      | $357750.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                   | Air Products and Chemicals, Inc.                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      6628 | NS      | $2043147.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                              | Teleflex Incorporated                              | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      2513 | NS      | $627320.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems, Inc.                   | Telephone and Data Systems, Inc.                   | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47020 | NS      | $493239.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corporation                              | Albemarle Corporation                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      6166 | NS      | $1337158.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                         | American Tower Corporation                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      4630 | NS      | $980911.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                                 | The Timken Company                                 | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     13067 | NS      | $923444.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corporation                               | Unifirst Corporation                               | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       771 | NS      | $148795.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apa Corp.                                          | Apa Corp.                                          | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16246 | NS      | $758363.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.        | Apollo Commercial Real Estate Finance, Inc.        | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     27251 | NS      | $293220.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                          | Union Pacific Corporation                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     65247 | NS      | $13510696.29  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                       | Ventas, Inc.                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     10218 | NS      | $460320.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                        | Verizon Communications Inc.                        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    340988 | NS      | $13434927.20  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                             | Verisk Analytics, Inc.                             | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     15520 | NS      | $2738038.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                       | Apple Hospitality REIT, Inc.                       | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     66015 | NS      | $1041716.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corporation                        | Kaiser Aluminum Corporation                        | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4982 | NS      | $378432.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                | Vertex Pharmaceuticals Incorporated                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      7465 | NS      | $2155742.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                   | Paramount Global                                   | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    107700 | NS      | $1817976.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                       | Viatris Inc.                                       | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    170682 | NS      | $1899690.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company                   | Accenture Public Limited Company                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     21871 | NS      | $5836057.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich American Corporation                        | Zurich American Corporation                        | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      5926 | NS      | $291559.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                        | L3Harris Technologies, Inc.                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     18818 | NS      | $3918095.78   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Limited                                      | Bunge Limited                                      | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |     62586 | NS      | $6244205.22   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Incorporated                      | Leggett & Platt, Incorporated                      | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     29772 | NS      | $959551.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                              | Leidos Holdings, Inc.                              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     13535 | NS      | $1423746.65   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                          | Lennox International Inc.                          | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      6204 | NS      | $1484182.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corporation                        | MGIC Investment Corporation                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     36688 | NS      | $476944.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                        | Mercury General Corporation                        | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     14587 | NS      | $498875.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                          | AAR Corp.                                          | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      9848 | NS      | $442175.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                        | ABM Industries Incorporated                        | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     12228 | NS      | $543167.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                      | Alnylam Pharmaceuticals, Inc.                      | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      6340 | NS      | $1506701.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                   | News Corporation                                   | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     39447 | NS      | $717935.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                          | Nexstar Media Group, Inc.                          | CUSIP: 65336K103<br>LEI: 5493006PK6I4I2OOT688 | Long             | EC               | CORP              | US        |      6492 | NS      | $1136294.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                 | Altria Group, Inc.                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    395939 | NS      | $18098371.69  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc.                       | American Airlines Group Inc.                       | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92713 | NS      | $1179309.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                               | NextEra Energy, Inc.                               | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |     58311 | NS      | $4874799.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                      | NiSource Inc.                                      | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     11816 | NS      | $323994.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                               | Houlihan Lokey, Inc.                               | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      9946 | NS      | $866893.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                       | Northrop Grumman Corporation                       | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     17385 | NS      | $9485429.85   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Now, Inc.                                          | Now, Inc.                                          | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     28505 | NS      | $362013.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment, Inc.                           | PENN Entertainment, Inc.                           | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6472 | NS      | $192218.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                       | Xenia Hotels & Resorts, Inc.                       | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     27327 | NS      | $360169.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc.                                          | Yelp Inc.                                          | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     19372 | NS      | $529630.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                                  | Pitney Bowes Inc.                                  | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     61649 | NS      | $234266.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                       | Polaris Inc.                                       | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      2793 | NS      | $282093.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                | Post Holdings, Inc.                                | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     15555 | NS      | $1403994.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corporation                        | Regency Centers Corporation                        | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     15962 | NS      | $997625.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                     | Robert Half International Inc.                     | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     11806 | NS      | $871636.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                                      | Rollins, Inc.                                      | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     34095 | NS      | $1245831.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                           | Roper Technologies, Inc.                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      3637 | NS      | $1571511.33   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                     | Teradyne, Inc.                                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     12359 | NS      | $1079558.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                           | The Allstate Corporation                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     64214 | NS      | $8707418.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock, Inc.                                     | Archrock, Inc.                                     | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     39251 | NS      | $352473.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                  | Terex Corporation                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     28953 | NS      | $1236872.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                     | Texas Instruments Incorporated                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     69821 | NS      | $11535825.62  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corporation                          | W. R. Berkley Corporation                          | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      7256 | NS      | $526567.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                              | Bloomin' Brands, Inc.                              | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     18339 | NS      | $368980.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                              | Texas Roadhouse, Inc.                              | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      6899 | NS      | $627464.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                       | Textron Inc.                                       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      4448 | NS      | $314918.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                                 | Bruker Corporation                                 | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      7057 | NS      | $482345.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                                  | Cigna Corporation                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      8891 | NS      | $2945943.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Caci International Inc.                            | Caci International Inc.                            | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      5984 | NS      | $1798730.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                              | Cal-Maine Foods, Inc.                              | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     19525 | NS      | $1063136.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                              | Camden Property Trust                              | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      9725 | NS      | $1088033.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                              | The Coca-Cola Company                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    479966 | NS      | $30530637.26  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                          | Comfort Systems USA, Inc.                          | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      3155 | NS      | $363077.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                          | Commercial Metals Company                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     34017 | NS      | $1643021.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                       | Copart, Inc.                                       | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     22888 | NS      | $1393650.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                 | CoStar Group, Inc.                                 | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20657 | NS      | $1596372.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                    | First Citizens BancShares, Inc.                    | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       510 | NS      | $386763.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                    | Fox Corporation                                    | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     26746 | NS      | $812276.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group, Inc.                      | The Goldman Sachs Group, Inc.                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     18660 | NS      | $6407470.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                       | Grand Canyon Education, Inc.                       | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      6775 | NS      | $715846.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                        | International Paper Company                        | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     11841 | NS      | $410053.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc.                     | Jefferies Financial Group Inc.                     | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     12988 | NS      | $445228.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                          | Kilroy Realty Corporation                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     15905 | NS      | $615046.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                         | Manhattan Associates, Inc.                         | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      3178 | NS      | $385809.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                           | Marathon Oil Corporation                           | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |    178455 | NS      | $4830776.85   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corporation                                 | Markel Corporation                                 | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       393 | NS      | $517773.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                              | NewMarket Corporation                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1929 | NS      | $600131.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                   | V.F. Corporation                                   | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     19781 | NS      | $546153.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                            | Valley National Bancorp                            | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     24952 | NS      | $282207.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                               | VICI Properties Inc.                               | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     76799 | NS      | $2488287.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                        | Ecolab Inc.                                        | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      2474 | NS      | $360115.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                               | Edison International                               | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     10927 | NS      | $695175.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc.                                 | Vista Outdoor Inc.                                 | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      9109 | NS      | $221986.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware, Inc.                                       | VMware, Inc.                                       | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      5982 | NS      | $734350.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                               | Electronic Arts Inc.                               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     22964 | NS      | $2805741.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Company                                   | Moelis & Company                                   | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      7462 | NS      | $286316.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                               | Voya Financial, Inc.                               | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      5440 | NS      | $334505.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation    | Westinghouse Air Brake Technologies Corporation    | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      5557 | NS      | $554644.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                      | Molson Coors Beverage Company                      | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     52400 | NS      | $2699648.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                    | PPL Corporation                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     23400 | NS      | $683748.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                     | Quest Diagnostics Incorporated                     | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     14058 | NS      | $2199233.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                    | Selective Insurance Group, Inc.                    | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      2240 | NS      | $198486.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts, Limited                              | Wynn Resorts, Limited                              | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      5194 | NS      | $428349.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings, Inc.                  | Spirit AeroSystems Holdings, Inc.                  | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20780 | NS      | $615088.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc.                                        | Splunk Inc.                                        | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |      8317 | NS      | $716010.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                       | Sprouts Farmers Market, Inc.                       | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     74625 | NS      | $2415611.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                           | State Street Corporation                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      9517 | NS      | $738233.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc.                                     | Steelcase Inc.                                     | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     39874 | NS      | $281909.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                             | Synaptics Incorporated                             | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      4363 | NS      | $415183.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                            | Synovus Financial Corp.                            | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      6944 | NS      | $260747.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    102497 | NS      | $3368051.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                         | TEGNA Inc.                                         | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     65968 | NS      | $1397861.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Incorporated                 | Teledyne Technologies Incorporated                 | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      4083 | NS      | $1632832.53   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                          | Visa Inc.                                          | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     84208 | NS      | $17495054.08  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                       | Vistra Corp.                                       | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     75757 | NS      | $1757562.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                    | W.P. Carey Inc.                                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     29934 | NS      | $2339342.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                              | WEC Energy Group Inc.                              | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      9237 | NS      | $866061.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                       | Central Garden & Pet Company                       | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      9155 | NS      | $327749.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cheesecake Factory Incorporated                | The Cheesecake Factory Incorporated                | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     17041 | NS      | $540370.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| EOG Resources, Inc.                                | EOG Resources, Inc.                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     17342 | NS      | $2246135.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                    | EQT Corporation                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     17030 | NS      | $576124.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                            | East West Bancorp, Inc.                            | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7675 | NS      | $505782.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                              | Las Vegas Sands Corp.                              | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     53168 | NS      | $2555785.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                              | Eli Lilly and Company                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     68412 | NS      | $25027846.08  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                    | Lincoln Electric Holdings, Inc.                    | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     10866 | NS      | $1570028.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                       | Lincoln National Corporation                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     32935 | NS      | $1011763.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                 | PennyMac Mortgage Investment Trust                 | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     58026 | NS      | $718942.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Trinity Industries, Inc.                           | Trinity Industries, Inc.                           | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     23101 | NS      | $683096.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                                  | TripAdvisor, Inc.                                  | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     11122 | NS      | $199973.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                           | Tyler Technologies, Inc.                           | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      1051 | NS      | $338852.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                  | Tyson Foods, Inc.                                  | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     62198 | NS      | $3871825.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Public Limited Company                      | Adient Public Limited Company                      | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     19812 | NS      | $687278.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde Public Limited Company                       | Linde Public Limited Company                       | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | GB        |     13880 | NS      | $4527378.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company        | Willis Towers Watson Public Limited Company        | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      8332 | NS      | $2037840.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                           | ATI Inc.                                           | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     17789 | NS      | $531179.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Systems, Inc.                              | Allison Systems, Inc.                              | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     37981 | NS      | $1580009.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                                | Ally Financial Inc.                                | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     62566 | NS      | $1529738.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                             | U-Haul Holding Company                             | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     10272 | NS      | $618271.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| American Electric Power Company, Inc.              | American Electric Power Company, Inc.              | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     24177 | NS      | $2295606.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company    | American Equity Investment Life Holding Company    | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     19549 | NS      | $891825.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                              | American Homes 4 Rent                              | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     22888 | NS      | $689844.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                       | AMETEK, Inc.                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      5745 | NS      | $802691.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                         | Amgen Inc.                                         | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     97190 | NS      | $25525981.60  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                 | DTE Energy Company                                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      4740 | NS      | $557092.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                                 | Deluxe Corporation                                 | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     11197 | NS      | $190125.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip, Inc.                                    | Dril-Quip, Inc.                                    | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     14513 | NS      | $394318.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                         | EastGroup Properties, Inc.                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1604 | NS      | $237488.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                           | Genworth Financial, Inc.                           | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    164213 | NS      | $868686.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                              | Glacier Bancorp, Inc.                              | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      5548 | NS      | $274182.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                               | Global Payments Inc.                               | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      7406 | NS      | $735563.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                           | HP, Inc.                                           | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    152607 | NS      | $4100550.09   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Incorporated               | Healthcare Realty Trust Incorporated               | CUSIP: 42226K105<br>LEI: 549300CB86LH2IOKHH22 | Long             | EC               | CORP              | US        |     32092 | NS      | $618412.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Home Depot, Inc.                               | The Home Depot, Inc.                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     48473 | NS      | $15310681.78  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corporation                           | Hormel Foods Corporation                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     28011 | NS      | $1275901.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                    | Intercontinental Exchange, Inc.                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     18552 | NS      | $1903249.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                              | Invitation Homes Inc.                              | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45804 | NS      | $1357630.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                | The AES Corporation                                | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     62080 | NS      | $1785420.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                                | Parsons Corporation                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      4938 | NS      | $228382.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                 | AMC Networks, Inc.                                 | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     19977 | NS      | $313039.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                           | American Express Company                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     16412 | NS      | $2424873.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.             | Bright Horizons Family Solutions, Inc.             | CUSIP: 109194100<br>LEI: 254900BHOU40CFNXWQ75 | Long             | EC               | CORP              | US        |      4764 | NS      | $300608.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                       | Bristol-Myers Squibb Company                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    206003 | NS      | $14821915.85  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                       | CF Industries Holdings, Inc.                       | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      6272 | NS      | $534374.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                               | Corning Incorporated                               | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    193748 | NS      | $6188311.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.             | Cracker Barrel Old Country Store, Inc.             | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     11154 | NS      | $1056729.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                  | Crown Castle Inc.                                  | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     10267 | NS      | $1392615.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                               | Crown Holdings, Inc.                               | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     15332 | NS      | $1260443.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                         | Digital Realty Trust, Inc.                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      4186 | NS      | $419730.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                                    | Dillard's, Inc.                                    | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      2451 | NS      | $792163.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| The Walt Disney Company                            | The Walt Disney Company                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     19898 | NS      | $1728738.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                        | Discover Financial Services                        | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     22097 | NS      | $2161749.51   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc.                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     66193 | NS      | $4058954.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                               | Domino's Pizza, Inc.                               | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      7186 | NS      | $2489230.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                      | Dropbox, Inc.                                      | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     10454 | NS      | $233960.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. Corporation                                 | F.N.B. Corporation                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     15289 | NS      | $199521.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                               | FTI Consulting, Inc.                               | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     12380 | NS      | $1965944.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                      | FactSet Research Systems Inc.                      | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      4198 | NS      | $1684279.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                             | Fair Isaac Corporation                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      2747 | NS      | $1644299.26   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                           | Group 1 Automotive, Inc.                           | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      6957 | NS      | $1254834.09   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.                  | The Hanover Insurance Group, Inc.                  | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      8260 | NS      | $1116173.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                          | Insight Enterprises, Inc.                          | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      8197 | NS      | $821913.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated                  | McCormick & Company, Incorporated                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     31262 | NS      | $2591307.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                             | McDonald's Corporation                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     83638 | NS      | $22041122.14  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Companies, Inc.                          | Patterson Companies, Inc.                          | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     34036 | NS      | $954029.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corporation                                | Sylvamo Corporation                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     20721 | NS      | $1006833.39   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                     | Synopsys, Inc.                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      4545 | NS      | $1451173.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                  | Sysco Corporation                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     56669 | NS      | $4332345.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                 | Target Corporation                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     93585 | NS      | $13947908.40  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                               | United Rentals, Inc.                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1883 | NS      | $669255.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                             | US Foods Holding Corp.                             | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     29225 | NS      | $994234.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.             | Artisan Partners Asset Management Inc.             | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      7381 | NS      | $219215.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                 | Atlas Air Worldwide Holdings, Inc.                 | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      9849 | NS      | $992779.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                           | Atmos Energy Corporation                           | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      6824 | NS      | $764765.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc.                       | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      6262 | NS      | $2123444.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                                 | Chemed Corporation                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      3373 | NS      | $1721680.39   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                | Chevron Corporation                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    187939 | NS      | $33733171.11  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                       | Chipotle Mexican Grill, Inc.                       | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1034 | NS      | $1434664.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings, Inc.                            | Delek US Holdings, Inc.                            | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     49981 | NS      | $1349487.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                           | Eastman Chemical Company                           | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      3957 | NS      | $322258.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                          | eBay Inc.                                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    138935 | NS      | $5761634.45   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Colombia S A S              | Edgewell Personal Care Colombia S A S              | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     20657 | NS      | $796120.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                                  | EMCOR Group, Inc.                                  | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      2028 | NS      | $300367.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                       | Encompass Health Corporation                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     26290 | NS      | $1572404.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage, Inc.                                 | Pure Storage, Inc.                                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     14491 | NS      | $387779.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                              | Quanta Services, Inc.                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     11956 | NS      | $1703730.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation                  | Raytheon Technologies Corporation                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     43745 | NS      | $4414745.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wex, Inc.                                          | Wex, Inc.                                          | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      2177 | NS      | $356266.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                              | Nabors Industries Ltd                              | CUSIP: N/A<br>LEI: 549300VFQWRKICUFNU92       | Long             | EC               | CORP              | BM        |      3637 | NS      | $563262.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                            | Signet Jewelers Limited                            | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | JE        |     16297 | NS      | $1108196.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                      | Chubb Limited                                      | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |     10749 | NS      | $2371229.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd.                                    | Transocean Ltd.                                    | CUSIP: N/A<br>LEI: 529900QO4W5DQGBGEF32       | Long             | EC               | CORP              | CH        |    209754 | NS      | $956478.24    | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                     | LyondellBasell Industries N.V.                     | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |     73092 | NS      | $6068828.76   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.                   | Armstrong World Industries, Inc.                   | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      4427 | NS      | $303647.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                     | Assurant, Inc.                                     | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      4495 | NS      | $562144.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                                   | AutoNation, Inc.                                   | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10149 | NS      | $1088987.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                                 | Avista Corporation                                 | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     17719 | NS      | $785660.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group, Inc.                           | Berry Global Group, Inc.                           | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     17249 | NS      | $1042357.07   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                      | Broadcom Inc.                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      9521 | NS      | $5323476.73   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                     | CME Group Inc.                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     12990 | NS      | $2184398.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group, Inc.                          | DigitalBridge Group, Inc.                          | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     40199 | NS      | $439777.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.                | First Industrial Realty Trust, Inc.                | CUSIP: 32054K103<br>LEI: 549300R8UPDF52PO7C86 | Long             | EC               | CORP              | US        |      9209 | NS      | $444426.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                       | Nasdaq, Inc.                                       | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     18999 | NS      | $1165588.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                            | National Beverage Corp.                            | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      5399 | NS      | $251215.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                          | National Fuel Gas Company                          | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     19398 | NS      | $1227893.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corporation                   | National Instruments Corporation                   | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     15767 | NS      | $581802.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                         | Prudential Financial, Inc.                         | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     75143 | NS      | $7473722.78   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated       | Public Service Enterprise Group Incorporated       | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     33367 | NS      | $2044396.09   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                          | Realty Income Corporation                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     18221 | NS      | $1155758.03   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                        | Biogen Inc.                                        | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     15430 | NS      | $4272875.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc.                 | Brightsphere Investment Group Inc.                 | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     16781 | NS      | $345352.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc.                        | Brixmor Property Group Inc.                        | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     15249 | NS      | $345694.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                          | CDW Corp.                                          | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     10421 | NS      | $1860982.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                               | Kontoor Brands, Inc.                               | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     12388 | NS      | $495396.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc.                            | Lumen Technologies Inc.                            | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    278453 | NS      | $1453524.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                          | MDU Resources Group, Inc.                          | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |     45646 | NS      | $1384899.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                       | Mondelez International, Inc.                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    130895 | NS      | $8724151.75   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                           | Motorola Solutions, Inc.                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     11899 | NS      | $3066491.29   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                          | RLI Corp.                                          | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      6239 | NS      | $818993.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                      | Reliance Steel & Aluminum Co.                      | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     10217 | NS      | $2068329.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                   | Royal Gold, Inc.                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      7719 | NS      | $870085.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer