# EDGAR Filing Document

**Accession Number:** 0001848758
**File Stem:** 0001145549-23-019538
**Filing Date:** 2023-3
**Character Count:** 199003
**Document Hash:** 2c183b5655e82551a2f2a8e21a0f1730
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-019538.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001145549-23-019538

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230228

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SHP ETF Trust
- **CENTRAL INDEX KEY:** 0001848758
- **IRS NUMBER:** 861805230
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23645
- **FILM NUMBER:** 23775494

**BUSINESS ADDRESS:**
- **STREET 1:** 2434 ELLIS STREET
- **STREET 2:** SUITE 804
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75204
- **BUSINESS PHONE:** 914.443.5008

**MAIL ADDRESS:**
- **STREET 1:** 2434 ELLIS STREET
- **STREET 2:** SUITE 804
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75204

## Series and Classes Contracts Data

### NEOS S&P 500(R) High Income ETF (Series ID: S000077194)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000237368 | NEOS S&P 500(R) High Income ETF |  |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **SHP ETF Trust** | | |
| **NEOS S&P 500 High Income ETF** | **NEOS S&P 500 High Income ETF** | **NEOS S&P 500 High Income ETF** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| February 28, 2023 (Unaudited) | February 28, 2023 (Unaudited) | February 28, 2023 (Unaudited) |
| **Investments** | **Number of Shares** | **Value** |
| **COMMON STOCKS — 97.9%(a)** |  |  |
| **Aerospace & Defense — 1.7%** |  |  |
| Boeing Co. (The)\* | 65 | $13101 |
| General Dynamics Corp. | 28 | 6382 |
| Howmet Aerospace, Inc. | 46 | 1940 |
| Huntington Ingalls Industries, Inc. | 2 | 430 |
| L3Harris Technologies, Inc. | 21 | 4435 |
| Lockheed Martin Corp. | 28 | 13279 |
| Northrop Grumman Corp. | 18 | 8354 |
| Raytheon Technologies Corp. | 182 | 17852 |
| Textron, Inc. | 27 | 1958 |
| TransDigm Group, Inc. | 3 | 2232 |
|  |  | 69963 |
| **Air Freight & Logistics — 0.6%** |  |  |
| CH Robinson Worldwide, Inc. | 12 | 1199 |
| Expeditors International of Washington, Inc. | 19 | 1987 |
| FedEx Corp. | 29 | 5893 |
| United Parcel Service, Inc., Class B | 91 | 16607 |
|  |  | 25686 |
| **Airlines — 0.2%** |  |  |
| Alaska Air Group, Inc.\* | 12 | 574 |
| American Airlines Group, Inc.\* | 90 | 1438 |
| Delta Air Lines, Inc.\* | 82 | 3144 |
| Southwest Airlines Co. | 74 | 2485 |
| United Airlines Holdings, Inc.\* | 46 | 2390 |
|  |  | 10031 |
| **Auto Components — 0.1%** |  |  |
| Aptiv plc\*^ | 30 | 3488 |
| BorgWarner, Inc. | 28 | 1408 |
|  |  | 4896 |
| **Automobiles — 2.1%** |  |  |
| Ford Motor Co. | 558 | 6735 |
| General Motors Co. | 189 | 7322 |
| Tesla, Inc.\* | 363 | 74673 |
|  |  | 88730 |
| **Banks — 3.9%** |  |  |
| Bank of America Corp. | 875 | 30012 |
| Citigroup, Inc. | 246 | 12470 |
| Citizens Financial Group, Inc. | 63 | 2631 |
| Comerica, Inc. | 18 | 1262 |
| Fifth Third Bancorp | 90 | 3267 |
| First Republic Bank | 20 | 2460 |
| Huntington Bancshares, Inc. | 189 | 2895 |
| JPMorgan Chase & Co. | 370 | 53040 |
| KeyCorp | 119 | 2177 |
| M&T Bank Corp. | 20 | 3106 |
| PNC Financial Services Group, Inc. (The) | 48 | 7580 |
| Regions Financial Corp. | 120 | 2798 |
| Signature Bank | 9 | 1035 |
| SVB Financial Group\* | 3 | 864 |
| Truist Financial Corp. | 172 | 8075 |
| US Bancorp | 172 | 8210 |
| Wells Fargo & Co. | 479 | 22403 |
| Zions Bancorp NA | 19 | 962 |
|  |  | 165247 |
| **Beverages — 1.8%** |  |  |
| Brown-Forman Corp., Class B | 20 | 1297 |
| Coca-Cola Co. (The) | 486 | 28922 |
| Constellation Brands, Inc., Class A | 19 | 4250 |
| Keurig Dr. Pepper, Inc. | 108 | 3731 |
| Molson Coors Beverage Co., Class B | 20 | 1064 |
| Monster Beverage Corp.\* | 46 | 4681 |
| PepsiCo, Inc. | 171 | 29674 |
|  |  | 73619 |
| **Biotechnology — 2.1%** |  |  |
| AbbVie, Inc. | 219 | 33704 |
| Amgen, Inc. | 65 | 15058 |
| Biogen, Inc.\* | 18 | 4857 |
| Gilead Sciences, Inc. | 155 | 12482 |
| Incyte Corp.\* | 20 | 1540 |
| Moderna, Inc.\* | 36 | 4997 |
| Regeneron Pharmaceuticals, Inc.\* | 11 | 8365 |
| Vertex Pharmaceuticals, Inc.\* | 30 | 8709 |
|  |  | 89712 |
| **Building Products — 0.4%** |  |  |
| A O Smith Corp. | 12 | 788 |
| Allegion plc^ | 10 | 1127 |
| Carrier Global Corp. | 108 | 4863 |
| Johnson Controls International plc^ | 84 | 5269 |
| Masco Corp. | 28 | 1468 |
| Trane Technologies plc^ | 28 | 5179 |
|  |  | 18694 |
| **Capital Markets — 3.0%** |  |  |
| Ameriprise Financial, Inc. | 11 | 3772 |
| Bank of New York Mellon Corp. (The) | 91 | 4630 |
| BlackRock, Inc. | 18 | 12410 |
| Cboe Global Markets, Inc. | 11 | 1388 |
| Charles Schwab Corp. (The) | 190 | 14805 |
| CME Group, Inc. | 46 | 8526 |
| FactSet Research Systems, Inc. | 2 | 829 |
| Franklin Resources, Inc. | 36 | 1061 |
| Goldman Sachs Group, Inc. (The) | 39 | 13714 |
| Intercontinental Exchange, Inc. | 72 | 7330 |
| Invesco Ltd.^ | 56 | 989 |
| MarketAxess Holdings, Inc. | 2 | 683 |
| Moody's Corp. | 19 | 5513 |
| Morgan Stanley | 172 | 16598 |
| MSCI, Inc. | 10 | 5221 |
| Nasdaq, Inc. | 45 | 2523 |
| Northern Trust Corp. | 27 | 2572 |
| Raymond James Financial, Inc. | 27 | 2928 |
| S&P Global, Inc. | 39 | 13307 |
| State Street Corp. | 46 | 4079 |
| T Rowe Price Group, Inc. | 28 | 3144 |
|  |  | 126022 |
| **Chemicals — 1.8%** |  |  |
| Air Products and Chemicals, Inc. | 27 | 7721 |
| Albemarle Corp. | 12 | 3052 |
| Celanese Corp. | 11 | 1278 |
| CF Industries Holdings, Inc. | 21 | 1804 |
| Corteva, Inc. | 92 | 5731 |
| Dow, Inc. | 90 | 5148 |
| DuPont de Nemours, Inc. | 63 | 4601 |
| Eastman Chemical Co. | 12 | 1022 |
| Ecolab, Inc. | 29 | 4622 |
| FMC Corp. | 12 | 1550 |
| International Flavors & Fragrances, Inc. | 30 | 2796 |
| Linde plc^ | 63 | 21947 |
| LyondellBasell Industries NV, Class A^ | 29 | 2784 |
| Mosaic Co. (The) | 45 | 2393 |
| PPG Industries, Inc. | 29 | 3830 |
| Sherwin-Williams Co. (The) | 29 | 6419 |
|  |  | 76698 |
| **Commercial Services & Supplies — 0.5%** |  |  |
| Cintas Corp. | 10 | 4385 |
| Copart, Inc.\* | 55 | 3875 |
| Republic Services, Inc. | 27 | 3481 |
| Rollins, Inc. | 28 | 986 |
| Waste Management, Inc. | 46 | 6889 |
|  |  | 19616 |
| **Communications Equipment — 0.9%** |  |  |
| Arista Networks, Inc.\* | 29 | 4022 |
| Cisco Systems, Inc. | 523 | 25324 |
| F5, Inc.\* | 9 | 1287 |
| Juniper Networks, Inc. | 38 | 1170 |
| Motorola Solutions, Inc. | 20 | 5256 |
|  |  | 37059 |
| **Construction & Engineering — 0.1%** |  |  |
| Quanta Services, Inc. | 18 | 2905 |
| **Construction Materials — 0.2%** |  |  |
| Martin Marietta Materials, Inc. | 9 | 3239 |
| Vulcan Materials Co. | 18 | 3256 |
|  |  | 6495 |
| **Consumer Finance — 0.6%** |  |  |
| American Express Co. | 81 | 14093 |
| Capital One Financial Corp. | 48 | 5236 |
| Discover Financial Services | 36 | 4032 |
| Synchrony Financial | 57 | 2036 |
|  |  | 25397 |
| **Containers & Packaging — 0.3%** |  |  |
| Amcor plc^ | 190 | 2117 |
| Avery Dennison Corp. | 9 | 1640 |
| Ball Corp. | 38 | 2136 |
| International Paper Co. | 45 | 1637 |
| Packaging Corp of America | 10 | 1367 |
| Sealed Air Corp. | 18 | 875 |
| Westrock Co. | 30 | 942 |
|  |  | 10714 |
| **Distributors — 0.1%** |  |  |
| Genuine Parts Co. | 18 | 3184 |
| LKQ Corp. | 29 | 1661 |
| Pool Corp. | 2 | 714 |
|  |  | 5559 |
| **Diversified Financial Services — 1.7%** |  |  |
| Berkshire Hathaway, Inc., Class B\* | 227 | 69276 |
| **Diversified Telecommunication Services — 0.9%** |  |  |
| AT&T, Inc. | 946 | 17889 |
| Lumen Technologies, Inc. | 120 | 408 |
| Verizon Communications, Inc. | 531 | 20608 |
|  |  | 38905 |
| **Electric Utilities — 1.8%** |  |  |
| Alliant Energy Corp. | 29 | 1487 |
| American Electric Power Co., Inc. | 64 | 5630 |
| Constellation Energy Corp. | 38 | 2846 |
| Duke Energy Corp. | 93 | 8766 |
| Edison International | 47 | 3112 |
| Entergy Corp. | 27 | 2778 |
| Evergy, Inc. | 28 | 1647 |
| Eversource Energy | 45 | 3391 |
| Exelon Corp. | 120 | 4847 |
| FirstEnergy Corp. | 65 | 2570 |
| NextEra Energy, Inc. | 252 | 17900 |
| NRG Energy, Inc. | 28 | 918 |
| PG&E Corp.\* | 199 | 3108 |
| Pinnacle West Capital Corp. | 11 | 810 |
| PPL Corp. | 91 | 2463 |
| Southern Co. (The) | 136 | 8576 |
| Xcel Energy, Inc. | 66 | 4262 |
|  |  | 75111 |
| **Electrical Equipment — 0.5%** |  |  |
| AMETEK, Inc. | 28 | 3963 |
| Eaton Corp. plc^ | 47 | 8222 |
| Emerson Electric Co. | 73 | 6038 |
| Generac Holdings, Inc.\* | 9 | 1080 |
| Rockwell Automation, Inc. | 12 | 3539 |
|  |  | 22842 |
| **Electronic Equipment, Instruments & Components — 0.6%** |  |  |
| Amphenol Corp., Class A | 74 | 5737 |
| CDW Corp. | 18 | 3644 |
| Corning, Inc. | 99 | 3361 |
| Keysight Technologies, Inc.\* | 20 | 3199 |
| TE Connectivity Ltd.^ | 39 | 4965 |
| Teledyne Technologies, Inc.\* | 3 | 1290 |
| Trimble, Inc.\* | 36 | 1874 |
| Zebra Technologies Corp.\* | 3 | 901 |
|  |  | 24971 |
| **Energy Equipment & Services — 0.4%** |  |  |
| Baker Hughes Co. | 119 | 3641 |
| Halliburton Co. | 102 | 3696 |
| Schlumberger NV^ | 171 | 9099 |
|  |  | 16436 |
| **Entertainment — 1.4%** |  |  |
| Activision Blizzard, Inc. | 84 | 6405 |
| Electronic Arts, Inc. | 30 | 3328 |
| Live Nation Entertainment, Inc.\* | 18 | 1297 |
| Netflix, Inc.\* | 56 | 18039 |
| Take-Two Interactive Software, Inc.\* | 19 | 2081 |
| Walt Disney Co. (The)\* | 244 | 24305 |
| Warner Bros. Discovery, Inc.\* | 333 | 5202 |
|  |  | 60657 |
| **Food & Staples Retailing — 1.5%** |  |  |
| Costco Wholesale Corp. | 56 | 27114 |
| Kroger Co. (The) | 83 | 3581 |
| Sysco Corp. | 65 | 4847 |
| Walgreens Boots Alliance, Inc. | 91 | 3233 |
| Walmart, Inc. | 180 | 25583 |
|  |  | 64358 |
| **Food Products — 1.1%** |  |  |
| Archer-Daniels-Midland Co. | 65 | 5174 |
| Campbell Soup Co. | 21 | 1103 |
| Conagra Brands, Inc. | 56 | 2039 |
| General Mills, Inc. | 72 | 5725 |
| Hershey Co. (The) | 18 | 4290 |
| Hormel Foods Corp. | 36 | 1598 |
| J M Smucker Co. (The) | 11 | 1627 |
| Kellogg Co. | 29 | 1912 |
| Kraft Heinz Co. (The) | 99 | 3855 |
| Lamb Weston Holdings, Inc. | 18 | 1811 |
| McCormick & Co., Inc. | 29 | 2155 |
| Mondelez International, Inc. | 171 | 11146 |
| Tyson Foods, Inc., Class A | 37 | 2192 |
|  |  | 44627 |
| **Gas Utilities — 0.0% (b)** |  |  |
| Atmos Energy Corp. | 18 | 2031 |
| **Health Care Equipment & Supplies — 2.7%** |  |  |
| Abbott Laboratories | 218 | 22175 |
| Align Technology, Inc.\* | 9 | 2785 |
| Baxter International, Inc. | 64 | 2557 |
| Becton Dickinson and Co. | 36 | 8444 |
| Boston Scientific Corp.\* | 180 | 8410 |
| Cooper Co., Inc. (The) | 3 | 981 |
| DENTSPLY SIRONA, Inc. | 27 | 1028 |
| Dexcom, Inc.\* | 47 | 5217 |
| Edwards Lifesciences Corp.\* | 75 | 6033 |
| GE HealthCare Technologies Inc.\* | 46 | 3496 |
| Hologic, Inc.\* | 29 | 2310 |
| IDEXX Laboratories, Inc.\* | 10 | 4732 |
| Intuitive Surgical, Inc.\* | 45 | 10323 |
| Medtronic plc^ | 165 | 13662 |
| ResMed, Inc. | 18 | 3834 |
| STERIS plc^ | 11 | 2068 |
| Stryker Corp. | 39 | 10252 |
| Teleflex, Inc. | 3 | 715 |
| Zimmer Biomet Holdings, Inc. | 27 | 3344 |
|  |  | 112366 |
| **Health Care Providers & Services — 3.1%** |  |  |
| AmerisourceBergen Corp. | 19 | 2956 |
| Cardinal Health, Inc. | 29 | 2196 |
| Centene Corp.\* | 73 | 4993 |
| Cigna Corp. | 37 | 10808 |
| CVS Health Corp. | 173 | 14452 |
| DaVita, Inc.\* | 3 | 247 |
| Elevance Health, Inc. | 29 | 13620 |
| HCA Healthcare, Inc. | 27 | 6573 |
| Henry Schein, Inc.\* | 12 | 940 |
| Humana, Inc. | 12 | 5940 |
| Laboratory Corp. of America Holdings | 10 | 2394 |
| McKesson Corp. | 18 | 6296 |
| Molina Healthcare, Inc.\* | 3 | 826 |
| Quest Diagnostics, Inc. | 11 | 1522 |
| UnitedHealth Group, Inc. | 118 | 56161 |
| Universal Health Services, Inc., Class B | 3 | 401 |
|  |  | 130325 |
| **Hotels, Restaurants & Leisure — 1.9%** |  |  |
| Booking Holdings, Inc.\* | 2 | 5048 |
| Caesars Entertainment, Inc.\* | 28 | 1421 |
| Carnival Corp.\*^ | 136 | 1444 |
| Chipotle Mexican Grill, Inc.\* | 2 | 2982 |
| Darden Restaurants, Inc. | 12 | 1716 |
| Domino's Pizza, Inc. | 2 | 588 |
| Expedia Group, Inc.\* | 19 | 2071 |
| Hilton Worldwide Holdings, Inc. | 36 | 5202 |
| Las Vegas Sands Corp.\* | 39 | 2241 |
| Marriott International, Inc., Class A | 36 | 6093 |
| McDonald's Corp. | 92 | 24280 |
| MGM Resorts International | 39 | 1677 |
| Norwegian Cruise Line Holdings Ltd.\*^ | 56 | 830 |
| Royal Caribbean Cruises Ltd.\*^ | 28 | 1978 |
| Starbucks Corp. | 145 | 14803 |
| Wynn Resorts Ltd.\* | 11 | 1192 |
| Yum! Brands, Inc. | 36 | 4578 |
|  |  | 78144 |
| **Household Durables — 0.3%** |  |  |
| DR Horton, Inc. | 37 | 3422 |
| Garmin Ltd.^ | 19 | 1865 |
| Lennar Corp., Class A | 29 | 2805 |
| Mohawk Industries, Inc.\* | 3 | 309 |
| Newell Brands, Inc. | 47 | 690 |
| PulteGroup, Inc. | 27 | 1476 |
| Whirlpool Corp. | 3 | 414 |
|  |  | 10981 |
| **Household Products — 1.4%** |  |  |
| Church & Dwight Co., Inc. | 28 | 2346 |
| Clorox Co. (The) | 12 | 1865 |
| Colgate-Palmolive Co. | 101 | 7403 |
| Kimberly-Clark Corp. | 39 | 4877 |
| Procter & Gamble Co. (The) | 291 | 40030 |
|  |  | 56521 |
| **Independent Power and Renewable Electricity Producers — 0.0%** (b) |  |  |
| AES Corp. (The) | 83 | 2048 |
| **Industrial Conglomerates — 0.8%** |  |  |
| 3M Co. | 66 | 7111 |
| General Electric Co. | 138 | 11690 |
| Honeywell International, Inc. | 82 | 15701 |
|  |  | 34502 |
| **Insurance — 2.3%** |  |  |
| Aflac, Inc. | 72 | 4907 |
| Allstate Corp. (The) | 29 | 3735 |
| American International Group, Inc. | 92 | 5622 |
| Aon plc, Class A^ | 27 | 8209 |
| Arch Capital Group Ltd.\*^ | 45 | 3150 |
| Arthur J Gallagher & Co. | 27 | 5058 |
| Assurant, Inc. | 3 | 382 |
| Brown & Brown, Inc. | 28 | 1570 |
| Chubb Ltd.^ | 48 | 10129 |
| Cincinnati Financial Corp. | 19 | 2293 |
| Everest Re Group Ltd.^ | 2 | 768 |
| Globe Life, Inc. | 10 | 1217 |
| Hartford Financial Services Group, Inc. (The) | 38 | 2975 |
| Lincoln National Corp. | 19 | 603 |
| Loews Corp. | 21 | 1283 |
| Marsh & McLennan Cos., Inc. | 64 | 10377 |
| MetLife, Inc. | 82 | 5882 |
| Principal Financial Group, Inc. | 28 | 2508 |
| Progressive Corp. (The) | 73 | 10477 |
| Prudential Financial, Inc. | 46 | 4600 |
| Travelers Co., Inc. (The) | 28 | 5183 |
| W R Berkley Corp. | 27 | 1787 |
| Willis Towers Watson plc^ | 11 | 2578 |
|  |  | 95293 |
| **Interactive Media & Services — 4.3%** |  |  |
| Alphabet, Inc., Class A\* | 766 | 68986 |
| Alphabet, Inc., Class C\* | 676 | 61043 |
| Match Group, Inc.\* | 36 | 1491 |
| Meta Platforms, Inc., Class A\* | 272 | 47584 |
|  |  | 179104 |
| **Internet & Direct Marketing Retail — 2.7%** |  |  |
| Amazon.com, Inc.\* | 1152 | 108553 |
| eBay, Inc. | 66 | 3029 |
| Etsy, Inc.\* | 12 | 1457 |
|  |  | 113039 |
| **IT Services — 4.4%** |  |  |
| Accenture plc, Class A^ | 84 | 22306 |
| Akamai Technologies, Inc.\* | 19 | 1380 |
| Automatic Data Processing, Inc. | 54 | 11870 |
| Broadridge Financial Solutions, Inc. | 12 | 1689 |
| Cognizant Technology Solutions Corp., Class A | 65 | 4071 |
| DXC Technology Co.\* | 28 | 777 |
| EPAM Systems, Inc.\* | 3 | 923 |
| Fidelity National Information Services, Inc. | 74 | 4689 |
| Fiserv, Inc.\* | 81 | 9322 |
| FleetCor Technologies, Inc.\* | 9 | 1933 |
| Gartner, Inc.\* | 9 | 2950 |
| Global Payments, Inc. | 36 | 4039 |
| International Business Machines Corp. | 118 | 15257 |
| Jack Henry & Associates, Inc. | 9 | 1478 |
| Mastercard, Inc., Class A | 109 | 38727 |
| Paychex, Inc. | 39 | 4306 |
| PayPal Holdings, Inc.\* | 146 | 10746 |
| VeriSign, Inc.\* | 10 | 1968 |
| Visa, Inc., Class A | 208 | 45748 |
|  |  | 184179 |
| **Leisure Products — 0.0%** (b) |  |  |
| Hasbro, Inc. | 18 | 990 |
| **Life Sciences Tools & Services — 1.7%** |  |  |
| Agilent Technologies, Inc. | 37 | 5253 |
| Bio-Rad Laboratories, Inc., Class A\* | 1 | 478 |
| Bio-Techne Corp. | 19 | 1380 |
| Charles River Laboratories International, Inc.\* | 3 | 658 |
| Danaher Corp. | 83 | 20545 |
| Illumina, Inc.\* | 19 | 3785 |
| IQVIA Holdings, Inc.\* | 21 | 4378 |
| Mettler-Toledo International Inc.\* | 1 | 1434 |
| PerkinElmer, Inc. | 12 | 1495 |
| Thermo Fisher Scientific, Inc. | 48 | 26004 |
| Waters Corp.\* | 3 | 933 |
| West Pharmaceutical Services, Inc. | 9 | 2853 |
|  |  | 69196 |
| **Machinery — 1.7%** |  |  |
| Caterpillar, Inc. | 63 | 15092 |
| Cummins, Inc. | 18 | 4375 |
| Deere & Co. | 30 | 12577 |
| Dover Corp. | 18 | 2698 |
| Fortive Corp. | 45 | 3000 |
| IDEX Corp. | 9 | 2025 |
| Illinois Tool Works, Inc. | 36 | 8394 |
| Ingersoll Rand, Inc. | 48 | 2787 |
| Nordson Corp. | 3 | 659 |
| Otis Worldwide Corp. | 48 | 4062 |
| PACCAR, Inc. | 65 | 4693 |
| Parker-Hannifin Corp. | 12 | 4222 |
| Pentair plc^ | 19 | 1063 |
| Snap-on, Inc. | 3 | 746 |
| Stanley Black & Decker, Inc. | 19 | 1626 |
| Westinghouse Air Brake Technologies Corp. | 20 | 2087 |
| Xylem, Inc. | 20 | 2053 |
|  |  | 72159 |
| **Media — 0.8%** |  |  |
| Charter Communications, Inc., Class A\* | 12 | 4411 |
| Comcast Corp., Class A | 567 | 21076 |
| DISH Network Corp., Class A\* | 30 | 342 |
| Fox Corp., Class A | 38 | 1331 |
| Fox Corp., Class B | 18 | 581 |
| Interpublic Group of Co., Inc. (The) | 47 | 1670 |
| News Corp., Class A | 47 | 806 |
| News Corp., Class B | 12 | 207 |
| Omnicom Group, Inc. | 21 | 1902 |
| Paramount Global, Class B | 72 | 1542 |
|  |  | 33868 |
| **Metals & Mining — 0.4%** |  |  |
| Freeport-McMoRan, Inc. | 181 | 7416 |
| Newmont Corp. | 99 | 4317 |
| Nucor Corp. | 36 | 6028 |
|  |  | 17761 |
| **Multiline Retail — 0.5%** |  |  |
| Dollar General Corp. | 27 | 5840 |
| Dollar Tree, Inc.\* | 27 | 3923 |
| Target Corp. | 56 | 9436 |
|  |  | 19199 |
| **Multi-Utilities — 0.8%** |  |  |
| Ameren Corp. | 30 | 2481 |
| CenterPoint Energy, Inc. | 75 | 2086 |
| CMS Energy Corp. | 36 | 2123 |
| Consolidated Edison, Inc. | 45 | 4021 |
| Dominion Energy, Inc. | 101 | 5618 |
| DTE Energy Co. | 21 | 2304 |
| NiSource, Inc. | 48 | 1317 |
| Public Service Enterprise Group, Inc. | 63 | 3807 |
| Sempra Energy | 38 | 5698 |
| WEC Energy Group, Inc. | 38 | 3369 |
|  |  | 32824 |
| **Oil, Gas & Consumable Fuels — 4.2%** |  |  |
| APA Corp. | 38 | 1458 |
| Chevron Corp. | 217 | 34887 |
| ConocoPhillips | 153 | 15813 |
| Coterra Energy, Inc. | 99 | 2472 |
| Devon Energy Corp. | 82 | 4421 |
| Diamondback Energy, Inc. | 20 | 2812 |
| EOG Resources, Inc. | 72 | 8137 |
| EQT Corp. | 45 | 1493 |
| Exxon Mobil Corp. | 506 | 55614 |
| Hess Corp. | 30 | 4041 |
| Kinder Morgan, Inc. | 244 | 4163 |
| Marathon Oil Corp. | 75 | 1886 |
| Marathon Petroleum Corp. | 56 | 6922 |
| Occidental Petroleum Corp. | 91 | 5329 |
| ONEOK, Inc. | 55 | 3600 |
| Phillips 66 | 56 | 5743 |
| Pioneer Natural Resources Co. | 28 | 5612 |
| Targa Resources Corp. | 28 | 2075 |
| Valero Energy Corp. | 46 | 6060 |
| Williams Co., Inc. (The) | 153 | 4605 |
|  |  | 177143 |
| **Personal Products — 0.2%** |  |  |
| Estee Lauder Co., Inc., Class A (The) | 28 | 6805 |
| **Pharmaceuticals — 4.2%** |  |  |
| Bristol-Myers Squibb Co. | 280 | 19309 |
| Catalent, Inc.\* | 20 | 1364 |
| Eli Lilly & Co. | 99 | 30811 |
| Johnson & Johnson | 325 | 49810 |
| Merck & Company, Inc. | 308 | 32722 |
| Organon & Co. | 29 | 710 |
| Pfizer, Inc. | 702 | 28480 |
| Viatris, Inc. | 147 | 1676 |
| Zoetis, Inc. | 57 | 9519 |
|  |  | 174401 |
| **Professional Services — 0.3%** |  |  |
| CoStar Group, Inc.\* | 48 | 3392 |
| Equifax, Inc. | 12 | 2430 |
| Jacobs Solutions, Inc. | 12 | 1434 |
| Leidos Holdings, Inc. | 18 | 1747 |
| Robert Half International, Inc. | 11 | 887 |
| Verisk Analytics, Inc. | 19 | 3251 |
|  |  | 13141 |
| **Real Estate Investment Trusts — 2.5%** |  |  |
| Alexandria Real Estate Equities, Inc. | 19 | 2846 |
| American Tower Corp. | 56 | 11089 |
| AvalonBay Communities, Inc. | 18 | 3105 |
| Boston Properties, Inc. | 18 | 1179 |
| Camden Property Trust | 11 | 1262 |
| Crown Castle, Inc. | 55 | 7191 |
| Digital Realty Trust, Inc. | 37 | 3856 |
| Equinix, Inc. | 10 | 6883 |
| Equity Residential | 45 | 2813 |
| Essex Property Trust, Inc. | 9 | 2053 |
| Extra Space Storage, Inc. | 18 | 2964 |
| Federal Realty Investment Trust | 9 | 961 |
| Healthpeak Properties, Inc. | 65 | 1564 |
| Host Hotels & Resorts, Inc. | 92 | 1546 |
| Invitation Homes, Inc. | 73 | 2282 |
| Iron Mountain, Inc. | 37 | 1952 |
| Kimco Realty Corp. | 75 | 1546 |
| Mid-America Apartment Communities, Inc. | 12 | 1921 |
| Prologis, Inc. | 118 | 14561 |
| Public Storage | 19 | 5680 |
| Realty Income Corp. | 75 | 4796 |
| Regency Centers Corp. | 19 | 1195 |
| SBA Communications Corp. | 11 | 2853 |
| Simon Property Group, Inc. | 38 | 4639 |
| UDR, Inc. | 38 | 1628 |
| Ventas, Inc. | 48 | 2335 |
| VICI Properties, Inc. | 119 | 3990 |
| Vornado Realty Trust | 19 | 376 |
| Welltower, Inc. | 57 | 4225 |
| Weyerhaeuser Co. | 92 | 2875 |
|  |  | 106166 |
| **Real Estate Management & Development — 0.1%** |  |  |
| CBRE Group, Inc., Class A\* | 38 | 3235 |
| **Road & Rail — 0.8%** |  |  |
| CSX Corp. | 263 | 8019 |
| JB Hunt Transport Services, Inc. | 10 | 1808 |
| Norfolk Southern Corp. | 28 | 6295 |
| Old Dominion Freight Line, Inc. | 10 | 3392 |
| Union Pacific Corp. | 75 | 15546 |
|  |  | 35060 |
| **Semiconductors & Semiconductor Equipment — 6.0%** |  |  |
| Advanced Micro Devices, Inc.\* | 217 | 17052 |
| Analog Devices, Inc. | 64 | 11742 |
| Applied Materials, Inc. | 109 | 12660 |
| Broadcom, Inc. | 47 | 27932 |
| Enphase Energy, Inc.\* | 18 | 3790 |
| First Solar, Inc.\* | 10 | 1691 |
| Intel Corp. | 541 | 13487 |
| KLA Corp. | 18 | 6829 |
| Lam Research Corp. | 18 | 8748 |
| Microchip Technology, Inc. | 73 | 5915 |
| Micron Technology, Inc. | 144 | 8326 |
| Monolithic Power Systems, Inc. | 3 | 1453 |
| NVIDIA Corp. | 326 | 75684 |
| NXP Semiconductors NV^ | 30 | 5354 |
| ON Semiconductor Corp.\* | 56 | 4335 |
| Qorvo, Inc.\* | 11 | 1110 |
| QUALCOMM, Inc. | 146 | 18035 |
| Skyworks Solutions, Inc. | 19 | 2120 |
| SolarEdge Technologies, Inc.\* | 3 | 954 |
| Teradyne, Inc. | 19 | 1922 |
| Texas Instruments, Inc. | 117 | 20060 |
|  |  | 249199 |
| **Software — 8.5%** |  |  |
| Adobe, Inc.\* | 56 | 18141 |
| ANSYS, Inc.\* | 10 | 3036 |
| Autodesk, Inc.\* | 27 | 5365 |
| Cadence Design Systems, Inc.\* | 30 | 5788 |
| Ceridian HCM Holding, Inc.\* | 19 | 1386 |
| Fortinet, Inc.\* | 83 | 4934 |
| Gen Digital, Inc. | 74 | 1444 |
| Intuit, Inc. | 36 | 14658 |
| Microsoft Corp. | 957 | 238695 |
| Oracle Corp. | 190 | 16606 |
| Paycom Software, Inc.\* | 3 | 867 |
| PTC, Inc.\* | 11 | 1379 |
| Roper Technologies, Inc. | 11 | 4732 |
| Salesforce, Inc.\* | 127 | 20778 |
| ServiceNow, Inc.\* | 21 | 9076 |
| Synopsys, Inc.\* | 19 | 6911 |
| Tyler Technologies, Inc.\* | 2 | 643 |
|  |  | 354439 |
| **Specialty Retail — 2.0%** |  |  |
| Advance Auto Parts, Inc. | 3 | 435 |
| AutoZone, Inc.\* | 1 | 2487 |
| Bath & Body Works, Inc. | 28 | 1144 |
| Best Buy Co., Inc. | 21 | 1745 |
| CarMax, Inc.\* | 20 | 1381 |
| Home Depot, Inc. (The) | 128 | 37957 |
| Lowe's Cos., Inc. | 74 | 15226 |
| O'Reilly Automotive, Inc.\* | 3 | 2490 |
| Ross Stores, Inc. | 39 | 4311 |
| TJX Co., Inc. (The) | 144 | 11031 |
| Tractor Supply Co. | 11 | 2566 |
| Ulta Beauty, Inc.\* | 3 | 1556 |
|  |  | 82329 |
| **Technology Hardware, Storage & Peripherals — 7.3%** |  |  |
| Apple, Inc. | 1998 | 294525 |
| Hewlett Packard Enterprise Co. | 164 | 2560 |
| HP, Inc. | 118 | 3483 |
| NetApp, Inc. | 28 | 1807 |
| Seagate Technology Holdings plc^ | 21 | 1356 |
| Western Digital Corp.\* | 45 | 1732 |
|  |  | 305463 |
| **Textiles, Apparel & Luxury Goods — 0.5%** |  |  |
| NIKE, Inc., Class B | 165 | 19600 |
| Ralph Lauren Corp. | 2 | 236 |
| Tapestry, Inc. | 29 | 1262 |
| VF Corp. | 45 | 1117 |
|  |  | 22215 |
| **Tobacco — 0.7%** |  |  |
| Altria Group, Inc. | 219 | 10168 |
| Philip Morris International, Inc. | 191 | 18584 |
|  |  | 28752 |
| **Trading Companies & Distributors — 0.2%** |  |  |
| Fastenal Co. | 74 | 3816 |
| United Rentals, Inc. | 9 | 4217 |
| WW Grainger, Inc. | 3 | 2005 |
|  |  | 10038 |
| **Water Utilities — 0.1%** |  |  |
| American Water Works Co, Inc. | 20 | 2808 |
| **Wireless Telecommunication Services — 0.2%** |  |  |
| T-Mobile US, Inc.\* | 72 | 10237 |
| **TOTAL COMMON STOCKS** |  |  |
| **(Cost $4,086,135)** |  | **4100187** |
| **CONTINGENT VALUE RIGHTS — 0.0% (b)(c)** |  |  |
| ABIOMED, Inc. | 2 | - |
| **TOTAL CONTINGENT VALUE RIGHTS** |  |  |
| **(Cost $--)** |  | **-** |
| **SHORT-TERM INVESTMENTS — 2.0%** |  |  |
| **Money Market Fund** |  |  |
| First American Treasury Obligations Fund, Class X, 4.480% (d) | 86457 | 86457 |
| **TOTAL SHORT-TERM INVESTMENTS** |  |  |
| **(Cost $86,457)** |  | **86457** |
| **TOTAL INVESTMENTS — 99.9%** |  |  |
| **(Cost $4,172,592)** |  | **4186644** |
| **OTHER ASSETS LESS LIABILITIES — 0.1%** |  | **2759** |
| **NET ASSETS — 100.0%** |  | $**4189403** |

---

---

| | |
|:---|:---|
| \* <br>| Non-income producing security. |
| *^* <br>| Foreign security. |
| (a) <br>| All or a portion of these securities has been segregated as collateral for written option contracts. As of 2/28/2023, the aggregate fair value of those securities was $4,100,187, representing 97.9% of net assets. |
| (b) <br>| Represents less than 0.05%. |
| (c) <br>| Illiquid security. |
| (d) <br>| 7-day net yield. |
| The Global Industry Classification Standard (GICS<sup>®</sup>) was developed by and/or is the exclusive property of Morgan Stanley Capital International, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. | The Global Industry Classification Standard (GICS<sup>®</sup>) was developed by and/or is the exclusive property of Morgan Stanley Capital International, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **SHP ETF Trust** | **SHP ETF Trust** | **SHP ETF Trust** | **SHP ETF Trust** | **SHP ETF Trust** | **SHP ETF Trust** | |
| **NEOS S&P 500 High Income ETF** | **NEOS S&P 500 High Income ETF** | **NEOS S&P 500 High Income ETF** | **NEOS S&P 500 High Income ETF** | **NEOS S&P 500 High Income ETF** | **NEOS S&P 500 High Income ETF** | **NEOS S&P 500 High Income ETF** |
| **Schedule of Written Options** | **Schedule of Written Options** | **Schedule of Written Options** | **Schedule of Written Options** | **Schedule of Written Options** | **Schedule of Written Options** | **Schedule of Written Options** |
| February 28, 2023 (Unaudited) | February 28, 2023 (Unaudited) | February 28, 2023 (Unaudited) | February 28, 2023 (Unaudited) | February 28, 2023 (Unaudited) | February 28, 2023 (Unaudited) | February 28, 2023 (Unaudited) |
| A list of the exchange traded option contracts held by the Fund at February 28, 2023, is as follows: | A list of the exchange traded option contracts held by the Fund at February 28, 2023, is as follows: | A list of the exchange traded option contracts held by the Fund at February 28, 2023, is as follows: | A list of the exchange traded option contracts held by the Fund at February 28, 2023, is as follows: | A list of the exchange traded option contracts held by the Fund at February 28, 2023, is as follows: | A list of the exchange traded option contracts held by the Fund at February 28, 2023, is as follows: | A list of the exchange traded option contracts held by the Fund at February 28, 2023, is as follows: |
| **WRITTEN OPTIONS** | **Contracts (e)** | **Exercise Price** | **Expiration Date** | **Premium Received** | **Notional Amount** | **Value** |
| **CALL OPTIONS** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CBOE S&P 500 Index | (4) | $4080.00 | 4/21/2023 | $(26475) | $(1588060) | $(24660) |
| &nbsp;&nbsp;&nbsp;&nbsp; CBOE S&P 500 Index | (4) | $4140.00 | 4/21/2023 | (17186) | (1588060) | (15840) |
| &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL WRITTEN OPTIONS** |  |  |  | $**(43661)** | $**(3176120)** | $**(40500)** |

---

(e) <sup><br></sup> Each contract equals 100 shares.

------

---

| |
|:---|
| **SHP ETF Trust** |
| **NEOS S&P 500 High Income ETF** |
| **Notes to Quarterly Schedule of Investments** |
| February 28, 2023 (Unaudited) |
| **Investment Valuation** |
| The Fund discloses the fair value of their investments in a hierarchy that distinguishes between: (1) market participant assumptions developed based on market data obtained from sources independent of the Fund's (observable inputs) and (2) the Fund's own assumptions about market participant assumptions developed based on the best information available under the circumstances (unobservable inputs). The three levels defined by the hierarchy are as follows: |
| • **Level 1 —** Quoted prices in active markets for identical assets that the Fund's have the ability to access. |
| **• Level 2 —** Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). |
| **• Level 3 —** Significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). |
| The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. |
| The following is a summary of the inputs used to value the Fund's investments as of February 28, 2023: |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **NEOS S&P 500 High Income ETF** | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
| **Investments** | | | |  | |
| &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks\* | $4100187 | $- | $- |  | $4100187 |
| &nbsp;&nbsp;&nbsp;&nbsp;Contigent Value Rights | - | - | -- | \*\* | --<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;Money Market Fund | 86457 | - | - |  | 86457 |
| **Total Investments** | $**4186644** | $**-** | $**--** | **\*\*** | $**4186644** |
| **Other Financial Instruments** |  |  |  |  |  |
| **Liabilities** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Written Calls Options\*\*\* | $- | $(40500) | $- |  | $(40500 |
| **Total Other Financial Instruments** | $**-** | $**(40500)** | $**-** |  | $**(40500** |

---

---

| |
|:---|
| \* See Schedules of Investments for segregation by industry type. |
| \*\* Represents amount less than $0.50. |
| \*\*\* The tables above are based on market values or unrealized appreciation/(depreciation) rather than the notional amounts of derivatives. The uncertainties surrounding the valuation inputs for a derivative are likely to be more significant to a Fund's NAV than the uncertainties surrounding inputs for a non-derivative security with the same market value. |
| Management has determined that the amount of Level 3 securities compared to total net assets is not material for the Fund; therefore, the rollforward of Level 3 securities and assumptions are not shown for the period ended February 28, 2023. |
| Significant unobservable valuation inputs monitored by the Adviser, the Valuation Designee pursuant to Rule 2a-5, under the supervision of the Board of Trustees for restricted securities or Level 3 investments as of February 28, 2023 for the Fund are as follows: |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Description | Fair Value as of <br> 2/28/2023 | Valuation Technique | Unobservable Input | Input Values (Ranges) |
| Contigent Value Right\* | $-\*\*<br>| Projected Final Distribution | Discount of Projected Distribution | $0.00-$35.00 |
| \*This Level 3 security was received through a corporate action. The security is being kept open due to the potential of an additional distribution. Based on the evaluation of the likelihood of an additional distribution, the security is being priced at zero. | \*This Level 3 security was received through a corporate action. The security is being kept open due to the potential of an additional distribution. Based on the evaluation of the likelihood of an additional distribution, the security is being priced at zero. | \*This Level 3 security was received through a corporate action. The security is being kept open due to the potential of an additional distribution. Based on the evaluation of the likelihood of an additional distribution, the security is being priced at zero. | \*This Level 3 security was received through a corporate action. The security is being kept open due to the potential of an additional distribution. Based on the evaluation of the likelihood of an additional distribution, the security is being priced at zero. | \*This Level 3 security was received through a corporate action. The security is being kept open due to the potential of an additional distribution. Based on the evaluation of the likelihood of an additional distribution, the security is being priced at zero. |
| \*\* Represents amount less than $0.50. |  |  |  |  |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SHP ETF TRUST

- **b. Investment Company Act file number:** 811-23645

- **c. CIK number of Registrant:** 0001848758

- **d. LEI of Registrant:** 549300Q4QMDLLFX8BQ98

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

  - **Street Address 1:** 14785 Preston Road

  - **City:** Dallas

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75254

  - **Telephone number:** 914-443-5008

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

- **a. Name of Series:** NEOS S&P 500(R) High Income ETF

- **b. EDGAR series identifier (if any):** S000077194

- **c. LEI of Series:** 549300NX1HAR3SKHZS84

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

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

- **b. Date as of which information is reported:** 2023-02-28

**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:** $4193444.14

**Total Liabilities:** $6397.39

**Net Assets:** $4187046.75

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000237368 | -4.40%               | 4.75%                | -1.33%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-57448.79               | $-80114.99                                 |
| Month 2  | $0.00                    | $143631.74                                 |
| Month 3  | $4.13                    | $-127962.37                                |

**Designated Index Information**

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

- **Index Identifier:** SPTR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Etsy Inc                       | Etsy Inc                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        12 | NS      | $1456.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                     | Evergy Inc                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |        28 | NS      | $1646.68      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy              | Eversource Energy                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        45 | NS      | $3391.20      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                    | Exelon Corp                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       120 | NS      | $4846.80      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc              | Expedia Group Inc                            | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $2070.43      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa | Expeditors International of Washington Inc   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        19 | NS      | $1986.64      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc        | Extra Space Storage Inc                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $2963.70      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp               | Exxon Mobil Corp                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       506 | NS      | $55614.46     | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                       | FMC Corp                                     | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        12 | NS      | $1549.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc             | Meta Platforms Inc                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       272 | NS      | $47583.68     | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc   | FactSet Research Systems Inc                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         2 | NS      | $829.10       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                    | Fastenal Co                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        74 | NS      | $3815.44      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trus | Federal Realty Investment Trust              | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |         9 | NS      | $961.02       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                     | FedEx Corp                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        29 | NS      | $5893.38      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                         | F5 Inc                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         9 | NS      | $1286.82      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information  | Fidelity National Information Services Inc   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        74 | NS      | $4689.38      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp            | Fifth Third Bancorp                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |        90 | NS      | $3267.00      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Treasury Obliga | First American Treasury Obligations Fund     | CUSIP: 31846V328<br>LEI: 549300UU586IAH2B8H03 | Long             | STIV             | RF                | US        |     86457 | NS      | $86457.14     | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA         | First Republic Bank/CA                       | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        20 | NS      | $2460.20      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                | First Solar Inc                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        10 | NS      | $1691.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                     | Fiserv Inc                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        81 | NS      | $9322.29      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp               | FirstEnergy Corp                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        65 | NS      | $2570.10      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc      | FleetCor Technologies Inc                    | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |         9 | NS      | $1933.11      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                  | Ford Motor Co                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       558 | NS      | $6735.06      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                   | Fortinet Inc                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        83 | NS      | $4933.52      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                   | Fortive Corp                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        45 | NS      | $2999.70      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                       | Fox Corp                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        38 | NS      | $1330.76      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                       | Fox Corp                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        18 | NS      | $580.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc         | Franklin Resources Inc                       | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |        36 | NS      | $1060.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc           | Freeport-McMoRan Inc                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       181 | NS      | $7415.57      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc | GE HealthCare Technologies Inc               | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        46 | NS      | $3496.00      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co        | Arthur J Gallagher & Co                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        27 | NS      | $5058.45      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                    | Gartner Inc                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         9 | NS      | $2950.29      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc           | Generac Holdings Inc                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |         9 | NS      | $1080.09      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp          | General Dynamics Corp                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        28 | NS      | $6381.48      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries  | Huntington Ingalls Industries Inc            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |         2 | NS      | $430.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                      | IDEX Corp                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |         9 | NS      | $2024.82      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc         | IDEXX Laboratories Inc                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        10 | NS      | $4732.40      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc        | Illinois Tool Works Inc                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        36 | NS      | $8393.76      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                   | Illumina Inc                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        19 | NS      | $3784.80      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                    | Incyte Corp                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        20 | NS      | $1539.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc             | Ingersoll Rand Inc                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |        48 | NS      | $2787.36      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                     | Intel Corp                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       541 | NS      | $13487.13     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc  | Intercontinental Exchange Inc                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        72 | NS      | $7329.60      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                            | International Business Machines Corp         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       118 | NS      | $15257.40     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                            | International Flavors & Fragrances Inc       | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |        30 | NS      | $2796.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co         | International Paper Co                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        45 | NS      | $1637.55      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T | Interpublic Group of Cos Inc/The             | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |        47 | NS      | $1670.38      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                     | Intuit Inc                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        36 | NS      | $14658.48     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc         | Intuitive Surgical Inc                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        45 | NS      | $10322.55     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc           | Invitation Homes Inc                         | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        73 | NS      | $2281.98      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc             | IQVIA Holdings Inc                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        21 | NS      | $4377.87      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc              | Iron Mountain Inc                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |        37 | NS      | $1951.75      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co            | JPMorgan Chase & Co                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       370 | NS      | $53039.50     | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc           | Jacobs Solutions Inc                         | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $1434.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       325 | NS      | $49809.50     | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc           | Juniper Networks Inc                         | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |        38 | NS      | $1169.64      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                       | KLA Corp                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        18 | NS      | $6828.84      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                     | Kellogg Co                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        29 | NS      | $1912.26      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc           | Keurig Dr Pepper Inc                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       108 | NS      | $3731.40      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                        | KeyCorp                                      | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       119 | NS      | $2176.51      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc      | Keysight Technologies Inc                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        20 | NS      | $3199.20      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp            | Kimberly-Clark Corp                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        39 | NS      | $4876.95      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp              | Kimco Realty Corp                            | CUSIP: 49446R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        75 | NS      | $1545.75      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc              | Kinder Morgan Inc                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       244 | NS      | $4162.64      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The             | Kraft Heinz Co/The                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |        99 | NS      | $3855.06      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                  | Kroger Co/The                                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        83 | NS      | $3580.62      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                       | LKQ Corp                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        29 | NS      | $1661.41      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc      | L3Harris Technologies Inc                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        21 | NS      | $4434.99      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Hol | Laboratory Corp of America Holdings          | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |        10 | NS      | $2393.60      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp              | Lam Research Corp                            | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        18 | NS      | $8748.18      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc       | Lamb Weston Holdings Inc                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        18 | NS      | $1811.52      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp           | Las Vegas Sands Corp                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |        39 | NS      | $2241.33      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The       | Estee Lauder Cos Inc/The                     | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        28 | NS      | $6805.40      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc            | Leidos Holdings Inc                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        18 | NS      | $1747.26      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                    | Lennar Corp                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        29 | NS      | $2805.46      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                 | Eli Lilly & Co                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        99 | NS      | $30810.78     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp          | Lincoln National Corp                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |        19 | NS      | $602.68       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc  | Live Nation Entertainment Inc                | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        18 | NS      | $1297.08      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp           | Lockheed Martin Corp                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        28 | NS      | $13279.28     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                     | Loews Corp                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        21 | NS      | $1282.89      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Cos Inc                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        74 | NS      | $15225.50     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc         | Lumen Technologies Inc                       | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       120 | NS      | $408.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                  | M&T Bank Corp                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        20 | NS      | $3105.80      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International      | MGM Resorts International                    | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |        39 | NS      | $1677.39      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                       | MSCI Inc                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        10 | NS      | $5221.50      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp              | Marathon Oil Corp                            | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |        75 | NS      | $1886.25      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp        | Marathon Petroleum Corp                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        56 | NS      | $6921.60      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc       | MarketAxess Holdings Inc                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |         2 | NS      | $682.90       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc       | Marsh & McLennan Cos Inc                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        64 | NS      | $10376.96     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD  | Marriott International Inc/MD                | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        36 | NS      | $6092.64      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc  | Martin Marietta Materials Inc                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         9 | NS      | $3238.83      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                     | Masco Corp                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        28 | NS      | $1468.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                 | Mastercard Inc                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       109 | NS      | $38726.61     | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                | Match Group Inc                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |        36 | NS      | $1491.12      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD          | McCormick & Co Inc/MD                        | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        29 | NS      | $2155.28      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                | McDonald's Corp                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        92 | NS      | $24279.72     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                  | McKesson Corp                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        18 | NS      | $6296.58      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       308 | NS      | $32721.92     | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                    | MetLife Inc                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        82 | NS      | $5881.86      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I | Mettler-Toledo International Inc             | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         1 | NS      | $1433.71      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       957 | NS      | $238694.94    | 5.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc       | Microchip Technology Inc                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        73 | NS      | $5915.19      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       144 | NS      | $8326.08      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit | Mid-America Apartment Communities Inc        | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |        12 | NS      | $1921.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                    | Moderna Inc                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        36 | NS      | $4997.16      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc          | Mohawk Industries Inc                        | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |         3 | NS      | $308.55       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc          | Molina Healthcare Inc                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         3 | NS      | $825.99       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co       | Molson Coors Beverage Co                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        20 | NS      | $1063.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc     | Mondelez International Inc                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       171 | NS      | $11145.78     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc   | Monolithic Power Systems Inc                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         3 | NS      | $1452.87      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp          | Monster Beverage Corp                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        46 | NS      | $4680.96      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                   | Moody's Corp                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        19 | NS      | $5512.85      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                 | Morgan Stanley                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       172 | NS      | $16598.00     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                  | Mosaic Co/The                                | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        45 | NS      | $2393.55      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc         | Motorola Solutions Inc                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        20 | NS      | $5256.20      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                 | NRG Energy Inc                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        28 | NS      | $918.12       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                     | Nasdaq Inc                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        45 | NS      | $2522.70      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                     | NetApp Inc                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        28 | NS      | $1807.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                    | Netflix Inc                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        56 | NS      | $18039.28     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc              | Newell Brands Inc                            | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |        47 | NS      | $690.43       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                   | Newmont Corp                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        99 | NS      | $4317.39      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                      | News Corp                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        47 | NS      | $806.05       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                      | News Corp                                    | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        12 | NS      | $207.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                           | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       252 | NS      | $17899.56     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                       | NIKE Inc                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       165 | NS      | $19600.35     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                   | NiSource Inc                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |        48 | NS      | $1316.64      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                   | Nordson Corp                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         3 | NS      | $658.92       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp          | Norfolk Southern Corp                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        28 | NS      | $6294.96      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp            | Northern Trust Corp                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        27 | NS      | $2572.29      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp          | Northrop Grumman Corp                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        18 | NS      | $8353.98      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                | Gen Digital Inc                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        74 | NS      | $1443.74      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                     | Nucor Corp                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        36 | NS      | $6027.84      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       326 | NS      | $75684.16     | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc        | O'Reilly Automotive Inc                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |         3 | NS      | $2490.30      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp      | Occidental Petroleum Corp                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |        91 | NS      | $5328.96      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc  | Old Dominion Freight Line Inc                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        10 | NS      | $3392.60      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc              | Omnicom Group Inc                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        21 | NS      | $1901.97      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp          | ON Semiconductor Corp                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        56 | NS      | $4334.96      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                      | ONEOK Inc                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        55 | NS      | $3599.75      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                    | Oracle Corp                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       190 | NS      | $16606.00     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                   | Organon & Co                                 | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |        29 | NS      | $710.21       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp            | Otis Worldwide Corp                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        48 | NS      | $4061.76      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                      | PG&E Corp                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       199 | NS      | $3108.38      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I | PNC Financial Services Group Inc/The         | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        48 | NS      | $7580.16      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc             | PPG Industries Inc                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        29 | NS      | $3829.74      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                       | PPL Corp                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |        91 | NS      | $2463.37      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                        | PTC Inc                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        11 | NS      | $1378.63      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                     | PACCAR Inc                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        65 | NS      | $4693.00      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America      | Packaging Corp of America                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        10 | NS      | $1367.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp           | Parker-Hannifin Corp                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        12 | NS      | $4222.20      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                    | Paychex Inc                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        39 | NS      | $4305.60      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc            | Paycom Software Inc                          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |         3 | NS      | $867.18       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc            | PayPal Holdings Inc                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       146 | NS      | $10745.60     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       171 | NS      | $29673.63     | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                | PerkinElmer Inc                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |        12 | NS      | $1494.84      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                     | Pfizer Inc                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       702 | NS      | $28480.14     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In | Philip Morris International Inc              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       191 | NS      | $18584.30     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                    | Phillips 66                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        56 | NS      | $5743.36      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp     | Pinnacle West Capital Corp                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        11 | NS      | $810.48       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co   | Pioneer Natural Resources Co                 | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |        28 | NS      | $5611.48      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                      | Pool Corp                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |         2 | NS      | $713.72       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc         | T Rowe Price Group Inc                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        28 | NS      | $3143.84      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc  | Principal Financial Group Inc                | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        28 | NS      | $2507.68      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The        | Procter & Gamble Co/The                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       291 | NS      | $40029.96     | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The           | Progressive Corp/The                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        73 | NS      | $10476.96     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                   | Prologis Inc                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       118 | NS      | $14561.20     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc       | Prudential Financial Inc                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        46 | NS      | $4600.00      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou | Public Service Enterprise Group Inc          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        63 | NS      | $3807.09      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                 | Public Storage                               | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |        19 | NS      | $5680.05      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                 | PulteGroup Inc                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $1476.09      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                      | Qorvo Inc                                    | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        11 | NS      | $1109.79      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                   | QUALCOMM Inc                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       146 | NS      | $18035.38     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc            | Quanta Services Inc                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        18 | NS      | $2905.20      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc          | Quest Diagnostics Inc                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        11 | NS      | $1521.96      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp              | Ralph Lauren Corp                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |         2 | NS      | $236.38       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc    | Raymond James Financial Inc                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        27 | NS      | $2928.42      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp     | Raytheon Technologies Corp                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       182 | NS      | $17852.38     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp             | Realty Income Corp                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |        75 | NS      | $4796.25      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp           | Regency Centers Corp                         | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |        19 | NS      | $1195.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc  | Regeneron Pharmaceuticals Inc                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        11 | NS      | $8364.62      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp         | Regions Financial Corp                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       120 | NS      | $2798.40      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc          | Republic Services Inc                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        27 | NS      | $3481.11      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                     | ResMed Inc                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        18 | NS      | $3834.00      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc  | Robert Half International Inc                | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |        11 | NS      | $886.82       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        12 | NS      | $3539.16      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                    | Rollins Inc                                  | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        28 | NS      | $985.60       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc         | Roper Technologies Inc                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        11 | NS      | $4732.20      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                | Ross Stores Inc                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        39 | NS      | $4311.06      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                 | S&P Global Inc                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        39 | NS      | $13306.80     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp        | SBA Communications Corp                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        11 | NS      | $2852.85      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group            | SVB Financial Group                          | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |         3 | NS      | $864.33       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                 | Salesforce Inc                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       127 | NS      | $20778.47     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc               | Henry Schein Inc                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        12 | NS      | $939.72       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd               | Schlumberger Ltd                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |       171 | NS      | $9098.91      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The        | Charles Schwab Corp/The                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       190 | NS      | $14804.80     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                | Sealed Air Corp                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |        18 | NS      | $875.16       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                  | Sempra Energy                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        38 | NS      | $5698.48      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                 | ServiceNow Inc                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        21 | NS      | $9075.57      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The        | Sherwin-Williams Co/The                      | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        29 | NS      | $6419.15      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY     | Signature Bank/New York NY                   | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |         9 | NS      | $1035.45      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc       | Simon Property Group Inc                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        38 | NS      | $4639.42      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc         | Skyworks Solutions Inc                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        19 | NS      | $2119.83      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                 | A O Smith Corp                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        12 | NS      | $787.56       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The             | J M Smucker Co/The                           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        11 | NS      | $1626.79      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                    | Snap-on Inc                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         3 | NS      | $746.04       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc     | SolarEdge Technologies Inc                   | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |         3 | NS      | $953.76       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                | Southern Co/The                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       136 | NS      | $8576.16      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co          | Southwest Airlines Co                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        74 | NS      | $2484.92      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc     | Stanley Black & Decker Inc                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        19 | NS      | $1626.59      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                 | Starbucks Corp                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       145 | NS      | $14803.05     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp              | State Street Corp                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        46 | NS      | $4079.28      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                   | Stryker Corp                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        39 | NS      | $10252.32     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                   | Synopsys Inc                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        19 | NS      | $6911.44      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial            | Synchrony Financial                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        57 | NS      | $2035.47      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                     | Sysco Corp                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        65 | NS      | $4847.05      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                | TJX Cos Inc/The                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       144 | NS      | $11030.40     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                | T-Mobile US Inc                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        72 | NS      | $10236.96     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software  | Take-Two Interactive Software Inc            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        19 | NS      | $2081.45      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                   | Tapestry Inc                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        29 | NS      | $1261.79      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                    | Target Corp                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        56 | NS      | $9436.00      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp           | Targa Resources Corp                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        28 | NS      | $2074.80      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc      | Teledyne Technologies Inc                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         3 | NS      | $1290.21      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                   | Teleflex Inc                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |         3 | NS      | $714.69       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                   | Teradyne Inc                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        19 | NS      | $1921.66      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                      | Tesla Inc                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       363 | NS      | $74672.73     | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc          | Texas Instruments Inc                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       117 | NS      | $20059.65     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp        | Zebra Technologies Corp                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         3 | NS      | $900.75       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc     | Zimmer Biomet Holdings Inc                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        27 | NS      | $3344.49      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA               | Zions Bancorp NA                             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |        19 | NS      | $961.78       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                     | Zoetis Inc                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        57 | NS      | $9519.00      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                   | Allegion plc                                 | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |        10 | NS      | $1127.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                      | Amcor PLC                                    | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | GB        |       190 | NS      | $2116.60      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                        | Aon PLC                                      | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | US        |        27 | NS      | $8209.35      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd         | Arch Capital Group Ltd                       | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |        45 | NS      | $3150.00      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                  | Accenture PLC                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        84 | NS      | $22306.20     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                 | Eaton Corp PLC                               | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | US        |        47 | NS      | $8221.71      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd           | Everest Re Group Ltd                         | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |         2 | NS      | $767.94       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                    | Invesco Ltd                                  | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | US        |        56 | NS      | $988.96       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International | Johnson Controls International plc           | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | US        |        84 | NS      | $5268.48      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co            | General Electric Co                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       138 | NS      | $11689.98     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc              | General Mills Inc                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        72 | NS      | $5724.72      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co              | General Motors Co                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       189 | NS      | $7321.86      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co               | Genuine Parts Co                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        18 | NS      | $3183.48      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc            | Gilead Sciences Inc                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       155 | NS      | $12482.15     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                      | Aflac Inc                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |        72 | NS      | $4906.80      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                   | AES Corp/The                                 | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |        83 | NS      | $2048.44      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                       | AT&T Inc                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       946 | NS      | $17888.86     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       218 | NS      | $22174.96     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                     | AbbVie Inc                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       219 | NS      | $33704.10     | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED INC                    | ABIOMED INC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         2 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Activision Blizzard Inc        | Activision Blizzard Inc                      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |        84 | NS      | $6405.00      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                      | Adobe Inc                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        56 | NS      | $18141.20     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc         | Advance Auto Parts Inc                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |         3 | NS      | $434.88       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       217 | NS      | $17051.86     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc       | Agilent Technologies Inc                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        37 | NS      | $5252.89      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc | Air Products and Chemicals Inc               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        27 | NS      | $7721.46      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc        | Akamai Technologies Inc                      | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        19 | NS      | $1379.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc           | Alaska Air Group Inc                         | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |        12 | NS      | $573.96       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                 | Albemarle Corp                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        12 | NS      | $3051.72      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie | Alexandria Real Estate Equities Inc          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        19 | NS      | $2845.82      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc           | Align Technology Inc                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |         9 | NS      | $2785.50      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp            | Alliant Energy Corp                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        29 | NS      | $1486.83      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The              | Allstate Corp/The                            | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        29 | NS      | $3734.62      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       676 | NS      | $61042.80     | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       766 | NS      | $68985.96     | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc               | Altria Group Inc                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       219 | NS      | $10168.17     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                 | Amazon.com Inc                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      1152 | NS      | $108552.96    | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                    | Ameren Corp                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        30 | NS      | $2481.30      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc    | American Airlines Group Inc                  | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $1438.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc | American Electric Power Co Inc               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        64 | NS      | $5630.08      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co            | American Express Co                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        81 | NS      | $14093.19     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I | American International Group Inc             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        92 | NS      | $5622.12      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp            | American Tower Corp                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        56 | NS      | $11088.56     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co Inc                  | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        20 | NS      | $2807.60      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp         | AmerisourceBergen Corp                       | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        19 | NS      | $2955.64      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc       | Ameriprise Financial Inc                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        11 | NS      | $3771.57      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                     | AMETEK Inc                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        28 | NS      | $3963.68      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                      | Amgen Inc                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        65 | NS      | $15057.90     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                  | Amphenol Corp                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        74 | NS      | $5736.48      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc             | Analog Devices Inc                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        64 | NS      | $11742.08     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                      | ANSYS Inc                                    | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        10 | NS      | $3036.10      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        29 | NS      | $13620.43     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                       | APA Corp                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        38 | NS      | $1458.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                      | Apple Inc                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      1998 | NS      | $294525.18    | 7.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc          | Applied Materials Inc                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       109 | NS      | $12660.35     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co      | Archer-Daniels-Midland Co                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        65 | NS      | $5174.00      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc            | Arista Networks Inc                          | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        29 | NS      | $4022.30      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                   | Assurant Inc                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |         3 | NS      | $382.17       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp              | Atmos Energy Corp                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        18 | NS      | $2030.58      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                   | Autodesk Inc                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        27 | NS      | $5364.63      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc  | Automatic Data Processing Inc                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        54 | NS      | $11870.28     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                   | AutoZone Inc                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         1 | NS      | $2486.54      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc      | AvalonBay Communities Inc                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        18 | NS      | $3105.36      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp            | Avery Dennison Corp                          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         9 | NS      | $1639.71      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                | Baker Hughes Co                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       119 | NS      | $3641.40      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                      | Ball Corp                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        38 | NS      | $2135.98      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp           | Bank of America Corp                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       875 | NS      | $30012.50     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T | Bank of New York Mellon Corp/The             | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |        91 | NS      | $4630.08      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc          | Bath & Body Works Inc                        | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |        28 | NS      | $1144.36      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc       | Baxter International Inc                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        64 | NS      | $2556.80      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co        | Becton Dickinson and Co                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        36 | NS      | $8443.80      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp               | W R Berkley Corp                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        27 | NS      | $1787.13      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc         | Berkshire Hathaway Inc                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       227 | NS      | $69275.86     | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                | Best Buy Co Inc                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        21 | NS      | $1745.31      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc       | Bio-Rad Laboratories Inc                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |         1 | NS      | $477.84       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                     | Biogen Inc                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        18 | NS      | $4857.48      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                | Bio-Techne Corp                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        19 | NS      | $1380.16      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                  | BlackRock Inc                                | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |        18 | NS      | $12409.74     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                  | Boeing Co/The                                | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        65 | NS      | $13100.75     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc           | Booking Holdings Inc                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         2 | NS      | $5048.00      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                 | BorgWarner Inc                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |        28 | NS      | $1407.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc          | Boston Properties Inc                        | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |        18 | NS      | $1178.64      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp         | Boston Scientific Corp                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       180 | NS      | $8409.60      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co        | Bristol-Myers Squibb Co                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       280 | NS      | $19308.80     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions | Broadridge Financial Solutions Inc           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |        12 | NS      | $1689.36      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                   | Broadcom Inc                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        47 | NS      | $27931.63     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc              | Brown & Brown Inc                            | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        28 | NS      | $1569.96      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp              | Brown-Forman Corp                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        20 | NS      | $1297.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc        | Cboe Global Markets Inc                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        11 | NS      | $1387.87      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                 | CBRE Group Inc                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        38 | NS      | $3235.32      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                    | CDW Corp/DE                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        18 | NS      | $3643.56      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc     | CF Industries Holdings Inc                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        21 | NS      | $1803.69      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc      | CH Robinson Worldwide Inc                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        12 | NS      | $1199.52      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                | Cigna Group/The                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        37 | NS      | $10807.70     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                  | CME Group Inc                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        46 | NS      | $8526.56      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                | CMS Energy Corp                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        36 | NS      | $2122.92      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                       | CSX Corp                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       263 | NS      | $8018.87      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                | CVS Health Corp                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       173 | NS      | $14452.42     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc             | Coterra Energy Inc                           | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        99 | NS      | $2472.03      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc     | Cadence Design Systems Inc                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        30 | NS      | $5788.20      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc      | Caesars Entertainment Inc                    | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        28 | NS      | $1421.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust          | Camden Property Trust                        | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        11 | NS      | $1262.36      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co               | Campbell Soup Co                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        21 | NS      | $1102.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp     | Capital One Financial Corp                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        48 | NS      | $5235.84      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc            | Cardinal Health Inc                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        29 | NS      | $2195.59      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                     | CarMax Inc                                   | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $1380.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                  | Carnival Corp                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |       136 | NS      | $1444.32      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp            | Carrier Global Corp                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       108 | NS      | $4863.24      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                   | Catalent Inc                                 | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $1364.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                | Caterpillar Inc                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        63 | NS      | $15091.65     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                  | Celanese Corp                                | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |        11 | NS      | $1278.53      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                   | Centene Corp                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        73 | NS      | $4993.20      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc         | CenterPoint Energy Inc                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |        75 | NS      | $2086.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc       | Ceridian HCM Holding Inc                     | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |        19 | NS      | $1385.67      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int | Charles River Laboratories International Inc | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |         3 | NS      | $658.02       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc     | Charter Communications Inc                   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        12 | NS      | $4411.32      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                   | Chevron Corp                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       217 | NS      | $34887.09     | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc     | Chipotle Mexican Grill Inc                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $2982.16      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc         | Church & Dwight Co Inc                       | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        28 | NS      | $2345.84      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp      | Cincinnati Financial Corp                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        19 | NS      | $2293.30      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems Inc                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       523 | NS      | $25323.66     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                    | Cintas Corp                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $4384.70      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                  | Citigroup Inc                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       246 | NS      | $12469.74     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc   | Citizens Financial Group Inc                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        63 | NS      | $2630.88      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                  | Clorox Co/The                                | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        12 | NS      | $1865.28      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The               | Coca-Cola Co/The                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       486 | NS      | $28921.86     | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions | Cognizant Technology Solutions Corp          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        65 | NS      | $4070.95      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co           | Colgate-Palmolive Co                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       101 | NS      | $7403.30      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                   | Comcast Corp                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       567 | NS      | $21075.39     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                   | Comerica Inc                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        18 | NS      | $1261.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc             | Conagra Brands Inc                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |        56 | NS      | $2038.96      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                 | ConocoPhillips                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       153 | NS      | $15812.55     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc        | Consolidated Edison Inc                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        45 | NS      | $4020.75      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc       | Constellation Brands Inc                     | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        19 | NS      | $4250.30      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp      | Constellation Energy Corp                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        38 | NS      | $2845.82      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The             | Cooper Cos Inc/The                           | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |         3 | NS      | $980.91       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                     | Copart Inc                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        55 | NS      | $3875.30      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                    | Corning Inc                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        99 | NS      | $3361.05      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        92 | NS      | $5730.68      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp          | Costco Wholesale Corp                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        56 | NS      | $27114.08     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc               | CoStar Group Inc                             | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        48 | NS      | $3391.68      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc               | Crown Castle Inc                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |        55 | NS      | $7191.25      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                    | Cummins Inc                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        18 | NS      | $4375.44      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                  | DR Horton Inc                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        37 | NS      | $3421.76      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                  | DTE Energy Co                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        21 | NS      | $2303.91      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co              | DXC Technology Co                            | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |        28 | NS      | $776.72       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        83 | NS      | $20544.99     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc         | Darden Restaurants Inc                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        12 | NS      | $1715.88      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                     | DaVita Inc                                   | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |         3 | NS      | $246.78       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                     | Deere & Co                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        30 | NS      | $12577.20     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc            | Delta Air Lines Inc                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        82 | NS      | $3143.88      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc            | DENTSPLY SIRONA Inc                          | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |        27 | NS      | $1027.89      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp              | Devon Energy Corp                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        82 | NS      | $4421.44      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                     | Dexcom Inc                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        47 | NS      | $5217.47      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc         | Diamondback Energy Inc                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        20 | NS      | $2811.60      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc       | Digital Realty Trust Inc                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        37 | NS      | $3856.51      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The             | Walt Disney Co/The                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       244 | NS      | $24304.84     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services    | Discover Financial Services                  | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |        36 | NS      | $4032.00      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp              | DISH Network Corp                            | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |        30 | NS      | $342.30       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp            | Dollar General Corp                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        27 | NS      | $5840.10      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                | Dollar Tree Inc                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |        27 | NS      | $3922.56      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc            | Dominion Energy Inc                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       101 | NS      | $5617.62      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc             | Domino's Pizza Inc                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         2 | NS      | $588.02       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                     | Dover Corp                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        18 | NS      | $2698.20      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                        | Dow Inc                                      | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        90 | NS      | $5148.00      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp               | Duke Energy Corp                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        93 | NS      | $8766.18      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc          | DuPont de Nemours Inc                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        63 | NS      | $4600.89      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc              | EOG Resources Inc                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        72 | NS      | $8137.44      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                       | EQT Corp                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        45 | NS      | $1493.10      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co            | Eastman Chemical Co                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        12 | NS      | $1022.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                       | eBay Inc                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        66 | NS      | $3029.40      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                     | Ecolab Inc                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        29 | NS      | $4621.73      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International           | Edison International                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        47 | NS      | $3111.87      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp      | Edwards Lifesciences Corp                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        75 | NS      | $6033.00      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc            | Electronic Arts Inc                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        30 | NS      | $3328.20      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co            | Emerson Electric Co                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        73 | NS      | $6037.83      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc             | Enphase Energy Inc                           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |        18 | NS      | $3789.54      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                   | Entergy Corp                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        27 | NS      | $2777.49      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc               | EPAM Systems Inc                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         3 | NS      | $922.95       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                    | Equifax Inc                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        12 | NS      | $2430.36      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                    | Equinix Inc                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        10 | NS      | $6882.70      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential             | Equity Residential                           | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |        45 | NS      | $2813.40      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc       | Essex Property Trust Inc                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |         9 | NS      | $2052.54      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc            | Global Payments Inc                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        36 | NS      | $4039.20      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                 | Globe Life Inc                               | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        10 | NS      | $1216.90      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The    | Goldman Sachs Group Inc/The                  | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        39 | NS      | $13714.35     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                | WW Grainger Inc                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         3 | NS      | $2005.29      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc             | HCA Healthcare Inc                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        27 | NS      | $6573.15      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                         | HP Inc                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       118 | NS      | $3483.36      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                 | Halliburton Co                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       102 | NS      | $3695.46      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Gr | Hartford Financial Services Group Inc/The    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        38 | NS      | $2974.64      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                     | Hasbro Inc                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        18 | NS      | $990.18       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc      | Healthpeak Properties Inc                    | CUSIP: 42250P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        65 | NS      | $1563.90      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc    | Jack Henry & Associates Inc                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |         9 | NS      | $1478.16      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                 | Hershey Co/The                               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        18 | NS      | $4289.76      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                      | Hess Corp                                    | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        30 | NS      | $4041.00      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co  | Hewlett Packard Enterprise Co                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       164 | NS      | $2560.04      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc  | Hilton Worldwide Holdings Inc                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        36 | NS      | $5202.36      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                    | Hologic Inc                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        29 | NS      | $2309.56      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The             | Home Depot Inc/The                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       128 | NS      | $37957.12     | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc    | Honeywell International Inc                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        82 | NS      | $15701.36     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp              | Hormel Foods Corp                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        36 | NS      | $1597.68      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc      | Host Hotels & Resorts Inc                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |        92 | NS      | $1545.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc           | Howmet Aerospace Inc                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        46 | NS      | $1940.28      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                     | Humana Inc                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        12 | NS      | $5940.24      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc | JB Hunt Transport Services Inc               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        10 | NS      | $1807.90      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH   | Huntington Bancshares Inc/OH                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       189 | NS      | $2895.48      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                    | Textron Inc                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        27 | NS      | $1958.31      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc   | Thermo Fisher Scientific Inc                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        48 | NS      | $26004.48     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                          | 3M Co                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        66 | NS      | $7110.84      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co              | Tractor Supply Co                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        11 | NS      | $2565.86      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc            | TransDigm Group Inc                          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $2231.61      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The          | Travelers Cos Inc/The                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        28 | NS      | $5183.36      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                    | Trimble Inc                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        36 | NS      | $1874.16      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp          | Truist Financial Corp                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       172 | NS      | $8075.40      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc         | Tyler Technologies Inc                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         2 | NS      | $642.50       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                | Tyson Foods Inc                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        37 | NS      | $2191.88      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                        | UDR Inc                                      | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |        38 | NS      | $1627.92      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                     | US Bancorp                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       172 | NS      | $8209.56      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                | Ulta Beauty Inc                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         3 | NS      | $1556.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp             | Union Pacific Corp                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        75 | NS      | $15546.00     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc   | United Airlines Holdings Inc                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        46 | NS      | $2390.16      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc      | United Parcel Service Inc                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        91 | NS      | $16606.59     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc             | United Rentals Inc                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |         9 | NS      | $4216.77      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc         | UnitedHealth Group Inc                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       118 | NS      | $56160.92     | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc  | Universal Health Services Inc                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |         3 | NS      | $400.71       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                        | VF Corp                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |        45 | NS      | $1116.90      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp             | Valero Energy Corp                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        46 | NS      | $6059.58      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                     | Ventas Inc                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |        48 | NS      | $2335.20      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                   | VeriSign Inc                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        10 | NS      | $1968.30      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications Inc                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       531 | NS      | $20608.11     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc           | Verisk Analytics Inc                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        19 | NS      | $3251.09      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc     | Vertex Pharmaceuticals Inc                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        30 | NS      | $8708.70      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global               | Paramount Global                             | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |        72 | NS      | $1542.24      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                    | Viatris Inc                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       147 | NS      | $1675.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc            | VICI Properties Inc                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       119 | NS      | $3990.07      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                       | Visa Inc                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       208 | NS      | $45747.52     | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust           | Vornado Realty Trust                         | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $375.82       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co            | Vulcan Materials Co                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        18 | NS      | $3256.38      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc           | WEC Energy Group Inc                         | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        38 | NS      | $3369.08      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol | Westinghouse Air Brake Technologies Corp     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        20 | NS      | $2086.60      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                    | Walmart Inc                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       180 | NS      | $25583.40     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc   | Walgreens Boots Alliance Inc                 | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |        91 | NS      | $3233.23      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc      | Warner Bros Discovery Inc                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       333 | NS      | $5201.46      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc           | Waste Management Inc                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        46 | NS      | $6888.96      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                    | Waters Corp                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         3 | NS      | $932.67       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co               | Wells Fargo & Co                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       479 | NS      | $22402.83     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                  | Welltower Inc                                | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $4224.84      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I | West Pharmaceutical Services Inc             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         9 | NS      | $2853.27      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp           | Western Digital Corp                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        45 | NS      | $1731.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                    | Westrock Co                                  | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |        30 | NS      | $942.00       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                | Weyerhaeuser Co                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |        92 | NS      | $2875.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                 | Whirlpool Corp                               | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |         3 | NS      | $413.94       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The           | Williams Cos Inc/The                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       153 | NS      | $4605.30      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd               | Wynn Resorts Ltd                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        11 | NS      | $1192.07      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                | Xcel Energy Inc                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        66 | NS      | $4261.62      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                   | Xylem Inc/NY                                 | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        20 | NS      | $2053.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                | Yum! Brands Inc                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        36 | NS      | $4577.76      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                      | Linde PLC                                    | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |        63 | NS      | $21947.31     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                  | Medtronic PLC                                | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       165 | NS      | $13662.00     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                      | Aptiv PLC                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        30 | NS      | $3488.40      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings | Norwegian Cruise Line Holdings Ltd           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        56 | NS      | $829.92       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PL | Seagate Technology Holdings PLC              | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |        21 | NS      | $1355.76      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                    | Pentair PLC                                  | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | GB        |        19 | NS      | $1062.86      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                     | STERIS PLC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        11 | NS      | $2068.33      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC         | Trane Technologies PLC                       | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |        28 | NS      | $5179.16      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC       | Willis Towers Watson PLC                     | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | GB        |        11 | NS      | $2577.96      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                      | Chubb Ltd                                    | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |        48 | NS      | $10128.96     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                     | Garmin Ltd                                   | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        19 | NS      | $1864.47      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd            | TE Connectivity Ltd                          | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | US        |        39 | NS      | $4965.48      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV   | LyondellBasell Industries NV                 | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |        29 | NS      | $2783.71      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV          | NXP Semiconductors NV                        | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |        30 | NS      | $5354.40      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CBOE S&P CLL OPT 03/23 4150                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-3125.00     | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CBOE S&P CLL OPT 03/23 4210                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-1355.00     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd    | Royal Caribbean Cruises Ltd                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |        28 | NS      | $1977.92      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-29

**Name of Applicant:** SHP ETF TRUST

**Signature:** /s/ Josh Hunter

**Name of Signer:** Josh Hunter

**Title:** Treasurer