# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016951
**Filing Date:** 2023-1
**Character Count:** 181417
**Document Hash:** 9c68854cc038aa42bcd9176013d50c36
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016951.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016951

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 23564337

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SIIT Dynamic Asset Allocation Fund (Series ID: S000027147)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000081914 | SIIT Dynamic Asset Allocation Fund - Class A | SDLAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL INVESTMENTS TRUST

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT DYNAMIC ASSET ALLOCATION FUND

- **b. EDGAR series identifier (if any):** S000027147

- **c. LEI of Series:** 5EYZPF5M7ZWEHP76FT71

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1910367271.07

**Total Liabilities:** $119141388.40

**Net Assets:** $1791225882.67

**Amount of Assets Invested in Other Investment Companies:** $149234289.29

**Cash Not Reported:** $9551931.84

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000081914 | 5.35%                | 8.09%                | -9.34%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2471.44                 | $81537693.45                               |
| Month 2  | $15947438.32             | $97000910.16                               |
| Month 3  | $2195600.96              | $-151527782.89                             |

**Designated Index Information**

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

- **Index Identifier:** SNP500

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MONOLITHIC POWER SYSTEMS, INC.                     | MONOLITHIC POWER SYSTEMS INC COMMON STOCK                            | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               |  | US        |      2100 | NS      | $802116.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC.                              | INVITATION HOMES INC REIT                                            | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               |  | US        |     26800 | NS      | $874484.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY                     | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                               | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               |  | US        |     26100 | NS      | $2544750.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ALLSTATE CORPORATION                           | ALLSTATE CORP COMMON STOCK                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               |  | US        |     12700 | NS      | $1700530.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP COMPANY                              | CAMPBELL SOUP CO COMMON STOCK                                        | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               |  | US        |      9700 | NS      | $520599.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC.                                        | ZOETIS INC COMMON STOCK                                              | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               |  | US        |     21767 | NS      | $3355165.38   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES COMPANY                               | BAKER HUGHES CO COMMON STOCK                                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               |  | US        |     44200 | NS      | $1282684.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                             | GENERAL MOTORS CO COMMON STOCK                                       | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               |  | US        |     68500 | NS      | $2778360.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                               | M & T BANK CORP COMMON STOCK                                         | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               |  | US        |      8234 | NS      | $1399944.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORPORATION OF AMERICA HOLDINGS         | LABORATORY CRP OF AMER HLDGS COMMON STOCK                            | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               |  | US        |      4154 | NS      | $999867.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                       | LINDE PLC COMMON STOCK                                               | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               |  | US        |     23253 | NS      | $7824169.44   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                       | EVERGY INC COMMON STOCK                                              | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               |  | US        |     10999 | NS      | $651250.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                           | BROWN-FORMAN CORP-CLASS B COMMON STOCK                               | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               |  | US        |      8725 | NS      | $637099.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                                | HERSHEY CO/THE COMMON STOCK                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |      6800 | NS      | $1599156.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                         | APPLE INC COMMON STOCK                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               |  | US        |    705131 | NS      | $104380541.93 | 5.83%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP, INC.                                   | CBRE GROUP INC - A COMMON STOCK                                      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               |  | US        |     15100 | NS      | $1201960.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                                 | IQVIA HOLDINGS INC COMMON STOCK                                      | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               |  | US        |      8800 | NS      | $1918576.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON, INC        | EXPEDITORS INTL WASH INC COMMON STOCK                                | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               |  | US        |      7600 | NS      | $882056.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                | ENTERGY CORP COMMON STOCK                                            | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               |  | US        |      9500 | NS      | $1104565.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                             | CVS HEALTH CORP COMMON STOCK                                         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |     61243 | NS      | $6239436.84   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS, INC.                            | DUPONT DE NEMOURS INC COMMON STOCK                                   | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               |  | US        |     23540 | NS      | $1659805.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HOLDINGS LTD.                | NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK                            | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               |  | US        |     19200 | NS      | $315648.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                                 | AMEREN CORPORATION COMMON STOCK                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               |  | US        |     12100 | NS      | $1080772.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                       | WILLIAMS COS INC COMMON STOCK                                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               |  | US        |     57300 | NS      | $1988310.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                           | EASTMAN CHEMICAL CO COMMON STOCK                                     | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               |  | US        |      5700 | NS      | $493734.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC, INC.                                      | HOLOGIC INC COMMON STOCK                                             | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               |  | US        |     11700 | NS      | $891072.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PERKINELMER, INC.                                  | PERKINELMER INC COMMON STOCK                                         | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               |  | US        |      5900 | NS      | $824407.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger N.V.                                  | SCHLUMBERGER LTD COMMON STOCK                                        | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               |  | US        |     65837 | NS      | $3393897.35   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.              | AMERICAN ELECTRIC POWER COMMON STOCK                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               |  | US        |     24100 | NS      | $2332880.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV, INC.                                       | FISERV INC COMMON STOCK                                              | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               |  | US        |     29800 | NS      | $3109928.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                | CHEVRON CORP COMMON STOCK                                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |     83982 | NS      | $15394740.42  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORPORATION                                   | NEWS CORP - CLASS A COMMON STOCK                                     | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               |  | US        |     18900 | NS      | $361935.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                         | KIMBERLY-CLARK CORP COMMON STOCK                                     | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |     15900 | NS      | $2156517.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                       | NASDAQ INC COMMON STOCK                                              | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               |  | US        |     15900 | NS      | $1088514.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                       | GENERAL DYNAMICS CORP COMMON STOCK                                   | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               |  | US        |     10500 | NS      | $2650095.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORPORATION                                   | POOL CORP COMMON STOCK                                               | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               |  | US        |      1900 | NS      | $625879.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.           | INTERPUBLIC GROUP OF COS INC COMMON STOCK                            | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               |  | US        |     18000 | NS      | $618480.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                      | MOLSON COORS BEVERAGE CO - B COMMON STOCK                            | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |      8800 | NS      | $484968.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOM SOFTWARE, INC.                              | PAYCOM SOFTWARE INC COMMON STOCK                                     | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               |  | US        |      2300 | NS      | $779930.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                              | DOMINION ENERGY INC COMMON STOCK                                     | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               |  | US        |     38732 | NS      | $2366912.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                        | CAESARS ENTERTAINMENT INC COMMON STOCK                               | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               |  | US        |     10000 | NS      | $508100.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES, INC.                       | SOLAREDGE TECHNOLOGIES INC COMMON STOCK                              | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               |  | US        |      2600 | NS      | $777036.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. GRAINGER, INC.                                | WW GRAINGER INC COMMON STOCK                                         | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               |  | US        |      2000 | NS      | $1206120.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                               | META PLATFORMS INC COMMON STOCK                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |    106400 | NS      | $12565840.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                       | PROCTER & GAMBLE CO/THE COMMON STOCK                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |    111514 | NS      | $16633428.24  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                       | CARMAX INC COMMON STOCK                                              | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               |  | US        |      7300 | NS      | $506328.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. HORTON, INC.                                  | DR HORTON INC COMMON STOCK                                           | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               |  | US        |     14800 | NS      | $1272800.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                         | AMERICAN TOWER CORP REIT                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     21647 | NS      | $4789398.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                                | STRYKER CORP COMMON STOCK                                            | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               |  | US        |     15800 | NS      | $3695462.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                   | CINCINNATI FINANCIAL CORP COMMON STOCK                               | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               |  | US        |      7300 | NS      | $810008.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                    | ESTEE LAUDER COMPANIES-CL A COMMON STOCK                             | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               |  | US        |     10900 | NS      | $2570111.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, INC.                                         | ETSY INC COMMON STOCK                                                | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               |  | US        |      5900 | NS      | $779331.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, INC.                                         | NIKE INC -CL B COMMON STOCK                                          | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               |  | US        |     58900 | NS      | $6460741.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                 | JOHNSON CONTROLS INTERNATION COMMON STOCK                            | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               |  | US        |     32403 | NS      | $2152855.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION, INC.                          | ROCKWELL AUTOMATION INC COMMON STOCK                                 | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               |  | US        |      5400 | NS      | $1426788.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORPORATION                                  | FEDEX CORP COMMON STOCK                                              | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               |  | US        |     11249 | NS      | $2049792.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORPORATION                                   | BALL CORP COMMON STOCK                                               | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               |  | US        |     14700 | NS      | $824376.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY, INC.                 | AMERICAN WATER WORKS CO INC COMMON STOCK                             | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               |  | US        |      8500 | NS      | $1289960.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                  | EVERSOURCE ENERGY COMMON STOCK                                       | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               |  | US        |     16100 | NS      | $1334046.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                  | PIONEER NATURAL RESOURCES CO COMMON STOCK                            | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               |  | US        |     11200 | NS      | $2643088.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                              | GENUINE PARTS CO COMMON STOCK                                        | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               |  | US        |      6651 | NS      | $1219327.83   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                     | PUBLIC STORAGE REIT                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |      7300 | NS      | $2175108.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORPORATION                       | MONSTER BEVERAGE CORP COMMON STOCK                                   | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               |  | US        |     17920 | NS      | $1843251.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT, INC.                                     | ASSURANT INC COMMON STOCK                                            | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               |  | US        |      2500 | NS      | $320550.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE, INC.                                  | DOLLAR TREE INC COMMON STOCK                                         | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               |  | US        |      9884 | NS      | $1485466.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                          | UNION PACIFIC CORP COMMON STOCK                                      | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               |  | US        |     29100 | NS      | $6327213.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS, INC.                            | BATH & BODY WORKS INC COMMON STOCK                                   | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               |  | US        |     11000 | NS      | $467500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                         | 3M CO COMMON STOCK                                                   | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               |  | US        |     25759 | NS      | $3244861.23   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                      | ALPHABET INC-CL A COMMON STOCK                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |    279800 | NS      | $28257002.00  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                      | AMERISOURCEBERGEN CORP COMMON STOCK                                  | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               |  | US        |      7361 | NS      | $1256449.09   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                    | INTERCONTINENTAL EXCHANGE IN COMMON STOCK                            | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               |  | US        |     26245 | NS      | $2842595.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                    | REGENERON PHARMACEUTICALS COMMON STOCK                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               |  | US        |      5000 | NS      | $3758500.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES, INC.                                  | ROSS STORES INC COMMON STOCK                                         | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               |  | US        |     16300 | NS      | $1918021.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                    | FOX CORP - CLASS B COMMON STOCK                                      | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |      6966 | NS      | $212602.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC.                                      | NISOURCE INC COMMON STOCK                                            | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               |  | US        |     19500 | NS      | $544830.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INCORPORATED                               | CORNING INC COMMON STOCK                                             | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               |  | US        |     36000 | NS      | $1228680.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                          | BAXTER INTERNATIONAL INC COMMON STOCK                                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               |  | US        |     23338 | NS      | $1319297.14   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                              | CARDINAL HEALTH INC COMMON STOCK                                     | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |     12800 | NS      | $1026176.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES, INC.                           | FRANKLIN RESOURCES INC COMMON STOCK                                  | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               |  | US        |     13800 | NS      | $369978.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                        | AVALONBAY COMMUNITIES INC REIT                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |      6600 | NS      | $1154340.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                           | GENERAL ELECTRIC CO COMMON STOCK                                     | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               |  | US        |     51099 | NS      | $4392981.03   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX, INC.                                      | NETFLIX INC COMMON STOCK                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               |  | US        |     20700 | NS      | $6324471.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS, INC.                                       | VENTAS INC REIT                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |     18700 | NS      | $870111.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY, INC.                                     | TAPESTRY INC COMMON STOCK                                            | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               |  | US        |     12200 | NS      | $460794.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                             | LOWE'S COS INC COMMON STOCK                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               |  | US        |     29769 | NS      | $6327400.95   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                 | TARGET CORP COMMON STOCK                                             | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               |  | US        |     21600 | NS      | $3608712.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC.                               | DENTSPLY SIRONA INC COMMON STOCK                                     | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               |  | US        |     10700 | NS      | $323782.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC.                                        | ECOLAB INC COMMON STOCK                                              | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               |  | US        |     11575 | NS      | $1734282.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                        | PROGRESSIVE CORP COMMON STOCK                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               |  | US        |     27200 | NS      | $3594480.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INCORPORATED                       | TRANSDIGM GROUP INC COMMON STOCK                                     | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               |  | US        |      2400 | NS      | $1508400.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                  | YUM! BRANDS INC COMMON STOCK                                         | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               |  | US        |     13400 | NS      | $1724044.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                   | SALESFORCE INC COMMON STOCK                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               |  | US        |     46400 | NS      | $7435600.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                        | WESTERN DIGITAL CORP COMMON STOCK                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               |  | US        |     15103 | NS      | $555035.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                            | KRAFT HEINZ CO/THE COMMON STOCK                                      | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |     34466 | NS      | $1356237.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INCORPORATED                              | TELEFLEX INC COMMON STOCK                                            | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               |  | US        |      2200 | NS      | $515064.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK, INC.                                     | AUTODESK INC COMMON STOCK                                            | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               |  | US        |     10200 | NS      | $2059890.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                   | PHILIP MORRIS INTERNATIONAL COMMON STOCK                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |     72300 | NS      | $7206141.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                           | SKYWORKS SOLUTIONS INC COMMON STOCK                                  | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               |  | US        |      7500 | NS      | $717150.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                         | AMGEN INC COMMON STOCK                                               | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |     24900 | NS      | $7131360.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC.                                    | GLOBE LIFE INC COMMON STOCK                                          | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               |  | US        |      4200 | NS      | $503832.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS, INC.                              | LEIDOS HOLDINGS INC COMMON STOCK                                     | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               |  | US        |      6400 | NS      | $699712.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORPORATION                           | KIMCO REALTY CORP REIT                                               | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |     29000 | NS      | $664680.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                           | AMERICAN EXPRESS CO COMMON STOCK                                     | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               |  | US        |     27900 | NS      | $4396761.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                 | ALTRIA GROUP INC COMMON STOCK                                        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |     83900 | NS      | $3908062.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION         | ZIONS BANCORP NA COMMON STOCK                                        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               |  | US        |      7000 | NS      | $362740.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES, INC.                           | TYLER TECHNOLOGIES INC COMMON STOCK                                  | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               |  | US        |      1900 | NS      | $651206.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA, INC.                                     | ILLUMINA INC COMMON STOCK                                            | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               |  | US        |      7300 | NS      | $1591984.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                    | PPL CORP COMMON STOCK                                                | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               |  | US        |     34500 | NS      | $1018440.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                       | NORFOLK SOUTHERN CORP COMMON STOCK                                   | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               |  | US        |     11000 | NS      | $2821500.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                     | LYONDELLBASELL INDU-CL A COMMON STOCK                                | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               |  | US        |     11900 | NS      | $1011619.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                 | NVIDIA CORP COMMON STOCK                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               |  | US        |    116800 | NS      | $19766064.00  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                       | MONDELEZ INTERNATIONAL INC-A COMMON STOCK                            | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               |  | US        |     63900 | NS      | $4320279.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                          | ARTHUR J GALLAGHER & CO COMMON STOCK                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               |  | US        |      9900 | NS      | $1971189.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & COMPANY                                    | DEERE & CO COMMON STOCK                                              | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               |  | US        |     13000 | NS      | $5733000.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                       | VIATRIS INC COMMON STOCK                                             | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               |  | US        |     55874 | NS      | $616290.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                 | DTE ENERGY COMPANY COMMON STOCK                                      | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               |  | US        |      9100 | NS      | $1055691.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORPORATION                             | BIO-TECHNE CORP COMMON STOCK                                         | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               |  | US        |      7200 | NS      | $611928.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP, INC.                                  | MATCH GROUP INC COMMON STOCK                                         | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               |  | US        |     13300 | NS      | $672448.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                       | WALMART INC COMMON STOCK                                             | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |     66465 | NS      | $10130595.30  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                      | FACTSET RESEARCH SYSTEMS INC COMMON STOCK                            | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               |  | US        |      1800 | NS      | $830322.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORPORATION                                    | EQT CORP COMMON STOCK                                                | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               |  | US        |     17100 | NS      | $725211.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC.                       | AMERICAN AIRLINES GROUP INC COMMON STOCK                             | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               |  | US        |     29800 | NS      | $430014.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                          | CONSOLIDATED EDISON INC COMMON STOCK                                 | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               |  | US        |     16500 | NS      | $1617660.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORPORATION                         | AVERY DENNISON CORP COMMON STOCK                                     | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               |  | US        |      3800 | NS      | $734654.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORPORATION.                  | CONSTELLATION ENERGY COMMON STOCK                                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               |  | US        |     15166 | NS      | $1457755.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                          | AMCOR PLC COMMON STOCK                                               | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               |  | US        |     70688 | NS      | $872996.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                 | FORD MOTOR CO COMMON STOCK                                           | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               |  | US        |    185700 | NS      | $2581230.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                         | PACCAR INC COMMON STOCK                                              | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               |  | US        |     16300 | NS      | $1726333.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS, INC.                             | JUNIPER NETWORKS INC COMMON STOCK                                    | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               |  | US        |     15500 | NS      | $515220.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                      | THERMO FISHER SCIENTIFIC INC COMMON STOCK                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               |  | US        |     18246 | NS      | $10221774.12  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY, INC.                             | ALIGN TECHNOLOGY INC COMMON STOCK                                    | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               |  | US        |      3400 | NS      | $668644.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO.                               | EMERSON ELECTRIC CO COMMON STOCK                                     | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               |  | US        |     27800 | NS      | $2662406.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                    | UNITEDHEALTH GROUP INC COMMON STOCK                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |     43700 | NS      | $23937112.00  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT, INC.                                     | CATALENT INC COMMON STOCK                                            | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               |  | US        |      8400 | NS      | $421092.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INCORPORATED                              | COMERICA INC COMMON STOCK                                            | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               |  | US        |      6100 | NS      | $437614.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE, INC.                               | HCA HEALTHCARE INC COMMON STOCK                                      | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               |  | US        |     10100 | NS      | $2426222.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP.                              | TARGA RESOURCES CORP COMMON STOCK                                    | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               |  | US        |     10500 | NS      | $781095.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                        | KEYSIGHT TECHNOLOGIES IN COMMON STOCK                                | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               |  | US        |      8400 | NS      | $1519476.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA, INC.                               | DOMINO'S PIZZA INC COMMON STOCK                                      | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               |  | US        |      1700 | NS      | $660841.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES, INC.                            | BOSTON PROPERTIES INC REIT                                           | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |      6600 | NS      | $475728.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                            | MICRON TECHNOLOGY INC COMMON STOCK                                   | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               |  | US        |     51400 | NS      | $2963210.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORPORATION                                | FORTIVE CORP COMMON STOCK                                            | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               |  | US        |     16524 | NS      | $1116196.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                    | MARTIN MARIETTA MATERIALS COMMON STOCK                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               |  | US        |      2900 | NS      | $1062792.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                         | ADOBE INC COMMON STOCK                                               | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |     21800 | NS      | $7519474.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                 | HUNTINGTON BANCSHARES INC COMMON STOCK                               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               |  | US        |     67700 | NS      | $1047996.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                   | ACCENTURE PLC-CL A COMMON STOCK                                      | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               |  | US        |     29500 | NS      | $8877435.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                         | IRON MOUNTAIN INC REIT                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |     13571 | NS      | $737312.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                             | TRANE TECHNOLOGIES PLC COMMON STOCK                                  | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               |  | US        |     10900 | NS      | $1944778.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                      | RAYMOND JAMES FINANCIAL INC COMMON STOCK                             | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               |  | US        |      9150 | NS      | $1069635.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY, INC.                               | NEXTERA ENERGY INC COMMON STOCK                                      | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               |  | US        |     91600 | NS      | $7758520.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                                | NEWMONT CORP COMMON STOCK                                            | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               |  | US        |     37300 | NS      | $1770631.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC.                              | GENERAC HOLDINGS INC COMMON STOCK                                    | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               |  | US        |      3000 | NS      | $316560.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T. ROWE PRICE GROUP, INC.                          | T ROWE PRICE GROUP INC COMMON STOCK                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               |  | US        |     10500 | NS      | $1311555.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC.                                       | EQUIFAX INC COMMON STOCK                                             | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               |  | US        |      5700 | NS      | $1125009.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES, INC.                              | QUANTA SERVICES INC COMMON STOCK                                     | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               |  | US        |      6700 | NS      | $1004196.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | PARAMOUNT GLOBAL-CLASS B COMMON STOCK                                | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               |  | US        |     23640 | NS      | $474691.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION PUBLIC LIMITED COMPANY           | EATON CORP PLC COMMON STOCK                                          | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               |  | US        |     18701 | NS      | $3056678.45   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY, INC.                                  | ULTA BEAUTY INC COMMON STOCK                                         | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               |  | US        |      2400 | NS      | $1115616.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. HUNT TRANSPORT SERVICES, INC.                | HUNT (JB) TRANSPRT SVCS INC COMMON STOCK                             | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               |  | US        |      3900 | NS      | $717171.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORPORATION                                 | WATERS CORP COMMON STOCK                                             | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               |  | US        |      2800 | NS      | $970480.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                          | CHURCH & DWIGHT CO INC COMMON STOCK                                  | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |     11400 | NS      | $933318.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN, INC.                                | KINDER MORGAN INC COMMON STOCK                                       | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               |  | US        |     92177 | NS      | $1762424.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORPORATION                                    | CDW CORP/DE COMMON STOCK                                             | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               |  | US        |      6300 | NS      | $1188432.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                                | HALLIBURTON CO COMMON STOCK                                          | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               |  | US        |     42600 | NS      | $1614114.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORPORATION                                  | DOVER CORP COMMON STOCK                                              | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               |  | US        |      6700 | NS      | $951065.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORPORATION                                    | KLA CORP COMMON STOCK                                                | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               |  | US        |      6623 | NS      | $2603832.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company        | WILLIS TOWERS WATSON PLC COMMON STOCK                                | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               |  | US        |      5195 | NS      | $1278801.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INC.                                  | TYSON FOODS INC-CL A COMMON STOCK                                    | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |     13600 | NS      | $901408.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                  | PINNACLE WEST CAPITAL COMMON STOCK                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               |  | US        |      5200 | NS      | $407264.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                | GENERAL MILLS INC COMMON STOCK                                       | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |     28000 | NS      | $2388400.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC.                                           | PTC INC COMMON STOCK                                                 | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               |  | US        |      4900 | NS      | $623329.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORPORATION                                | NORDSON CORP COMMON STOCK                                            | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               |  | US        |      2600 | NS      | $614874.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                 | EXELON CORP COMMON STOCK                                             | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               |  | US        |     46600 | NS      | $1927842.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP, INC.                         | SIMON PROPERTY GROUP INC REIT                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |     15400 | NS      | $1839376.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                            | NXP SEMICONDUCTORS NV COMMON STOCK                                   | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               |  | US        |     12300 | NS      | $2162832.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD.                            | ARCH CAPITAL GROUP LTD COMMON STOCK                                  | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               |  | US        |     17200 | NS      | $1030452.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                            | MOLINA HEALTHCARE INC COMMON STOCK                                   | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               |  | US        |      2700 | NS      | $909279.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN, INC.                                 | HENRY SCHEIN INC COMMON STOCK                                        | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               |  | US        |      6400 | NS      | $517888.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                      | SEMPRA ENERGY COMMON STOCK                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               |  | US        |     14800 | NS      | $2459612.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES, INC.                               | PPG INDUSTRIES INC COMMON STOCK                                      | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               |  | US        |     10900 | NS      | $1473898.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                         | OTIS WORLDWIDE CORP COMMON STOCK                                     | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               |  | US        |     19689 | NS      | $1537514.01   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.     | CHARLES RIVER LABORATORIES COMMON STOCK                              | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               |  | US        |      2400 | NS      | $548568.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS, INC.               | BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK                            | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               |  | US        |      5500 | NS      | $820105.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                         | LAMB WESTON HOLDINGS INC COMMON STOCK                                | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               |  | US        |      6900 | NS      | $599610.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                         | BIO-RAD LABORATORIES-A COMMON STOCK                                  | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               |  | US        |       963 | NS      | $399365.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                          | APTIV PLC COMMON STOCK                                               | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               |  | US        |     12600 | NS      | $1344042.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. CORPORATION                                   | VF CORP COMMON STOCK                                                 | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               |  | US        |     15824 | NS      | $519343.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                | CENTENE CORP COMMON STOCK                                            | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               |  | US        |     26830 | NS      | $2335551.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN, INC.                                | BROWN & BROWN INC COMMON STOCK                                       | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               |  | US        |     11300 | NS      | $673367.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                        | INTUIT INC COMMON STOCK                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               |  | US        |     13200 | NS      | $5380188.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                           | MOTOROLA SOLUTIONS INC COMMON STOCK                                  | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               |  | US        |      7867 | NS      | $2141397.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC.                           | ILLINOIS TOOL WORKS COMMON STOCK                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               |  | US        |     13156 | NS      | $2992595.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                                   | IDEX CORP COMMON STOCK                                               | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               |  | US        |      3500 | NS      | $831215.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                          | VALERO ENERGY CORP COMMON STOCK                                      | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               |  | US        |     18500 | NS      | $2471970.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT, INC.                             | WASTE MANAGEMENT INC COMMON STOCK                                    | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               |  | US        |     17530 | NS      | $2940131.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                               | TE CONNECTIVITY LTD COMMON STOCK                                     | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               |  | US        |     15000 | NS      | $1891800.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                            | EXXON MOBIL CORP COMMON STOCK                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |    194500 | NS      | $21655630.00  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                        | ABBVIE INC COMMON STOCK                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |     82453 | NS      | $13289774.54  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP, INC.                                   | PULTEGROUP INC COMMON STOCK                                          | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               |  | US        |     11300 | NS      | $506014.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                                | FIRST REPUBLIC BANK/CA COMMON STOCK                                  | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               |  | US        |      8500 | NS      | $1084685.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC.                                          | MSCI INC COMMON STOCK                                                | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               |  | US        |      3800 | NS      | $1929754.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                      | BROADCOM INC COMMON STOCK                                            | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               |  | US        |     18793 | NS      | $10355506.79  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                | COTERRA ENERGY INC COMMON STOCK                                      | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               |  | US        |     36900 | NS      | $1029879.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                                   | GEN DIGITAL INC COMMON STOCK                                         | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               |  | US        |     27300 | NS      | $626808.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                          | O'REILLY AUTOMOTIVE INC COMMON STOCK                                 | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               |  | US        |      3000 | NS      | $2593620.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                      | PEPSICO INC COMMON STOCK                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     64362 | NS      | $11939794.62  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.              | ALEXANDRIA REAL ESTATE EQUIT REIT                                    | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |      7000 | NS      | $1089270.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE, INC.                                      | METLIFE INC COMMON STOCK                                             | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               |  | US        |     31500 | NS      | $2416050.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                         | CARRIER GLOBAL CORP COMMON STOCK                                     | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               |  | US        |     39579 | NS      | $1754141.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                    | UNIVERSAL HEALTH SERVICES-B COMMON STOCK                             | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               |  | US        |      3000 | NS      | $392550.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                      | TRAVELERS COS INC/THE COMMON STOCK                                   | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               |  | US        |     11000 | NS      | $2087910.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation            | BANK OF NEW YORK MELLON CORP COMMON STOCK                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               |  | US        |     34500 | NS      | $1583550.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                        | VERIZON COMMUNICATIONS INC COMMON STOCK                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |    195800 | NS      | $7632284.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PUBLIC LIMITED COMPANY                    | ALLEGION PLC COMMON STOCK                                            | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               |  | US        |      4033 | NS      | $458350.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                       | ZIMMER BIOMET HOLDINGS INC COMMON STOCK                              | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               |  | US        |      9900 | NS      | $1188990.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                         | CONSTELLATION BRANDS INC-A COMMON STOCK                              | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               |  | US        |      7500 | NS      | $1930125.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                    | PRINCIPAL FINANCIAL GROUP COMMON STOCK                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               |  | US        |     10900 | NS      | $977512.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                      | BOSTON SCIENTIFIC CORP COMMON STOCK                                  | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               |  | US        |     67300 | NS      | $3046671.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW, INC.                                   | SERVICENOW INC COMMON STOCK                                          | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               |  | US        |      9400 | NS      | $3913220.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                  | CAPITAL ONE FINANCIAL CORP COMMON STOCK                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               |  | US        |     18000 | NS      | $1858320.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                  | METTLER-TOLEDO INTERNATIONAL COMMON STOCK                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               |  | US        |      1000 | NS      | $1469560.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                | COMCAST CORP-CLASS A COMMON STOCK                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |    205300 | NS      | $7522192.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORPORATION                              | WHIRLPOOL CORP COMMON STOCK                                          | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               |  | US        |      2500 | NS      | $366325.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                        | UNITED PARCEL SERVICE-CL B COMMON STOCK                              | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               |  | US        |     34100 | NS      | $6469793.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC.                                     | WELLTOWER INC REIT                                                   | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               |  | US        |     21700 | NS      | $1541351.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                       | COSTCO WHOLESALE CORP COMMON STOCK                                   | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |     20700 | NS      | $11162475.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC.                               | ELECTRONIC ARTS INC COMMON STOCK                                     | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               |  | US        |     12400 | NS      | $1621672.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | S&P500 EMINI FUT  DEC22 PHYSICAL INDEX FUTURE.                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       724 | NC      | $147741250.00 | 8.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                          | VISA INC-CLASS A SHARES COMMON STOCK                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               |  | US        |     76255 | NS      | $16547335.00  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. ROBINSON WORLDWIDE, INC.                      | C.H. ROBINSON WORLDWIDE INC COMMON STOCK                             | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               |  | US        |      5800 | NS      | $581276.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST, INC.                         | ESSEX PROPERTY TRUST INC REIT                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |      3100 | NS      | $683178.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                           | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               |  | US        |     84200 | NS      | $26826120.00  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC.                              | BOOKING HOLDINGS INC COMMON STOCK                                    | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               |  | US        |      1800 | NS      | $3743010.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                               | EDISON INTERNATIONAL COMMON STOCK                                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               |  | US        |     17900 | NS      | $1193214.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE AES CORPORATION                                | AES CORP COMMON STOCK                                                | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               |  | US        |     31300 | NS      | $905196.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                     | QUEST DIAGNOSTICS INC COMMON STOCK                                   | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |      5500 | NS      | $835065.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COOPER COMPANIES, INC.                         | COOPER COS INC/THE COMMON STOCK                                      | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               |  | US        |      2300 | NS      | $727605.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROKER: GOLDMAN SACHS                              | BROKER: GOLDMAN SACHS REF: GOLDMAN SACHS U.S. NAT'L CONDITIONS INDEX | CUSIP: TRS310H23<br>LEI: N/A                  | N/A              | DE               |  | US        |    864660 | NC      | $2728002.30   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                           | MASTERCARD INC - A COMMON STOCK                                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               |  | US        |     39800 | NS      | $14184720.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CLOROX COMPANY                                 | CLOROX COMPANY COMMON STOCK                                          | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               |  | US        |      5700 | NS      | $847305.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                        | PARKER HANNIFIN CORP COMMON STOCK                                    | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               |  | US        |      6000 | NS      | $1793640.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORPORATION                           | RALPH LAUREN CORP COMMON STOCK                                       | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               |  | US        |      2000 | NS      | $226240.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                | DANAHER CORP COMMON STOCK                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               |  | US        |     30500 | NS      | $8339005.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                  | RAYTHEON TECHNOLOGIES CORP COMMON STOCK                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               |  | US        |     68871 | NS      | $6798945.12   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                | VERTEX PHARMACEUTICALS INC COMMON STOCK                              | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               |  | US        |     11900 | NS      | $3765160.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK COMPANY                                   | WESTROCK CO COMMON STOCK                                             | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               |  | US        |     12341 | NS      | $467970.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                           | LUMEN TECHNOLOGIES INC COMMON STOCK                                  | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               |  | US        |     45915 | NS      | $251155.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                | CISCO SYSTEMS INC COMMON STOCK                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |    193100 | NS      | $9600932.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                      | CHUBB LTD COMMON STOCK                                               | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               |  | US        |     19426 | NS      | $4265755.34   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                         | ALLIANT ENERGY CORP COMMON STOCK                                     | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               |  | US        |     11800 | NS      | $664340.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                               | CELANESE CORP COMMON STOCK                                           | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               |  | US        |      4700 | NS      | $504310.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & COMPANY, INCORPORATED                  | MCCORMICK & CO-NON VTG SHRS COMMON STOCK                             | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               |  | US        |     11600 | NS      | $988088.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC.                                           | DOW INC COMMON STOCK                                                 | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               |  | US        |     33771 | NS      | $1721307.87   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                             | CMS ENERGY CORP COMMON STOCK                                         | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               |  | US        |     13600 | NS      | $830552.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC.                                    | BORGWARNER INC COMMON STOCK                                          | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               |  | US        |     11500 | NS      | $488865.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                    | LIVE NATION ENTERTAINMENT IN COMMON STOCK                            | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               |  | US        |      6700 | NS      | $487492.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                   | MARSH & MCLENNAN COS COMMON STOCK                                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               |  | US        |     23200 | NS      | $4017776.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                        | LOCKHEED MARTIN CORP COMMON STOCK                                    | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               |  | US        |     11024 | NS      | $5348734.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                   | XCEL ENERGY INC COMMON STOCK                                         | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               |  | US        |     25400 | NS      | $1783588.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH, INC.                              | ELEVANCE HEALTH INC COMMON STOCK                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               |  | US        |     11200 | NS      | $5968704.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                       | NORTHROP GRUMMAN CORP COMMON STOCK                                   | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               |  | US        |      6800 | NS      | $3626372.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART, INC.                                       | COPART INC COMMON STOCK                                              | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               |  | US        |     19800 | NS      | $1317888.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC.                              | KEURIG DR PEPPER INC COMMON STOCK                                    | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               |  | US        |     39900 | NS      | $1542933.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET, INC.                                     | FORTINET INC COMMON STOCK                                            | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               |  | US        |     30700 | NS      | $1632012.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORPORATION                          | REALTY INCOME CORP REIT                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |     28800 | NS      | $1816416.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL, INC.                           | INTUITIVE SURGICAL INC COMMON STOCK                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               |  | US        |     16616 | NS      | $4492800.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                     | CONOCOPHILLIPS COMMON STOCK                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               |  | US        |     59368 | NS      | $7332541.68   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC.                          | CERIDIAN HCM HOLDING INC COMMON STOCK                                | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               |  | US        |      6500 | NS      | $444860.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                   | AMAZON.COM INC COMMON STOCK                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               |  | US        |    413700 | NS      | $39938598.00  | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK, INC.                                    | BLACKROCK INC COMMON STOCK                                           | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               |  | US        |      7006 | NS      | $5016296.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORPORATION                                   | HESS CORP COMMON STOCK                                               | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               |  | US        |     13000 | NS      | $1870830.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC.                          | MARKETAXESS HOLDINGS INC COMMON STOCK                                | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               |  | US        |      1800 | NS      | $482256.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                   | PACKAGING CORP OF AMERICA COMMON STOCK                               | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               |  | US        |      4400 | NS      | $597916.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS, INC.                                     | PROLOGIS INC REIT                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     42990 | NS      | $5063792.10   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INCORPORATED                 | TELEDYNE TECHNOLOGIES INC COMMON STOCK                               | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               |  | US        |      2181 | NS      | $916238.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                     | SCHWAB (CHARLES) CORP COMMON STOCK                                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               |  | US        |     71200 | NS      | $5876848.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: BNP PARIBAS                                   | BRK: BNP PARIBAS REF: BLOOMBERG COMMODITY INDEX TOTAL RETURN         | CUSIP: TRS331649<br>LEI: N/A                  | N/A              | DE               |  | US        |    488454 | NC      | $-1555578.52  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                             | SOUTHWEST AIRLINES CO COMMON STOCK                                   | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               |  | US        |     27800 | NS      | $1109498.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP                                | SVB FINANCIAL GROUP COMMON STOCK                                     | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               |  | US        |      2800 | NS      | $648984.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                     | TEXAS INSTRUMENTS INC COMMON STOCK                                   | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               |  | US        |     42600 | NS      | $7687596.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS, INC.                                      | ROLLINS INC COMMON STOCK                                             | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               |  | US        |     10825 | NS      | $437763.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                              | GILEAD SCIENCES INC COMMON STOCK                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |     58356 | NS      | $5125407.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC.                               | VICI PROPERTIES INC REIT                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     45200 | NS      | $1545840.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS, INC.                           | DARDEN RESTAURANTS INC COMMON STOCK                                  | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               |  | US        |      5700 | NS      | $837843.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD, INC.                          | ACTIVISION BLIZZARD INC COMMON STOCK                                 | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               |  | US        |     33500 | NS      | $2477325.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL COMPANY                                   | FASTENAL CO COMMON STOCK                                             | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               |  | US        |     26700 | NS      | $1375317.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                               | VORNADO REALTY TRUST REIT                                            | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |      7600 | NS      | $192204.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES, INC.                 | WEST PHARMACEUTICAL SERVICES COMMON STOCK                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               |  | US        |      3500 | NS      | $821310.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE, INC.                                     | TERADYNE INC COMMON STOCK                                            | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               |  | US        |      7300 | NS      | $682185.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                               | CARNIVAL CORP COMMON STOCK                                           | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               |  | US        |     39300 | NS      | $390249.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                      | JACK HENRY & ASSOCIATES INC COMMON STOCK                             | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               |  | US        |      3500 | NS      | $662725.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. SMITH CORPORATION                            | SMITH (A.O.) CORP COMMON STOCK                                       | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               |  | US        |      5900 | NS      | $358366.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORPORATION                        | REGENCY CENTERS CORP REIT                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      7200 | NS      | $478296.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                               | CONAGRA BRANDS INC COMMON STOCK                                      | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |     22500 | NS      | $854550.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                 | ORACLE CORP COMMON STOCK                                             | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |     70800 | NS      | $5878524.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                        | PHILLIPS 66 COMMON STOCK                                             | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               |  | US        |     22600 | NS      | $2450744.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA, INC.                                      | MODERNA INC COMMON STOCK                                             | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               |  | US        |     15800 | NS      | $2779378.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS, INC.                                     | SYNOPSYS INC COMMON STOCK                                            | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               |  | US        |      7200 | NS      | $2444688.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC.                           | EXTRA SPACE STORAGE INC REIT                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      6300 | NS      | $1012347.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS, INC.                               | UNITED RENTALS INC COMMON STOCK                                      | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               |  | US        |      3300 | NS      | $1164999.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PUBLIC LIMITED COMPANY                      | STERIS PLC COMMON STOCK                                              | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               |  | US        |      4700 | NS      | $872978.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                        | INTERNATIONAL PAPER CO COMMON STOCK                                  | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               |  | US        |     17000 | NS      | $631040.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                           | F5 INC COMMON STOCK                                                  | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               |  | US        |      2900 | NS      | $448369.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                       | ON SEMICONDUCTOR COMMON STOCK                                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               |  | US        |     20300 | NS      | $1526560.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP, LTD.                             | EVEREST RE GROUP LTD COMMON STOCK                                    | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |      1900 | NS      | $642086.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                       | STANLEY BLACK & DECKER INC COMMON STOCK                              | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               |  | US        |      6900 | NS      | $563868.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                | FIFTH THIRD BANCORP COMMON STOCK                                     | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               |  | US        |     31800 | NS      | $1156248.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC.                              | FREEPORT-MCMORAN INC COMMON STOCK                                    | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               |  | US        |     67200 | NS      | $2674560.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. BERKLEY CORPORATION                          | WR BERKLEY CORP COMMON STOCK                                         | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               |  | US        |      9550 | NS      | $728474.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORPORATION                           | HORMEL FOODS CORP COMMON STOCK                                       | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               |  | US        |     13400 | NS      | $629800.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORPORATION                           | DISH NETWORK CORP-A COMMON STOCK                                     | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               |  | US        |     12501 | NS      | $200641.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                          | AT&T INC COMMON STOCK                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |    332219 | NS      | $6405182.32   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC.                     | HILTON WORLDWIDE HOLDINGS IN COMMON STOCK                            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               |  | US        |     12900 | NS      | $1839798.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES, INC.                           | IDEXX LABORATORIES INC COMMON STOCK                                  | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               |  | US        |      3900 | NS      | $1660893.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                       | LINCOLN NATIONAL CORP COMMON STOCK                                   | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               |  | US        |      7200 | NS      | $280368.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                            | AON PLC-CLASS A COMMON STOCK                                         | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               |  | US        |      9906 | NS      | $3053821.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                             | TRACTOR SUPPLY COMPANY COMMON STOCK                                  | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               |  | US        |      5100 | NS      | $1154181.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS HOME & SECURITY, INC.               | FORTUNE BRANDS HOME & SECURI COMMON STOCK                            | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               |  | US        |      6000 | NS      | $392040.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                         | AGILENT TECHNOLOGIES INC COMMON STOCK                                | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               |  | US        |     14000 | NS      | $2169720.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                       | MARRIOTT INTERNATIONAL -CL A COMMON STOCK                            | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               |  | US        |     12920 | NS      | $2136322.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                       | SHERWIN-WILLIAMS CO/THE COMMON STOCK                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               |  | US        |     11025 | NS      | $2747209.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC.                                        | BIOGEN INC COMMON STOCK                                              | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               |  | US        |      6800 | NS      | $2075156.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                     | SBA COMMUNICATIONS CORP REIT                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      5100 | NS      | $1526430.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC.                                       | TRIMBLE INC COMMON STOCK                                             | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               |  | US        |     11600 | NS      | $693100.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                              | ELI LILLY & CO COMMON STOCK                                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               |  | US        |     36843 | NS      | $13671700.44  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION         | COGNIZANT TECH SOLUTIONS-A COMMON STOCK                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |     24300 | NS      | $1511703.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO., INC.                                 | BEST BUY CO INC COMMON STOCK                                         | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               |  | US        |      9200 | NS      | $784760.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORATION                                | MOODY'S CORP COMMON STOCK                                            | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               |  | US        |      7347 | NS      | $2191389.69   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                           | CENTERPOINT ENERGY INC COMMON STOCK                                  | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               |  | US        |     29500 | NS      | $917745.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                               | GLOBAL PAYMENTS INC COMMON STOCK                                     | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               |  | US        |     12972 | NS      | $1346234.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS, INC.                              | ARISTA NETWORKS INC COMMON STOCK                                     | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               |  | US        |     10900 | NS      | $1518370.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                       | CF INDUSTRIES HOLDINGS INC COMMON STOCK                              | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               |  | US        |      9400 | NS      | $1016986.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                | HUNTINGTON INGALLS INDUSTRIE COMMON STOCK                            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               |  | US        |      1900 | NS      | $440724.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS. DISCOVERY, INC.                       | WARNER BROS DISCOVERY INC COMMON STOCK                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               |  | US        |    102525 | NS      | $1168785.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                              | WELLS FARGO & CO COMMON STOCK                                        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               |  | US        |    176900 | NS      | $8482355.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORPORATION                                  | LOEWS CORP COMMON STOCK                                              | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               |  | US        |      9200 | NS      | $534980.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MOSAIC COMPANY                                 | MOSAIC CO/THE COMMON STOCK                                           | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               |  | US        |     16200 | NS      | $831060.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                               | JPMORGAN CHASE & CO COMMON STOCK                                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               |  | US        |    136800 | NS      | $18903024.00  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY | SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK                             | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               |  | US        |      9100 | NS      | $482027.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                      | REGIONS FINANCIAL CORP COMMON STOCK                                  | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               |  | US        |     44400 | NS      | $1030524.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP.                                  | FIRSTENERGY CORP COMMON STOCK                                        | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               |  | US        |     25500 | NS      | $1051620.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC.                                  | Crown Castle Inc REIT                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     20200 | NS      | $2856886.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL, INC.                       | CHIPOTLE MEXICAN GRILL INC COMMON STOCK                              | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               |  | US        |      1300 | NS      | $2115048.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORPORATION                     | ZEBRA TECHNOLOGIES CORP-CL A COMMON STOCK                            | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               |  | US        |      2400 | NS      | $648672.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES, INC.                            | REPUBLIC SERVICES INC COMMON STOCK                                   | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               |  | US        |      9600 | NS      | $1337184.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET & CO.                            | VICTORIA'S SECRET & CO COMMON STOCK                                  | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               |  | US        |         1 | NS      | $46.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC.                       | HONEYWELL INTERNATIONAL INC COMMON STOCK                             | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               |  | US        |     31400 | NS      | $6893870.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC.                                    | S&P GLOBAL INC COMMON STOCK                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               |  | US        |     15890 | NS      | $5605992.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX, INC.                                      | PAYCHEX INC COMMON STOCK                                             | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               |  | US        |     15100 | NS      | $1872853.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC.                                       | TEXTRON INC COMMON STOCK                                             | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               |  | US        |      9900 | NS      | $706662.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                          | CBOE GLOBAL MARKETS INC COMMON STOCK                                 | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               |  | US        |      5100 | NS      | $646884.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                             | DXC TECHNOLOGY CO COMMON STOCK                                       | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               |  | US        |     10738 | NS      | $318596.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD.                                       | INVESCO LTD COMMON STOCK                                             | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               |  | US        |     15800 | NS      | $301938.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS, INC.                            | APPLIED MATERIALS INC COMMON STOCK                                   | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               |  | US        |     40500 | NS      | $4438800.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                     | MARATHON PETROLEUM CORP COMMON STOCK                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |     23411 | NS      | $2851693.91   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                     | CITIZENS FINANCIAL GROUP COMMON STOCK                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               |  | US        |     23000 | NS      | $974740.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORPORATION                                  | MASCO CORP COMMON STOCK                                              | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               |  | US        |     10600 | NS      | $538268.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                     | UNITED AIRLINES HOLDINGS INC COMMON STOCK                            | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               |  | US        |     15600 | NS      | $689052.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                       | NETAPP INC COMMON STOCK                                              | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               |  | US        |     10300 | NS      | $696383.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                     | WALGREENS BOOTS ALLIANCE INC COMMON STOCK                            | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               |  | US        |     33700 | NS      | $1398550.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC.                                         | XYLEM INC COMMON STOCK                                               | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               |  | US        |      8300 | NS      | $932505.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, INC.                                          | UDR INC REIT                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |     14600 | NS      | $605462.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                            | DUKE ENERGY CORP COMMON STOCK                                        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               |  | US        |     35830 | NS      | $3580491.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST, INC.                         | DIGITAL REALTY TRUST INC REIT                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |     13300 | NS      | $1495718.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                              | COCA-COLA CO/THE COMMON STOCK                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |    181600 | NS      | $11551576.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN, INC.                                     | VERISIGN INC COMMON STOCK                                            | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               |  | US        |      4300 | NS      | $859183.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.            | INTL FLAVORS & FRAGRANCES COMMON STOCK                               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               |  | US        |     11957 | NS      | $1265289.74   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                       | CADENCE DESIGN SYS INC COMMON STOCK                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               |  | US        |     12900 | NS      | $2219316.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                        | GARMIN LTD COMMON STOCK                                              | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               |  | US        |      7100 | NS      | $660229.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.       | FIDELITY NATIONAL INFO SERV COMMON STOCK                             | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               |  | US        |     28600 | NS      | $2075788.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                           | ROPER TECHNOLOGIES INC COMMON STOCK                                  | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               |  | US        |      5000 | NS      | $2194450.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                                 | CINTAS CORP COMMON STOCK                                             | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               |  | US        |      4000 | NS      | $1847120.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                      | BECTON DICKINSON AND CO COMMON STOCK                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               |  | US        |     13237 | NS      | $3300513.58   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                          | JM SMUCKER CO/THE COMMON STOCK                                       | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |      4982 | NS      | $767277.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE, INC.                    | OLD DOMINION FREIGHT LINE COMMON STOCK                               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               |  | US        |      4300 | NS      | $1301223.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC.                              | HOWMET AEROSPACE INC COMMON STOCK                                    | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               |  | US        |     17566 | NS      | $661711.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST                    | FEDERAL REALTY INVS TRUST REIT                                       | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               |  | US        |      3300 | NS      | $366630.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION        | INTL BUSINESS MACHINES CORP COMMON STOCK                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |     42058 | NS      | $6262436.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BANK                                     | SIGNATURE BANK COMMON STOCK                                          | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               |  | US        |      2900 | NS      | $404550.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                 | HEWLETT PACKARD ENTERPRISE COMMON STOCK                              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               |  | US        |     60900 | NS      | $1021902.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORPORATION                             | MCDONALD'S CORP COMMON STOCK                                         | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               |  | US        |     34300 | NS      | $9356697.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES, INC.                               | ANALOG DEVICES INC COMMON STOCK                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               |  | US        |     24244 | NS      | $4167786.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                          | COLGATE-PALMOLIVE CO COMMON STOCK                                    | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |     39200 | NS      | $3037216.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                | ABBOTT LABORATORIES COMMON STOCK                                     | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               |  | US        |     81639 | NS      | $8782723.62   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORPORATION                              | ALBEMARLE CORP COMMON STOCK                                          | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               |  | US        |      5500 | NS      | $1528945.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORP COMMON STOCK                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               |  | US        |    326100 | NS      | $12342885.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES, INC.                              | DELTA AIR LINES INC COMMON STOCK                                     | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               |  | US        |     30100 | NS      | $1064637.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM, INC.                                       | DEXCOM INC COMMON STOCK                                              | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               |  | US        |     18300 | NS      | $2127924.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES, INC.                            | MOHAWK INDUSTRIES INC COMMON STOCK                                   | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               |  | US        |      2628 | NS      | $266295.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORPORATION                                   | NEWS CORP - CLASS B COMMON STOCK                                     | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               |  | US        |      6300 | NS      | $122535.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC.                                        | HUMANA INC COMMON STOCK                                              | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               |  | US        |      5900 | NS      | $3244410.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                   | P G & E CORP COMMON STOCK                                            | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               |  | US        |     75600 | NS      | $1186920.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC.                                | INGERSOLL-RAND INC COMMON STOCK                                      | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               |  | US        |     19230 | NS      | $1037843.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.             | PNC FINANCIAL SERVICES GROUP COMMON STOCK                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               |  | US        |     19100 | NS      | $3213766.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US, INC.                                  | T-MOBILE US INC COMMON STOCK                                         | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               |  | US        |     28165 | NS      | $4265870.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA, INC.                                      | CORTEVA INC COMMON STOCK                                             | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               |  | US        |     33805 | NS      | $2270343.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                      | GOLDMAN SACHS GROUP INC COMMON STOCK                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               |  | US        |     15900 | NS      | $6139785.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC.                                        | RESMED INC COMMON STOCK                                              | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               |  | US        |      6900 | NS      | $1588380.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                       | ROYAL CARIBBEAN CRUISES LTD COMMON STOCK                             | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               |  | US        |     10300 | NS      | $617279.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                                 | EQUITY RESIDENTIAL REIT                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |     15700 | NS      | $1018302.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | S&P500 EMINI FUT  DEC22 PHYSICAL INDEX FUTURE.                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        44 | NC      | $8978750.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                              | CAMDEN PROPERTY TRUST REIT                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      5000 | NS      | $601650.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                    | FOX CORP - CLASS A COMMON STOCK                                      | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |     14600 | NS      | $473770.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY COMMON STOCK                                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               |  | US        |     62465 | NS      | $5813617.55   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC.                                 | NEWELL BRANDS INC COMMON STOCK                                       | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               |  | US        |     17999 | NS      | $233447.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                               | MCKESSON CORP COMMON STOCK                                           | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |      6736 | NS      | $2570996.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                         | AMERIPRISE FINANCIAL INC COMMON STOCK                                | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               |  | US        |      5100 | NS      | $1692945.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                      | ALPHABET INC-CL C COMMON STOCK                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |    250220 | NS      | $25384819.00  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                       | HASBRO INC COMMON STOCK                                              | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               |  | US        |      6200 | NS      | $389484.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WALT DISNEY COMPANY                            | WALT DISNEY CO/THE COMMON STOCK                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               |  | US        |     85077 | NS      | $8326485.99   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORPORATION                                  | NUCOR CORP COMMON STOCK                                              | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               |  | US        |     12300 | NS      | $1844385.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP, INC.                                 | COSTAR GROUP INC COMMON STOCK                                        | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               |  | US        |     18600 | NS      | $1507344.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                    | AUTOMATIC DATA PROCESSING COMMON STOCK                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               |  | US        |     19400 | NS      | $5124316.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                          | NVR INC COMMON STOCK                                                 | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               |  | US        |       140 | NS      | $649461.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC.                                        | DAVITA INC COMMON STOCK                                              | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               |  | US        |      2600 | NS      | $191698.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                            | KEYCORP COMMON STOCK                                                 | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               |  | US        |     43699 | NS      | $821978.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                        | DISCOVER FINANCIAL SERVICES COMMON STOCK                             | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               |  | US        |     12800 | NS      | $1387008.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                           | DEVON ENERGY CORP COMMON STOCK                                       | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               |  | US        |     30800 | NS      | $2110416.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS, INC.                                 | EPAM SYSTEMS INC COMMON STOCK                                        | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               |  | US        |      2700 | NS      | $995166.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                       | TRUIST FINANCIAL CORP COMMON STOCK                                   | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               |  | US        |     61782 | NS      | $2892015.42   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                  | SYSCO CORP COMMON STOCK                                              | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               |  | US        |     23900 | NS      | $2067589.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES, INC.                        | HEALTHPEAK PROPERTIES INC REIT                                       | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |     25300 | NS      | $664378.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                              | PAYPAL HOLDINGS INC COMMON STOCK                                     | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               |  | US        |     53900 | NS      | $4226299.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX, INC.                                      | EQUINIX INC REIT                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      4257 | NS      | $2940097.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                  | CIGNA CORP COMMON STOCK                                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |     14181 | NS      | $4663989.09   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS, INC.                       | CHARTER COMMUNICATIONS INC-A COMMON STOCK                            | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               |  | US        |      5200 | NS      | $2034708.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INCORPORATED                                 | AFLAC INC COMMON STOCK                                               | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               |  | US        |     27000 | NS      | $1942110.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                                 | INCYTE CORP COMMON STOCK                                             | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |      8500 | NS      | $677195.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP.                              | LAS VEGAS SANDS CORP COMMON STOCK                                    | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               |  | US        |     15400 | NS      | $721336.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BOEING COMPANY                                 | BOEING CO/THE COMMON STOCK                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               |  | US        |     26000 | NS      | $4650880.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                | SYNCHRONY FINANCIAL COMMON STOCK                                     | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               |  | US        |     22611 | NS      | $849721.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. BANCORP                                       | US BANCORP COMMON STOCK                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               |  | US        |     62900 | NS      | $2855031.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES, INC.                                | EOG RESOURCES INC COMMON STOCK                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               |  | US        |     27300 | NS      | $3874689.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                         | PRUDENTIAL FINANCIAL INC COMMON STOCK                                | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               |  | US        |     17500 | NS      | $1890525.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                   | MEDTRONIC PLC COMMON STOCK                                           | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |     61955 | NS      | $4896923.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORPORATION                           | ATMOS ENERGY CORP COMMON STOCK                                       | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               |  | US        |      6700 | NS      | $805340.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                           | DIAMONDBACK ENERGY INC COMMON STOCK                                  | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               |  | US        |      8000 | NS      | $1184160.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER, INC.                                      | GARTNER INC COMMON STOCK                                             | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               |  | US        |      3700 | NS      | $1296369.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORPORATION                           | MARATHON OIL CORP COMMON STOCK                                       | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               |  | US        |     31800 | NS      | $974034.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC.                                   | CATERPILLAR INC COMMON STOCK                                         | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               |  | US        |     24600 | NS      | $5815686.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                               | HOME DEPOT INC COMMON STOCK                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               |  | US        |     47932 | NS      | $15529488.68  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, INC.                                        | ONEOK INC COMMON STOCK                                               | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               |  | US        |     21000 | NS      | $1405320.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS, INC.                             | VERISK ANALYTICS INC COMMON STOCK                                    | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               |  | US        |      7400 | NS      | $1359454.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR TECHNOLOGIES, INC.                        | FLEETCOR TECHNOLOGIES INC COMMON STOCK                               | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               |  | US        |      3500 | NS      | $686700.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO, INC.                                        | QORVO INC COMMON STOCK                                               | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               |  | US        |      4800 | NS      | $476400.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                  | MERCK & CO. INC. COMMON STOCK                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |    118200 | NS      | $13016184.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                     | CITIGROUP INC COMMON STOCK                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               |  | US        |     90200 | NS      | $4366582.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                                 | OMNICOM GROUP COMMON STOCK                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               |  | US        |      9600 | NS      | $765696.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                       | BRISTOL-MYERS SQUIBB CO COMMON STOCK                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |     99600 | NS      | $7995888.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                              | MICROSOFT CORP COMMON STOCK                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |    348170 | NS      | $88832093.80  | 4.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                           | ADVANCE AUTO PARTS INC COMMON STOCK                                  | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               |  | US        |      2800 | NS      | $422772.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                      | ORGANON & CO COMMON STOCK                                            | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |     11590 | NS      | $301571.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                       | ADVANCED MICRO DEVICES COMMON STOCK                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               |  | US        |     75236 | NS      | $5840570.68   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORPORATION                         | NORTHERN TRUST CORP COMMON STOCK                                     | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               |  | US        |      9800 | NS      | $912478.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                        | HOST HOTELS & RESORTS INC REIT                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     34185 | NS      | $647463.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, INC.                                      | ABIOMED INC COMMON STOCK                                             | CUSIP: 003654100<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               |  | US        |      2100 | NS      | $793359.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                              | QUALCOMM INC COMMON STOCK                                            | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               |  | US        |     52400 | NS      | $6628076.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                        | L3HARRIS TECHNOLOGIES INC COMMON STOCK                               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               |  | US        |      9010 | NS      | $2045990.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                                    | FMC CORP COMMON STOCK                                                | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               |  | US        |      5900 | NS      | $770776.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HARTFORD FINANCIAL SERVICES GROUP, INC.        | HARTFORD FINANCIAL SVCS GRP COMMON STOCK                             | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               |  | US        |     15150 | NS      | $1157005.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP, INC.                             | WEC ENERGY GROUP INC COMMON STOCK                                    | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               |  | US        |     14662 | NS      | $1453590.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG COMPANY                                    | KELLOGG CO COMMON STOCK                                              | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               |  | US        |     11800 | NS      | $860810.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE, INC.                | TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK                            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               |  | US        |      7300 | NS      | $771537.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES, INC.            | MID-AMERICA APARTMENT COMM REIT                                      | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      5500 | NS      | $906840.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP, INC.                                | EXPEDIA GROUP INC COMMON STOCK                                       | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               |  | US        |      7200 | NS      | $769248.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER COMPANY                               | WEYERHAEUSER CO REIT                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     34327 | NS      | $1122836.17   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED       | PUBLIC SERVICE ENTERPRISE GP COMMON STOCK                            | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               |  | US        |     23200 | NS      | $1404760.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                               | AMPHENOL CORP-CL A COMMON STOCK                                      | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               |  | US        |     28000 | NS      | $2252040.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                     | KROGER CO COMMON STOCK                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |     30600 | NS      | $1505214.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC.                                     | CME GROUP INC COMMON STOCK                                           | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               |  | US        |     16700 | NS      | $2947550.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION                   | EDWARDS LIFESCIENCES CORP COMMON STOCK                               | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               |  | US        |     29100 | NS      | $2247975.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                  | INTEL CORP COMMON STOCK                                              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               |  | US        |    191400 | NS      | $5755398.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, INC.                                       | AMETEK INC COMMON STOCK                                              | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               |  | US        |     10700 | NS      | $1523894.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                         | DOLLAR GENERAL CORP COMMON STOCK                                     | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               |  | US        |     10600 | NS      | $2710208.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TJX COMPANIES, INC.                            | TJX COMPANIES INC COMMON STOCK                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               |  | US        |     54600 | NS      | $4370730.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                    | CSX CORP COMMON STOCK                                                | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               |  | US        |     99700 | NS      | $3259193.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES, INC.                          | AKAMAI TECHNOLOGIES INC COMMON STOCK                                 | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               |  | US        |      7400 | NS      | $701964.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORPORATION                                    | APA CORP COMMON STOCK                                                | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               |  | US        |     15300 | NS      | $716805.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                  | MICROCHIP TECHNOLOGY INC COMMON STOCK                                | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               |  | US        |     26000 | NS      | $2058940.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY, INC.                               | ENPHASE ENERGY INC COMMON STOCK                                      | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               |  | US        |      6300 | NS      | $2019717.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC.                     | ROBERT HALF INTL INC COMMON STOCK                                    | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               |  | US        |      5000 | NS      | $393900.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                     | AUTOZONE INC COMMON STOCK                                            | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               |  | US        |       869 | NS      | $2241151.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                                 | LENNAR CORP-A COMMON STOCK                                           | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               |  | US        |     12000 | NS      | $1053960.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                   | NRG ENERGY INC COMMON STOCK                                          | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               |  | US        |     11000 | NS      | $466950.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORPORATION                              | STARBUCKS CORP COMMON STOCK                                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               |  | US        |     53500 | NS      | $5467700.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP, INC.                             | ALASKA AIR GROUP INC COMMON STOCK                                    | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               |  | US        |      6300 | NS      | $298872.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORPORATION                                    | LKQ CORP COMMON STOCK                                                | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               |  | US        |     12300 | NS      | $668259.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, INC.                                        | ANSYS INC COMMON STOCK                                               | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               |  | US        |      4000 | NS      | $1017200.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                   | AIR PRODUCTS & CHEMICALS INC COMMON STOCK                            | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               |  | US        |     10400 | NS      | $3225664.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                 | AMERICAN INTERNATIONAL GROUP COMMON STOCK                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               |  | US        |     35700 | NS      | $2253027.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC.                              | JACOBS SOLUTIONS INC COMMON STOCK                                    | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               |  | US        |      6000 | NS      | $759240.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                            | HP INC COMMON STOCK                                                  | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               |  | US        |     42700 | NS      | $1282708.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC.                                       | CUMMINS INC COMMON STOCK                                             | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               |  | US        |      6600 | NS      | $1657656.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                             | SEALED AIR CORP COMMON STOCK                                         | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               |  | US        |      7000 | NS      | $372610.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                   | OCCIDENTAL PETROLEUM CORP COMMON STOCK                               | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               |  | US        |     35028 | NS      | $2434095.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                          | EBAY INC COMMON STOCK                                                | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |     25800 | NS      | $1172352.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORPORATION                           | LAM RESEARCH CORP COMMON STOCK                                       | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               |  | US        |      6387 | NS      | $3017091.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                               | SNAP-ON INC COMMON STOCK                                             | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               |  | US        |      2500 | NS      | $601500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                  | JOHNSON & JOHNSON COMMON STOCK                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |    122707 | NS      | $21841846.00  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SOUTHERN COMPANY                               | SOUTHERN CO/THE COMMON STOCK                                         | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               |  | US        |     49500 | NS      | $3348180.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                        | PFIZER INC COMMON STOCK                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |    261796 | NS      | $13123833.48  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION    | WABTEC CORP COMMON STOCK                                             | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               |  | US        |      8572 | NS      | $866543.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA, INC.                                        | TESLA INC COMMON STOCK                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               |  | US        |    124300 | NS      | $24201210.00  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                          | MGM RESORTS INTERNATIONAL COMMON STOCK                               | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               |  | US        |     15300 | NS      | $563958.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PUBLIC LIMITED COMPANY                     | PENTAIR PLC COMMON STOCK                                             | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               |  | US        |      7946 | NS      | $363688.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS COMPANY                           | VULCAN MATERIALS CO COMMON STOCK                                     | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               |  | US        |      6200 | NS      | $1136646.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS, LIMITED                              | WYNN RESORTS LTD COMMON STOCK                                        | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               |  | US        |      5100 | NS      | $426666.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** SEI INSTITUTIONAL INVESTMENTS TRUST

**Signature:** Ankit Puri

**Name of Signer:** Ankit Puri

**Title:** CFO