# EDGAR Filing Document

**Accession Number:** 0001352280
**File Stem:** 0001145549-23-002155
**Filing Date:** 2023-1
**Character Count:** 134248
**Document Hash:** 5f87a8b225f83bac4e28d72f128e1c05
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-002155.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001145549-23-002155

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Series Trust II
- **CENTRAL INDEX KEY:** 0001352280
- **IRS NUMBER:** 204384176
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21852
- **FILM NUMBER:** 23546557

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RIVERSOURCE SERIES TRUST
- **DATE OF NAME CHANGE:** 20070928

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RIVERSOURCE RETIREMENT SERIES TRUST
- **DATE OF NAME CHANGE:** 20060801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Retirement Series Trust
- **DATE OF NAME CHANGE:** 20060206

## Series and Classes Contracts Data

### Multi-Manager Value Strategies Fund (Series ID: S000036208)

| Class ID   | Class Name                                                | Ticker Symbol   |
|:---|:---|:---|
| C000176478 | Multi-Manager Value Strategies Fund Institutional Class   | CZMVX           |
| C000216704 | Multi-Manager Value Strategies Fund Institutional 3 Class | CVSDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Series Trust II

- **b. Investment Company Act file number:** 811-21852

- **c. CIK number of Registrant:** 0001352280

- **d. LEI of Registrant:** 549300ETFU8G7TK7WT48

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Multi-Manager Value Strategies Fund

- **b. EDGAR series identifier (if any):** S000036208

- **c. LEI of Series:** 5493000DOQ2G4266WE08

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $4466182680.69

**Total Liabilities:** $5767792.32

**Net Assets:** $4460414888.37

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 6.296200000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000176478 | -8.51%               | 11.05%               | 6.16%                |
| Class ID C000216704 | -8.46%               | 11.02%               | 6.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9463731.32              | $-384806991.83                             |
| Month 2  | $-4313592.78             | $436898647.07                              |
| Month 3  | $54113342.37             | $202197479.20                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SNAP-ON INC                              | Snap-on Inc                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     18739 | NS      | $4508603.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                  | Sonoco Products Co                         | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       212 | NS      | $13010.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                    | Southwest Airlines Co                      | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     87417 | NS      | $3488812.47   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER INC               | Stanley Black & Decker Inc                 | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     43730 | NS      | $3573615.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                        | State Street Corp                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     57672 | NS      | $4594728.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                       | Steel Dynamics Inc                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     71770 | NS      | $7459056.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                             | Stryker Corp                               | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |    101363 | NS      | $23707792.07  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORP                             | Sylvamo Corp                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       134 | NS      | $7248.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                           | SYNNEX Corp                                | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      5786 | NS      | $591907.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                      | Synchrony Financial                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    125547 | NS      | $4718056.26   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                          | T-Mobile US Inc                            | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    106744 | NS      | $16167446.24  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC.       | Take-Two Interactive Software Inc          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |    118677 | NS      | $12542972.13  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                             | Tapestry Inc                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     23496 | NS      | $887443.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                       | Target Corp                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     76787 | NS      | $12828804.09  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                     | Targa Resources Corp                       | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     33811 | NS      | $2515200.29   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                | Teledyne Technologies Inc                  | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      3076 | NS      | $1292227.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                             | Teleflex Inc                               | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      2321 | NS      | $543392.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                    | Texas Instruments Inc                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    335812 | NS      | $60600633.52  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                              | Textron Inc                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     63628 | NS      | $4541766.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER                            | Thermo Fisher Scientific Inc               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     29539 | NS      | $16548338.58  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS INC                        | Toll Brothers Inc                          | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      1937 | NS      | $92801.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COMPANIES INC                  | Travelers Cos Inc/The                      | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     22184 | NS      | $4210745.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                    | Truist Financial Corp                      | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    963778 | NS      | $45114448.18  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                               | Twilio Inc                                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      1217 | NS      | $59657.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                          | Tyson Foods Inc                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     93436 | NS      | $6192938.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                               | US Bancorp                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    470901 | NS      | $21374196.39  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                | Union Pacific Corp                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    235050 | NS      | $51106921.50  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC             | United Airlines Holdings Inc               | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     43849 | NS      | $1936810.33   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                | United Parcel Service Inc                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    124985 | NS      | $23713404.05  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                       | United Rentals Inc                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |     18295 | NS      | $6458683.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                    | US Foods Holding Corp                      | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     40272 | NS      | $1473149.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP                 | United Therapeutics Corp                   | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      4719 | NS      | $1320800.91   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UnitedHealth Group Inc                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     48278 | NS      | $26444757.28  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC            | Universal Health Services Inc              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     26871 | NS      | $3516070.35   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VF CORPORATION                           | VF Corp                                    | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    532026 | NS      | $17461093.32  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                       | Valero Energy Corp                         | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    158338 | NS      | $21157123.56  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC               | Verizon Communications Inc                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   1462320 | NS      | $57001233.60  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARM INC                         | Vertex Pharmaceuticals Inc                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     11059 | NS      | $3499067.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                         | ViacomCBS Inc                              | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      5695 | NS      | $130301.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                         | Paramount Global                           | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    175738 | NS      | $3528819.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                              | Viatris Inc                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    203802 | NS      | $2247936.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                 | Visa Inc                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    109199 | NS      | $23696183.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                              | Vistra Corp                                | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     63624 | NS      | $1547971.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS COMPANY                 | Vulcan Materials Co                        | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     21438 | NS      | $3930228.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                     | WEC Energy Group Inc                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     86068 | NS      | $8532781.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WABTEC CORP                              | Westinghouse Air Brake Technologies Corp   | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     23456 | NS      | $2371167.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                              | Walmart Inc                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     85852 | NS      | $13085561.84  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC             | Walgreens Boots Alliance Inc               | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    135390 | NS      | $5618685.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                | Warner Bros Discovery Inc                  | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    393838 | NS      | $4489753.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                     | Waste Management Inc                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |    210306 | NS      | $35272522.32  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                    | Wells Fargo & Co                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   1259824 | NS      | $60408560.80  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                     | Western Digital Corp                       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    100588 | NS      | $3696609.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORP                            | Westlake Chemical Corp                     | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     19870 | NS      | $2139005.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK CO                              | Westrock Co                                | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     41589 | NS      | $1577054.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER COMPANY                     | Weyerhaeuser Co                            | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |    560437 | NS      | $18331894.27  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                           | Whirlpool Corp                             | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     20193 | NS      | $2958880.29   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                   | Williams Cos Inc/The                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    218287 | NS      | $7574558.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                          | Xcel Energy Inc                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    111337 | NS      | $7818084.14   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX HOLDINGS CORP                      | Xerox Holdings Corp                        | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      1999 | NS      | $32603.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMVIE INC                               | Zimvie Inc                                 | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |      3177 | NS      | $28402.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                         | Zillow Group Inc                           | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     10447 | NS      | $396777.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC               | Zimmer Biomet Holdings Inc                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     31778 | NS      | $3816537.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                         | Zions Bancorp NA                           | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     31400 | NS      | $1627148.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                | Amcor PLC                                  | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     67703 | NS      | $836132.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LTD                               | Amdocs Ltd                                 | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |     39912 | NS      | $3546580.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                               | Fiserv Inc                                 | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     51275 | NS      | $5351059.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                       | Ford Motor Co                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    603184 | NS      | $8384257.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                             | Fortive Corp                               | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     44622 | NS      | $3014216.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS HOME & SECURITY INC       | Fortune Brands Home & Security Inc         | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     29167 | NS      | $1905771.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                 | Fox Corp                                   | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     85360 | NS      | $2769932.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                 | Fox Corp                                   | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     67862 | NS      | $2071148.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES INC                   | Franklin Resources Inc                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     95259 | NS      | $2553893.79   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                     | Freeport-McMoRan Inc                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |   1129144 | NS      | $44939931.20  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS INC                        | GXO Logistics Inc                          | CUSIP: 36262G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6109 | NS      | $286267.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                    | General Dynamics Corp                      | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     31557 | NS      | $7964671.23   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                      | General Electric Co                        | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     72136 | NS      | $6201531.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                        | General Mills Inc                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    125849 | NS      | $10734919.70  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                        | General Motors Co                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |   1117205 | NS      | $45313834.80  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORP                              | Gentex Corp                                | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     35624 | NS      | $1029533.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                      | Gilead Sciences Inc                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    152967 | NS      | $13435091.61  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                     | Global Payments Inc                        | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     17120 | NS      | $1776713.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                           | Globe Life Inc                             | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     23935 | NS      | $2871242.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE              | Goldman Sachs Group Inc/The                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     54766 | NS      | $21147890.90  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                       | HCA Healthcare Inc                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |    116445 | NS      | $27972417.90  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                   | HP Inc                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     37320 | NS      | $1121092.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINANCIAL SERVICES GROUP INC    | Hartford Financial Services Group Inc/The  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    341126 | NS      | $26051792.62  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                               | Hasbro Inc                                 | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      3197 | NS      | $200835.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORPORATION                         | Hess Corp                                  | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     47079 | NS      | $6775138.89   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO            | Hewlett Packard Enterprise Co              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    372558 | NS      | $6251523.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                              | Hologic Inc                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     21641 | NS      | $1648178.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                           | Home Depot Inc/The                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    179296 | NS      | $58090111.04  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC              | Honeywell International Inc                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    200894 | NS      | $44106277.70  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORP                        | Hormel Foods Corp                          | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     15575 | NS      | $732025.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES CORP                       | Howard Hughes Corp/The                     | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |       259 | NS      | $19305.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                     | Arconic Inc                                | CUSIP: 000000000<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     91958 | NS      | $3464057.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                              | Hubbell Inc                                | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      1885 | NS      | $478903.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                               | Humana Inc                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     69688 | NS      | $38321431.20  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                | Huntington Bancshares Inc/OH               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    216101 | NS      | $3345243.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC        | Huntington Ingalls Industries Inc          | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      1364 | NS      | $316393.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                        | Hyatt Hotels Corp                          | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      5864 | NS      | $588276.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG PHOTONICS CORP                       | IPG Photonics Corp                         | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       223 | NS      | $20299.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                       | Gardner Denver Holdings Inc                | CUSIP: 000000000<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     48131 | NS      | $2597630.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                            | Ingredion Inc                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       349 | NS      | $34191.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                               | Intel Corp                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    792079 | NS      | $23817815.53  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP     | International Business Machines Corp       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    114190 | NS      | $17002891.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC   | International Flavors & Fragrances Inc     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     24739 | NS      | $2617880.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL PAPER CO                            | International Paper Co                     | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    119659 | NS      | $4441742.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GRP OF CO INC                | Interpublic Group of Cos Inc/The           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    128172 | NS      | $4403989.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMorgan Chase & Co                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    807731 | NS      | $111612269.58 | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                | Jabil Inc                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     18328 | NS      | $1323098.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC                     | Jacobs Solutions Inc                       | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18570 | NS      | $2349847.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC            | Jefferies Financial Group Inc              | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     13256 | NS      | $503595.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORP                     | JetBlue Airways Corp                       | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      3151 | NS      | $25081.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                        | Johnson & Johnson                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    229726 | NS      | $40891228.00  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                   | Jones Lang LaSalle Inc                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     13410 | NS      | $2255159.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                     | Juniper Networks Inc                       | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     44440 | NS      | $1477185.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                 | KLA Corp                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     49413 | NS      | $19426720.95  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR GROUP CO INC                         | KKR & Co Inc                               | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |    725071 | NS      | $37645686.32  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                     | Keurig Dr Pepper Inc                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     46824 | NS      | $1810684.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                  | KeyCorp                                    | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    239120 | NS      | $4497847.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                        | Kinder Morgan Inc                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    245204 | NS      | $4688300.48   | 0.11%             |  |  |  | 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        |      7886 | NS      | $437120.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO                           | Kraft Heinz Co/The                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     55028 | NS      | $2165351.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                | Kroger Co/The                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    243827 | NS      | $11993850.13  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC                     | Kyndryl Holdings Inc                       | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      3420 | NS      | $40048.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                                 | LKQ Corp                                   | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    105221 | NS      | $5716656.93   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                | L3Harris Technologies Inc                  | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |    102460 | NS      | $23266616.80  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                | Aflac Inc                                  | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |    101557 | NS      | $7304995.01   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORPORATION                         | AGCO Corp                                  | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     21789 | NS      | $2891836.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                 | AT&T Inc                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   1342853 | NS      | $25890205.84  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                      | Abbott Laboratories                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    558403 | NS      | $60072994.74  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                               | AbbVie Inc                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    309453 | NS      | $49877634.54  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC                  | Activision Blizzard Inc                    | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     72433 | NS      | $5356420.35   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC.                       | Acuity Brands Inc                          | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $6401.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                   | Advance Auto Parts Inc                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     16588 | NS      | $2504622.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                    | AECOM                                      | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     28741 | NS      | $2442985.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC               | Advanced Micro Devices Inc                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     29358 | NS      | $2279061.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GRP LTD                     | Arch Capital Group Ltd                     | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     51657 | NS      | $3094770.87   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                       | Conagra Brands Inc                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     78696 | NS      | $2988874.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                          | Concentrix Corp                            | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5603 | NS      | $685695.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                           | ConocoPhillips                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    794580 | NS      | $98138575.80  | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                 | Constellation Brands Inc                   | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     16464 | NS      | $4237010.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS INC           | Air Products & Chemicals Inc               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     22983 | NS      | $7128407.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECH INC                          | Akamai Technologies Inc                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     15026 | NS      | $1425366.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COMPANIES INC                     | Cooper Cos Inc/The                         | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      1711 | NS      | $541274.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                              | Corning Inc                                | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    270893 | NS      | $9245578.09   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                              | Corteva Inc                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     69209 | NS      | $4648076.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                         | Crown Castle International Corp            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     47704 | NS      | $6746776.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                              | Cummins Inc                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     79302 | NS      | $19917490.32  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| D R HORTON INC                           | DR Horton Inc                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |    126147 | NS      | $10848642.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                | Axis Capital Holdings Ltd                  | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        98 | NS      | $5640.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                            | Accenture PLC                              | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     51505 | NS      | $15499399.65  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                       | DTE Energy Co                              | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     40608 | NS      | $4710934.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                        | DXC Technology Co                          | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     12300 | NS      | $364941.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD                                | Bunge Ltd                                  | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |     49798 | NS      | $5220822.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                       | Capri Holdings Ltd                         | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |      1813 | NS      | $103975.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                      | Danaher Corp                               | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     56699 | NS      | $15502073.59  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                  | Darling Ingredients Inc                    | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     26581 | NS      | $1909313.23   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & CO                               | Deere & Co                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     77974 | NS      | $34386534.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                      | DENTSPLY SIRONA Inc                        | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     19280 | NS      | $583412.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                 | Devon Energy Corp                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     37754 | NS      | $2586904.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                   | Diamondback Energy Inc                     | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     36642 | NS      | $5423748.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                           | Albemarle Corp                             | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     10319 | NS      | $2868578.81   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                               | Alcoa Corp                                 | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     31915 | NS      | $1599898.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                            | Allstate Corp/The                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     29677 | NS      | $3973750.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                       | Ally Financial Inc                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    104256 | NS      | $2815954.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC.                | Dick's Sporting Goods Inc                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      1132 | NS      | $135364.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                           | Walt Disney Co/The                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    334189 | NS      | $32707077.43  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                        | DISH Network Corp                          | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     70159 | NS      | $1126051.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABS                               | Dolby Laboratories Inc                     | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       659 | NS      | $49339.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                             | Alphabet Inc                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    347033 | NS      | $35046862.67  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                           | Amazon.com Inc                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    290857 | NS      | $28079334.78  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                          | Dollar Tree Inc                            | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     44357 | NS      | $6666413.53   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                      | Dominion Energy Inc                        | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    241095 | NS      | $14733315.45  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERCO                                   | AMERCO                                     | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      5483 | NS      | $347073.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERCO                                   | AMERCO                                     | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     49347 | NS      | $3117249.99   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                               | Dover Corp                                 | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     13860 | NS      | $1967427.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                                  | Dow Inc                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    196442 | NS      | $10012648.74  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                    | DowDuPont Inc                              | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     47436 | NS      | $3344712.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                        | EOG Resources Inc                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    265976 | NS      | $37749973.68  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION PLC                    | Eaton Corp PLC                             | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |    131563 | NS      | $21503972.35  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GRP, LTD.                     | Everest Re Group Ltd                       | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      4525 | NS      | $1529178.50   | 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        |      6247 | NS      | $438601.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                 | Eastman Chemical Co                        | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     46835 | NS      | $4056847.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                 | eBay Inc                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    120797 | NS      | $5489015.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                 | Elanco Animal Health Inc                   | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     16317 | NS      | $209999.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                      | Electronic Arts Inc                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     48532 | NS      | $6347014.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                      | Emerson Electric Co                        | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        62 | NS      | $5937.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                             | Entergy Corp                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     63801 | NS      | $7418142.27   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                   | Equitable Holdings Inc                     | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       219 | NS      | $6951.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                        | Eversource Energy                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     75766 | NS      | $6277970.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                         | Exxon Mobil Corp                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   1014997 | NS      | $113009765.98 | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                       | Meta Platforms Inc                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    138120 | NS      | $16311972.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                               | FedEx Corp                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     44772 | NS      | $8158353.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SE         | Fidelity National Information Services Inc | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     43404 | NS      | $3150262.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC          | Fidelity National Financial Inc            | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     76310 | NS      | $3079871.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                              | Invesco Ltd                                | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     14455 | NS      | $276235.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                 | Jazz Pharmaceuticals PLC                   | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     13557 | NS      | $2127228.87   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                      | Fifth Third Bancorp                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    149775 | NS      | $5445819.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC.           | First Citizens BancShares Inc/NC           | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        78 | NS      | $63683.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP (TENNESSEE)           | First Horizon Corp                         | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      7895 | NS      | $196190.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                      | First Republic Bank/CA                     | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |    124941 | NS      | $15943721.01  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC       | Johnson Controls International plc         | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |    104802 | NS      | $6963044.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                | Linde PLC                                  | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |    154491 | NS      | $51983131.68  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                            | Medtronic PLC                              | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    558094 | NS      | $44111749.76  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                | Aptiv PLC                                  | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     20808 | NS      | $2219589.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HOLDINGS LTD       | Norwegian Cruise Line Holdings Ltd         | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      6188 | NS      | $101730.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                              | Pentair PLC                                | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     48154 | NS      | $2204008.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING PLC         | SENSATA TECHNOLOGIES HOLDING               | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |     40917 | NS      | $1845356.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                               | STERIS PLC                                 | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     12626 | NS      | $2345153.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                           | TechnipFMC PLC                             | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     48738 | NS      | $604351.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                   | Trane Technologies PLC                     | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     74797 | NS      | $13345280.74  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PLC                      | Perrigo Co PLC                             | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |      1120 | NS      | $36097.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                | Chubb Ltd                                  | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |    121914 | NS      | $26771095.26  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| GARMIN LTD                               | Garmin Ltd                                 | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |     40144 | NS      | $3732990.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY LTD                      | TE Connectivity Ltd                        | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     64512 | NS      | $8136253.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDUSTRIES NV             | LyondellBasell Industries NV               | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |    104868 | NS      | $8914828.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD              | Royal Caribbean Cruises Ltd                | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |     31724 | NS      | $1901219.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                                 | Flex Ltd                                   | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     81764 | NS      | $1797172.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                    | Northrop Grumman Corp                      | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     45701 | NS      | $24371886.29  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                               | Nucor Corp                                 | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |    100960 | NS      | $15138952.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION         | Occidental Petroleum Corp                  | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    149855 | NS      | $10413423.95  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp          | Old Republic International Corp            | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     28849 | NS      | $706800.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                | Olin Corp                                  | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      4107 | NS      | $234016.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                        | Omnicom Group Inc                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        86 | NS      | $6859.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                    | ON Semiconductor Corp                      | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     57355 | NS      | $4313096.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                | ONEOK Inc                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     40357 | NS      | $2700690.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                             | Oshkosh Corp                               | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       883 | NS      | $81297.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                      | Otis Worldwide Corp                        | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     54838 | NS      | $4282299.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                              | Ovintiv Inc                                | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42416 | NS      | $2365116.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                            | Owens Corning                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     26387 | NS      | $2344221.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)   | PNC Financial Services Group Inc/The       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    137590 | NS      | $23150893.40  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                       | PPG Industries Inc                         | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     69575 | NS      | $9407931.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                               | PACCAR Inc                                 | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     95587 | NS      | $10123619.17  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA                | Packaging Corp of America                  | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     47681 | NS      | $6479371.09   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORPORATION              | Parker-Hannifin Corp                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |    155914 | NS      | $46608931.16  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC              | Penske Automotive Group Inc                | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      2522 | NS      | $318906.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                              | PepsiCo Inc                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    348666 | NS      | $64681029.66  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PERKINELMER INC                          | PerkinElmer Inc                            | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     16674 | NS      | $2329858.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                               | Pfizer Inc                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   1682023 | NS      | $84319812.99  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC          | Philip Morris International Inc            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    157574 | NS      | $15705400.58  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                              | Phillips 66                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     43453 | NS      | $4712043.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIMS PRIDE CORP                      | Pilgrim's Pride Corp                       | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       284 | NS      | $7429.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NAT RES CO                       | Pioneer Natural Resources Co               | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     31667 | NS      | $7473095.33   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                        | Post Holdings Inc                          | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      6582 | NS      | $616141.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC            | Principal Financial Group Inc              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     54334 | NS      | $4872673.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                      | Procter & Gamble Co/The                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    189696 | NS      | $28295055.36  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPERITY BANCSHARES INC                 | Prosperity Bancshares Inc                  | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       622 | NS      | $47004.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                 | Prudential Financial Inc                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     38409 | NS      | $4149324.27   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTE GROUP INC                          | PulteGroup Inc                             | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82663 | NS      | $3701649.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO INC                                | Qorvo Inc                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     35816 | NS      | $3554738.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERV INC.                         | Quanta Services Inc                        | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     46726 | NS      | $7003292.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                    | Quest Diagnostics Inc                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     44222 | NS      | $6714226.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                        | Ralph Lauren Corp                          | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      6915 | NS      | $782224.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION        | Raytheon Technologies Corp                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    105550 | NS      | $10419896.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC.           | Regeneron Pharmaceuticals Inc              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     10678 | NS      | $8026652.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION            | Regions Financial Corp                     | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    250269 | NS      | $5808743.49   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO             | Reliance Steel & Aluminum Co               | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     20889 | NS      | $4413636.81   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                    | Republic Services Inc                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     97052 | NS      | $13518373.08  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                   | Roper Technologies Inc                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1197 | NS      | $525351.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                           | Royal Gold Inc                             | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       389 | NS      | $43696.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                  | SBA Communications Corp                    | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     46351 | NS      | $13872854.30  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES HOLDINGS INC           | SS&C Technologies Holdings Inc             | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |    502242 | NS      | $27000529.92  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                           | salesforce.com Inc                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     48890 | NS      | $7834622.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN INC.                        | Henry Schein Inc                           | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     38024 | NS      | $3076902.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER NV                          | Schlumberger NV                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    208482 | NS      | $10747247.10  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS COMPANY (THE)           | Sherwin-Williams Co/The                    | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     70977 | NS      | $17686048.86  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC.                  | Skyworks Solutions Inc                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     34750 | NS      | $3322795.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO                            | J M Smucker Co/The                         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     29856 | NS      | $4598122.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORP OF AMER HLDGS            | Laboratory Corp of America Holdings        | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     34080 | NS      | $8203056.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RSRCH CORP                           | Lam Research Corp                          | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     31676 | NS      | $14963108.88  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                | Lear Corp                                  | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     18300 | NS      | $2639592.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS INC                      | Leidos Holdings Inc                        | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     44926 | NS      | $4911759.58   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                              | Lennar Corp                                | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     89215 | NS      | $7835753.45   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                              | Lennar Corp                                | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      6679 | NS      | $484962.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                   | Liberty Broadband Corp                     | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      2117 | NS      | $190953.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                   | Liberty Broadband Corp                     | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |     18699 | NS      | $1698991.14   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY SIRIU         | Liberty Media Corp-Liberty SiriusXM        | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13066 | NS      | $572552.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY SIRIU         | Liberty Media Corp-Liberty SiriusXM        | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29602 | NS      | $1297455.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMU         | Liberty Media Corp-Liberty Formula One     | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21151 | NS      | $1288941.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMU         | Liberty Media Corp-Liberty Formula One     | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $148419.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                    | Eli Lilly & Co                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     31436 | NS      | $11665270.88  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION             | Lincoln National Corp                      | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      3447 | NS      | $134226.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                        | Lithia Motors Inc                          | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      3312 | NS      | $792594.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION              | Lockheed Martin Corp                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     30827 | NS      | $14956952.13  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORPORATION                        | Loews Corp                                 | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     38397 | NS      | $2232785.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                   | Lumen Technologies Inc                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    379310 | NS      | $2074825.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BK CORP                              | M&T Bank Corp                              | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     11504 | NS      | $1955910.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                | MGM Resorts International                  | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     82729 | NS      | $3049390.94   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN ENTERTAINMENT CORP | Madison Square Garden Entertainment Corp   | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       476 | NS      | $22905.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP                        | Marathon Oil Corp                          | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |    145822 | NS      | $4466527.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                  | Marathon Petroleum Corp                    | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     81850 | NS      | $9970148.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL CORP                              | Markel Corp                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       666 | NS      | $882343.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC           | Marsh & McLennan Cos Inc                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    313563 | NS      | $54302840.34  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC            | Martin Marietta Materials Inc              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     55619 | NS      | $20383251.12  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                   | Marvell Technology Inc                     | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61411 | NS      | $2856839.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & COMPANY INCORPORATED         | McCormick & Co Inc/MD                      | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      2137 | NS      | $182029.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                           | McDonald's Corp                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     71048 | NS      | $19381183.92  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                            | McKesson Corp                              | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      5309 | NS      | $2026339.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                           | Merck & Co Inc                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    280722 | NS      | $30913106.64  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                              | MetLife Inc                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     55862 | NS      | $4284615.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                           | Microsoft Corp                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    234487 | NS      | $59827013.18  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECH INC                       | Microchip Technology Inc                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    188761 | NS      | $14947983.59  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                    | Micron Technology Inc                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    208863 | NS      | $12040951.95  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                        | Middleby Corp/The                          | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      3903 | NS      | $562773.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA INC                              | Moderna Inc                                | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     40066 | NS      | $7048010.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK IND INC                           | Mohawk Industries Inc                      | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     20238 | NS      | $2050716.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                 | Molson Coors Beverage Co                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     30867 | NS      | $1701080.37   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC               | Mondelez International Inc                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    318214 | NS      | $21514448.54  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                           | Morgan Stanley                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    296566 | NS      | $27601397.62  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO/THE                            | Mosaic Co/The                              | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     82785 | NS      | $4246870.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                           | NRG Energy Inc                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     42608 | NS      | $1808709.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                  | NVR Inc                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |      8350 | NS      | $38735733.50  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                               | Nasdaq Inc                                 | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    413985 | NS      | $28341413.10  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                        | Newell Brands Inc                          | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      9534 | NS      | $123655.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                      | Newmont Corp                               | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    128988 | NS      | $6123060.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                | News Corp                                  | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     41973 | NS      | $803782.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                | News Corp                                  | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     22496 | NS      | $437547.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                       | NextEra Energy Inc                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143425 | NS      | $12148097.50  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                 | NIKE Inc                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     44549 | NS      | $4886579.81   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION             | Norfolk Southern Corp                      | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     40737 | NS      | $10449040.50  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORPORATION               | Northern Trust Corp                        | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |    121773 | NS      | $11338284.03  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                       | Ameren Corp                                | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     84254 | NS      | $7525567.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.     | American Electric Power Co Inc             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     86626 | NS      | $8385396.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FIN GRP INC                     | American Financial Group Inc/OH            | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1763 | NS      | $250733.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC         | American International Group Inc           | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |   1160002 | NS      | $73207726.22  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                               | AMETEK Inc                                 | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     11624 | NS      | $1655490.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                       | Analog Devices Inc                         | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    136263 | NS      | $23424972.33  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                      | Anthem Inc                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     66644 | NS      | $35515920.48  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC             | Apollo Global Management Inc               | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5640 | NS      | $391359.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                  | Aramark                                    | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     45023 | NS      | $1872956.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                | Archer-Daniels-Midland Co                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     72502 | NS      | $7068945.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                               | Arcosa Inc                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       165 | NS      | $10081.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORP                             | Arconic Corp                               | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      1340 | NS      | $31932.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                    | Arrow Electronics Inc                      | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     16208 | NS      | $1762457.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                             | Assurant Inc                               | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      6544 | NS      | $839071.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                              | Autoliv Inc                                | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     16890 | NS      | $1493076.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC            | Automatic Data Processing Inc              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     55067 | NS      | $14545397.38  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                | AvalonBay Communities Inc                  | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     35165 | NS      | $6150358.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                      | Avery Dennison Corp                        | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     40988 | NS      | $7924210.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                | Avnet Inc                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       268 | NS      | $12105.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                          | Baker Hughes a GE Co                       | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150571 | NS      | $4369570.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                     | Bank of America Corp                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   2718867 | NS      | $102909115.95 | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE         | Bank of New York Mellon Corp/The           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    163162 | NS      | $7489135.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                | Baxter International Inc                   | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     53175 | NS      | $3005982.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON AND COMPANY             | Becton Dickinson and Co                    | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    191703 | NS      | $47799226.02  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                      | BellRing Brands Inc                        | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      8344 | NS      | $207849.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                   | Berkshire Hathaway Inc                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    211136 | NS      | $67267929.60  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABS INC                         | Bio-Rad Laboratories Inc                   | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      2854 | NS      | $1183582.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                               | Biogen Inc                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     37445 | NS      | $11427090.65  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK KNIGHT INC                         | Black Knight Inc                           | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      2911 | NS      | $180452.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                            | BlackRock Inc                              | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     19382 | NS      | $13877512.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                     | Booking Holdings Inc                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     10130 | NS      | $21064828.50  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORP         | Booz Allen Hamilton Holding Corp           | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     50680 | NS      | $5392352.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                           | BorgWarner Inc                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    498305 | NS      | $21182945.55  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                   | Boston Scientific Corp                     | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      3150 | NS      | $142600.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                  | Bristol-Myers Squibb Co                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    304944 | NS      | $24480904.32  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                             | Broadcom Inc                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     44489 | NS      | $24514773.67  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                 | Builders FirstSource Inc                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     47462 | NS      | $3034245.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                           | CBRE Group Inc                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     84036 | NS      | $6689265.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC               | CF Industries Holdings Inc                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     37289 | NS      | $4034296.91   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                               | Cigna Corp                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     86820 | NS      | $28554229.80  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                            | CME Group Inc                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     75874 | NS      | $13391761.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                          | CMS Energy Corp                            | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     92223 | NS      | $5632058.61   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORP                       | CNA Financial Corp                         | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      3492 | NS      | $148689.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                 | CSX Corp                                   | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       206 | NS      | $6734.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                          | CVS Health Corp                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    175297 | NS      | $17859258.36  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                       | Cabot Oil & Gas Corp                       | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     71228 | NS      | $1987973.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC (DELAWARE)     | Caesars Entertainment Inc                  | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      5016 | NS      | $254862.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP COMPANY                    | Campbell Soup Co                           | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      2535 | NS      | $136053.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FIN CORP                     | Capital One Financial Corp                 | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     94307 | NS      | $9736254.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE CO INC                          | Carlisle Cos Inc                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      7875 | NS      | $2071991.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC.                              | CarMax Inc                                 | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    365627 | NS      | $25359888.72  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                            | Carnival Corp                              | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    130288 | NS      | $1293759.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                      | Carrier Global Corp                        | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    398367 | NS      | $17655625.44  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT INC                             | Catalent Inc                               | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6266 | NS      | $314114.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                          | Caterpillar Inc                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    139994 | NS      | $33095981.54  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP                            | Celanese Corp                              | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      8111 | NS      | $870310.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                             | Centene Corp                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     45816 | NS      | $3988282.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMER CHARTER COMMUNICATIONS PARENT INC | Charter Communications Inc                 | CUSIP: 16119P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $17999.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                             | Chevron Corp                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    498044 | NS      | $91296445.64  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                               | Ciena Corp                                 | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      4225 | NS      | $189956.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                        | Cisco Systems Inc                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    562820 | NS      | $27983410.40  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                            | Citigroup Inc                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    204813 | NS      | $9914997.33   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC             | Citizens Financial Group Inc               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     55445 | NS      | $2349759.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                     | Cleveland-Cliffs Inc                       | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     67129 | NS      | $1039156.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO                             | Coca-Cola Co/The                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    291349 | NS      | $18532709.89  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp      | Cognizant Technology Solutions Corp        | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    112676 | NS      | $7009573.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND            | COLUMBIA SHORT TERM CASH FUND              | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  62993719 | NS      | $62968521.50  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                      | Comcast Corp                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1546654 | NS      | $56669402.56  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INCORPORATED                    | Comerica Inc                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     20737 | NS      | $1487672.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-23

**Name of Applicant:** Columbia Funds Series Trust II

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer