# EDGAR Filing Document

**Accession Number:** 0000824036
**File Stem:** 0001752724-23-042398
**Filing Date:** 2023-2
**Character Count:** 215899
**Document Hash:** 92d80666d01cdd4b076a48e4a4dac107
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-042398.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-042398

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT FUNDS
- **CENTRAL INDEX KEY:** 0000824036
- **IRS NUMBER:** 911717303
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05371
- **FILM NUMBER:** 23672967

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL INSURANCE FUNDS
- **DATE OF NAME CHANGE:** 19960918

## Series and Classes Contracts Data

### U.S. Strategic Equity Fund (Series ID: S000006863)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000018545 | U.S. Strategic Equity Fund | RIFAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RUSSELL INVESTMENT FUNDS

- **b. Investment Company Act file number:** 811-05371

- **c. CIK number of Registrant:** 0000824036

- **d. LEI of Registrant:** 549300SYCXI2ML7BN524

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

  - **Street Address 1:** 1301 SECOND AVENUE

  - **City:** SEATTLE

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

  - **Telephone number:** 800-787-7354

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

- **a. Name of Series:** U.S. Strategic Equity Fund

- **b. EDGAR series identifier (if any):** S000006863

- **c. LEI of Series:** HJF4I4G3NRRGIEG5Z262

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $498144528.74

**Total Liabilities:** $25474016.71

**Net Assets:** $472670512.03

**Cash Not Reported:** $1567656.72

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018545 | 8.13%                | 5.89%                | -5.94%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11566.51               | $34650708.04                               |
| Month 2  | $1799972.01              | $24458611.75                               |
| Month 3  | $-240913.65              | $-28427684.43                              |

**Designated Index Information**

- **Index Name:** Russell 1000 Index

- **Index Identifier:** RUSSELL.MC.RIY

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Ionis Pharmaceuticals Inc                                                                           | Ionis Pharmaceuticals Inc                               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      8395 | NS      | $317079.15    | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| FMC Corp                                                                                            | FMC Corp                                                | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      5719 | NS      | $713731.20    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordson Corp                                                                                        | Nordson Corp                                            | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      2133 | NS      | $507056.76    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Pure Storage Inc                                                                                    | Pure Storage Inc                                        | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     14092 | NS      | $377101.92    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| EPAM Systems Inc                                                                                    | EPAM Systems Inc                                        | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      2694 | NS      | $882931.56    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Plug Power Inc                                                                                      | Plug Power Inc                                          | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |     -1667 | NS      | $-20620.79    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Jabil Inc                                                                                           | Jabil Inc                                               | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      5293 | NS      | $360982.60    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Shell PLC                                                                                           | Shell PLC                                               | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     20546 | NS      | $1170094.70   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems Inc                                                                                   | Cisco Systems Inc                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     32431 | NS      | $1545012.84   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Albemarle Corp                                                                                      | Albemarle Corp                                          | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      2699 | NS      | $585305.14    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Assurant Inc                                                                                        | Assurant Inc                                            | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      2349 | NS      | $293765.94    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                                                                                      | Salesforce Inc                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     10608 | NS      | $1406514.72   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Penn Entertainment Inc                                                                              | Penn Entertainment Inc                                  | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53374 | NS      | $1585207.80   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                                                                          | Intuit Inc                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      6718 | NS      | $2614779.96   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonos Inc                                                                                           | Sonos Inc                                               | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     11077 | NS      | $187201.30    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Viavi Solutions Inc                                                                                 | Viavi Solutions Inc                                     | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     30118 | NS      | $316540.18    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| L3Harris Technologies Inc                                                                           | L3Harris Technologies Inc                               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2956 | NS      | $615468.76    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyatt Hotels Corp                                                                                   | Hyatt Hotels Corp                                       | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      3993 | NS      | $361166.85    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock Inc                                                                                       | BlackRock Inc                                           | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      1047 | NS      | $741935.61    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Zebra Technologies Corp                                                                             | Zebra Technologies Corp                                 | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      2637 | NS      | $676153.17    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Warner Bros Discovery Inc                                                                           | Warner Bros Discovery Inc                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     64668 | NS      | $613052.64    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar General Corp                                                                                 | Dollar General Corp                                     | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      6213 | NS      | $1529951.25   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Accenture PLC                                                                                       | Accenture PLC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     14037 | NS      | $3745633.08   | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Skyline Champion Corp                                                                               | Skyline Champion Corp                                   | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1199 | NS      | $61760.49     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DENTSPLY SIRONA Inc                                                                                 | DENTSPLY SIRONA Inc                                     | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     23145 | NS      | $736936.80    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Residential                                                                                  | Equity Residential                                      | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |      5203 | NS      | $306977.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AMETEK Inc                                                                                          | AMETEK Inc                                              | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      4694 | NS      | $655845.68    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co                                                                                   | General Motors Co                                       | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     67135 | NS      | $2258421.40   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Digital Corp                                                                                | Western Digital Corp                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     16615 | NS      | $524203.25    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                                                                          | Intuit Inc                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Short            | EC               | CORP              | US        |     -1029 | NS      | $-400507.38   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Comerica Inc                                                                                        | Comerica Inc                                            | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      6420 | NS      | $429177.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| CoStar Group Inc                                                                                    | CoStar Group Inc                                        | CUSIP: 22160N109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4641 | NS      | $-358656.48   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Kite Realty Group Trust                                                                             | Kite Realty Group Trust                                 | CUSIP: 49803T300<br>LEI: N/A                  | Short            | EC               |  | US        |    -17503 | NS      | $-368438.15   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Teledyne Technologies Inc                                                                           | Teledyne Technologies Inc                               | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      1654 | NS      | $661451.14    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp                                                                                         | Vistra Corp                                             | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     24006 | NS      | $556939.20    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                                                         | Alnylam Pharmaceuticals Inc                             | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |      -876 | NS      | $-208181.40   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Expeditors International of Washington Inc                                                          | Expeditors International of Washington Inc              | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     14791 | NS      | $1537080.72   | 0.33%             |  |  |  | No            | 1                  | On Loan: —       |
| Genuine Parts Co                                                                                    | Genuine Parts Co                                        | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      3571 | NS      | $619604.21    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Chipotle Mexican Grill Inc                                                                          | Chipotle Mexican Grill Inc                              | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       899 | NS      | $1247353.51   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Viatris Inc                                                                                         | Viatris Inc                                             | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    108887 | NS      | $1211912.31   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Progressive Corp/The                                                                                | Progressive Corp/The                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      9890 | NS      | $1282831.90   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlassian Corp                                                                                      | Atlassian Corp                                          | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      4856 | NS      | $624870.08    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                                          | Vertex Pharmaceuticals Inc                              | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      7060 | NS      | $2038786.80   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Evercore Inc                                                                                        | Evercore Inc                                            | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      4258 | NS      | $464462.64    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Financial Inc                                                                               | Jackson Financial Inc                                   | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      8597 | NS      | $299089.63    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson                                                                                   | Johnson & Johnson                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     12780 | NS      | $2257587.00   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Highwoods Properties Inc                                                                            | Highwoods Properties Inc                                | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |      3283 | NS      | $91858.34     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| McDonald's Corp                                                                                     | McDonald's Corp                                         | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      8306 | NS      | $2188880.18   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| BioCryst Pharmaceuticals Inc                                                                        | BioCryst Pharmaceuticals Inc                            | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      4879 | NS      | $56010.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| NetApp Inc                                                                                          | NetApp Inc                                              | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     25851 | NS      | $1552611.06   | 0.33%             |  |  |  | No            | 1                  | On Loan: —       |
| UnitedHealth Group Inc                                                                              | UnitedHealth Group Inc                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     17149 | NS      | $9092056.82   | 1.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                                       | Goodyear Tire & Rubber Co/The                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     11962 | NS      | $121414.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SeaWorld Entertainment Inc                                                                          | SeaWorld Entertainment Inc                              | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      2715 | NS      | $145279.65    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International Inc                                                                     | Philip Morris International Inc                         | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6432 | NS      | $650982.72    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Howard Hughes Corp/The                                                                              | Howard Hughes Corp/The                                  | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      9813 | NS      | $749909.46    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Lakeland Financial Corp                                                                             | Lakeland Financial Corp                                 | CUSIP: 511656100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1880 | NS      | $-137183.60   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| International Business Machines Corp                                                                | International Business Machines Corp                    | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      5234 | NS      | $737418.26    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Pentair PLC                                                                                         | Pentair PLC                                             | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     13196 | NS      | $593556.08    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Repligen Corp                                                                                       | Repligen Corp                                           | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |     -2131 | NS      | $-360799.61   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Valero Energy Corp                                                                                  | Valero Energy Corp                                      | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      8711 | NS      | $1105077.46   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Topgolf Callaway Brands Corp                                                                        | Topgolf Callaway Brands Corp                            | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Short            | EC               | CORP              | US        |    -16860 | NS      | $-332985.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Amphenol Corp                                                                                       | Amphenol Corp                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      7850 | NS      | $597699.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                                                                    | Wells Fargo & Co                                        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     42724 | NS      | $1764073.96   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Yelp Inc                                                                                            | Yelp Inc                                                | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      7889 | NS      | $215685.26    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp                                                                                 | Northern Trust Corp                                     | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      6720 | NS      | $594652.80    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Petroleum Corp                                                                             | Marathon Petroleum Corp                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      8580 | NS      | $998626.20    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| QIAGEN NV                                                                                           | QIAGEN NV                                               | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |     14919 | NS      | $744010.53    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Inc                                                                                  | NextEra Energy Inc                                      | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35684 | NS      | $2983182.40   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                                       | Hilton Worldwide Holdings Inc                           | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      8477 | NS      | $1071153.72   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| WP Carey Inc                                                                                        | WP Carey Inc                                            | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |      3841 | NS      | $300174.15    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| General Mills Inc                                                                                   | General Mills Inc                                       | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      5975 | NS      | $501003.75    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| DR Horton Inc                                                                                       | DR Horton Inc                                           | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      7607 | NS      | $678087.98    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Paychex Inc                                                                                         | Paychex Inc                                             | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      3091 | NS      | $357195.96    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Semtech Corp                                                                                        | Semtech Corp                                            | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      9747 | NS      | $279641.43    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MarketAxess Holdings Inc                                                                            | MarketAxess Holdings Inc                                | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      1560 | NS      | $435068.40    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Interactive Brokers Group Inc                                                                       | Interactive Brokers Group Inc                           | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      5770 | NS      | $417459.50    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Arch Resources Inc                                                                                  | Arch Resources Inc                                      | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |       649 | NS      | $92670.71     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc                                                                    | Reinsurance Group of America Inc                        | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     10098 | NS      | $1434824.82   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Terex Corp                                                                                          | Terex Corp                                              | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      2219 | NS      | $94795.68     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Zscaler Inc                                                                                         | Zscaler Inc                                             | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      2896 | NS      | $324062.40    | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| AbbVie Inc                                                                                          | AbbVie Inc                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     23125 | NS      | $3737231.25   | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Tractor Supply Co                                                                                   | Tractor Supply Co                                       | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1938 | NS      | $435991.86    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment Inc                                                                           | Caesars Entertainment Inc                               | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Short            | EC               | CORP              | US        |     -5974 | NS      | $-248518.40   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle Group Inc/The                                                                               | Carlyle Group Inc/The                                   | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Short            | EC               | CORP              | US        |    -13531 | NS      | $-403765.04   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Air Products and Chemicals Inc                                                                      | Air Products and Chemicals Inc                          | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1489 | NS      | $458999.14    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryan Specialty Holdings Inc                                                                         | Ryan Specialty Holdings Inc                             | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7190 | NS      | $298456.90    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Copper Corp                                                                                | Southern Copper Corp                                    | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      6599 | NS      | $398513.61    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| LCI Industries                                                                                      | LCI Industries                                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Short            | EC               | CORP              | US        |     -2016 | NS      | $-186379.20   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Pool Corp                                                                                           | Pool Corp                                               | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |     -1333 | NS      | $-403005.89   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Annaly Capital Management Inc                                                                       | Annaly Capital Management Inc                           | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Short            | EC               |  | US        |    -18195 | NS      | $-383550.60   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                        | Thermo Fisher Scientific Inc                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2099 | NS      | $1155898.31   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp                                                                               | Costco Wholesale Corp                                   | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     11612 | NS      | $5300878.00   | 1.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Expedia Group Inc                                                                                   | Expedia Group Inc                                       | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6632 | NS      | $580963.20    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprouts Farmers Market Inc                                                                          | Sprouts Farmers Market Inc                              | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     10054 | NS      | $325447.98    | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Uber Technologies, Inc.                                                                             | Uber Technologies Inc                                   | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     23661 | NS      | $585136.53    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Teradyne Inc                                                                                        | Teradyne Inc                                            | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     21840 | NS      | $1907724.00   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognizant Technology Solutions Corp                                                                 | Cognizant Technology Solutions Corp                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     13357 | NS      | $763886.83    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources Inc                                                                                   | EOG Resources Inc                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     12312 | NS      | $1594650.24   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| 3M Co                                                                                               | 3M Co                                                   | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      6760 | NS      | $810659.20    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| NIKE Inc                                                                                            | NIKE Inc                                                | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     32924 | NS      | $3852437.24   | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| Agilent Technologies Inc                                                                            | Agilent Technologies Inc                                | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      7159 | NS      | $1071344.35   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Biogen Inc                                                                                          | Biogen Inc                                              | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Short            | EC               | CORP              | US        |     -1387 | NS      | $-384088.04   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Micron Technology Inc                                                                               | Micron Technology Inc                                   | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     31802 | NS      | $1589463.96   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams Cos Inc/The                                                                                | Williams Cos Inc/The                                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     36996 | NS      | $1217168.40   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Quaker Chemical Corp                                                                                | Quaker Chemical Corp                                    | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Short            | EC               | CORP              | US        |     -2020 | NS      | $-337138.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| CVR Energy Inc                                                                                      | CVR Energy Inc                                          | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      4293 | NS      | $134542.62    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Community Bancorp Inc                                                                      | New York Community Bancorp Inc                          | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    103508 | NS      | $890168.80    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap-on Inc                                                                                         | Snap-on Inc                                             | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      3482 | NS      | $795602.18    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                                                                       | Citigroup Inc                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     73030 | NS      | $3303146.90   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Alignment Healthcare Inc                                                                            | Alignment Healthcare Inc                                | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5940 | NS      | $69854.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Linde PLC                                                                                           | Linde PLC                                               | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      6350 | NS      | $2071243.00   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Walgreens Boots Alliance Inc                                                                        | Walgreens Boots Alliance Inc                            | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     20628 | NS      | $770662.08    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Chubb Ltd                                                                                           | Chubb Ltd                                               | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      3526 | NS      | $777835.60    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadstone Net Lease Inc                                                                            | Broadstone Net Lease Inc                                | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Short            | EC               |  | US        |    -24084 | NS      | $-390401.64   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Cirrus Logic Inc                                                                                    | Cirrus Logic Inc                                        | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      4513 | NS      | $336128.24    | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| PNC Financial Services Group Inc/The                                                                | PNC Financial Services Group Inc/The                    | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      2667 | NS      | $421225.98    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Global Management Inc                                                                        | Apollo Global Management Inc                            | CUSIP: 03769M106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8633 | NS      | $-550699.07   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Spotify Technology SA                                                                               | Spotify Technology SA                                   | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      2120 | NS      | $167374.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| General Dynamics Corp                                                                               | General Dynamics Corp                                   | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      4195 | NS      | $1040821.45   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy Inc                                                                                     | Xcel Energy Inc                                         | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     10048 | NS      | $704465.28    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Lithia Motors Inc                                                                                   | Lithia Motors Inc                                       | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      2815 | NS      | $576343.10    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| DaVita Inc                                                                                          | DaVita Inc                                              | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      4000 | NS      | $298680.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway Inc                                                                              | Berkshire Hathaway Inc                                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Short            | EC               | CORP              | US        |      -416 | NS      | $-128502.40   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Civitas Resources Inc                                                                               | Civitas Resources Inc                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Short            | EC               | CORP              | US        |     -4529 | NS      | $-262364.97   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Cheniere Energy Inc                                                                                 | Cheniere Energy Inc                                     | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      7887 | NS      | $1182734.52   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| SVB Financial Group                                                                                 | SVB Financial Group                                     | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       303 | NS      | $69732.42     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mosaic Co/The                                                                                       | Mosaic Co/The                                           | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      8327 | NS      | $365305.49    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                                                                        | Comcast Corp                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     46090 | NS      | $1611767.30   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Qorvo Inc                                                                                           | Qorvo Inc                                               | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      6708 | NS      | $608013.12    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Celanese Corp                                                                                       | Celanese Corp                                           | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       588 | NS      | $60117.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PPG Industries Inc                                                                                  | PPG Industries Inc                                      | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      6932 | NS      | $871629.68    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Realty Income Corp                                                                                  | Realty Income Corp                                      | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               |  | US        |     -6730 | NS      | $-426883.90   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Under Armour Inc                                                                                    | Under Armour Inc                                        | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     18400 | NS      | $186944.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Marriott International Inc/MD                                                                       | Marriott International Inc/MD                           | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     12493 | NS      | $1860082.77   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Moody's Corp                                                                                        | Moody's Corp                                            | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1907 | NS      | $531328.34    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| AGCO Corp                                                                                           | AGCO Corp                                               | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      6328 | NS      | $877630.32    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Dropbox Inc                                                                                         | Dropbox Inc                                             | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     24230 | NS      | $542267.40    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Maximus Inc                                                                                         | Maximus Inc                                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Short            | EC               | CORP              | US        |     -6711 | NS      | $-492117.63   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Exelon Corp                                                                                         | Exelon Corp                                             | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     23801 | NS      | $1028917.23   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Nucor Corp                                                                                          | Nucor Corp                                              | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      5270 | NS      | $694638.70    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Lear Corp                                                                                           | Lear Corp                                               | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      4685 | NS      | $581033.70    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunrun Inc                                                                                          | Sunrun Inc                                              | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Short            | EC               | CORP              | US        |     -9484 | NS      | $-227805.68   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| RLJ Lodging Trust                                                                                   | RLJ Lodging Trust                                       | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |     13300 | NS      | $140847.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Therapeutics Plc                                                                            | Horizon Therapeutics Plc                                | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |      9721 | NS      | $1106249.80   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Cintas Corp                                                                                         | Cintas Corp                                             | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1009 | NS      | $455684.58    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                                                                       | Medtronic PLC                                           | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     11623 | NS      | $903339.56    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Madison Square Garden Sports Corp                                                                   | Madison Square Garden Sports Corp                       | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1517 | NS      | $278111.61    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Qualys Inc                                                                                          | Qualys Inc                                              | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      1833 | NS      | $205717.59    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp                                                                               | Truist Financial Corp                                   | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     44037 | NS      | $1894912.11   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Corteva Inc                                                                                         | Corteva Inc                                             | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     20172 | NS      | $1185710.16   | 0.25%             |  |  |  | No            | 1                  | On Loan: —       |
| LGI Homes Inc                                                                                       | LGI Homes Inc                                           | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Short            | EC               | CORP              | US        |     -1655 | NS      | $-153253.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Micro Devices Inc                                                                          | Advanced Micro Devices Inc                              | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     24634 | NS      | $1595544.18   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| PepsiCo Inc                                                                                         | PepsiCo Inc                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      7381 | NS      | $1333451.46   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                                                                  | WillScot Mobile Mini Holdings Corp                      | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      6695 | NS      | $302413.15    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Instruments Inc                                                                               | Texas Instruments Inc                                   | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     11771 | NS      | $1944804.62   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| CME Group Inc                                                                                       | CME Group Inc                                           | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2510 | NS      | $422081.60    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Brighthouse Financial Inc                                                                           | Brighthouse Financial Inc                               | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      9135 | NS      | $468351.45    | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Vulcan Materials Co                                                                                 | Vulcan Materials Co                                     | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      4335 | NS      | $759101.85    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| PayPal Holdings Inc                                                                                 | PayPal Holdings Inc                                     | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     27622 | NS      | $1967238.84   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp                                                                                        | Centene Corp                                            | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      9662 | NS      | $792380.62    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell Technologies Inc                                                                               | Dell Technologies Inc                                   | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     41497 | NS      | $1669009.34   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                                        | Alphabet Inc                                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    134129 | NS      | $11834201.67  | 2.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Neogen Corp                                                                                         | Neogen Corp                                             | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Short            | EC               | CORP              | US        |    -12457 | NS      | $-189720.11   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Estee Lauder Cos Inc/The                                                                            | Estee Lauder Cos Inc/The                                | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      7746 | NS      | $1921860.06   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Phillips 66                                                                                         | Phillips 66                                             | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     11151 | NS      | $1160596.08   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| CNO Financial Group, Inc.                                                                           | CNO Financial Group Inc                                 | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      9993 | NS      | $228340.05    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis Inc                                                                                        | Prologis Inc                                            | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     19823 | NS      | $2234646.79   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| NuVasive Inc                                                                                        | NuVasive Inc                                            | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      6309 | NS      | $260183.16    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln National Corp                                                                               | Lincoln National Corp                                   | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      7160 | NS      | $219955.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Visa Inc                                                                                            | Visa Inc                                                | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      8314 | NS      | $1727316.64   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co                                                                       | Hewlett Packard Enterprise Co                           | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     85469 | NS      | $1364085.24   | 0.29%             |  |  |  | No            | 1                  | On Loan: —       |
| SoFi Technologies Inc                                                                               | SoFi Technologies Inc                                   | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |     -3714 | NS      | $-17121.54    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Crown Holdings Inc                                                                                  | Crown Holdings Inc                                      | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     11907 | NS      | $978874.47    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                                       | Regeneron Pharmaceuticals Inc                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Short            | EC               | CORP              | US        |      -547 | NS      | $-394655.03   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Zoetis Inc                                                                                          | Zoetis Inc                                              | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     16542 | NS      | $2424230.10   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Allison Transmission Holdings Inc                                                                   | Allison Transmission Holdings Inc                       | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     16868 | NS      | $701708.80    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy Inc                                                                                      | NRG Energy Inc                                          | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     13936 | NS      | $443443.52    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Chemical Co                                                                                 | Eastman Chemical Co                                     | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     12983 | NS      | $1057335.52   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| ASML Holding NV                                                                                     | ASML Holding NV                                         | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       711 | NS      | $388490.40    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Scientific Corp                                                                              | Boston Scientific Corp                                  | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     36980 | NS      | $1711064.60   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Archer-Daniels-Midland Co                                                                           | Archer-Daniels-Midland Co                               | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     10495 | NS      | $974460.75    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| TripAdvisor Inc                                                                                     | TripAdvisor Inc                                         | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      8059 | NS      | $144900.82    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health Inc                                                                                 | Elevance Health Inc                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2463 | NS      | $1263445.11   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Baker Hughes Co                                                                                     | Baker Hughes Co                                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44991 | NS      | $1328584.23   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| NXP Semiconductors NV                                                                               | NXP Semiconductors NV                                   | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     12145 | NS      | $1919274.35   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Vontier Corp                                                                                        | Vontier Corp                                            | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     43812 | NS      | $846885.96    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Leidos Holdings Inc                                                                                 | Leidos Holdings Inc                                     | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      4871 | NS      | $512380.49    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CBRE Group Inc                                                                                      | CBRE Group Inc                                          | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      8826 | NS      | $679248.96    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Raymond James Financial Inc                                                                         | Raymond James Financial Inc                             | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     16081 | NS      | $1718254.85   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Biogen Inc                                                                                          | Biogen Inc                                              | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      3118 | NS      | $863436.56    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| H&R Block Inc                                                                                       | H&R Block Inc                                           | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Short            | EC               | CORP              | US        |    -10301 | NS      | $-376089.51   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| TransMedics Group Inc                                                                               | TransMedics Group Inc                                   | CUSIP: 89377M109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -980 | NS      | $-60485.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Gaming and Leisure Properties Inc                                                                   | Gaming and Leisure Properties Inc                       | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |      9905 | NS      | $515951.45    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| MGP Ingredients Inc                                                                                 | MGP Ingredients Inc                                     | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Short            | EC               | CORP              | US        |     -2581 | NS      | $-274566.78   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| GSK PLC                                                                                             | GSK PLC                                                 | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     28911 | NS      | $1015932.54   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Floor & Decor Holdings Inc                                                                          | Floor & Decor Holdings Inc                              | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Short            | EC               | CORP              | US        |     -4045 | NS      | $-281653.35   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                                                                                | Edison International                                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     17214 | NS      | $1095154.68   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                                                             | Procter & Gamble Co/The                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     12022 | NS      | $1822054.32   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| DiamondRock Hospitality Co                                                                          | DiamondRock Hospitality Co                              | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |     20388 | NS      | $166977.72    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson-UTI Energy Inc                                                                            | Patterson-UTI Energy Inc                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      3095 | NS      | $52119.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Freshpet Inc                                                                                        | Freshpet Inc                                            | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Short            | EC               | CORP              | US        |     -8471 | NS      | $-447014.67   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Lockheed Martin Corp                                                                                | Lockheed Martin Corp                                    | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      4196 | NS      | $2041312.04   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Affirm Holdings Inc                                                                                 | Affirm Holdings Inc                                     | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1693 | NS      | $-16371.31    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc                                             | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Short            | EC               |  | US        |     -5900 | NS      | $-170982.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Companies, Inc                                                                               | Lowe's Cos Inc                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      5729 | NS      | $1141445.96   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Dominion Freight Line Inc                                                                       | Old Dominion Freight Line Inc                           | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      1512 | NS      | $429075.36    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| United Therapeutics Corp                                                                            | United Therapeutics Corp                                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      3735 | NS      | $1038666.15   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackstone Inc                                                                                      | Blackstone Inc                                          | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Short            | EC               | CORP              | US        |     -5294 | NS      | $-392761.86   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Omega Healthcare Investors Inc                                                                      | Omega Healthcare Investors Inc                          | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Short            | EC               |  | US        |     -7989 | NS      | $-223292.55   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Western Alliance Bancorp                                                                            | Western Alliance Bancorp                                | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      4424 | NS      | $263493.44    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                                                          | ACADIA Pharmaceuticals Inc                              | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     11863 | NS      | $188858.96    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Pegasystems Inc                                                                                     | Pegasystems Inc                                         | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      7867 | NS      | $269366.08    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ziff Davis Inc                                                                                      | Ziff Davis Inc                                          | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |     -4441 | NS      | $-351283.10   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Cummins Inc                                                                                         | Cummins Inc                                             | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      4006 | NS      | $970613.74    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| IDEX Corp                                                                                           | IDEX Corp                                               | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      1663 | NS      | $379712.79    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| T Rowe Price Group Inc                                                                              | T Rowe Price Group Inc                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |     -2124 | NS      | $-231643.44   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| CDW Corp/DE                                                                                         | CDW Corp/DE                                             | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      2869 | NS      | $512346.02    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Xenia Hotels & Resorts Inc                                                                          | Xenia Hotels & Resorts Inc                              | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |      6573 | NS      | $86632.14     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyler Technologies Inc                                                                              | Tyler Technologies Inc                                  | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      1042 | NS      | $335951.22    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Norfolk Southern Corp                                                                               | Norfolk Southern Corp                                   | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      5072 | NS      | $1249842.24   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                                                                                      | Microsoft Corp                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    116056 | NS      | $27832549.92  | 5.89%             |  |  |  | No            | 1                  | On Loan: No      |
| Magna International Inc                                                                             | Magna International Inc                                 | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      8549 | NS      | $480282.82    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| A O Smith Corp                                                                                      | A O Smith Corp                                          | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      9766 | NS      | $559005.84    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Insperity Inc                                                                                       | Insperity Inc                                           | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      1495 | NS      | $169832.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyson Foods Inc                                                                                     | Tyson Foods Inc                                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     20178 | NS      | $1256080.50   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingredion Inc                                                                                       | Ingredion Inc                                           | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      6722 | NS      | $658285.46    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Holdings Co                                                                                  | Vertiv Holdings Co                                      | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     25259 | NS      | $345037.94    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp                                                                                 | American Tower Corp                                     | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      2939 | NS      | $622656.54    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Syneos Health Inc                                                                                   | Syneos Health Inc                                       | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     17805 | NS      | $653087.40    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Comfort Systems USA Inc                                                                             | Comfort Systems USA Inc                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       500 | NS      | $57540.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Regal Rexnord Corp                                                                                  | Regal Rexnord Corp                                      | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      4637 | NS      | $556347.26    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Veeva Systems Inc                                                                                   | Veeva Systems Inc                                       | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      7741 | NS      | $1249242.58   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Intercontinental Exchange Inc                           | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      4477 | NS      | $459295.43    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Occidental Petroleum Corp                                                                           | Occidental Petroleum Corp                               | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     12125 | NS      | $763753.75    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Moderna Inc                                                                                         | Moderna Inc                                             | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      4611 | NS      | $828227.82    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Energy Corp                                                                           | Constellation Energy Corp                               | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      7475 | NS      | $644419.75    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Stryker Corp                                                                                        | Stryker Corp                                            | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     11104 | NS      | $2714816.96   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| GATX Corp                                                                                           | GATX Corp                                               | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Short            | EC               | CORP              | US        |     -3938 | NS      | $-418766.92   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Trane Technologies PLC                                                                              | Trane Technologies PLC                                  | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     13304 | NS      | $2236269.36   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmont Corp                                                                                        | Newmont Corp                                            | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     16451 | NS      | $776487.20    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Zions Bancorp NA                                                                                    | Zions Bancorp NA                                        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     14018 | NS      | $689124.88    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle West Capital Corp                                                                          | Pinnacle West Capital Corp                              | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      6563 | NS      | $499050.52    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Trimble Inc                                                                                         | Trimble Inc                                             | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      6567 | NS      | $332027.52    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                                                                               | AECOM                                                   | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      7569 | NS      | $642835.17    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Willis Towers Watson PLC                                                                            | Willis Towers Watson PLC                                | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      5012 | NS      | $1225834.96   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| NVIDIA Corp                                                                                         | NVIDIA Corp                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     10985 | NS      | $1605347.90   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                                                                        | Chevron Corp                                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16679 | NS      | $2993713.71   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Collateral Fund | U.S. Cash Collateral Fund                               | CUSIP: 000000000<br>LEI: B4DCP86PGS7VRJXJTE28 | Long             | STIV             | PF                | US        |    462150 | NS      | $462150.00    | 0.10%             |  |  |  | No            | N/A                | On Loan: No      |
| Adobe Inc                                                                                           | Adobe Inc                                               | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      7671 | NS      | $2581521.63   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryman Hospitality Properties Inc                                                                    | Ryman Hospitality Properties Inc                        | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |      1893 | NS      | $154809.54    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Management Inc                                                                                | Waste Management Inc                                    | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3099 | NS      | $486171.12    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Hubbell Inc                                                                                         | Hubbell Inc                                             | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2011 | NS      | $471941.48    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                                        | Alphabet Inc                                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     22133 | NS      | $1963861.09   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                                                                                     | AstraZeneca PLC                                         | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     10761 | NS      | $729595.80    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| PerkinElmer Inc                                                                                     | PerkinElmer Inc                                         | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Short            | EC               | CORP              | US        |     -3087 | NS      | $-432859.14   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Corp                                                                                          | Cigna Corp                                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4662 | NS      | $1544707.08   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Resideo Technologies Inc                                                                            | Resideo Technologies Inc                                | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      1000 | NS      | $16450.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coterra Energy Inc                                                                                  | Coterra Energy Inc                                      | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Short            | EC               | CORP              | US        |    -16193 | NS      | $-397862.01   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Embecta Corp                                                                                        | Embecta Corp                                            | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Short            | EC               | CORP              | US        |     -4201 | NS      | $-106243.29   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| M&T Bank Corp                                                                                       | M&T Bank Corp                                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1614 | NS      | $234126.84    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cavco Industries Inc                                                                                | Cavco Industries Inc                                    | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       619 | NS      | $140048.75    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamar Advertising Co                                                                                | Lamar Advertising Co                                    | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |      5345 | NS      | $504568.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| O'Reilly Automotive Inc                                                                             | O'Reilly Automotive Inc                                 | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      3777 | NS      | $3187901.31   | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| W R Berkley Corp                                                                                    | W R Berkley Corp                                        | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     21763 | NS      | $1579340.91   | 0.33%             |  |  |  | No            | 1                  | On Loan: —       |
| Fox Factory Holding Corp                                                                            | Fox Factory Holding Corp                                | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Short            | EC               | CORP              | US        |     -2610 | NS      | $-238110.30   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                                                                     | CVS Health Corp                                         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     30949 | NS      | $2884137.31   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Altice USA Inc                                                                                      | Altice USA Inc                                          | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Short            | EC               | CORP              | US        |    -46977 | NS      | $-216094.20   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle Inc                                                                                    | Crown Castle Inc                                        | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      4379 | NS      | $593967.56    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours Inc                                                                               | DuPont de Nemours Inc                                   | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     14539 | NS      | $997811.57    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| World Wrestling Entertainment Inc                                                                   | World Wrestling Entertainment Inc                       | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      2197 | NS      | $150538.44    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Walt Disney Co/The                                                                                  | Walt Disney Co/The                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     16635 | NS      | $1445248.80   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Garmin Ltd                                                                                          | Garmin Ltd                                              | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      7007 | NS      | $646676.03    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| nCino Inc                                                                                           | nCino Inc                                               | CUSIP: 63947X101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -12522 | NS      | $-331081.68   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Target Corp                                                                                         | Target Corp                                             | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     12988 | NS      | $1935731.52   | 0.41%             |  |  |  | No            | 1                  | On Loan: —       |
| Marsh & McLennan Companies Inc                                                                      | Marsh & McLennan Cos Inc                                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2460 | NS      | $407080.80    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                                                                         | Walmart Inc                                             | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      7565 | NS      | $1072641.35   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Mirati Therapeutics Inc                                                                             | Mirati Therapeutics Inc                                 | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |      2087 | NS      | $94561.97     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Varonis Systems Inc                                                                                 | Varonis Systems Inc                                     | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      9483 | NS      | $227023.02    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Technology Inc                                                                                | Aspen Technology Inc                                    | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Short            | EC               | CORP              | US        |     -1737 | NS      | $-356779.80   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Box Inc                                                                                             | Box Inc                                                 | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     17453 | NS      | $543311.89    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Co/The                                                                                    | Coca-Cola Co/The                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     37942 | NS      | $2413490.62   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortinet Inc                                                                                        | Fortinet Inc                                            | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     22506 | NS      | $1100318.34   | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| Lyft Inc                                                                                            | Lyft Inc                                                | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     31723 | NS      | $349587.46    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| GoDaddy Inc                                                                                         | GoDaddy Inc                                             | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     11844 | NS      | $886168.08    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| BOK Financial Corp                                                                                  | BOK Financial Corp                                      | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      2971 | NS      | $308360.09    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                                                                                      | Public Storage                                          | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |      2078 | NS      | $582234.82    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Karuna Therapeutics Inc                                                                             | Karuna Therapeutics Inc                                 | CUSIP: 48576A100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -356 | NS      | $-69954.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Danaher Corp                                                                                        | Danaher Corp                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Short            | EC               | CORP              | US        |     -1557 | NS      | $-413258.94   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Huntsman Corp                                                                                       | Huntsman Corp                                           | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     14231 | NS      | $391067.88    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| PACCAR Inc                                                                                          | PACCAR Inc                                              | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      5044 | NS      | $499204.68    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                                                                    | Exxon Mobil Corp                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     17252 | NS      | $1902895.60   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Guidewire Software Inc                                                                              | Guidewire Software Inc                                  | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     12688 | NS      | $793761.28    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Verint Systems Inc                                                                                  | Verint Systems Inc                                      | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      2674 | NS      | $97012.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Axis Capital Holdings Ltd                                                                           | Axis Capital Holdings Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      7977 | NS      | $432114.09    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS Energy Corp                                                                                     | CMS Energy Corp                                         | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      7030 | NS      | $445209.90    | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Nutanix Inc                                                                                         | Nutanix Inc                                             | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      6498 | NS      | $169272.90    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bumble Inc                                                                                          | Bumble Inc                                              | CUSIP: 12047B105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -9461 | NS      | $-199154.05   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Host Hotels & Resorts Inc                                                                           | Host Hotels & Resorts Inc                               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     35939 | NS      | $576820.95    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Hilton Grand Vacations Inc                                                                          | Hilton Grand Vacations Inc                              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Short            | EC               | CORP              | US        |     -4467 | NS      | $-172158.18   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Moody's Corp                                                                                        | Moody's Corp                                            | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |     -1273 | NS      | $-354683.26   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Alaska Air Group Inc                                                                                | Alaska Air Group Inc                                    | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     13738 | NS      | $589909.72    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Independence Realty Trust Inc                                                                       | Independence Realty Trust Inc                           | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Short            | EC               |  | US        |    -19698 | NS      | $-332108.28   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Activision Blizzard Inc                                                                             | Activision Blizzard Inc                                 | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      4269 | NS      | $326791.95    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Bentley Systems Inc                                                                                 | Bentley Systems Inc                                     | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |    -12200 | NS      | $-450912.00   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Coherent Corp                                                                                       | Coherent Corp                                           | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |     -5794 | NS      | $-203369.40   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| PBF Energy Inc                                                                                      | PBF Energy Inc                                          | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      3748 | NS      | $152843.44    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlisle Cos Inc                                                                                    | Carlisle Cos Inc                                        | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       967 | NS      | $227873.55    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CoStar Group Inc                                                                                    | CoStar Group Inc                                        | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39097 | NS      | $3021416.16   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| First Republic Bank/CA                                                                              | First Republic Bank/CA                                  | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      7079 | NS      | $862859.31    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| TJX Cos Inc/The                                                                                     | TJX Cos Inc/The                                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      8764 | NS      | $697614.40    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Incyte Corp                                                                                         | Incyte Corp                                             | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     10845 | NS      | $871070.40    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Monster Beverage Corp                                                                               | Monster Beverage Corp                                   | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      5497 | NS      | $558110.41    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamb Weston Holdings Inc                                                                            | Lamb Weston Holdings Inc                                | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      6663 | NS      | $595405.68    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| ICU Medical Inc                                                                                     | ICU Medical Inc                                         | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Short            | EC               | CORP              | US        |     -2539 | NS      | $-399841.72   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway Inc                                                                              | Berkshire Hathaway Inc                                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5655 | NS      | $1746829.50   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Hershey Co/The                                                                                      | Hershey Co/The                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      4544 | NS      | $1052254.08   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Netflix Inc                                                                                         | Netflix Inc                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      5388 | NS      | $1588813.44   | 0.34%             |  |  |  | No            | 1                  | On Loan: —       |
| Cadence Design Systems Inc                                                                          | Cadence Design Systems Inc                              | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      4570 | NS      | $734124.80    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Juniper Networks Inc                                                                                | Juniper Networks Inc                                    | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     25991 | NS      | $830672.36    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical Inc                                                                              | Intuitive Surgical Inc                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      4786 | NS      | $1269965.10   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| First Industrial Realty Trust Inc                                                                   | First Industrial Realty Trust Inc                       | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |      1366 | NS      | $65923.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard Inc                                                                                      | Mastercard Inc                                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     24314 | NS      | $8454707.22   | 1.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Services Inc                                                                               | Republic Services Inc                                   | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      5783 | NS      | $745949.17    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    119748 | NS      | $2204560.68   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Popular Inc                                                                                         | Popular Inc                                             | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      6926 | NS      | $459332.32    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom Inc                                                                                        | Broadcom Inc                                            | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1442 | NS      | $806265.46    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen Inc                                                                                           | Amgen Inc                                               | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      3064 | NS      | $804728.96    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     69861 | NS      | $2313796.32   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap Inc                                                                                            | Snap Inc                                                | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     10009 | NS      | $89580.55     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Tesla Inc                                                                                           | Tesla Inc                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     23163 | NS      | $2853218.34   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                                                                          | US Bancorp                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     34805 | NS      | $1517846.05   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| International Flavors & Fragrances Inc                                                              | International Flavors & Fragrances Inc                  | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | EC               | CORP              | US        |     -4325 | NS      | $-453433.00   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Azenta Inc                                                                                          | Azenta Inc                                              | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Short            | EC               | CORP              | US        |     -5193 | NS      | $-302336.46   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Mister Car Wash Inc                                                                                 | Mister Car Wash Inc                                     | CUSIP: 60646V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -44516 | NS      | $-410882.68   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot Inc/The                                                                                  | Home Depot Inc/The                                      | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      4232 | NS      | $1336719.52   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Intel Corp                                                                                          | Intel Corp                                              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     59522 | NS      | $1573166.46   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Camden Property Trust                                                                               | Camden Property Trust                                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      5423 | NS      | $606725.24    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Dillard's Inc                                                                                       | Dillard's Inc                                           | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       618 | NS      | $199737.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bright Horizons Family Solutions Inc                                                                | Bright Horizons Family Solutions Inc                    | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3994 | NS      | $252021.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Grand Canyon Education Inc                                                                          | Grand Canyon Education Inc                              | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      3100 | NS      | $327546.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Conagra Brands Inc                                                                                  | Conagra Brands Inc                                      | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     60033 | NS      | $2323277.10   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Transport Services Group Inc                                                                    | Air Transport Services Group Inc                        | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Short            | EC               | CORP              | US        |     -4880 | NS      | $-126782.40   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Bearings Inc                                                                                    | RBC Bearings Inc                                        | CUSIP: 75524B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1797 | NS      | $-376201.95   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Natural Resources Ltd                                                                      | Canadian Natural Resources Ltd                          | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     13475 | NS      | $748266.75    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corp                                                                                           | PG&E Corp                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     17073 | NS      | $277606.98    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle Financial Partners Inc                                                                     | Pinnacle Financial Partners Inc                         | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      2070 | NS      | $151938.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Five Below Inc                                                                                      | Five Below Inc                                          | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Short            | EC               | CORP              | US        |     -2671 | NS      | $-472419.77   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Xerox Holdings Corp                                                                                 | Xerox Holdings Corp                                     | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     26708 | NS      | $389936.80    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Abbott Laboratories                                                                                 | Abbott Laboratories                                     | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      9056 | NS      | $994258.24    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| FedEx Corp                                                                                          | FedEx Corp                                              | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     12856 | NS      | $2226659.20   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Autoliv Inc                                                                                         | Autoliv Inc                                             | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      8229 | NS      | $630176.82    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                                                                                 | Synchrony Financial                                     | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     24063 | NS      | $790710.18    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Co                                                                                       | Ford Motor Co                                           | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     94870 | NS      | $1103338.10   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| MP Materials Corp                                                                                   | MP Materials Corp                                       | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3107 | NS      | $75437.96     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| CommScope Holding Co Inc                                                                            | CommScope Holding Co Inc                                | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     20591 | NS      | $151343.85    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Global Management Inc                                                                        | Apollo Global Management Inc                            | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40966 | NS      | $2613221.14   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Littelfuse Inc                                                                                      | Littelfuse Inc                                          | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      2193 | NS      | $482898.60    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Domino's Pizza Inc                                                                                  | Domino's Pizza Inc                                      | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      1352 | NS      | $468332.80    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Blueprint Medicines Corp                                                                            | Blueprint Medicines Corp                                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      1542 | NS      | $67555.02     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| SLM Corp                                                                                            | SLM Corp                                                | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25618 | NS      | $425258.80    | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Opendoor Technologies Inc                                                                           | Opendoor Technologies Inc                               | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |    -24419 | NS      | $-28326.04    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan Inc                                                                                   | Kinder Morgan Inc                                       | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     80758 | NS      | $1460104.64   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                         | Goldman Sachs Group Inc/The                             | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      3754 | NS      | $1289048.52   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Freeport-McMoRan Inc                                                                                | Freeport-McMoRan Inc                                    | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     26667 | NS      | $1013346.00   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| AvalonBay Communities Inc                                                                           | AvalonBay Communities Inc                               | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |      1384 | NS      | $223543.68    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Arbor Realty Trust Inc                                                                              | Arbor Realty Trust Inc                                  | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Short            | EC               |  | US        |    -18974 | NS      | $-250267.06   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| FactSet Research Systems Inc                                                                        | FactSet Research Systems Inc                            | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      2852 | NS      | $1144250.92   | 0.24%             |  |  |  | No            | 1                  | On Loan: —       |
| Fidelity National Information Services Inc                                                          | Fidelity National Information Services Inc              | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     15614 | NS      | $1059409.90   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| AppLovin Corp                                                                                       | AppLovin Corp                                           | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Short            | EC               | CORP              | US        |    -18323 | NS      | $-192941.19   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| FirstEnergy Corp                                                                                    | FirstEnergy Corp                                        | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     30738 | NS      | $1289151.72   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| APA Corp                                                                                            | APA Corp                                                | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      3555 | NS      | $165947.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co                                                                                          | Deere & Co                                              | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      2707 | NS      | $1160653.32   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Asbury Automotive Group Inc                                                                         | Asbury Automotive Group Inc                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Short            | EC               | CORP              | US        |     -1421 | NS      | $-254714.25   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Analog Devices Inc                                                                                  | Analog Devices Inc                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      6293 | NS      | $1032240.79   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles Schwab Corp/The                                                                             | Charles Schwab Corp/The                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     26837 | NS      | $2234448.62   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Illinois Tool Works Inc                                                                             | Illinois Tool Works Inc                                 | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1907 | NS      | $420112.10    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Global                                                                                    | Paramount Global                                        | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | EC               | CORP              | US        |    -20361 | NS      | $-343693.68   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| AdaptHealth Corp                                                                                    | AdaptHealth Corp                                        | CUSIP: 00653Q102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8970 | NS      | $-172403.40   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Aflac Inc                                                                                           | Aflac Inc                                               | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     12803 | NS      | $921047.82    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| F5 Inc                                                                                              | F5 Inc                                                  | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      3843 | NS      | $551508.93    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| AerCap Holdings NV                                                                                  | AerCap Holdings NV                                      | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |     20495 | NS      | $1195268.40   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                                                                  | Meta Platforms Inc                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     34956 | NS      | $4206605.04   | 0.89%             |  |  |  | No            | 1                  | On Loan: No      |
| Pfizer Inc                                                                                          | Pfizer Inc                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     46701 | NS      | $2392959.24   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| VeriSign Inc                                                                                        | VeriSign Inc                                            | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      5272 | NS      | $1083079.68   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Ross Stores Inc                                                                                     | Ross Stores Inc                                         | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      8623 | NS      | $1000871.61   | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| Jazz Pharmaceuticals PLC                                                                            | Jazz Pharmaceuticals PLC                                | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      6289 | NS      | $1001900.59   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Avnet Inc                                                                                           | Avnet Inc                                               | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     11894 | NS      | $494552.52    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications Inc                                                                          | Verizon Communications Inc                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     45540 | NS      | $1794276.00   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Molina Healthcare Inc                                                                               | Molina Healthcare Inc                                   | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      2869 | NS      | $947401.18    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Sarepta Therapeutics Inc                                                                            | Sarepta Therapeutics Inc                                | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      5398 | NS      | $699472.84    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                             | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     16980 | NS      | $1387945.20   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullen/Frost Bankers Inc                                                                            | Cullen/Frost Bankers Inc                                | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      3581 | NS      | $478779.70    | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Edwards Lifesciences Corp                                                                           | Edwards Lifesciences Corp                               | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      3092 | NS      | $230694.12    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Globe Life Inc                                                                                      | Globe Life Inc                                          | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      4638 | NS      | $559110.90    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Progyny Inc                                                                                         | Progyny Inc                                             | CUSIP: 74340E103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2840 | NS      | $-88466.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Brown & Brown Inc                                                                                   | Brown & Brown Inc                                       | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      6668 | NS      | $379875.96    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Teledyne Technologies Inc                                                                           | Teledyne Technologies Inc                               | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Short            | EC               | CORP              | US        |     -1112 | NS      | $-444699.92   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Crowdstrike Holdings Inc                                                                            | Crowdstrike Holdings Inc                                | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      5277 | NS      | $555615.33    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Gen Digital Inc                                                                                     | Gen Digital Inc                                         | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     17753 | NS      | $380446.79    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| DISH Network Corp                                                                                   | DISH Network Corp                                       | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Short            | EC               | CORP              | US        |    -18536 | NS      | $-260245.44   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Allstate Corp/The                                                                                   | Allstate Corp/The                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      7997 | NS      | $1084393.20   | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| Landstar System Inc                                                                                 | Landstar System Inc                                     | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      7764 | NS      | $1264755.60   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Dover Corp                                                                                          | Dover Corp                                              | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      4852 | NS      | $657009.32    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardinal Health Inc                                                                                 | Cardinal Health Inc                                     | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     14102 | NS      | $1084020.74   | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| Advance Auto Parts Inc                                                                              | Advance Auto Parts Inc                                  | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      2439 | NS      | $358606.17    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Energy Industries Inc                                                                      | Advanced Energy Industries Inc                          | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Short            | EC               | CORP              | US        |      -605 | NS      | $-51896.90    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings Inc                                                                          | LPL Financial Holdings Inc                              | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      3754 | NS      | $811502.18    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Roper Technologies Inc                                                                              | Roper Technologies Inc                                  | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1910 | NS      | $825291.90    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| New Relic Inc                                                                                       | New Relic Inc                                           | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |      4591 | NS      | $259161.95    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Skyworks Solutions Inc                                                                              | Skyworks Solutions Inc                                  | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      6863 | NS      | $625425.19    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     11185 | NS      | $511266.35    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Palo Alto Networks Inc                                                                              | Palo Alto Networks Inc                                  | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     15664 | NS      | $2185754.56   | 0.46%             |  |  |  | No            | 1                  | On Loan: —       |
| KKR & Co Inc                                                                                        | KKR & Co Inc                                            | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |     -8626 | NS      | $-400418.92   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Travel + Leisure Co                                                                                 | Travel + Leisure Co                                     | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      5883 | NS      | $214141.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Starbucks Corp                                                                                      | Starbucks Corp                                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     17365 | NS      | $1722608.00   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Emerson Electric Co                                                                                 | Emerson Electric Co                                     | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     11705 | NS      | $1124382.30   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| JB Hunt Transport Services Inc                                                                      | JB Hunt Transport Services Inc                          | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      2407 | NS      | $419684.52    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                                                                       | Ultragenyx Pharmaceutical Inc                           | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      4442 | NS      | $205797.86    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Impinj Inc                                                                                          | Impinj Inc                                              | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       720 | NS      | $78609.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Dorman Products Inc                                                                                 | Dorman Products Inc                                     | CUSIP: 258278100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -704 | NS      | $-56932.48    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment Inc                                                                       | Live Nation Entertainment Inc                           | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     24656 | NS      | $1719509.44   | 0.36%             |  |  |  | No            | 1                  | On Loan: —       |
| DocuSign Inc                                                                                        | DocuSign Inc                                            | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      9140 | NS      | $506538.80    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| PulteGroup Inc                                                                                      | PulteGroup Inc                                          | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16315 | NS      | $742821.95    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmony Biosciences Holdings Inc                                                                    | Harmony Biosciences Holdings Inc                        | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       991 | NS      | $54604.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Texas Capital Bancshares Inc                                                                        | Texas Capital Bancshares Inc                            | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      3336 | NS      | $201194.16    | 0.04%             |  |  |  | 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        |     11156 | NS      | $507821.12    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Vaxcyte Inc                                                                                         | Vaxcyte Inc                                             | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Short            | EC               | CORP              | US        |     -2438 | NS      | $-116902.10   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                                      | Morgan Stanley                                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     27828 | NS      | $2365936.56   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| New Fortress Energy Inc                                                                             | New Fortress Energy Inc                                 | CUSIP: 644393100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3925 | NS      | $-166498.50   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Ulta Beauty Inc                                                                                     | Ulta Beauty Inc                                         | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1394 | NS      | $653883.58    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Pioneer Natural Resources Co                                                                        | Pioneer Natural Resources Co                            | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      9965 | NS      | $2275906.35   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenet Healthcare Corp                                                                               | Tenet Healthcare Corp                                   | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      3885 | NS      | $189549.15    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CF Industries Holdings Inc                                                                          | CF Industries Holdings Inc                              | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      5882 | NS      | $501146.40    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Gentex Corp                                                                                         | Gentex Corp                                             | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     22553 | NS      | $615020.31    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Textron Inc                                                                                         | Textron Inc                                             | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1861 | NS      | $131758.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chegg Inc                                                                                           | Chegg Inc                                               | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     11889 | NS      | $300435.03    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences Inc                                                                          | Neurocrine Biosciences Inc                              | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       494 | NS      | $59003.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| UGI Corp                                                                                            | UGI Corp                                                | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     19581 | NS      | $725867.67    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Lam Research Corp                                                                                   | Lam Research Corp                                       | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1559 | NS      | $655247.70    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelixis Inc                                                                                        | Exelixis Inc                                            | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     19370 | NS      | $310694.80    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoZone Inc                                                                                        | AutoZone Inc                                            | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       747 | NS      | $1842236.46   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Viasat Inc                                                                                          | Viasat Inc                                              | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Short            | EC               | CORP              | US        |     -8140 | NS      | $-257631.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| ON Semiconductor Corp                                                                               | ON Semiconductor Corp                                   | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      8333 | NS      | $519729.21    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Ameriprise Financial Inc                                                                            | Ameriprise Financial Inc                                | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      2841 | NS      | $884602.17    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA Healthcare Inc                                                                                  | HCA Healthcare Inc                                      | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     11912 | NS      | $2858403.52   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Copart Inc                                                                                          | Copart Inc                                              | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     41406 | NS      | $2521211.34   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Unity Software Inc                                                                                  | Unity Software Inc                                      | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |     16182 | NS      | $462643.38    | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Northrop Grumman Corp                                                                               | Northrop Grumman Corp                                   | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1795 | NS      | $979369.95    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Haleon PLC                                                                                          | Haleon PLC                                              | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    103518 | NS      | $828144.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Hartford Financial Services Group Inc/The                                                           | Hartford Financial Services Group Inc/The               | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      7036 | NS      | $533539.88    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| NVR Inc                                                                                             | NVR Inc                                                 | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       205 | NS      | $945578.90    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp                                                                                       | McKesson Corp                                           | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      3663 | NS      | $1374064.56   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Verisk Analytics Inc                                                                                | Verisk Analytics Inc                                    | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      2030 | NS      | $358132.60    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana Inc                                                                                          | Humana Inc                                              | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2735 | NS      | $1400839.65   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Keysight Technologies Inc                                                                           | Keysight Technologies Inc                               | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2948 | NS      | $504314.36    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | S+P500 EMINI FUT MAR23                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        94 | NC      | $-621984.15   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Kroger Co/The                                                                                       | Kroger Co/The                                           | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     35519 | NS      | $1583437.02   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortive Corp                                                                                        | Fortive Corp                                            | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     20164 | NS      | $1295537.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Synopsys Inc                                                                                        | Synopsys Inc                                            | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2112 | NS      | $674340.48    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Agiliti Inc                                                                                         | Agiliti Inc                                             | CUSIP: 00848J104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4650 | NS      | $-75841.50    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                                                                           | Apple Inc                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    136812 | NS      | $17775983.16  | 3.76%             |  |  |  | No            | 1                  | On Loan: No      |
| BP PLC                                                                                              | BP PLC                                                  | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     41519 | NS      | $1450258.67   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                                       | Regeneron Pharmaceuticals Inc                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1935 | NS      | $1396083.15   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Cboe Global Markets Inc                                                                             | Cboe Global Markets Inc                                 | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      2667 | NS      | $334628.49    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Procore Technologies Inc                                                                            | Procore Technologies Inc                                | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Short            | EC               | CORP              | US        |     -1560 | NS      | $-73600.80    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Automatic Data Processing Inc                                                                       | Automatic Data Processing Inc                           | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1848 | NS      | $441413.28    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                               | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |  17776610 | NS      | $17773054.41  | 3.76%             |  |  |  | No            | N/A                | On Loan: No      |
| BellRing Brands Inc                                                                                 | BellRing Brands Inc                                     | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Short            | EC               | CORP              | US        |     -5840 | NS      | $-149737.60   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Murphy USA Inc                                                                                      | Murphy USA Inc                                          | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      1845 | NS      | $515751.30    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CommVault Systems Inc                                                                               | CommVault Systems Inc                                   | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      6079 | NS      | $382004.36    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| WW Grainger Inc                                                                                     | WW Grainger Inc                                         | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       978 | NS      | $544012.50    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Equifax Inc                                                                                         | Equifax Inc                                             | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      3542 | NS      | $688423.12    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| T-Mobile US Inc                                                                                     | T-Mobile US Inc                                         | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     19487 | NS      | $2728180.00   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Informatica Inc                                                                                     | Informatica Inc                                         | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2491 | NS      | $40578.39     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mettler-Toledo International Inc                                                                    | Mettler-Toledo International Inc                        | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       276 | NS      | $398944.20    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI Properties Inc                                                                                 | VICI Properties Inc                                     | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Short            | EC               |  | US        |    -12579 | NS      | $-407559.60   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Travelers Companies Inc/The                                                                         | Travelers Cos Inc/The                                   | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3572 | NS      | $669714.28    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Co/The                                                                                  | Kraft Heinz Co/The                                      | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      8658 | NS      | $352467.18    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Extra Space Storage Inc                                                                             | Extra Space Storage Inc                                 | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      1768 | NS      | $260214.24    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontier Communications Parent Inc                                                                  | Frontier Communications Parent Inc                      | CUSIP: 35909D109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -16247 | NS      | $-413973.56   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Delta Air Lines Inc                                                                                 | Delta Air Lines Inc                                     | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     28717 | NS      | $943640.62    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Rexford Industrial Realty Inc                                                                       | Rexford Industrial Realty Inc                           | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |      6133 | NS      | $335107.12    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ASGN Incorporated                                                                                   | ASGN Inc                                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Short            | EC               | CORP              | US        |     -2494 | NS      | $-203211.12   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Extreme Networks Inc                                                                                | Extreme Networks Inc                                    | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      3350 | NS      | $61338.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwestern Energy Co                                                                              | Southwestern Energy Co                                  | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Short            | EC               | CORP              | US        |    -31021 | NS      | $-181472.85   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| T Rowe Price Group Inc                                                                              | T Rowe Price Group Inc                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      6297 | NS      | $686750.82    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                                                                                      | Merck & Co Inc                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      8897 | NS      | $987122.15    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinix Inc                                                                                         | Equinix Inc                                             | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       815 | NS      | $533849.45    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Edgewell Personal Care Co                                                                           | Edgewell Personal Care Co                               | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      1840 | NS      | $70913.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dave & Buster's Entertainment Inc                                                                   | Dave & Buster's Entertainment Inc                       | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      1200 | NS      | $42528.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| S&P Global Inc                                                                                      | S&P Global Inc                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      7013 | NS      | $2348934.22   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| West Pharmaceutical Services Inc                                                                    | West Pharmaceutical Services Inc                        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1298 | NS      | $305484.30    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson Cos Inc                                                                                   | Patterson Cos Inc                                       | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Short            | EC               | CORP              | US        |     -9416 | NS      | $-263930.48   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Oshkosh Corp                                                                                        | Oshkosh Corp                                            | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      5122 | NS      | $451709.18    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| PTC Therapeutics Inc                                                                                | PTC Therapeutics Inc                                    | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      4242 | NS      | $161917.14    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Morningstar Inc                                                                                     | Morningstar Inc                                         | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      1316 | NS      | $285032.44    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Churchill Downs Inc                                                                                 | Churchill Downs Inc                                     | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Short            | EC               | CORP              | US        |      -444 | NS      | $-93874.92    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Eli Lilly & Co                                                                                      | Eli Lilly & Co                                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2590 | NS      | $947525.60    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Payments Inc                                                                                 | Global Payments Inc                                     | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      9640 | NS      | $957444.80    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     30827 | NS      | $4133900.70   | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                                                                      | Amazon.com Inc                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    112661 | NS      | $9463524.00   | 2.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HP Inc                                                                                              | HP Inc                                                  | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     71840 | NS      | $1930340.80   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| DTE Energy Co                                                                                       | DTE Energy Co                                           | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      7312 | NS      | $859379.36    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Boise Cascade Co                                                                                    | Boise Cascade Co                                        | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      2218 | NS      | $152310.06    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fair Isaac Corp                                                                                     | Fair Isaac Corp                                         | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       890 | NS      | $532736.20    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Warner Bros Discovery Inc                                                                           | Warner Bros Discovery Inc                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Short            | EC               | CORP              | US        |    -43589 | NS      | $-413223.72   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Park Hotels & Resorts Inc                                                                           | Park Hotels & Resorts Inc                               | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |     13633 | NS      | $160733.07    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Baxter International Inc                                                                            | Baxter International Inc                                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     15162 | NS      | $772807.14    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| FTI Consulting Inc                                                                                  | FTI Consulting Inc                                      | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      2592 | NS      | $411609.60    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Co                                                                             | Bristol-Myers Squibb Co                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     35002 | NS      | $2518393.90   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenable Holdings Inc                                                                                | Tenable Holdings Inc                                    | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      5798 | NS      | $221193.70    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Invitation Homes Inc                                                                                | Invitation Homes Inc                                    | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |      9380 | NS      | $278023.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co                                                                                 | American Express Co                                     | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3210 | NS      | $474277.50    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Element Solutions Inc                                                                               | Element Solutions Inc                                   | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     11750 | NS      | $213732.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| CH Robinson Worldwide Inc                                                                           | CH Robinson Worldwide Inc                               | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      2832 | NS      | $259297.92    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                                          | RenaissanceRe Holdings Ltd                              | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      3867 | NS      | $712417.41    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                                                                          | Capital One Financial Corp                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      8162 | NS      | $758739.52    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Commonwealth                                                                                 | Equity Commonwealth                                     | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |     12854 | NS      | $320964.38    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Fastenal Co                                                                                         | Fastenal Co                                             | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     11876 | NS      | $561972.32    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Focus Financial Partners Inc                                                                        | Focus Financial Partners Inc                            | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Short            | EC               | CORP              | US        |     -5320 | NS      | $-198276.40   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Eaton Corp PLC                                                                                      | Eaton Corp PLC                                          | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     15400 | NS      | $2417030.00   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc                                                                                 | Gilead Sciences Inc                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     16762 | NS      | $1439017.70   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| SEI Investments Co                                                                                  | SEI Investments Co                                      | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      6370 | NS      | $371371.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Partners LP                                                                          | NextEra Energy Partners LP                              | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Short            | EC               | CORP              | US        |     -3849 | NS      | $-269776.41   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                                                                      | ConocoPhillips                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     29585 | NS      | $3491030.00   | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Wire Corp                                                                                    | Encore Wire Corp                                        | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       811 | NS      | $111561.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Zillow Group Inc                                                                                    | Zillow Group Inc                                        | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      7370 | NS      | $230017.70    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** RUSSELL INVESTMENT FUNDS

**Signature:** Mark Swanson

**Name of Signer:** Mark Swanson

**Title:** Treasurer, Chief Accounting Officer and Chief Financial Officer