# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001752724-23-012262
**Filing Date:** 2023-1
**Character Count:** 95388
**Document Hash:** a141e8d674bf3058b2cc1f971bc7afb0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-012262.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-012262

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230125

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK FUNDS
- **CENTRAL INDEX KEY:** 0000844779
- **IRS NUMBER:** 510318674
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05742
- **FILM NUMBER:** 23551417

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COMPASS CAPITAL FUNDS\
- **DATE OF NAME CHANGE:** 19961114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PNC FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NCP FUNDS
- **DATE OF NAME CHANGE:** 19890511

## Series and Classes Contracts Data

### BlackRock Sustainable Advantage Large Cap Core Fund (Series ID: S000051092)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000160934 | Investor A    |  |
| C000160935 | Investor C    |  |
| C000160936 | Institutional |  |
| C000166019 | Class K       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds

- **b. Investment Company Act file number:** 811-05742

- **c. CIK number of Registrant:** 0000844779

- **d. LEI of Registrant:** 549300OZUEVJZHOBFP42

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Sustainable Advantage Large Cap Core Fund

- **b. EDGAR series identifier (if any):** S000051092

- **c. LEI of Series:** 5493008RIHC1TBXSKI49

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $705154148.68

**Total Liabilities:** $8110995.37

**Net Assets:** $697043153.31

**Cash Not Reported:** $314123.62

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000160934 | -9.15%               | 8.62%                | 5.68%                |
| Class ID C000160936 | -9.11%               | 8.64%                | 5.71%                |
| Class ID C000166019 | -9.04%               | 8.56%                | 5.76%                |
| Class ID C000160935 | -9.16%               | 8.47%                | 5.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7070267.79             | $-55606653.93                              |
| Month 2  | $-8587825.20             | $61299187.20                               |
| Month 3  | $-3062028.74             | $39241993.68                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Honeywell International Inc                              | Honeywell International Inc                             | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      8249 | NS      | $1811067.95   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Discover Financial Services                              | Discover Financial Services                             | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      3441 | NS      | $372866.76    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| FMC Corp                                                 | FMC Corp                                                | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     37462 | NS      | $4894035.68   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Jabil Inc                                                | Jabil Inc                                               | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1997 | NS      | $144163.43    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems Inc                                        | Cisco Systems Inc                                       | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |      7358 | NS      | $365839.76    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Albemarle Corp                                           | Albemarle Corp                                          | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       791 | NS      | $219890.09    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                                           | Salesforce Inc                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     46306 | NS      | $7420536.50   | 1.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                               | Intuit Inc                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      5705 | NS      | $2325300.95   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| L3Harris Technologies Inc                                | L3Harris Technologies Inc                               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       297 | NS      | $67442.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Warner Bros Discovery Inc                                | Warner Bros Discovery Inc                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      5762 | NS      | $65686.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United Parcel Service Inc                                | United Parcel Service Inc                               | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1064 | NS      | $201872.72    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Accenture PLC                                            | Accenture PLC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     29203 | NS      | $8788058.79   | 1.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Residential                                       | Equity Residential                                      | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      1793 | NS      | $116293.98    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co                                        | General Motors Co                                       | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      4807 | NS      | $194971.92    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Expeditors International of Washington Inc               | Expeditors International of Washington Inc              | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     17544 | NS      | $2036156.64   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                               | Vertex Pharmaceuticals Inc                              | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1634 | NS      | $516997.60    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International Inc                               | Mondelez International Inc                              | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     42123 | NS      | $2847936.03   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson                                        | Johnson & Johnson                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     65002 | NS      | $11570356.00  | 1.66%             |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp                                          | McDonald's Corp                                         | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     23030 | NS      | $6282353.70   | 0.90%             |  |  |  | No            | 1                  | On Loan: No      |
| NetApp Inc                                               | NetApp Inc                                              | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      2775 | NS      | $187617.75    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| UnitedHealth Group Inc                                   | UnitedHealth Group Inc                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     17405 | NS      | $9533762.80   | 1.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Exact Sciences Corp                                      | Exact Sciences Corp                                     | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      7941 | NS      | $356947.95    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Valvoline Inc                                            | Valvoline Inc                                           | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     36837 | NS      | $1214884.26   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Valero Energy Corp                                       | Valero Energy Corp                                      | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     10008 | NS      | $1337268.96   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                         | Wells Fargo & Co                                        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     76493 | NS      | $3667839.35   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp                                      | Northern Trust Corp                                     | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      9012 | NS      | $839107.32    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| News Corp                                                | News Corp                                               | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     15518 | NS      | $297169.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Petroleum Corp                                  | Marathon Petroleum Corp                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1958 | NS      | $238503.98    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ManpowerGroup Inc                                        | ManpowerGroup Inc                                       | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     10762 | NS      | $941890.24    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| QIAGEN NV                                                | QIAGEN NV                                               | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      1384 | NS      | $68563.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| General Mills Inc                                        | General Mills Inc                                       | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     43518 | NS      | $3712085.40   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Oil Corp                                        | Marathon Oil Corp                                       | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     64975 | NS      | $1990184.25   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Semtech Corp                                             | Semtech Corp                                            | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      4081 | NS      | $125449.94    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Schlumberger Ltd                                         | Schlumberger Ltd                                        | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      3288 | NS      | $169496.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Zscaler Inc                                              | Zscaler Inc                                             | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      4912 | NS      | $655506.40    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie Inc                                               | AbbVie Inc                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     27403 | NS      | $4416815.54   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| SiteOne Landscape Supply Inc                             | SiteOne Landscape Supply Inc                            | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      6434 | NS      | $807660.02    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific Inc                             | Thermo Fisher Scientific Inc                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      9672 | NS      | $5418447.84   | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| Uber Technologies Inc                                    | Uber Technologies Inc                                   | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    126126 | NS      | $3675311.64   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown-Forman Corp                                        | Brown-Forman Corp                                       | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     19607 | NS      | $1431703.14   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognizant Technology Solutions Corp                      | Cognizant Technology Solutions Corp                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     71066 | NS      | $4421015.86   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Teladoc Health Inc                                       | Teladoc Health Inc                                      | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     39749 | NS      | $1133243.99   | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| eBay Inc                                                 | eBay Inc                                                | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     80611 | NS      | $3662963.84   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources Inc                                        | EOG Resources Inc                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     16490 | NS      | $2340425.70   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| 3M Co                                                    | 3M Co                                                   | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      5091 | NS      | $641313.27    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Agilent Technologies Inc                                 | Agilent Technologies Inc                                | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     29369 | NS      | $4551607.62   | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| BioMarin Pharmaceutical Inc                              | BioMarin Pharmaceutical Inc                             | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      5861 | NS      | $591843.78    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Owens Corning                                            | Owens Corning                                           | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     14444 | NS      | $1283204.96   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Splunk Inc                                               | Splunk Inc                                              | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |     12176 | NS      | $945831.68    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| KBR Inc                                                  | KBR Inc                                                 | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     14952 | NS      | $772569.84    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| H&R Block Inc                                            | H&R Block Inc                                           | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      6051 | NS      | $264489.21    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams Cos Inc/The                                     | Williams Cos Inc/The                                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     17681 | NS      | $613530.70    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| HubSpot Inc                                              | HubSpot Inc                                             | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      4388 | NS      | $1329695.64   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap-on Inc                                              | Snap-on Inc                                             | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      3730 | NS      | $897438.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                            | Citigroup Inc                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     46859 | NS      | $2268444.19   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Linde PLC                                                | Linde PLC                                               | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      4193 | NS      | $1410860.64   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Cirrus Logic Inc                                         | Cirrus Logic Inc                                        | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      2363 | NS      | $176539.73    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC Financial Services Group Inc/The                     | PNC Financial Services Group Inc/The                    | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      2289 | NS      | $385147.14    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SVB Financial Group                                      | SVB Financial Group                                     | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      1561 | NS      | $361808.58    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Mosaic Co/The                                            | Mosaic Co/The                                           | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     11135 | NS      | $571225.50    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                             | Comcast Corp                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     80224 | NS      | $2939407.36   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Under Armour Inc                                         | Under Armour Inc                                        | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     76914 | NS      | $769140.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Bill.com Holdings Inc                                    | Bill.com Holdings Inc                                   | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      5034 | NS      | $606194.28    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Corp                                                 | Fox Corp                                                | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    158010 | NS      | $5127424.50   | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelon Corp                                              | Exelon Corp                                             | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     44629 | NS      | $1846301.73   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Tetra Tech Inc                                           | Tetra Tech Inc                                          | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     18234 | NS      | $2818794.06   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Seagen Inc                                               | Seagen Inc                                              | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6812 | NS      | $826908.68    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                            | Medtronic PLC                                           | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     18993 | NS      | $1501206.72   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Corteva Inc                                              | Corteva Inc                                             | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     39027 | NS      | $2621053.32   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Micro Devices Inc                               | Advanced Micro Devices Inc                              | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     21928 | NS      | $1702270.64   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Bancshares Inc/OH                             | Huntington Bancshares Inc/OH                            | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     86426 | NS      | $1337874.48   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Enphase Energy Inc                                       | Enphase Energy Inc                                      | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      5545 | NS      | $1777671.55   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| PepsiCo Inc                                              | PepsiCo Inc                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     65930 | NS      | $12230674.30  | 1.75%             |  |  |  | No            | 1                  | On Loan: No      |
| CME Group Inc                                            | CME Group Inc                                           | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      7802 | NS      | $1377053.00   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| PayPal Holdings Inc                                      | PayPal Holdings Inc                                     | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     27410 | NS      | $2149218.10   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell Technologies Inc                                    | Dell Technologies Inc                                   | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     60777 | NS      | $2722201.83   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                             | Alphabet Inc                                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    135786 | NS      | $13713028.14  | 1.97%             |  |  |  | No            | 1                  | On Loan: No      |
| Estee Lauder Cos Inc/The                                 | Estee Lauder Cos Inc/The                                | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1209 | NS      | $285070.11    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis Inc                                             | Prologis Inc                                            | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     55635 | NS      | $6553246.65   | 0.94%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearway Energy Inc                                      | Clearway Energy Inc                                     | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     93017 | NS      | $3296522.48   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Visa Inc                                                 | Visa Inc                                                | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     24819 | NS      | $5385723.00   | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co                            | Hewlett Packard Enterprise Co                           | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    279194 | NS      | $4684875.32   | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Holdings Inc                                       | Crown Holdings Inc                                      | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     12640 | NS      | $1039134.40   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle Group Inc/The                                    | Carlyle Group Inc/The                                   | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     36348 | NS      | $1132967.16   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Range Resources Corp                                     | Range Resources Corp                                    | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     20463 | NS      | $590766.81    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Allison Transmission Holdings Inc                        | Allison Transmission Holdings Inc                       | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      1712 | NS      | $76697.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Scientific Corp                                   | Boston Scientific Corp                                  | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    174275 | NS      | $7889429.25   | 1.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Archer-Daniels-Midland Co                                | Archer-Daniels-Midland Co                               | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      3519 | NS      | $343102.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health Inc                                      | Elevance Health Inc                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     12742 | NS      | $6790466.64   | 0.97%             |  |  |  | No            | 1                  | On Loan: No      |
| CBRE Group Inc                                           | CBRE Group Inc                                          | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1672 | NS      | $133091.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Biogen Inc                                               | Biogen Inc                                              | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       570 | NS      | $173946.90    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                                     | Edison International                                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    106679 | NS      | $7111222.14   | 1.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                  | Procter & Gamble Co/The                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     25207 | NS      | $3759876.12   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson-UTI Energy Inc                                 | Patterson-UTI Energy Inc                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     47545 | NS      | $853432.75    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Generac Holdings Inc                                     | Generac Holdings Inc                                    | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      2488 | NS      | $262533.76    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos Inc                                           | Lowe's Cos Inc                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      7891 | NS      | $1677232.05   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunrun Inc                                               | Sunrun Inc                                              | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     12404 | NS      | $404122.32    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryder System Inc                                         | Ryder System Inc                                        | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      8119 | NS      | $759045.31    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Cummins Inc                                              | Cummins Inc                                             | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2460 | NS      | $617853.60    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Workday Inc                                              | Workday Inc                                             | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      3823 | NS      | $641881.70    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Caribbean Cruises Ltd                              | Royal Caribbean Cruises Ltd                             | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |     15999 | NS      | $958820.07    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                                           | Microsoft Corp                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    162358 | NS      | $41424020.12  | 5.94%             |  |  |  | No            | 1                  | On Loan: No      |
| Align Technology Inc                                     | Align Technology Inc                                    | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      2307 | NS      | $453694.62    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyson Foods Inc                                          | Tyson Foods Inc                                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      4249 | NS      | $281623.72    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Becton Dickinson and Co                                  | Becton Dickinson and Co                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1744 | NS      | $434848.96    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp                                      | American Tower Corp                                     | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      5591 | NS      | $1237008.75   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| IQVIA Holdings Inc                                       | IQVIA Holdings Inc                                      | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      4518 | NS      | $985014.36    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange Inc                            | Intercontinental Exchange Inc                           | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     11781 | NS      | $1276000.11   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Materials Inc                                    | Applied Materials Inc                                   | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      7654 | NS      | $838878.40    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Moderna Inc                                              | Moderna Inc                                             | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      2338 | NS      | $411277.58    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Kellogg Co                                               | Kellogg Co                                              | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      5860 | NS      | $427487.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Cellular Corp                              | United States Cellular Corp                             | CUSIP: 911684108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8076 | NS      | $171695.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Trane Technologies PLC                                   | Trane Technologies PLC                                  | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     11718 | NS      | $2090725.56   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmont Corp                                             | Newmont Corp                                            | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     58355 | NS      | $2770111.85   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                                    | AECOM                                                   | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     59313 | NS      | $5041605.00   | 0.72%             |  |  |  | No            | 1                  | On Loan: —       |
| NVIDIA Corp                                              | NVIDIA Corp                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     55966 | NS      | $9471126.18   | 1.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Best Buy Co Inc                                          | Best Buy Co Inc                                         | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     24759 | NS      | $2111942.70   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                             | Chevron Corp                                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70666 | NS      | $12953784.46  | 1.86%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams-Sonoma Inc                                      | Williams-Sonoma Inc                                     | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      1530 | NS      | $178857.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Controls International plc                       | Johnson Controls International plc                      | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     20458 | NS      | $1359229.52   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Adobe Inc                                                | Adobe Inc                                               | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     14106 | NS      | $4865582.58   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                  | KeyCorp                                                 | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     39146 | NS      | $736336.26    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                             | Alphabet Inc                                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     98505 | NS      | $9993332.25   | 1.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Corp                                               | Cigna Corp                                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     15012 | NS      | $4937296.68   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                          | CVS Health Corp                                         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     25214 | NS      | $2568802.32   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle Inc                                         | Crown Castle Inc                                        | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      8452 | NS      | $1195366.36   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock Liquidity Funds                                | BlackRock Liquidity Funds: T-Fund, Institutional Shares | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   4220965 | NS      | $4220964.59   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Brixmor Property Group Inc                               | Brixmor Property Group Inc                              | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |    147572 | NS      | $3420718.96   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunnova Energy International Inc                         | Sunnova Energy International Inc                        | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |     28163 | NS      | $642961.29    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co/The                                       | Walt Disney Co/The                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     13515 | NS      | $1322713.05   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Corp                                              | Target Corp                                             | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     24951 | NS      | $4168563.57   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Gartner Inc                                              | Gartner Inc                                             | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      3329 | NS      | $1166381.73   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Cos Inc                                 | Marsh & McLennan Cos Inc                                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     52047 | NS      | $9013499.46   | 1.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                              | Walmart Inc                                             | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     38952 | NS      | $5937063.84   | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| Lyft Inc                                                 | Lyft Inc                                                | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     50453 | NS      | $566082.66    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Global                                         | Paramount Global                                        | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      8093 | NS      | $185167.84    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| PACCAR Inc                                               | PACCAR Inc                                              | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     44285 | NS      | $4690224.35   | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                         | Exxon Mobil Corp                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     84210 | NS      | $9375941.40   | 1.35%             |  |  |  | No            | 1                  | On Loan: No      |
| RingCentral Inc                                          | RingCentral Inc                                         | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     36486 | NS      | $1352171.16   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Steel Dynamics Inc                                       | Steel Dynamics Inc                                      | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     18042 | NS      | $1875105.06   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Marvell Technology Inc                                   | Marvell Technology Inc                                  | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28434 | NS      | $1322749.68   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Consolidated Edison Inc                                  | Consolidated Edison Inc                                 | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     10421 | NS      | $1021674.84   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway Inc                                   | Berkshire Hathaway Inc                                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     15680 | NS      | $4995648.00   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Hershey Co/The                                           | Hershey Co/The                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     24708 | NS      | $5810580.36   | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Juniper Networks Inc                                     | Juniper Networks Inc                                    | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     50314 | NS      | $1672437.36   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Xylem Inc/NY                                             | Xylem Inc/NY                                            | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     47747 | NS      | $5364375.45   | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecolab Inc                                               | Ecolab Inc                                              | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      9845 | NS      | $1475076.35   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard Inc                                           | Mastercard Inc                                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     19368 | NS      | $6902755.20   | 0.99%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                                 | AT&T Inc                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     18855 | NS      | $363524.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Booz Allen Hamilton Holding Corp                         | Booz Allen Hamilton Holding Corp                        | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      8266 | NS      | $879502.40    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen Inc                                                | Amgen Inc                                               | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     15073 | NS      | $4316907.20   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                     | Bank of America Corp                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    198274 | NS      | $7504670.90   | 1.08%             |  |  |  | No            | 1                  | On Loan: No      |
| HEICO Corp                                               | HEICO Corp                                              | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |     15234 | NS      | $2472630.54   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap Inc                                                 | Snap Inc                                                | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     59859 | NS      | $617146.29    | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Essex Property Trust Inc                                 | Essex Property Trust Inc                                | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      1539 | NS      | $339164.82    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Tesla Inc                                                | Tesla Inc                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     53232 | NS      | $10364270.40  | 1.49%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                               | US Bancorp                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     12084 | NS      | $548492.76    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot Inc/The                                       | Home Depot Inc/The                                      | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     32811 | NS      | $10630435.89  | 1.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Intel Corp                                               | Intel Corp                                              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    150834 | NS      | $4535578.38   | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortune Brands Home & Security Inc                       | Fortune Brands Home & Security Inc                      | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     12111 | NS      | $791332.74    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Mattel Inc                                               | Mattel Inc                                              | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      2575 | NS      | $46942.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BorgWarner Inc                                           | BorgWarner Inc                                          | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     26916 | NS      | $1144199.16   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoNation Inc                                           | AutoNation Inc                                          | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1904 | NS      | $235924.64    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Abbott Laboratories                                      | Abbott Laboratories                                     | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      2716 | NS      | $292187.28    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumentum Holdings Inc                                    | Lumentum Holdings Inc                                   | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      2579 | NS      | $141690.26    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FedEx Corp                                               | FedEx Corp                                              | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      6144 | NS      | $1119559.68   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                                      | Synchrony Financial                                     | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     42574 | NS      | $1599930.92   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| SBA Communications Corp                                  | SBA Communications Corp                                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      6797 | NS      | $2034342.10   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Flex Ltd                                                 | Flex Ltd                                                | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |    221507 | NS      | $4868723.86   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                              | S+P500 EMINI FUT DEC22                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        25 | NC      | $103169.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Acuity Brands Inc                                        | Acuity Brands Inc                                       | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4320 | NS      | $813412.80    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ServiceNow Inc                                           | ServiceNow Inc                                          | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      6343 | NS      | $2640590.90   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Curtiss-Wright Corp                                      | Curtiss-Wright Corp                                     | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       942 | NS      | $166404.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sherwin-Williams Co/The                                  | Sherwin-Williams Co/The                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      3661 | NS      | $912247.98    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co                                               | Deere & Co                                              | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     10481 | NS      | $4622121.00   | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| Analog Devices Inc                                       | Analog Devices Inc                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     33148 | NS      | $5698472.68   | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| MetLife Inc                                              | MetLife Inc                                             | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    109688 | NS      | $8413069.60   | 1.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                       | Meta Platforms Inc                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     33340 | NS      | $3937454.00   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Pfizer Inc                                               | Pfizer Inc                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    139577 | NS      | $6996995.01   | 1.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lululemon Athletica Inc                                  | Lululemon Athletica Inc                                 | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      8303 | NS      | $3157713.93   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| First Solar Inc                                          | First Solar Inc                                         | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      6943 | NS      | $1197875.79   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications Inc                               | Verizon Communications Inc                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    149111 | NS      | $5812346.78   | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya Financial Inc                                       | Voya Financial Inc                                      | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     20178 | NS      | $1331344.44   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Edwards Lifesciences Corp                                | Edwards Lifesciences Corp                               | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     24779 | NS      | $1914177.75   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Avery Dennison Corp                                      | Avery Dennison Corp                                     | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       624 | NS      | $120637.92    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Autodesk Inc                                             | Autodesk Inc                                            | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     11704 | NS      | $2363622.80   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Crowdstrike Holdings Inc                                 | Crowdstrike Holdings Inc                                | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      5103 | NS      | $600367.95    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Aon PLC                                                  | Aon PLC                                                 | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      3653 | NS      | $1126146.84   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Corp                                                 | Fox Corp                                                | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2692 | NS      | $82159.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackstone Inc                                           | Blackstone Inc                                          | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      3317 | NS      | $303605.01    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Allstate Corp/The                                        | Allstate Corp/The                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2270 | NS      | $303953.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Landstar System Inc                                      | Landstar System Inc                                     | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      5663 | NS      | $979585.74    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Money Market Series a series of SL Liquidity Series, LLC | SL Liquidity Series, LLC, Money Market Series           | CUSIP: 590204509<br>LEI: 549300I0RQO84VDWQP47 | Long             | STIV             |  | US        |   1966619 | NS      | $1965635.35   | 0.28%             |  |  |  | No            | N/A                | On Loan: No      |
| Cardinal Health Inc                                      | Cardinal Health Inc                                     | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     19090 | NS      | $1530445.30   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| AmerisourceBergen Corp                                   | AmerisourceBergen Corp                                  | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     16138 | NS      | $2754595.22   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Palo Alto Networks Inc                                   | Palo Alto Networks Inc                                  | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      3869 | NS      | $657343.10    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Travel + Leisure Co                                      | Travel + Leisure Co                                     | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     98523 | NS      | $3829589.01   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Starbucks Corp                                           | Starbucks Corp                                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      4950 | NS      | $505890.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Simon Property Group Inc                                 | Simon Property Group Inc                                | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |     19207 | NS      | $2294084.08   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                            | Ultragenyx Pharmaceutical Inc                           | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      6260 | NS      | $227238.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment Inc                            | Live Nation Entertainment Inc                           | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     13111 | NS      | $953956.36    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| DocuSign Inc                                             | DocuSign Inc                                            | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     14896 | NS      | $701154.72    | 0.10%             |  |  |  | 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        |     79982 | NS      | $3671173.80   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Ulta Beauty Inc                                          | Ulta Beauty Inc                                         | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1479 | NS      | $687498.36    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Pioneer Natural Resources Co                             | Pioneer Natural Resources Co                            | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      3194 | NS      | $753752.06    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM Inc                                             | QUALCOMM Inc                                            | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     24808 | NS      | $3137963.92   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Textron Inc                                              | Textron Inc                                             | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     57307 | NS      | $4090573.66   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Ally Financial Inc                                       | Ally Financial Inc                                      | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     56234 | NS      | $1518880.34   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Lam Research Corp                                        | Lam Research Corp                                       | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      5118 | NS      | $2417640.84   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Silicon Laboratories Inc                                 | Silicon Laboratories Inc                                | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      3415 | NS      | $496677.60    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Otis Worldwide Corp                                      | Otis Worldwide Corp                                     | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     16509 | NS      | $1289187.81   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Regions Financial Corp                                   | Regions Financial Corp                                  | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     23444 | NS      | $544135.24    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Kroger Co/The                                            | Kroger Co/The                                           | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      6788 | NS      | $333901.72    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| United Airlines Holdings Inc                             | United Airlines Holdings Inc                            | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      5623 | NS      | $248367.91    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Twilio Inc                                               | Twilio Inc                                              | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      1681 | NS      | $82402.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rapid7 Inc                                               | Rapid7 Inc                                              | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      4048 | NS      | $119011.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ovintiv Inc                                              | Ovintiv Inc                                             | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2426 | NS      | $135273.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                                | Apple Inc                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    261961 | NS      | $38778086.83  | 5.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Danaher Corp                                             | Danaher Corp                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     16318 | NS      | $4461504.38   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Roku Inc                                                 | Roku Inc                                                | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      5988 | NS      | $355507.56    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| HEICO Corp                                               | HEICO Corp                                              | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      9264 | NS      | $1174489.92   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Cboe Global Markets Inc                                  | Cboe Global Markets Inc                                 | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     19597 | NS      | $2485683.48   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| MercadoLibre Inc                                         | MercadoLibre Inc                                        | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       120 | NS      | $111718.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Digital Realty Trust Inc                                 | Digital Realty Trust Inc                                | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     13556 | NS      | $1524507.76   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| WW Grainger Inc                                          | WW Grainger Inc                                         | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1838 | NS      | $1108424.28   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Visteon Corp                                             | Visteon Corp                                            | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      1096 | NS      | $160892.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hexcel Corp                                              | Hexcel Corp                                             | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      2988 | NS      | $179130.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Travelers Cos Inc/The                                    | Travelers Cos Inc/The                                   | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     25222 | NS      | $4787387.82   | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Aptiv PLC                                                | Aptiv PLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      1011 | NS      | $107843.37    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Europacific Partners PLC                       | Coca-Cola Europacific Partners PLC                      | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |     42407 | NS      | $2251387.63   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                                           | Merck & Co Inc                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     51239 | NS      | $5642438.68   | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinix Inc                                              | Equinix Inc                                             | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      3171 | NS      | $2190051.15   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Healthpeak Properties Inc                                | Healthpeak Properties Inc                               | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |     46037 | NS      | $1208931.62   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co                                     | Colgate-Palmolive Co                                    | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    112768 | NS      | $8737264.64   | 1.25%             |  |  |  | No            | 1                  | On Loan: No      |
| S&P Global Inc                                           | S&P Global Inc                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     14925 | NS      | $5265540.00   | 0.76%             |  |  |  | No            | 1                  | On Loan: No      |
| Whirlpool Corp                                           | Whirlpool Corp                                          | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      9060 | NS      | $1327561.80   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Eli Lilly & Co                                           | Eli Lilly & Co                                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     15305 | NS      | $5679379.40   | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| Zillow Group Inc                                         | Zillow Group Inc                                        | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     17634 | NS      | $669739.32    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Novavax Inc                                              | Novavax Inc                                             | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |      5268 | NS      | $86869.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                      | JPMorgan Chase & Co                                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     27316 | NS      | $3774524.88   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Halliburton Co                                           | Halliburton Co                                          | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     31497 | NS      | $1193421.33   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                           | Amazon.com Inc                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    148830 | NS      | $14368048.20  | 2.06%             |  |  |  | No            | 1                  | On Loan: No      |
| HP Inc                                                   | HP Inc                                                  | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     41376 | NS      | $1242935.04   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| TopBuild Corp                                            | TopBuild Corp                                           | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      8274 | NS      | $1274857.92   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| IDEXX Laboratories Inc                                   | IDEXX Laboratories Inc                                  | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1427 | NS      | $607716.49    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Reliance Steel & Aluminum Co                             | Reliance Steel & Aluminum Co                            | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       738 | NS      | $155932.02    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| VMware Inc                                               | VMware Inc                                              | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      3803 | NS      | $462026.47    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Co                                  | Bristol-Myers Squibb Co                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     66675 | NS      | $5352669.00   | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co                                      | American Express Co                                     | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     59568 | NS      | $9387321.12   | 1.35%             |  |  |  | No            | 1                  | On Loan: No      |
| CH Robinson Worldwide Inc                                | CH Robinson Worldwide Inc                               | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     14620 | NS      | $1465216.40   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                               | Capital One Financial Corp                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     24147 | NS      | $2492936.28   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc                                      | Gilead Sciences Inc                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     51003 | NS      | $4479593.49   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Timken Co/The                                            | Timken Co/The                                           | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     54392 | NS      | $4132704.16   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2022-12-29

**Name of Applicant:** BlackRock Funds

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer