# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001145549-23-009113
**Filing Date:** 2023-2
**Character Count:** 174538
**Document Hash:** b1978b32f27084384896a3a5f34a6f31
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009113.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009113

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Variable Series Trust II
- **CENTRAL INDEX KEY:** 0001413032
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22127
- **FILM NUMBER:** 23663085

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Variable Series Trust
- **DATE OF NAME CHANGE:** 20070920

## Series and Classes Contracts Data

### Columbia Variable Portfolio - Large Cap Index Fund (Series ID: S000019848)

| Class ID   | Class Name                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000055685 | Columbia Variable Portfolio - Large Cap Index Fund Class 3 |  |
| C000098158 | Columbia Variable Portfolio - Large Cap Index Fund Class 1 |  |
| C000098159 | Columbia Variable Portfolio - Large Cap Index Fund Class 2 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-22127

- **c. CIK number of Registrant:** 0001413032

- **d. LEI of Registrant:** 54930017CSZ4UCL7G406

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

- **a. Name of Series:** Columbia Variable Portfolio - Large Cap Index Fund

- **b. EDGAR series identifier (if any):** S000019848

- **c. LEI of Series:** LSI7Z3O7VPSC7LXMMC44

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1526055709.73

**Total Liabilities:** $232626.04

**Net Assets:** $1525823083.69

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000055685 | 8.05%                | 5.53%                | -5.78%               |
| Class ID C000098158 | 8.08%                | 5.55%                | -5.79%               |
| Class ID C000098159 | 8.04%                | 5.55%                | -5.81%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $473239.05               | $110952684.78                              |
| Month 2  | $2683.75                 | $80937966.64                               |
| Month 3  | $588664.81               | $-94222026.97                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                         | Title                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SOUTHWEST AIRLINES CO                        | Southwest Airlines Co                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     27892 | NS      | $939123.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER INC                   | Stanley Black & Decker Inc                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      6950 | NS      | $522084.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                               | Starbucks Corp                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     53924 | NS      | $5349260.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                            | State Street Corp                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     17238 | NS      | $1337151.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                           | Steel Dynamics Inc                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      7835 | NS      | $765479.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                 | Stryker Corp                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     15822 | NS      | $3868320.78   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                 | Synopsys Inc                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      7183 | NS      | $2293460.07   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                          | Synchrony Financial                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     21165 | NS      | $695481.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                   | Sysco Corp                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     23806 | NS      | $1819968.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                            | TJX Cos Inc/The                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     54542 | NS      | $4341543.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                              | T-Mobile US Inc                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     28054 | NS      | $3927560.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC.           | Take-Two Interactive Software Inc            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      7411 | NS      | $771707.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                 | Tapestry Inc                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     11320 | NS      | $431065.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                           | Target Corp                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     21622 | NS      | $3222542.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                         | Targa Resources Corp                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     10634 | NS      | $781599.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                    | Teledyne Technologies Inc                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      2202 | NS      | $880601.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                                 | Teleflex Inc                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      2203 | NS      | $549934.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                                 | Teradyne Inc                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      7317 | NS      | $639139.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                    | Tesla Inc                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    126089 | NS      | $15531643.02  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                        | Texas Instruments Inc                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     42635 | NS      | $7044154.70   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                  | Textron Inc                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      9807 | NS      | $694335.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER                                | Thermo Fisher Scientific Inc                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     18424 | NS      | $10145912.56  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CO                                        | 3M Co                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     25966 | NS      | $3113842.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                            | Tractor Supply Co                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      5189 | NS      | $1167369.33   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC                          | TransDigm Group Inc                          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2427 | NS      | $1528160.55   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COMPANIES INC                      | Travelers Cos Inc/The                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     11009 | NS      | $2064077.41   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                  | Trimble Inc                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     11586 | NS      | $585788.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                        | Truist Financial Corp                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     62327 | NS      | $2681930.81   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES INC                       | Tyler Technologies Inc                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      1956 | NS      | $630633.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                              | Tyson Foods Inc                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     13605 | NS      | $846911.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                      | UDR Inc                                      | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     14375 | NS      | $556743.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                   | US Bancorp                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     63517 | NS      | $2769976.37   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                              | Ulta Beauty Inc                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      2406 | NS      | $1128582.42   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                    | Union Pacific Corp                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     28881 | NS      | $5980388.67   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                 | United Airlines Holdings Inc                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     15358 | NS      | $578996.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                    | United Parcel Service Inc                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     34285 | NS      | $5960104.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                           | United Rentals Inc                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      3256 | NS      | $1157247.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                       | UnitedHealth Group Inc                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     43893 | NS      | $23271190.74  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                | Universal Health Services Inc                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      3014 | NS      | $424642.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VF CORPORATION                               | VF Corp                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     15515 | NS      | $428369.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                           | Valero Energy Corp                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     18111 | NS      | $2297561.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                                   | Ventas Inc                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     18777 | NS      | $845903.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                                 | VeriSign Inc                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      4333 | NS      | $890171.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                   | Verizon Communications Inc                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    197293 | NS      | $7773344.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                         | Verisk Analytics Inc                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      7347 | NS      | $1296157.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARM INC                             | Vertex Pharmaceuticals Inc                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     12058 | NS      | $3482109.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                    | Aflac Inc                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     26581 | NS      | $1912237.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                     | AES Corp/The                                 | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     31378 | NS      | $902431.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                     | AT&T Inc                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    334802 | NS      | $6163704.82   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                          | Abbott Laboratories                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     81907 | NS      | $8992569.53   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                   | AbbVie Inc                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     83077 | NS      | $13426073.97  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC                      | Activision Blizzard Inc                      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     33456 | NS      | $2561056.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                    | Adobe Inc                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     21839 | NS      | $7349478.67   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                       | Advance Auto Parts Inc                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      2824 | NS      | $415212.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                   | Advanced Micro Devices Inc                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     75743 | NS      | $4905874.11   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECH INC                             | Agilent Technologies Inc                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     13907 | NS      | $2081182.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS INC               | Air Products & Chemicals Inc                 | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     10419 | NS      | $3211760.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECH INC                              | Akamai Technologies Inc                      | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      7387 | NS      | $622724.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GRP INC.                          | Alaska Air Group Inc                         | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      5958 | NS      | $255836.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                               | Albemarle Corp                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      5503 | NS      | $1193380.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL EST EQ INC                   | Alexandria Real Estate Equities Inc          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      7015 | NS      | $1021875.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                         | Align Technology Inc                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      3413 | NS      | $719801.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                          | Alliant Energy Corp                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     11792 | NS      | $651036.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                | Allstate Corp/The                            | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     12459 | NS      | $1689440.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    248733 | NS      | $22070079.09  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    280591 | NS      | $24756543.93  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                             | Altria Group Inc                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     84190 | NS      | $3848324.90   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                               | Amazon.com Inc                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    416938 | NS      | $35022792.00  | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                           | Ameren Corp                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     12144 | NS      | $1079844.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC                  | American Airlines Group Inc                  | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30530 | NS      | $388341.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.         | American Electric Power Co Inc               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     24140 | NS      | $2292093.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                     | American Express Co                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     28082 | NS      | $4149115.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC             | American International Group Inc             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     34903 | NS      | $2207265.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                          | American Tower Corp                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     21873 | NS      | $4634013.78   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY INC             | American Water Works Co Inc                  | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      8542 | NS      | $1301971.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORP                       | AmerisourceBergen Corp                       | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      7608 | NS      | $1260721.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                     | Ameriprise Financial Inc                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      4999 | NS      | $1556538.63   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                                   | AMETEK Inc                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     10788 | NS      | $1507299.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                    | Amgen Inc                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     25066 | NS      | $6583334.24   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                                | Amphenol Corp                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     27956 | NS      | $2128569.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                           | Analog Devices Inc                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     24162 | NS      | $3963292.86   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS INC                                    | ANSYS Inc                                    | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      4092 | NS      | $988586.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                          | Anthem Inc                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     11219 | NS      | $5755010.43   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                     | APA Corp                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | JP        |     15104 | NS      | $705054.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                    | Apple Inc                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    702471 | NS      | $91272057.03  | 5.98%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MAT INC                              | Applied Materials Inc                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     40414 | NS      | $3935515.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                    | Archer-Daniels-Midland Co                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     25806 | NS      | $2396087.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                          | Arista Networks Inc                          | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     11627 | NS      | $1410936.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                 | Assurant Inc                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      2482 | NS      | $310398.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                            | Atmos Energy Corp                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      6572 | NS      | $736524.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                 | Autodesk Inc                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     10140 | NS      | $1894861.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                | Automatic Data Processing Inc                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     19487 | NS      | $4654664.82   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                 | AutoZone Inc                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       892 | NS      | $2199832.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                | Hilton Worldwide Holdings Inc                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     12705 | NS      | $1605403.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                    | AvalonBay Communities Inc                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      6572 | NS      | $1061509.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                          | Avery Dennison Corp                          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      3804 | NS      | $688524.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                              | Baker Hughes a GE Co                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47046 | NS      | $1389268.38   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                    | Ball Corp                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     14747 | NS      | $754161.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                  | Hologic Inc                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     11728 | NS      | $877371.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                               | Home Depot Inc/The                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     48091 | NS      | $15190023.26  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    327874 | NS      | $10859186.88  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE             | Bank of New York Mellon Corp/The             | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     34553 | NS      | $1572852.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                  | Honeywell International Inc                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     31583 | NS      | $6768236.90   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORP                            | Hormel Foods Corp                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     13599 | NS      | $619434.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                        | Bath & Body Works Inc                        | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     10728 | NS      | $452077.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                    | Baxter International Inc                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     23682 | NS      | $1207071.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS INC                    | Host Hotels & Resorts Inc                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     33590 | NS      | $539119.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                         | Arconic Inc                                  | CUSIP: 000000000<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     17297 | NS      | $681674.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                 | Becton Dickinson and Co                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     13398 | NS      | $3407111.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WR BERKLEY CORP                              | WR Berkley Corp                              | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      9603 | NS      | $696889.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                       | Berkshire Hathaway Inc                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     84639 | NS      | $26144987.10  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                              | Best Buy Co Inc                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      9413 | NS      | $755016.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABS INC                             | Bio-Rad Laboratories Inc                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      1011 | NS      | $425115.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                   | Humana Inc                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      5947 | NS      | $3045993.93   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HUNT TRANSPORT SERVICES INC               | JB Hunt Transport Services Inc               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      3891 | NS      | $678434.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                    | Huntington Bancshares Inc/OH                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     67775 | NS      | $955627.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC            | Huntington Ingalls Industries Inc            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      1875 | NS      | $432525.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORP                                    | IDEX Corp                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      3543 | NS      | $808973.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABS INC.                              | IDEXX Laboratories Inc                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      3890 | NS      | $1586964.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                      | Illinois Tool Works Inc                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     13132 | NS      | $2892979.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                 | Illumina Inc                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      7389 | NS      | $1494055.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE GENOMICS INC                          | Incyte Corp                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      8674 | NS      | $696695.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                           | Gardner Denver Holdings Inc                  | CUSIP: 000000000<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     19022 | NS      | $993899.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                   | Intel Corp                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    193873 | NS      | $5124063.39   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                | Intercontinental Exchange Inc                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     26239 | NS      | $2691859.01   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP         | International Business Machines Corp         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     42473 | NS      | $5984020.97   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC       | International Flavors & Fragrances Inc       | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     11977 | NS      | $1255668.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL PAPER CO                                | International Paper Co                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     16708 | NS      | $578598.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GRP OF CO INC                    | Interpublic Group of Cos Inc/The             | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     18252 | NS      | $607974.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                  | Intuit Inc                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     13241 | NS      | $5153662.02   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SRGCAL                             | Intuitive Surgical Inc                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     16601 | NS      | $4405075.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                         | Invitation Homes Inc                         | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27286 | NS      | $808757.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                           | IQVIA Holdings Inc                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      8725 | NS      | $1787665.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                            | Iron Mountain Inc                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     13657 | NS      | $680801.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    137792 | NS      | $18477907.20  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC                         | Jacobs Solutions Inc                         | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5994 | NS      | $719699.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                            | Johnson & Johnson                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    122820 | NS      | $21696153.00  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                         | Juniper Networks Inc                         | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     15247 | NS      | $487294.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                     | KLA Corp                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      6657 | NS      | $2509888.71   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG COMPANY                              | Kellogg Co                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     12024 | NS      | $856589.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                         | Keurig Dr Pepper Inc                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     39918 | NS      | $1423475.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                      | KeyCorp                                      | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     43828 | NS      | $763483.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                    | Keysight Technologies Inc                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      8399 | NS      | $1436816.93   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                   | Kimberly-Clark Corp                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     15854 | NS      | $2152180.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP                            | Kimco Realty Corp                            | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     29053 | NS      | $615342.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                            | Kinder Morgan Inc                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     92920 | NS      | $1679993.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO                               | Kraft Heinz Co/The                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     37403 | NS      | $1522676.13   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                    | Kroger Co/The                                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     30600 | NS      | $1364148.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                                     | LKQ Corp                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     11923 | NS      | $636807.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                    | L3Harris Technologies Inc                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      8944 | NS      | $1862230.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORP OF AMER HLDGS                | Laboratory Corp of America Holdings          | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      4162 | NS      | $980067.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RSRCH CORP                               | Lam Research Corp                            | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      6407 | NS      | $2692862.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                     | Lamb Weston Holdings Inc                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      6757 | NS      | $603805.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS                              | Las Vegas Sands Corp                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     15436 | NS      | $742008.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESTEE LAUDER COMPANIES INC. (THE)            | Estee Lauder Cos Inc/The                     | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     10864 | NS      | $2695467.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS INC                          | Leidos Holdings Inc                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      6421 | NS      | $675424.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                                  | Lennar Corp                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     11968 | NS      | $1083104.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                        | Eli Lilly & Co                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     37048 | NS      | $13553640.32  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                 | Lincoln National Corp                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      7234 | NS      | $222228.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                | Live Nation Entertainment Inc                | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      6710 | NS      | $467955.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                  | Lockheed Martin Corp                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     10957 | NS      | $5330470.93   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORPORATION                            | Loews Corp                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      9257 | NS      | $539960.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COMPANIES INC                          | Lowe's Cos Inc                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     29158 | NS      | $5809439.92   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                       | Lumen Technologies Inc                       | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     44713 | NS      | $233401.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BK CORP                                  | M&T Bank Corp                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      8109 | NS      | $1176291.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                    | MGM Resorts International                    | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     14973 | NS      | $502044.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                     | MSCI Inc                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      3756 | NS      | $1747178.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP                            | Marathon Oil Corp                            | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     29833 | NS      | $807579.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                      | Marathon Petroleum Corp                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     22016 | NS      | $2562442.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC                     | MarketAxess Holdings Inc                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      1768 | NS      | $493077.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC               | Marsh & McLennan Cos Inc                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     23301 | NS      | $3855849.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                   | Marriott International Inc/MD                | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     12639 | NS      | $1881820.71   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                | Martin Marietta Materials Inc                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      2917 | NS      | $985858.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORPORATION                            | Masco Corp                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     10595 | NS      | $494468.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                               | Mastercard Inc                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     39878 | NS      | $13866776.94  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                   | Biogen Inc                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      6765 | NS      | $1873363.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNE CORP                                  | Bio-Techne Corp                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      7374 | NS      | $611157.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                | BlackRock Inc                                | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      7056 | NS      | $5000093.28   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     26317 | NS      | $5013125.33   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                         | Booking Holdings Inc                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1822 | NS      | $3671840.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                               | BorgWarner Inc                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     11000 | NS      | $442750.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES INC                        | Boston Properties Inc                        | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      6701 | NS      | $452853.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                       | Boston Scientific Corp                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     67285 | NS      | $3113276.95   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                      | Bristol-Myers Squibb Co                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     99880 | NS      | $7186366.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS INC           | Broadridge Financial Solutions Inc           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      5527 | NS      | $741336.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     19026 | NS      | $10638007.38  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                            | Brown & Brown Inc                            | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     11043 | NS      | $629119.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                     | Brown-Forman Corp                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      8590 | NS      | $564191.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                      | Cboe Global Markets Inc                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      4983 | NS      | $625217.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                               | CBRE Group Inc                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     14842 | NS      | $1142240.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORP                                     | CDW Corp/DE                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      6360 | NS      | $1135768.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                   | CF Industries Holdings Inc                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      9216 | NS      | $785203.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                    | CH Robinson Worldwide Inc                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      5530 | NS      | $506326.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                   | Cigna Corp                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     14363 | NS      | $4759036.42   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                | CME Group Inc                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     16899 | NS      | $2841735.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                              | CMS Energy Corp                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     13635 | NS      | $863504.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                     | CSX Corp                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     98764 | NS      | $3059708.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                              | CVS Health Corp                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     61726 | NS      | $5752245.94   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                           | Cabot Oil & Gas Corp                         | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     37040 | NS      | $910072.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYST INC                      | Cadence Design Systems Inc                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     12886 | NS      | $2070007.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC (DELAWARE)         | Caesars Entertainment Inc                    | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     10080 | NS      | $419328.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                        | Camden Property Trust                        | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      5004 | NS      | $559847.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP COMPANY                        | Campbell Soup Co                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      9435 | NS      | $535436.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FIN CORP                         | Capital One Financial Corp                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     17931 | NS      | $1666865.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                          | Cardinal Health Inc                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     12314 | NS      | $946577.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC.                                  | CarMax Inc                                   | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7423 | NS      | $451986.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                | Carnival Corp                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     47044 | NS      | $379174.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                          | Carrier Global Corp                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     39285 | NS      | $1620506.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT INC                                 | Catalent Inc                                 | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8454 | NS      | $380514.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                              | Caterpillar Inc                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     24447 | NS      | $5856523.32   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP                                | Celanese Corp                                | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      4686 | NS      | $479096.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                 | Centene Corp                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     26601 | NS      | $2181548.01   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                       | CenterPoint Energy Inc                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     29574 | NS      | $886924.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                     | Ceridian HCM Holding Inc                     | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      7215 | NS      | $462842.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC | Charles River Laboratories International Inc | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      2390 | NS      | $520781.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMER CHARTER COMMUNICATIONS PARENT INC     | Charter Communications Inc                   | CUSIP: 16119P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5046 | NS      | $1711098.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                 | Chevron Corp                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83569 | NS      | $14999799.81  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                   | Chipotle Mexican Grill Inc                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1302 | NS      | $1806511.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO INC                       | Church & Dwight Co Inc                       | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     11456 | NS      | $923468.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                    | Cincinnati Financial Corp                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      7384 | NS      | $756047.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                            | Cisco Systems Inc                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    192885 | NS      | $9189041.40   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                                  | Cintas Corp                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4055 | NS      | $1831319.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     90987 | NS      | $4115342.01   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                 | Citizens Financial Group Inc                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     23136 | NS      | $910864.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX COMPANY (THE)                         | Clorox Co/The                                | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      5796 | NS      | $813352.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO                                 | Coca-Cola Co/The                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    182836 | NS      | $11630197.96  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp          | Cognizant Technology Solutions Corp          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     24142 | NS      | $1380680.98   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                         | Colgate-Palmolive Co                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     39236 | NS      | $3091404.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                | COLUMBIA SHORT TERM CASH FUND                | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  15174660 | NS      | $15170108.04  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                          | Comcast Corp                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    202655 | NS      | $7086845.35   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INCORPORATED                        | Comerica Inc                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      6152 | NS      | $411261.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                           | Conagra Brands Inc                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     22514 | NS      | $871291.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                               | ConocoPhillips                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     58536 | NS      | $6907248.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                      | Consolidated Edison Inc                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     16670 | NS      | $1588817.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                     | Constellation Brands Inc                     | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      7626 | NS      | $1767325.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                    | Constellation Energy Corp                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     15362 | NS      | $1324357.99   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COMPANIES INC                         | Cooper Cos Inc/The                           | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      2318 | NS      | $766493.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC.                                  | Copart Inc                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     20131 | NS      | $1225776.59   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                                  | Corning Inc                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     35760 | NS      | $1142174.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                  | Corteva Inc                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     33564 | NS      | $1972891.91   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                        | Costco Wholesale Corp                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     20792 | NS      | $9491548.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GRP INC                               | CoStar Group Inc                             | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19105 | NS      | $1476434.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                             | Crown Castle Inc                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     20343 | NS      | $2759324.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                  | Cummins Inc                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      6625 | NS      | $1605171.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC                                    | Xylem Inc/NY                                 | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      8466 | NS      | $936085.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC.                             | Yum! Brands Inc                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     13233 | NS      | $1694882.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                      | Zebra Technologies Corp                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      2425 | NS      | $621794.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                   | Zimmer Biomet Holdings Inc                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      9858 | NS      | $1256895.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                             | Zions Bancorp NA                             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      7029 | NS      | $345545.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                   | Zoetis Inc                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     21894 | NS      | $3208565.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                     | S&P500 EMINI MAR 23                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |        84 | NC      | $-538198.32   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                 | Allegion plc                                 | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      4127 | NS      | $434408.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                    | Amcor PLC                                    | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     69949 | NS      | $833092.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                      | Aon PLC                                      | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      9717 | NS      | $2916460.38   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GRP LTD                         | Arch Capital Group Ltd                       | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     17375 | NS      | $1090802.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                | Accenture PLC                                | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     29599 | NS      | $7898197.16   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION PLC                        | Eaton Corp PLC                               | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     18683 | NS      | $2932296.85   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GRP, LTD.                         | Everest Re Group Ltd                         | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      1840 | NS      | $609536.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                  | Invesco Ltd                                  | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     21365 | NS      | $384356.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC           | Johnson Controls International plc           | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     32353 | NS      | $2070592.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                    | Linde PLC                                    | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     23224 | NS      | $7575204.32   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                | Medtronic PLC                                | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     62439 | NS      | $4852759.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                    | Aptiv PLC                                    | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     12728 | NS      | $1185358.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HOLDINGS LTD           | Norwegian Cruise Line Holdings Ltd           | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     19796 | NS      | $242303.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY PLC                       | Seagate Technology Holdings PLC              | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      9020 | NS      | $474542.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                  | Pentair PLC                                  | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      7728 | NS      | $347605.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                   | STERIS PLC                                   | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4689 | NS      | $866011.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| D R HORTON INC                               | DR Horton Inc                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     14704 | NS      | $1310714.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                           | DTE Energy Co                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      9101 | NS      | $1069640.53   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                            | DXC Technology Co                            | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     10808 | NS      | $286412.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                          | Danaher Corp                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     30778 | NS      | $8169096.76   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                       | Darden Restaurants Inc                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      5749 | NS      | $795259.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                   | DaVita Inc                                   | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      2582 | NS      | $192797.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & CO                                   | Deere & Co                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     12902 | NS      | $5531861.52   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                          | Delta Air Lines Inc                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     30121 | NS      | $989776.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                          | DENTSPLY SIRONA Inc                          | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     10096 | NS      | $321456.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                     | Devon Energy Corp                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     30709 | NS      | $1888910.59   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM                                       | DexCom Inc                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     18145 | NS      | $2054739.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                       | Diamondback Energy Inc                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      8268 | NS      | $1130897.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY                               | Digital Realty Trust Inc                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     13507 | NS      | $1354346.89   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                               | Walt Disney Co/The                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     85641 | NS      | $7440490.08   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                  | Discover Financial Services                  | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     12835 | NS      | $1255648.05   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                            | DISH Network Corp                            | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     11808 | NS      | $165784.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORP                          | Dollar General Corp                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     10597 | NS      | $2609511.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                              | Dollar Tree Inc                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      9889 | NS      | $1398700.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                          | Dominion Energy Inc                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     39144 | NS      | $2400310.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                            | Domino's Pizza Inc                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      1663 | NS      | $576063.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                   | Dover Corp                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      6593 | NS      | $892758.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                                      | Dow Inc                                      | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     33060 | NS      | $1665893.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                             | Duke Energy Corp                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     36175 | NS      | $3725663.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                        | DowDuPont Inc                                | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     23337 | NS      | $1601618.31   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                            | EOG Resources Inc                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     27594 | NS      | $3573974.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                     | EQT Corp                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     17243 | NS      | $583330.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                     | Eastman Chemical Co                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      5637 | NS      | $459077.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                     | eBay Inc                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     25492 | NS      | $1057153.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                   | Ecolab Inc                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     11641 | NS      | $1694463.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTL                                  | Edison International                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     17939 | NS      | $1141279.18   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                    | Edwards Lifesciences Corp                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     29044 | NS      | $2166972.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                          | Electronic Arts Inc                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     12321 | NS      | $1505379.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                          | Emerson Electric Co                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     27777 | NS      | $2668258.62   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY INC                           | Enphase Energy Inc                           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      6385 | NS      | $1691769.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                 | Entergy Corp                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      9559 | NS      | $1075387.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS INC                             | EPAM Systems Inc                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      2702 | NS      | $885553.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                  | Equifax Inc                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      5752 | NS      | $1117958.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                  | Equinix Inc                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      4347 | NS      | $2847415.41   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                           | Equity Residential                           | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     15978 | NS      | $942702.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                     | Essex Property Trust Inc                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      3042 | NS      | $644660.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                     | Etsy Inc                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      5904 | NS      | $707181.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                   | Evergy Inc                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     10783 | NS      | $678574.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                            | Eversource Energy                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     16362 | NS      | $1371790.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                           | Exelon Corp                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     46683 | NS      | $2018106.09   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                            | Expedia Group Inc                            | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      7073 | NS      | $619594.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTL OF WASHINGTON INC            | Expeditors International of Washington Inc   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      7476 | NS      | $776905.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                    | ONEOK Inc                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     20996 | NS      | $1379437.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                           | Oracle Corp                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     72194 | NS      | $5901137.56   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO                                 | Organon & Co                                 | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     11949 | NS      | $333735.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                          | Otis Worldwide Corp                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     19570 | NS      | $1532526.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                    | PG&E Corp                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     75634 | NS      | $1229808.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)       | PNC Financial Services Group Inc/The         | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     18947 | NS      | $2992489.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                           | PPG Industries Inc                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     11041 | NS      | $1388295.34   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORP                                     | PPL Corp                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     34590 | NS      | $1010719.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC                                      | PTC Inc                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      4966 | NS      | $596118.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                   | PACCAR Inc                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     16337 | NS      | $1616872.89   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA                    | Packaging Corp of America                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      4347 | NS      | $556024.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORPORATION                  | Parker-Hannifin Corp                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      6032 | NS      | $1755312.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                  | Paychex Inc                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     15068 | NS      | $1741258.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOM SOFTWARE INC                          | Paycom Software Inc                          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      2283 | NS      | $708437.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                          | PayPal Holdings Inc                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     53555 | NS      | $3814187.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                  | PepsiCo Inc                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     64720 | NS      | $11692315.20  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PERKINELMER INC                              | PerkinElmer Inc                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      5930 | NS      | $831504.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                   | Pfizer Inc                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    263695 | NS      | $13511731.80  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC              | Philip Morris International Inc              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     72823 | NS      | $7370415.83   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                  | Phillips 66                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     22203 | NS      | $2310888.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION            | Pinnacle West Capital Corp                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      5315 | NS      | $404152.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NAT RES CO                           | Pioneer Natural Resources Co                 | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     11162 | NS      | $2549289.18   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                    | Pool Corp                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      1834 | NS      | $554473.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T ROWE PRICE GROUP INC                       | T Rowe Price Group Inc                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     10498 | NS      | $1144911.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                | Principal Financial Group Inc                | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     10690 | NS      | $897104.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                          | Procter & Gamble Co/The                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    111321 | NS      | $16871810.76  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP                             | Progressive Corp/The                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     27485 | NS      | $3565079.35   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                 | Prologis Inc                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     43363 | NS      | $4888310.99   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                     | Prudential Financial Inc                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     17287 | NS      | $1719365.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED | Public Service Enterprise Group Inc          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     23439 | NS      | $1436107.53   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Sto                                   | Public Storage                               | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      7426 | NS      | $2080690.94   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTE GROUP INC                              | PulteGroup Inc                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10702 | NS      | $487262.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO INC                                    | Qorvo Inc                                    | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      4763 | NS      | $431718.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                 | QUALCOMM Inc                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     52661 | NS      | $5789550.34   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERV INC.                             | Quanta Services Inc                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      6713 | NS      | $956602.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                        | Quest Diagnostics Inc                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      5350 | NS      | $836954.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                            | Ralph Lauren Corp                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      1930 | NS      | $203943.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                 | Raymond James Financial Inc                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      9094 | NS      | $971693.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION            | Raytheon Technologies Corp                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     69059 | NS      | $6969434.28   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                           | Realty Income Corp                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     29462 | NS      | $1868774.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP                         | Regency Centers Corp                         | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      7235 | NS      | $452187.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC.               | Regeneron Pharmaceuticals Inc                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      5030 | NS      | $3629094.70   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                | Regions Financial Corp                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     43897 | NS      | $946419.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                        | Republic Services Inc                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      9649 | NS      | $1244624.51   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC                                   | ResMed Inc                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      6881 | NS      | $1432142.53   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                | Robert Half International Inc                | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      5097 | NS      | $376311.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC                      | Rockwell Automation Inc                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      5395 | NS      | $1389590.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC.                                 | Rollins Inc                                  | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     10873 | NS      | $397299.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                       | Roper Technologies Inc                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      4982 | NS      | $2152672.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                              | Ross Stores Inc                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     16304 | NS      | $1892405.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                               | S&P Global Inc                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     15643 | NS      | $5239466.42   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                      | SBA Communications Corp                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      5072 | NS      | $1421732.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP                          | SVB Financial Group                          | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      2777 | NS      | $639098.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                               | salesforce.com Inc                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     46977 | NS      | $6228680.43   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN INC.                            | Henry Schein Inc                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      6368 | NS      | $508612.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER NV                              | Schlumberger NV                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     66613 | NS      | $3561130.98   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                          | Charles Schwab Corp/The                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     71654 | NS      | $5965912.04   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                       | Sealed Air Corp                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      6796 | NS      | $338984.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                | Sempra Energy                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     14766 | NS      | $2281937.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                               | ServiceNow Inc                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      9489 | NS      | $3684294.03   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS COMPANY (THE)               | Sherwin-Williams Co/The                      | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     11078 | NS      | $2629141.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BANK                               | Signature Bank/New York NY                   | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      2956 | NS      | $340590.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROP GRP INC                           | Simon Property Group Inc                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     15359 | NS      | $1804375.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC.                      | Skyworks Solutions Inc                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      7537 | NS      | $686846.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| A O SMITH CORP                               | AO Smith Corp                                | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      5960 | NS      | $341150.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO                                | J M Smucker Co/The                           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      5006 | NS      | $793250.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INC                                  | Snap-on Inc                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      2497 | NS      | $570539.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES INC                   | SolarEdge Technologies Inc                   | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      2626 | NS      | $743867.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                       | Southern Co/The                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     51142 | NS      | $3652050.22   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                       | Trane Technologies PLC                       | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     10819 | NS      | $1818565.71   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                     | Willis Towers Watson PLC                     | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      5085 | NS      | $1243689.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                    | Chubb Ltd                                    | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     19498 | NS      | $4301258.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GARMIN LTD                                   | Garmin Ltd                                   | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      7203 | NS      | $664764.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY LTD                          | TE Connectivity Ltd                          | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     14942 | NS      | $1715341.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDUSTRIES NV                 | LyondellBasell Industries NV                 | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     11931 | NS      | $990630.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                        | NXP Semiconductors NV                        | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     12173 | NS      | $1923699.19   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                  | Royal Caribbean Cruises Ltd                  | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |     10309 | NS      | $509573.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                      | Extra Space Storage Inc                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6291 | NS      | $925909.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                             | Exxon Mobil Corp                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    193464 | NS      | $21339079.20  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                     | FMC Corp                                     | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      5917 | NS      | $738441.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                           | Meta Platforms Inc                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    105635 | NS      | $12712115.90  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                 | FactSet Research Systems Inc                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      1790 | NS      | $718165.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL CO                                  | Fastenal Co                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     26906 | NS      | $1273191.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL RLTY INVEST TR                       | FEDERAL REALTY INVESTMENT TRUST              | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |      3433 | NS      | $346870.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                   | FedEx Corp                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     11246 | NS      | $1947807.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                       | F5 Inc                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      2812 | NS      | $403550.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SE             | Fidelity National Information Services Inc   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     27875 | NS      | $1891318.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                          | Fifth Third Bancorp                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     32245 | NS      | $1057958.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                          | First Republic Bank/CA                       | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      8593 | NS      | $1047400.77   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR                                  | First Solar Inc                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      4657 | NS      | $697572.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                   | Fiserv Inc                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     29831 | NS      | $3015019.17   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                             | FirstEnergy Corp                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     25517 | NS      | $1070182.85   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                    | FleetCor Technologies Inc                    | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      3465 | NS      | $636451.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                           | Ford Motor Co                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    185541 | NS      | $2157841.83   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                                 | Fortinet Inc                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     30461 | NS      | $1489238.29   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                                 | Fortive Corp                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     16621 | NS      | $1067899.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                     | Fox Corp                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     14209 | NS      | $431527.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                     | Fox Corp                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      6545 | NS      | $186205.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES INC                       | Franklin Resources Inc                       | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     13344 | NS      | $352014.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                         | Freeport-McMoRan Inc                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     67145 | NS      | $2551510.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                      | Arthur J Gallagher & Co                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      9905 | NS      | $1867488.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                                  | Gartner Inc                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      3712 | NS      | $1247751.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC                         | Generac Holdings Inc                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      2976 | NS      | $299564.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                        | General Dynamics Corp                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     10576 | NS      | $2624011.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                          | General Electric Co                          | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     51330 | NS      | $4300940.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                            | General Mills Inc                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     27882 | NS      | $2337905.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                            | General Motors Co                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     66740 | NS      | $2245133.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO                             | Genuine Parts Co                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      6622 | NS      | $1148983.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                          | Gilead Sciences Inc                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     58920 | NS      | $5058282.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                         | Global Payments Inc                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     12703 | NS      | $1261661.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                               | Globe Life Inc                               | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      4250 | NS      | $512337.50    | 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        |     15908 | NS      | $5462489.04   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WW GRAINGER INC                              | WW Grainger Inc                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      2113 | NS      | $1175356.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                           | HCA Healthcare Inc                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      9961 | NS      | $2390241.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP INC                              | Match Group Inc                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     13121 | NS      | $544390.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & COMPANY INCORPORATED             | McCormick & Co Inc/MD                        | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     11772 | NS      | $975781.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                       | HP Inc                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     41585 | NS      | $1117388.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                          | Halliburton Co                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     42657 | NS      | $1678552.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                               | McDonald's Corp                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     34407 | NS      | $9067276.71   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                                | McKesson Corp                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      6661 | NS      | $2498674.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINANCIAL SERVICES GROUP INC        | Hartford Financial Services Group Inc/The    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     14943 | NS      | $1133127.69   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                   | Hasbro Inc                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      6099 | NS      | $372099.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                               | Merck & Co Inc                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    119104 | NS      | $13214588.80  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                  | MetLife Inc                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     30961 | NS      | $2240647.57   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                    | Healthpeak Properties Inc                    | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     25252 | NS      | $633067.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                  | Jack Henry & Associates Inc                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      3427 | NS      | $601644.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTL INC                      | Mettler-Toledo International Inc             | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      1047 | NS      | $1513386.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                               | Microsoft Corp                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    350186 | NS      | $83981606.52  | 5.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY COMPANY THE                          | Hershey Co/The                               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      6904 | NS      | $1598759.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORPORATION                             | Hess Corp                                    | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     13035 | NS      | $1848623.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECH INC                           | Microchip Technology Inc                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     25838 | NS      | $1815119.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                        | Micron Technology Inc                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     51072 | NS      | $2552578.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                | Hewlett Packard Enterprise Co                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     60445 | NS      | $964702.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIE             | Mid-America Apartment Communities Inc        | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      5425 | NS      | $851670.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA INC                                  | Moderna Inc                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     15521 | NS      | $2787882.02   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK IND INC                               | Mohawk Industries Inc                        | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      2477 | NS      | $253198.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                        | Molina Healthcare Inc                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      2743 | NS      | $905793.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                     | Molson Coors Beverage Co                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      8832 | NS      | $455024.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                   | Mondelez International Inc                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     64152 | NS      | $4275730.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER                             | Monolithic Power Systems Inc                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      2095 | NS      | $740812.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP                        | Monster Beverage Corp                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     17892 | NS      | $1816574.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODYS CORP                                  | Moody's Corp                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      7401 | NS      | $2062066.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     61929 | NS      | $5265203.58   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO/THE                                | Mosaic Co/The                                | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     15995 | NS      | $701700.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                       | Motorola Solutions Inc                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      7855 | NS      | $2024312.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                               | NRG Energy Inc                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     10823 | NS      | $344387.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                      | NVR Inc                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       141 | NS      | $650373.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                   | Nasdaq Inc                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     15924 | NS      | $976937.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                   | NetApp Inc                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     10211 | NS      | $613272.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                  | Netflix Inc                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     20906 | NS      | $6164761.28   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                            | Newell Brands Inc                            | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     17681 | NS      | $231267.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                          | Newmont Corp                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     37287 | NS      | $1759946.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                    | News Corp                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     17962 | NS      | $326908.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                    | News Corp                                    | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      5538 | NS      | $102120.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                           | NextEra Energy Inc                           | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93350 | NS      | $7804060.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                     | NIKE Inc                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     59176 | NS      | $6924183.76   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC.                                | NiSource Inc                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     19079 | NS      | $523146.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORP                                 | Nordson Corp                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      2526 | NS      | $600480.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                 | Norfolk Southern Corp                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     10876 | NS      | $2680063.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORPORATION                   | Northern Trust Corp                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      9791 | NS      | $866405.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                        | Northrop Grumman Corp                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      6796 | NS      | $3707965.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                              | NortonLifeLock Inc                           | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     27233 | NS      | $583603.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                   | Nucor Corp                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     12052 | NS      | $1588574.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                  | NVIDIA Corp                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    116972 | NS      | $17094288.08  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                      | O'Reilly Automotive Inc                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      2940 | NS      | $2481448.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION             | Occidental Petroleum Corp                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     34158 | NS      | $2151612.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE INC                | Old Dominion Freight Line Inc                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      4256 | NS      | $1207767.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                            | Omnicom Group Inc                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      9579 | NS      | $781359.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                        | ON Semiconductor Corp                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     20314 | NS      | $1266984.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                             | Paramount Global                             | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     23725 | NS      | $400478.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                  | Viatris Inc                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     56968 | NS      | $634053.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                          | VICI Properties Inc                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     45243 | NS      | $1465873.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                     | Visa Inc                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     76807 | NS      | $15957422.32  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                         | Vornado Realty Trust                         | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7568 | NS      | $157490.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS COMPANY                     | Vulcan Materials Co                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      6244 | NS      | $1093386.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                         | WEC Energy Group Inc                         | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     14818 | NS      | $1389335.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WABTEC CORP                                  | Westinghouse Air Brake Technologies Corp     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      8544 | NS      | $852776.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                  | Walmart Inc                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     66303 | NS      | $9401102.37   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                 | Walgreens Boots Alliance Inc                 | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     33720 | NS      | $1259779.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                    | Warner Bros Discovery Inc                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    103811 | NS      | $984128.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                         | Waste Management Inc                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     17547 | NS      | $2752773.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORP                                  | Waters Corp                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      2791 | NS      | $956140.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    179004 | NS      | $7391075.16   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                | Welltower Inc                                | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     22197 | NS      | $1455013.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERV INC                 | West Pharmaceutical Services Inc             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      3478 | NS      | $818547.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                         | Western Digital Corp                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     14922 | NS      | $470789.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK CO                                  | Westrock Co                                  | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     11946 | NS      | $420021.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER COMPANY                         | Weyerhaeuser Co                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     34571 | NS      | $1071701.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                               | Whirlpool Corp                               | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      2559 | NS      | $361996.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                       | Williams Cos Inc/The                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     57218 | NS      | $1882472.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS LTD                             | Wynn Resorts Ltd                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      4844 | NS      | $399484.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                              | Xcel Energy Inc                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     25708 | NS      | $1802387.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer