# EDGAR Filing Document

**Accession Number:** 0001345125
**File Stem:** 0001752724-23-051397
**Filing Date:** 2023-3
**Character Count:** 170727
**Document Hash:** 66e6268409875714ecf4939e1efdf0e9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-051397.hdr.sgml**: 20230309

**ACCESSION NUMBER**: 0001752724-23-051397

**CONFORMED SUBMISSION TYPE**: NT NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230309

**DATE AS OF CHANGE**: 20230309

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Index Funds
- **CENTRAL INDEX KEY:** 0001345125
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NT NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21836
- **FILM NUMBER:** 23719641

**BUSINESS ADDRESS:**
- **STREET 1:** 737 BISHOP STREET, SUITE 2850
- **CITY:** HONOLULU
- **STATE:** HI
- **ZIP:** 96813
- **BUSINESS PHONE:** 719-884-7500

**MAIL ADDRESS:**
- **STREET 1:** 737 BISHOP STREET, SUITE 2850
- **CITY:** HONOLULU
- **STATE:** HI
- **ZIP:** 96813

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Giant 5 Funds
- **DATE OF NAME CHANGE:** 20051122

## Series and Classes Contracts Data

### S&P 500(R) Equal Weight (Series ID: S000046772)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000146106 | No Load Shares | INDEX           |

## Nport-Ex

Index

Funds

S&P

500®

Equal

Weight

Schedule

of

Investments

December

31,

2022

-

(Unaudited))

COMMON

STOCKS

—

99.78%

Shares

Fair

Value

Communications

—

4.75%

Activision

Blizzard,

Inc.

2,646

$

202,552

Alphabet,

Inc.,

Class

A

(a) 1,135

100,141

Alphabet,

Inc.,

Class

C

(a) 1,006

89,262

AT&T,

Inc.

10,417

191,777

Booking

Holdings,

Inc.

(a) 99

199,513

Charter

Communications,

Inc.,

Class

A

(a) 522

177,010

Comcast

Corp.,

Class

A

5,631

196,916

DISH

Network

Corp.,

Class

A

(a) 13,492

189,428

Electronic

Arts,

Inc.

1,595

194,877

Expedia

Group,

Inc.

(a) 2,114

185,186

Fox

Corp.,

Class

A

4,434

134,661

Fox

Corp.,

Class

B

2,042

58,095

Interpublic

Group

of

Cos.,

Inc.

6,201

206,555

Lumen

Technologies,

Inc.

36,225

189,095

Match

Group,

Inc.

(a) 4,563

189,319

Meta

Platforms,

Inc.,

Class

A

(a) 1,716

206,503

Netflix,

Inc.

(a) 621

183,120

News

Corp.,

Class

A

8,396

152,807

News

Corp.,

Class

B

2,589

47,741

Omnicom

Group,

Inc.

2,629

214,448

Paramount

Global,

Class

B

10,456

176,497

Take-Two

Interactive

Software,

Inc.

(a) 1,949

202,950

T-Mobile

US,

Inc.

(a) 1,405

196,700

VeriSign,

Inc.

(a) 1,006

206,673

Verizon

Communications,

Inc.

5,318

209,529

Walt

Disney

Co.

(The)

(a) 2,130

185,054

Warner

Bros.

Discovery,

Inc.

(a) 17,932

169,995

4,656,404

Consumer

Discretionary

—

10.38%

Advance

Auto

Parts,

Inc.

1,363

200,402

Amazon.com,

Inc.

(a) 2,232

187,488

Aptiv

PLC

(a) 2,132

198,553

AutoZone,

Inc.

(a) 81

199,761

Bath

&

Body

Works,

Inc.

4,701

198,100

Best

Buy

Co.,

Inc.

2,431

194,991

BorgWarner,

Inc.

4,914

197,789

Caesars

Entertainment,

Inc.

(a) 4,031

167,690

CarMax,

Inc.

(a) 3,027

184,314

Carnival

Corp.

(a) 22,421

180,713

Chipotle

Mexican

Grill,

Inc.

(a) 131

181,761

Copart,

Inc.

(a) 3,118

189,855

D.R.

Horton,

Inc.

2,330

207,696

Darden

Restaurants,

Inc.

1,395

192,971

Domino's

Pizza,

Inc.

548

189,827

eBay,

Inc.

4,557

188,979

Index

Funds

S&P

500®

Equal

Weight

Schedule

of

Investments

(continued)

December

31,

2022

-

(Unaudited)

COMMON

STOCKS

—

99.78%

-

continued

Shares

Fair

Value

Consumer

Discretionary

—

10.38%

-

continued

Etsy,

Inc.

(a) 1,568

$

187,815

Ford

Motor

Co.

15,089

175,485

General

Motors

Co.

5,195

174,760

Genuine

Parts

Co.

1,091

189,299

Hasbro,

Inc.

3,343

203,956

Hilton

Worldwide

Holdings,

Inc.

1,447

182,843

Home

Depot,

Inc.

(The)

620

195,833

Las

Vegas

Sands

Corp.

(a) 4,203

202,037

Lennar

Corp.,

Class

A

2,247

203,354

Live

Nation

Entertainment,

Inc.

(a) 2,771

193,250

LKQ

Corp.

3,736

199,540

Lowe's

Cos.,

Inc.

986

196,451

Marriott

International,

Inc.,

Class

A

1,234

183,730

Masco

Corp.

4,033

188,220

McDonald's

Corp.

731

192,640

MGM

Resorts

International

5,471

183,443

Mohawk

Industries,

Inc.

(a) 2,000

204,440

Newell

Brands,

Inc.

14,797

193,545

NIKE,

Inc.,

Class

B

1,817

212,608

Norwegian

Cruise

Lines

Holdings

Ltd.

(a) 12,956

158,581

NVR,

Inc.

(a) 43

198,341

O'Reilly

Automotive,

Inc.

(a) 240

202,567

Pool

Corp.

601

181,700

PulteGroup,

Inc.

4,528

206,160

Ralph

Lauren

Corp.

1,849

195,384

Ross

Stores,

Inc.

1,731

200,917

Royal

Caribbean

Cruises

Ltd.

(a) 3,538

174,883

Starbucks

Corp.

1,954

193,837

Tapestry,

Inc.

5,465

208,107

Tesla,

Inc.

(a) 1,111

136,853

TJX

Cos.,

Inc.

(The)

2,547

202,741

Tractor

Supply

Co.

911

204,947

Ulta

Beauty,

Inc.

(a) 422

197,948

VF

Corp.

7,053

194,733

Whirlpool

Corp.

1,383

195,639

Wynn

Resorts

Ltd.

(a) 2,340

192,980

Yum!

Brands,

Inc.

1,557

199,421

10,169,878

Consumer

Staples

—

7.21%

Altria

Group,

Inc.

4,258

194,633

Archer-Daniels-Midland

Co.

2,164

200,927

Brown-Forman

Corp.,

Class

B

2,928

192,311

Campbell

Soup

Co.

3,573

202,768

Church

&

Dwight

Co.,

Inc.

2,485

200,316

Clorox

Co.

(The)

1,337

187,621

Coca-Cola

Co.

(The)

3,149

200,308

Index

Funds

S&P

500®

Equal

Weight

Schedule

of

Investments

(continued)

December

31,

2022

-

(Unaudited)

COMMON

STOCKS

—

99.78%

-

continued

Shares

Fair

Value

Consumer

Staples

—

7.21%

-

continued

Colgate-Palmolive

Co.

2,557

$

201,466

Conagra

Brands,

Inc.

5,231

202,440

Constellation

Brands,

Inc.,

Class

A

822

190,499

Costco

Wholesale

Corp.

188,078

Dollar

General

Corp.

818

201,432

Dollar

Tree,

Inc.

(a) 1,398

197,733

Estee

Lauder

Cos.,

Inc.

(The),

Class

A

827

205,187

General

Mills,

Inc.

2,317

194,280

Hershey

Co.

(The)

839

194,287

Hormel

Foods

Corp.

4,229

192,631

J.M.

Smucker

Co.

(The)

1,286

203,780

Kellogg

Co.

2,750

195,910

Keurig

Dr

Pepper,

Inc.

5,243

186,965

Kimberly-Clark

Corp.

1,461

198,331

Kraft

Heinz

Co.

(The)

4,979

202,695

Kroger

Co.

(The)

4,280

190,802

Lamb

Weston

Holdings,

Inc.

2,324

207,673

McCormick

&

Co.,

Inc.,

Non-Voting

Shares

2,332

193,299

Molson

Coors

Brewing

Co.,

Class

B

3,790

195,261

Mondelez

International,

Inc.,

Class

A

2,966

197,684

Monster

Beverage

Corp.

(a) 1,988

201,841

PepsiCo,

Inc.

1,086

196,197

Philip

Morris

International,

Inc.

1,948

197,157

Procter

&

Gamble

Co.

(The)

1,318

199,756

Sysco

Corp.

2,419

184,933

Target

Corp.

1,306

194,646

Tyson

Foods,

Inc.,

Class

A

3,120

194,220

Walgreens

Boots

Alliance,

Inc.

4,919

183,774

Wal-Mart

Stores,

Inc.

1,369

194,111

7,065,952

Energy

—

5.52%

APA

Corp.

4,751

221,777

Baker

Hughes

Co.

7,336

216,632

Chevron

Corp.

1,183

212,337

ConocoPhillips

1,808

213,344

Coterra

Energy,

Inc.

8,124

199,607

Devon

Energy

Corp.

3,336

205,197

Diamondback

Energy,

Inc.

1,534

209,821

Enphase

Energy,

Inc.

(a) 622

164,805

EOG

Resources,

Inc.

1,635

211,765

EQT

Corp.

5,575

188,602

Exxon

Mobil

Corp.

1,921

211,886

First

Solar,

Inc.

(a) 1,317

197,273

Halliburton

Co.

6,025

237,084

Hess

Corp.

1,538

218,119

Kinder

Morgan,

Inc.

11,396

206,040

Index

Funds

S&P

500®

Equal

Weight

Schedule

of

Investments

(continued)

December

31,

2022

-

(Unaudited)

COMMON

STOCKS

—

99.78%

-

continued

Shares

Fair

Value

Energy

—

5.52%

-

continued

Marathon

Oil

Corp.

7,599

$

205,705

Marathon

Petroleum

Corp.

1,861

216,602

Occidental

Petroleum

Corp.

3,177

200,119

ONEOK,

Inc.

3,129

205,575

Phillips

2,029

211,178

Pioneer

Natural

Resources

Co.

929

212,174

Schlumberger

Ltd.

4,234

226,350

SolarEdge

Technologies,

Inc.

(a) 632

179,027

Targa

Resources

Corp.

2,898

213,003

Valero

Energy

Corp.

1,735

220,102

Williams

Cos.,

Inc.

(The)

6,102

200,756

5,404,880

Financials

—

12.69%

Aflac,

Inc.

2,842

204,453

Allstate

Corp.

(The)

1,547

209,774

American

Express

Co.

1,292

190,893

American

International

Group,

Inc.

3,181

201,166

Ameriprise

Financial,

Inc.

619

192,738

Aon

PLC,

Class

A

651

195,391

Arch

Capital

Group

Ltd.

(a) 3,312

207,928

Arthur

J. Gallagher

&

Co.

1,037

195,516

Assurant,

Inc.

1,525

190,717

Bank

of

America

Corp.

6,142

203,423

Bank

of

New

York

Mellon

Corp.

(The)

4,448

202,473

Berkshire

Hathaway,

Inc.,

Class

B

(a) 649

200,476

BlackRock,

Inc.

199,125

Brown

&

Brown,

Inc.

3,458

197,002

Capital

One

Financial

Corp.

2,107

195,866

Cboe

Global

Markets,

Inc.

1,599

200,627

Charles

Schwab

Corp.

(The)

2,491

207,400

Chubb

Ltd.

915

201,849

Cincinnati

Financial

Corp.

1,877

192,186

Citigroup,

Inc.

4,434

200,550

Citizens

Financial

Group,

Inc.

4,994

196,614

CME

Group,

Inc.

1,112

186,994

Coinbase

Global,

Inc.,

Class

A

(a) 5,369

190,009

Comerica,

Inc.

3,016

201,620

Discover

Financial

Services

1,931

188,910

Everest

Re

Group

Ltd.

598

198,099

Fifth

Third

Bancorp

6,047

198,402

First

Republic

Bank

1,700

207,213

Franklin

Resources,

Inc.

7,479

197,296

Globe

Life,

Inc.

1,707

205,778

Goldman

Sachs

Group,

Inc.

(The)

553

189,889

Hartford

Financial

Services

Group,

Inc.

(The)

2,665

202,087

Huntington

Bancshares,

Inc.

13,668

192,719

Index

Funds

S&P

500®

Equal

Weight

Schedule

of

Investments

(continued)

December

31,

2022

-

(Unaudited)

COMMON

STOCKS

—

99.78%

-

continued

Shares

Fair

Value

Financials

—

12.69%

-

continued

Intercontinental

Exchange,

Inc.

1,924

$

197,383

Invesco

Ltd.

10,838

194,976

JPMorgan

Chase

&

Co.

1,504

201,686

KeyCorp

11,416

198,867

Lincoln

National

Corp.

6,282

192,983

Loews

Corp.

3,521

205,381

M&T

Bank

Corp.

1,314

190,609

Marsh

&

McLennan

Cos.,

Inc.

1,162

192,288

MetLife,

Inc.

2,755

199,379

Morgan

Stanley

2,223

188,999

Nasdaq,

Inc.

3,146

193,007

Northern

Trust

Corp.

2,263

200,253

PNC

Financial

Services

Group,

Inc.

(The)

1,291

203,900

Principal

Financial

Group,

Inc.

2,258

189,491

Progressive

Corp.

(The)

1,537

199,364

Prudential

Financial,

Inc.

1,962

195,141

Raymond

James

Financial,

Inc.

1,753

187,308

Regions

Financial

Corp.

9,032

194,730

Signature

Bank

1,678

193,339

State

Street

Corp.

2,516

195,166

SVB

Financial

Group

(a) 903

207,817

Synchrony

Financial

5,665

186,152

T. Rowe

Price

Group,

Inc.

1,660

181,040

Travelers

Cos.,

Inc.

(The)

1,071

200,802

Truist

Financial

Corp.

4,726

203,360

U.S.

Bancorp

4,613

201,173

W.R.

Berkley

Corp.

2,704

196,229

Wells

Fargo

&

Co.

4,680

193,237

Willis

Towers

Watson

PLC

814

199,088

Zions

Bancorporation

4,187

205,833

12,434,164

Health

Care

—

12.75%

Abbott

Laboratories

1,849

203,001

AbbVie,

Inc.

1,219

197,003

Agilent

Technologies,

Inc.

1,300

194,545

Align

Technology,

Inc.

(a) 1,054

222,289

AmerisourceBergen

Corp.

1,203

199,349

Amgen,

Inc.

714

187,525

Baxter

International,

Inc.

3,796

193,482

Becton,

Dickinson

and

Co.

804

204,457

Biogen,

Inc.

(a) 697

193,013

Bio-Rad

Laboratories,

Inc.,

Class

A

(a) 478

200,994

Bio-Techne

Corp.

2,464

204,216

Boston

Scientific

Corp.

(a) 4,302

199,054

Bristol-Myers

Squibb

Co.

2,522

181,458

Cardinal

Health,

Inc.

2,564

197,095

Index

Funds

S&P

500®

Equal

Weight

Schedule

of

Investments

(continued)

December

31,

2022

-

(Unaudited)

COMMON

STOCKS

—

99.78%

-

continued

Shares

Fair

Value

Health

Care

—

12.75%

-

continued

Catalent,

Inc.

(a) 4,451

$

200,340

Centene

Corp.

(a) 2,306

189,115

Charles

River

Laboratories

International,

Inc.

(a) 946

206,133

Cigna

Corp.

599

198,472

Cooper

Co.,

Inc.

(The)

643

212,621

CVS

Health

Corp.

1,956

182,280

Danaher

Corp.

739

196,145

DaVita,

Inc.

(a) 2,675

199,742

DENTSPLY

SIRONA,

Inc.

6,572

209,252

DexCom,

Inc.

(a) 1,708

193,414

Edwards

LifeSciences

Corp.

(a) 2,687

200,477

Elevance

Health,

Inc.

194,416

Eli

Lilly

&

Co.

551

201,578

Gilead

Sciences,

Inc.

2,261

194,107

HCA

Healthcare,

Inc.

837

200,847

Henry

Schein,

Inc.

(a) 2,450

195,682

Hologic,

Inc.

(a) 2,688

201,089

Humana,

Inc.

191,047

IDEXX

Laboratories,

Inc.

(a) 473

192,965

Illumina,

Inc.

(a) 967

195,527

Incyte

Corp.

(a) 2,416

194,053

Intuitive

Surgical,

Inc.

(a) 735

195,032

IQVIA

Holdings,

Inc.

(a) 954

195,465

Johnson

&

Johnson

1,132

199,968

Laboratory

Corp.

of

America

Holdings

851

200,393

McKesson

Corp.

535

200,689

Medtronic

PLC

2,530

196,632

Merck

&

Co.,

Inc.

1,828

202,817

Mettler-Toledo

International,

Inc.

(a) 137

198,027

Moderna,

Inc.

(a) 1,122

201,534

Molina

Healthcare,

Inc.

(a) 583

192,518

Organon

&

Co.

7,352

205,340

PerkinElmer,

Inc.

1,430

200,515

Pfizer,

Inc.

3,845

197,018

Quest

Diagnostics,

Inc.

1,336

209,004

Regeneron

Pharmaceuticals,

Inc.

(a) 265

191,195

ResMed,

Inc.

905

188,358

STERIS

PLC

1,036

191,339

Stryker

Corp.

813

198,770

Teleflex,

Inc.

804

200,703

Thermo

Fisher

Scientific,

Inc.

195,495

UnitedHealth

Group,

Inc.

195,636

Universal

Health

Services,

Inc.,

Class

B

1,562

220,070

Vertex

Pharmaceuticals,

Inc.

(a) 637

183,953

Viatris,

Inc.

18,448

205,326

Waters

Corp.

(a) 591

202,465

Index

Funds

S&P

500®

Equal

Weight

Schedule

of

Investments

(continued)

December

31,

2022

-

(Unaudited)

COMMON

STOCKS

—

99.78%

-

continued

Shares

Fair

Value

Health

Care

—

12.75%

-

continued

West

Pharmaceutical

Services,

Inc.

832

$

195,811

Zimmer

Biomet

Holdings,

Inc.

1,599

203,873

Zoetis,

Inc.,

Class

A

1,296

189,929

12,484,658

Industrials

—

13.98%

3M

Co.

1,581

189,594

A.O.

Smith

Corp.

3,412

195,303

Alaska

Air

Group,

Inc.

(a) 4,463

191,641

Allegion

PLC

1,822

191,784

American

Airlines

Group,

Inc.

(a) 14,698

186,959

AMETEK,

Inc.

1,430

199,800

Amphenol

Corp.,

Class

A

2,533

192,863

Boeing

Co.

(The)

(a) 1,108

211,063

Carrier

Global

Corp.

4,623

190,699

Caterpillar,

Inc.

875

209,614

CH

Robinson

Worldwide,

Inc.

2,087

191,086

Cintas

Corp.

198,261

CSX

Corp.

6,330

196,103

Cummins,

Inc.

835

202,312

Deere

&

Co.

196,372

Delta

Air

Lines,

Inc.

(a) 5,884

193,348

Dover

Corp.

1,449

196,209

Eaton

Corp.

PLC

1,256

197,129

Emerson

Electric

Co.

2,112

202,879

Expeditors

International

of

Washington,

Inc.

1,843

191,525

Fastenal

Co.

3,902

184,643

FedEx

Corp.

1,154

199,873

Fortive

Corp.

3,026

194,421

Generac

Holdings,

Inc.

(a) 2,146

216,016

General

Dynamics

Corp.

805

199,728

General

Electric,

Co.

2,442

204,614

Honeywell

International,

Inc.

940

201,442

Howmet

Aerospace

Inc.

5,233

206,233

Huntington

Ingalls

Industries,

Inc.

852

196,539

IDEX

Corp.

845

192,939

Illinois

Tool

Works,

Inc.

905

199,372

Ingersoll

Rand,

Inc.

3,735

195,154

Jacobs

Solutions,

Inc.

1,639

196,794

JB

Hunt

Transport

Services,

Inc.

1,118

194,934

Johnson

Controls

International

PLC

3,024

193,536

Keysight

Technologies,

Inc.

(a) 1,101

188,348

L3

Harris

Technologies,

Inc.

923

192,178

Lockheed

Martin

Corp.

200,434

Nordson

Corp.

853

202,775

Norfolk

Southern

Corp.

815

200,832

Northrop

Grumman

Corp.

205,149

Index

Funds

S&P

500®

Equal

Weight

Schedule

of

Investments

(continued)

December

31,

2022

-

(Unaudited)

COMMON

STOCKS

—

99.78%

-

continued

Shares

Fair

Value

Industrials

—

13.98%

-

continued

Old

Dominion

Freight

Line,

Inc.

681

$

193,254

Otis

Worldwide

Corp.

2,534

198,438

PACCAR,

Inc.

1,964

194,377

Parker-Hannifin

Corp.

687

199,917

Pentair

PLC

4,413

198,497

Quanta

Services,

Inc.

1,343

191,378

Raytheon

Technologies

Corp.

2,024

204,262

Republic

Services,

Inc.

1,465

188,970

Robert

Half

International,

Inc.

2,724

201,113

Rockwell

Automation,

Inc.

766

197,299

Rollins,

Inc.

5,164

188,693

Roper

Technologies,

Inc.

199,193

Snap-on,

Inc.

850

194,217

Southwest

Airlines

Co.

(a) 5,232

176,161

Stanley

Black

&

Decker,

Inc.

2,510

188,551

TE

Connectivity

Ltd.

1,634

187,583

Teledyne

Technologies,

Inc.

(a) 491

196,356

Textron,

Inc.

2,774

196,399

Trane

Technologies

PLC

1,135

190,782

Transdigm

Group,

Inc.

205,266

Trimble,

Inc.

(a) 3,458

174,836

Union

Pacific

Corp.

941

194,853

United

Airlines

Holdings,

Inc.

(a) 4,621

174,212

United

Parcel

Service,

Inc.,

Class

B

1,120

194,701

United

Rentals,

Inc.

(a) 564

200,456

W.W.

Grainger,

Inc.

188,013

Wabtec

Corp.

1,981

197,724

Waste

Management,

Inc.

1,192

187,001

Xylem,

Inc.

1,788

197,699

13,690,699

Materials

—

5.67%

Air

Products

&

Chemicals,

Inc.

632

194,820

Albemarle

Corp.

786

170,452

Amcor

PLC

16,077

191,477

Avery

Dennison

Corp.

1,119

202,539

Ball

Corp.

3,713

189,883

Celanese

Corp.

1,943

198,652

CF

Industries

Holdings,

Inc.

2,015

171,678

Corteva,

Inc.

3,157

185,568

Dow,

Inc.

3,962

199,645

DuPont

de

Nemours,

Inc.

2,887

198,135

Eastman

Chemical

Co.

2,335

190,162

Ecolab,

Inc.

1,323

192,576

FMC

Corp.

1,571

196,061

Freeport-McMoRan,

Inc.

5,153

195,814

International

Flavors

&

Fragrances,

Inc.

1,854

194,373

Index

Funds

S&P

500®

Equal

Weight

Schedule

of

Investments

(continued)

December

31,

2022

-

(Unaudited)

COMMON

STOCKS

—

99.78%

-

continued

Shares

Fair

Value

Materials

—

5.67%

-

continued

International

Paper

Co.

5,512

$

190,881

Linde

PLC

598

195,056

LyondellBasell

Industries

N.V.,

Class

A

2,442

202,760

Martin

Marietta

Materials,

Inc.

557

188,249

Mosaic

Co.

(The)

4,248

186,360

Newmont

Corp.

4,286

202,299

Nucor

Corp.

1,352

178,207

Packaging

Corp.

of

America

1,472

188,284

PPG

Industries,

Inc.

1,525

191,754

Sealed

Air

Corp.

3,916

195,329

Sherwin-Williams

Co.

(The)

787

186,779

Steel

Dynamics,

Inc.

1,960

191,492

Vulcan

Materials

Co.

1,090

190,870

WestRock

Co.

5,543

194,892

5,555,047

Real

Estate

—

5.89%

Alexandria

Real

Estate

Equities,

Inc.

1,332

194,032

American

Tower

Corp.

930

197,030

AvalonBay

Communities,

Inc.

1,172

189,301

Boston

Properties,

Inc.

2,986

201,793

Camden

Property

Trust

1,715

191,874

CBRE

Group,

Inc.,

Class

A

(a) 2,622

201,789

Crown

Castle

International

Corp.

1,423

193,016

Digital

Realty

Trust,

Inc.

1,859

186,402

Equinix,

Inc.

192,579

Equity

Residential

3,170

187,030

Essex

Property

Trust,

Inc.

926

196,238

Extra

Space

Storage,

Inc.

1,270

186,919

Federal

Realty

Investment

Trust

1,847

186,621

Healthpeak

Properties,

Inc.

7,845

196,674

Host

Hotels

&

Resorts,

Inc.

11,242

180,434

Invitation

Homes,

Inc.

6,296

186,613

Iron

Mountain,

Inc.

3,655

182,202

Kimco

Realty

Corp.

9,160

194,009

Mid-America

Apartment

Communities,

Inc.

1,230

193,098

Prologis,

Inc.

1,710

192,768

Public

Storage

668

187,167

Realty

Income

Corp.

3,086

195,745

Regency

Centers

Corp.

3,026

189,125

SBA

Communications

Corp.,

Class

A

690

193,414

Simon

Property

Group,

Inc.

1,704

200,186

UDR,

Inc.

4,986

193,108

Ventas,

Inc.

4,378

197,229

VICI

Properties,

Inc.

5,861

189,896

Welltower,

Inc.

2,983

195,536

Index

Funds

S&P

500®

Equal

Weight

Schedule

of

Investments

(continued)

December

31,

2022

-

(Unaudited)

COMMON

STOCKS

—

99.78%

-

continued

Shares

Fair

Value

Real

Estate

—

5.89%

-

continued

Weyerhaeuser

Co.

6,318

$

195,858

5,767,686

Technology

—

14.86%

Accenture

PLC,

Class

A

690

184,120

Adobe,

Inc.

(a) 601

202,255

Advanced

Micro

Devices,

Inc.

(a) 2,899

187,768

Akamai

Technologies,

Inc.

(a) 2,234

188,326

Analog

Devices,

Inc.

1,179

193,391

ANSYS,

Inc.

(a) 822

198,587

Apple,

Inc.

1,399

181,772

Applied

Materials,

Inc.

1,852

180,348

Arista

Networks,

Inc.

(a) 1,555

188,699

Autodesk,

Inc.

(a) 1,024

191,355

Automatic

Data

Processing,

Inc.

774

184,878

Broadcom,

Inc.

204,083

Broadridge

Financial

Solutions,

Inc.

1,400

187,782

Cadence

Design

Systems,

Inc.

(a) 1,215

195,178

CDW

Corp.

1,072

191,438

Ceridian

HCM

Holding,

Inc.

(a) 3,065

196,620

Cisco

Systems,

Inc.

4,104

195,515

Cognizant

Technology

Solutions

Corp.,

Class

A

3,409

194,961

Corning,

Inc.

6,023

192,375

CoStar

Group,

Inc.

(a) 2,465

190,495

DXC

Technology

Co.

(a) 7,556

200,233

EPAM

Systems,

Inc.

(a) 578

189,434

Equifax,

Inc.

1,007

195,721

F5,

Inc.

(a) 1,330

190,868

FactSet

Research

Systems,

Inc.

177,736

Fidelity

National

Information

Services,

Inc.

2,830

192,016

Fiserv,

Inc.

(a) 1,976

199,714

FleetCor

Technologies,

Inc.

(a) 1,084

199,109

Fortinet,

Inc.

(a) 3,815

186,515

Garmin

Ltd.

2,093

193,163

Gartner,

Inc.

(a) 579

194,625

Global

Payments,

Inc.

2,033

201,917

Hewlett

Packard

Enterprise

Co.

12,315

196,546

HP,

Inc.

7,050

189,434

Intel

Corp.

7,043

186,146

International

Business

Machines

Corp.

1,353

190,624

Intuit,

Inc.

193,442

Jack

Henry

&

Associates,

Inc.

1,096

192,414

Juniper

Networks,

Inc.

6,142

196,298

KLA

Corp.

505

190,400

Lam

Research

Corp.

185,773

Leidos

Holdings,

Inc.

1,861

195,759

MarketAxess

Holdings,

Inc.

708

197,454

Index

Funds

S&P

500®

Equal

Weight

Schedule

of

Investments

(continued)

December

31,

2022

-

(Unaudited)

COMMON

STOCKS

—

99.78%

-

continued

Shares

Fair

Value

Technology

—

14.86%

-

continued

MasterCard,

Inc.,

Class

A

570

$

198,206

Microchip

Technology,

Inc.

2,621

184,125

Micron

Technology,

Inc.

3,624

181,128

Microsoft

Corp.

811

194,494

Monolithic

Power

Systems,

Inc.

515

182,109

Moody's

Corp.

691

192,526

Motorola

Solutions,

Inc.

749

193,025

MSCI,

Inc.

187,929

NetApp,

Inc.

3,094

185,826

NortonLifeLock,

Inc.

8,772

187,984

NVIDIA

Corp.

1,169

170,838

NXP

Semiconductors

N.V.

1,171

185,053

ON

Semiconductor

Corp.

(a) 2,819

175,821

Oracle

Corp.

2,490

203,533

Paychex,

Inc.

1,664

192,292

Paycom

Software,

Inc.

(a) 633

196,426

PayPal

Holdings,

Inc.

(a) 2,703

192,507

PTC,

Inc.

(a) 1,641

196,986

Qorvo,

Inc.

(a) 2,038

184,724

Qualcomm,

Inc.

1,671

183,710

S&P

Global,

Inc.

573

191,921

Salesforce.com,

Inc.

(a) 1,516

201,006

Seagate

Technology

PLC

3,673

193,237

ServiceNow,

Inc.

(a) 505

196,076

Skyworks

Solutions,

Inc.

2,104

191,738

Synopsys,

Inc.

(a) 610

194,767

Teradyne,

Inc.

2,152

187,977

Texas

Instruments,

Inc.

1,142

188,681

Tyler

Technologies,

Inc.

(a) 615

198,282

Verisk

Analytics,

Inc.

1,090

192,298

Visa,

Inc.,

Class

A

953

197,995

Western

Digital

Corp.

(a) 5,569

175,702

Zebra

Technologies

Corp.,

Class

A

(a) 791

202,820

14,547,029

Utilities

—

6.08%

AES

Corp.

6,973

200,543

Alliant

Energy

Corp.

3,596

198,535

Ameren

Corp.

2,244

199,536

American

Electric

Power

Co.,

Inc.

2,059

195,502

American

Water

Works

Co.,

Inc.

1,274

194,183

Atmos

Energy

Corp.

1,690

189,398

CenterPoint

Energy,

Inc.

6,531

195,865

CMS

Energy

Corp.

3,196

202,403

Consolidated

Edison,

Inc.

2,060

196,339

Constellation

Energy

Corp.

2,216

191,041

Dominion

Energy,

Inc.

3,413

209,286

Index

Funds

S&P

500®

Equal

Weight

Schedule

of

Investments

(continued)

December

31,

2022

-

(Unaudited)

COMMON

STOCKS

—

99.78%

-

continued

Shares

Fair

Value

Utilities

—

6.08%

-

continued

DTE

Energy

Co.

1,697

$

199,448

Duke

Energy

Corp.

1,982

204,126

Edison

International

3,023

192,323

Entergy

Corp.

1,702

191,475

Evergy,

Inc.

3,187

200,558

Eversource

Energy

2,366

198,365

Exelon

Corp.

4,801

207,547

FirstEnergy

Corp.

4,794

201,060

NextEra

Energy,

Inc.

2,353

196,711

Nisource,

Inc.

7,261

199,097

NRG

Energy,

Inc.

6,161

196,043

PG&E

Corp.

(a) 12,797

208,080

Pinnacle

West

Capital

Corp.

2,566

195,119

PPL

Corp.

6,869

200,712

Public

Service

Enterprise

Group,

Inc.

3,327

203,845

Sempra

Energy

1,234

190,702

Southern

Co.

(The)

2,909

207,733

WEC

Energy

Group,

Inc.

2,078

194,833

Xcel

Energy,

Inc.

2,847

199,603

5,960,011

Total

Common

Stocks

(Cost $79,318,090)

97,736,408

EXCHANGE-TRADED

FUNDS

—

0.15%

Shares

Fair

Value

SPDR

S&P

500

ETF

Trust

145,323

Total

Exchange-Traded

Funds

(Cost $144,651)

145,323

Total

Investments

—

99.93%

(Cost

$79,462,741)

97,881,731

Other

Assets

in

Excess

of

Liabilities — 0.07%

69,836

NET

ASSETS

—

100.00%

$

97,951,567

(a) Non-income

producing

security.

ETF

-

Exchange-Traded

Fund

SPDR

-

Standard

&

Poor's

Depositary

Receipt

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-21836

- **c. CIK number of Registrant:** 0001345125

- **d. LEI of Registrant:** 549300JIQ6PSTKEB8T60

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

  - **Street Address 1:** 737 Bishop Street, Mauka Tower

  - **City:** Honolulu

  - **State:** HI

  - **Foreign country:** US

  - **Zip / Postal Code:** 96813

  - **Telephone number:** 808-600-5366

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

- **a. Name of Series:** INDEX FUNDS S&P 500 EQUAL WEIGHT

- **b. EDGAR series identifier (if any):** S000046772

- **c. LEI of Series:** 549300JIQ6PSTKEB8T60

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

- **a. Date of fiscal year-end:** 2023-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $98667680.29

**Total Liabilities:** $447343.50

**Net Assets:** $98220336.79

**Cash Not Reported:** $7549.48

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000146106 | 9.74%                | 6.57%                | -4.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $124051.63               | $8288838.46                                |
| Month 2  | $46107.49                | $6117610.90                                |
| Month 3  | $-149004.00              | $-4955609.92                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A    | Henry Schein, Inc.                             | CUSIP: 806407102<br>LEI: N/A | Long             | EC               | CORP              | US        |      2450 | NS      | $195681.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Union Pacific Corp.                            | CUSIP: 907818108<br>LEI: N/A | Long             | EC               | CORP              | US        |       941 | NS      | $194852.87    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Seagate Technology PLC                         | CUSIP: G7997R103<br>LEI: N/A | Long             | EC               | CORP              | IE        |      3673 | NS      | $193236.53    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Sealed Air Corp.                               | CUSIP: 81211K100<br>LEI: N/A | Long             | EC               | CORP              | US        |      3916 | NS      | $195330.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Allegion PLC                                   | CUSIP: G0176J109<br>LEI: N/A | Long             | EC               | CORP              | IE        |      1822 | NS      | $191783.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Equinix, Inc.                                  | CUSIP: 29444U700<br>LEI: N/A | Long             | EC               | CORP              | US        |       294 | NS      | $192578.82    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Waters Corp.                                   | CUSIP: 941848103<br>LEI: N/A | Long             | EC               | CORP              | US        |       591 | NS      | $202464.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | HCA Healthcare, Inc.                           | CUSIP: 40412C101<br>LEI: N/A | Long             | EC               | CORP              | US        |       837 | NS      | $200846.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Phillips 66                                    | CUSIP: 718546104<br>LEI: N/A | Long             | EC               | CORP              | US        |      2029 | NS      | $211178.32    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Walgreens Boots Alliance, Inc.                 | CUSIP: 931427108<br>LEI: N/A | Long             | EC               | CORP              | US        |      4919 | NS      | $183773.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Qorvo, Inc.                                    | CUSIP: 74736K101<br>LEI: N/A | Long             | EC               | CORP              | US        |      2038 | NS      | $184724.32    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | General Mills, Inc.                            | CUSIP: 370334104<br>LEI: N/A | Long             | EC               | CORP              | US        |      2317 | NS      | $194280.45    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | JB Hunt Transport Services, Inc.               | CUSIP: 445658107<br>LEI: N/A | Long             | EC               | CORP              | US        |      1118 | NS      | $194934.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Interpublic Group of Cos., Inc.                | CUSIP: 460690100<br>LEI: N/A | Long             | EC               | CORP              | US        |      6201 | NS      | $206555.31    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Motorola Solutions, Inc.                       | CUSIP: 620076307<br>LEI: N/A | Long             | EC               | CORP              | US        |       749 | NS      | $193024.79    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Halliburton Co.                                | CUSIP: 406216101<br>LEI: N/A | Long             | EC               | CORP              | US        |      6025 | NS      | $237083.75    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Chevron Corp.                                  | CUSIP: 166764100<br>LEI: N/A | Long             | EC               | CORP              | US        |      1183 | NS      | $212336.67    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Aflac, Inc.                                    | CUSIP: 001055102<br>LEI: N/A | Long             | EC               | CORP              | US        |      2842 | NS      | $204453.48    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Johnson & Johnson                              | CUSIP: 478160104<br>LEI: N/A | Long             | EC               | CORP              | US        |      1132 | NS      | $199967.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Omnicom Group, Inc.                            | CUSIP: 681919106<br>LEI: N/A | Long             | EC               | CORP              | US        |      2629 | NS      | $214447.53    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | CF Industries Holdings, Inc.                   | CUSIP: 125269100<br>LEI: N/A | Long             | EC               | CORP              | US        |      2015 | NS      | $171678.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Ceridian HCM Holding, Inc.                     | CUSIP: 15677J108<br>LEI: N/A | Long             | EC               | CORP              | US        |      3065 | NS      | $196619.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Baker Hughes Co.                               | CUSIP: 05722G100<br>LEI: N/A | Long             | EC               | CORP              | US        |      7336 | NS      | $216632.08    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Healthpeak Properties, Inc.                    | CUSIP: 42250P103<br>LEI: N/A | Long             | EC               | CORP              | US        |      7845 | NS      | $196674.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Wynn Resorts Ltd.                              | CUSIP: 983134107<br>LEI: N/A | Long             | EC               | CORP              | US        |      2340 | NS      | $192979.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Generac Holdings, Inc.                         | CUSIP: 368736104<br>LEI: N/A | Long             | EC               | CORP              | US        |      2146 | NS      | $216016.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | American Water Works Co., Inc.                 | CUSIP: 030420103<br>LEI: N/A | Long             | EC               | CORP              | US        |      1274 | NS      | $194183.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Tractor Supply Co.                             | CUSIP: 892356106<br>LEI: N/A | Long             | EC               | CORP              | US        |       911 | NS      | $204947.67    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | CenterPoint Energy, Inc.                       | CUSIP: 15189T107<br>LEI: N/A | Long             | EC               | CORP              | US        |      6531 | NS      | $195864.69    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Keurig Dr Pepper, Inc.                         | CUSIP: 49271V100<br>LEI: N/A | Long             | EC               | CORP              | US        |      5243 | NS      | $186965.38    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Abbott Laboratories                            | CUSIP: 002824100<br>LEI: N/A | Long             | EC               | CORP              | US        |      1849 | NS      | $203001.71    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Hershey Co./The                                | CUSIP: 427866108<br>LEI: N/A | Long             | EC               | CORP              | US        |       839 | NS      | $194287.23    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Travelers Cos., Inc./The                       | CUSIP: 89417E109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1071 | NS      | $200801.79    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Ball Corp.                                     | CUSIP: 058498106<br>LEI: N/A | Long             | EC               | CORP              | US        |      3713 | NS      | $189882.82    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | FMC Corp.                                      | CUSIP: 302491303<br>LEI: N/A | Long             | EC               | CORP              | US        |      1571 | NS      | $196060.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Pool Corp.                                     | CUSIP: 73278L105<br>LEI: N/A | Long             | EC               | CORP              | US        |       601 | NS      | $181700.33    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Domino's Pizza, Inc.                           | CUSIP: 25754A201<br>LEI: N/A | Long             | EC               | CORP              | US        |       548 | NS      | $189827.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Target Corp.                                   | CUSIP: 87612E106<br>LEI: N/A | Long             | EC               | CORP              | US        |      1306 | NS      | $194646.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Molina Healthcare, Inc.                        | CUSIP: 60855R100<br>LEI: N/A | Long             | EC               | CORP              | US        |       583 | NS      | $192518.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | CoStar Group, Inc.                             | CUSIP: 22160N109<br>LEI: N/A | Long             | EC               | CORP              | US        |      2465 | NS      | $190495.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Teleflex, Inc.                                 | CUSIP: 879369106<br>LEI: N/A | Long             | EC               | CORP              | US        |       804 | NS      | $200702.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Nasdaq, Inc.                                   | CUSIP: 631103108<br>LEI: N/A | Long             | EC               | CORP              | US        |      3146 | NS      | $193007.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Southern Co./The                               | CUSIP: 842587107<br>LEI: N/A | Long             | EC               | CORP              | US        |      2909 | NS      | $207731.69    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | 3M Co.                                         | CUSIP: 88579Y101<br>LEI: N/A | Long             | EC               | CORP              | US        |      1581 | NS      | $189593.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | ConAgra Foods, Inc.                            | CUSIP: 205887102<br>LEI: N/A | Long             | EC               | CORP              | US        |      5231 | NS      | $202439.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Tapestry, Inc.                                 | CUSIP: 876030107<br>LEI: N/A | Long             | EC               | CORP              | US        |      5465 | NS      | $208107.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Coca-Cola Co./The                              | CUSIP: 191216100<br>LEI: N/A | Long             | EC               | CORP              | US        |      3149 | NS      | $200307.89    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Constellation Brands, Inc.                     | CUSIP: 21036P108<br>LEI: N/A | Long             | EC               | CORP              | US        |       822 | NS      | $190498.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Ameriprise Financial, Inc.                     | CUSIP: 03076C106<br>LEI: N/A | Long             | EC               | CORP              | US        |       619 | NS      | $192738.03    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | D.R. Horton, Inc.                              | CUSIP: 23331A109<br>LEI: N/A | Long             | EC               | CORP              | US        |      2330 | NS      | $207696.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Warner Bros Discovery, Inc.                    | CUSIP: 934423104<br>LEI: N/A | Long             | EC               | CORP              | US        |     17932 | NS      | $169995.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | HP, Inc.                                       | CUSIP: 40434L105<br>LEI: N/A | Long             | EC               | CORP              | US        |      7050 | NS      | $189433.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Diamondback Energy, Inc.                       | CUSIP: 25278X109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1534 | NS      | $209820.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Archer-Daniels-Midland Co.                     | CUSIP: 039483102<br>LEI: N/A | Long             | EC               | CORP              | US        |      2164 | NS      | $200927.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Accenture PLC                                  | CUSIP: G1151C101<br>LEI: N/A | Long             | EC               | CORP              | IE        |       690 | NS      | $184119.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | T-Mobile US, Inc.                              | CUSIP: 872590104<br>LEI: N/A | Long             | EC               | CORP              | US        |      1405 | NS      | $196700.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | SolarEdge Technologies, Inc.                   | CUSIP: 83417M104<br>LEI: N/A | Long             | EC               | CORP              | US        |       632 | NS      | $179026.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Allstate Corp.                                 | CUSIP: 020002101<br>LEI: N/A | Long             | EC               | CORP              | US        |      1547 | NS      | $209773.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Extra Space Storage, Inc.                      | CUSIP: 30225T102<br>LEI: N/A | Long             | EC               | CORP              | US        |      1270 | NS      | $186918.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Global Payments, Inc.                          | CUSIP: 37940X102<br>LEI: N/A | Long             | EC               | CORP              | US        |      2033 | NS      | $201917.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Match Group, Inc.                              | CUSIP: 57667L107<br>LEI: N/A | Long             | EC               | CORP              | US        |      4563 | NS      | $189318.87    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | PNC Financial Services Group, Inc.             | CUSIP: 693475105<br>LEI: N/A | Long             | EC               | CORP              | US        |      1291 | NS      | $203900.54    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Etsy, Inc.                                     | CUSIP: 29786A106<br>LEI: N/A | Long             | EC               | CORP              | US        |      1568 | NS      | $187815.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Royal Caribbean Cruises Ltd.                   | CUSIP: V7780T103<br>LEI: N/A | Long             | EC               | CORP              | LR        |      3538 | NS      | $174883.34    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | ON Semiconductor Corporation                   | CUSIP: 682189105<br>LEI: N/A | Long             | EC               | CORP              | US        |      2819 | NS      | $175821.03    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | United Rentals, Inc.                           | CUSIP: 911363109<br>LEI: N/A | Long             | EC               | CORP              | US        |       564 | NS      | $200456.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Equity Residential                             | CUSIP: 29476L107<br>LEI: N/A | Long             | EC               | CORP              | US        |      3170 | NS      | $187030.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Huntington Ingalls Industries, Inc.            | CUSIP: 446413106<br>LEI: N/A | Long             | EC               | CORP              | US        |       852 | NS      | $196539.36    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Stryker Corp.                                  | CUSIP: 863667101<br>LEI: N/A | Long             | EC               | CORP              | US        |       813 | NS      | $198770.37    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Corteva, Inc.                                  | CUSIP: 22052L104<br>LEI: N/A | Long             | EC               | CORP              | US        |      3157 | NS      | $185568.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | NVIDIA Corp.                                   | CUSIP: 67066G104<br>LEI: N/A | Long             | EC               | CORP              | US        |      1169 | NS      | $170837.66    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | EQT Corp.                                      | CUSIP: 26884L109<br>LEI: N/A | Long             | EC               | CORP              | US        |      5575 | NS      | $188602.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | CH Robinson Worldwide, Inc.                    | CUSIP: 12541W209<br>LEI: N/A | Long             | EC               | CORP              | US        |      2087 | NS      | $191085.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Fortive Corp.                                  | CUSIP: 34959J108<br>LEI: N/A | Long             | EC               | CORP              | US        |      3026 | NS      | $194420.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Molson Coors Brewing Co.                       | CUSIP: 60871R209<br>LEI: N/A | Long             | EC               | CORP              | US        |      3790 | NS      | $195260.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Starbucks Corp.                                | CUSIP: 855244109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1954 | NS      | $193836.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Clorox Co./The                                 | CUSIP: 189054109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1337 | NS      | $187621.21    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | NextEra Energy, Inc.                           | CUSIP: 65339F101<br>LEI: N/A | Long             | EC               | CORP              | US        |      2353 | NS      | $196710.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Teradyne, Inc.                                 | CUSIP: 880770102<br>LEI: N/A | Long             | EC               | CORP              | US        |      2152 | NS      | $187977.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Align Technology, Inc.                         | CUSIP: 016255101<br>LEI: N/A | Long             | EC               | CORP              | US        |      1054 | NS      | $222288.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Organon & Co.                                  | CUSIP: 68622V106<br>LEI: N/A | Long             | EC               | CORP              | US        |      7352 | NS      | $205341.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Ventas, Inc.                                   | CUSIP: 92276F100<br>LEI: N/A | Long             | EC               | CORP              | US        |      4378 | NS      | $197228.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Kroger Co./The                                 | CUSIP: 501044101<br>LEI: N/A | Long             | EC               | CORP              | US        |      4280 | NS      | $190802.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Valero Energy Corp.                            | CUSIP: 91913Y100<br>LEI: N/A | Long             | EC               | CORP              | US        |      1735 | NS      | $220102.10    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | PG&E Corp.                                     | CUSIP: 69331C108<br>LEI: N/A | Long             | EC               | CORP              | US        |     12797 | NS      | $208079.22    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | U.S. Bancorp                                   | CUSIP: 902973304<br>LEI: N/A | Long             | EC               | CORP              | US        |      4613 | NS      | $201172.93    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | IQVIA Holdings, Inc.                           | CUSIP: 46266C105<br>LEI: N/A | Long             | EC               | CORP              | US        |       954 | NS      | $195465.06    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | BlackRock, Inc.                                | CUSIP: 09247X101<br>LEI: N/A | Long             | EC               | CORP              | US        |       281 | NS      | $199125.03    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Gilead Sciences, Inc.                          | CUSIP: 375558103<br>LEI: N/A | Long             | EC               | CORP              | US        |      2261 | NS      | $194106.85    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | A.O. Smith Corp.                               | CUSIP: 831865209<br>LEI: N/A | Long             | EC               | CORP              | US        |      3412 | NS      | $195302.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Western Digital Corp.                          | CUSIP: 958102105<br>LEI: N/A | Long             | EC               | CORP              | US        |      5569 | NS      | $175701.95    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Alphabet, Inc.                                 | CUSIP: 02079K107<br>LEI: N/A | Long             | EC               | CORP              | US        |      1006 | NS      | $89262.38     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Ingersoll Rand, Inc.                           | CUSIP: 45687V106<br>LEI: N/A | Long             | EC               | CORP              | US        |      3735 | NS      | $195153.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Centene Corp.                                  | CUSIP: 15135B101<br>LEI: N/A | Long             | EC               | CORP              | US        |      2306 | NS      | $189115.06    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | SVB Financial Group                            | CUSIP: 78486Q101<br>LEI: N/A | Long             | EC               | CORP              | US        |       903 | NS      | $207816.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Huntington Bancshares, Inc.                    | CUSIP: 446150104<br>LEI: N/A | Long             | EC               | CORP              | US        |     13668 | NS      | $192718.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Robert Half International, Inc.                | CUSIP: 770323103<br>LEI: N/A | Long             | EC               | CORP              | US        |      2724 | NS      | $201112.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | EPAM Systems, Inc.                             | CUSIP: 29414B104<br>LEI: N/A | Long             | EC               | CORP              | US        |       578 | NS      | $189433.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Constellation Energy Corp.                     | CUSIP: 21037T109<br>LEI: N/A | Long             | EC               | CORP              | US        |      2216 | NS      | $191041.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Duke Energy Corp.                              | CUSIP: 26441C204<br>LEI: N/A | Long             | EC               | CORP              | US        |      1982 | NS      | $204126.18    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Marathon Petroleum Corp.                       | CUSIP: 56585A102<br>LEI: N/A | Long             | EC               | CORP              | US        |      1861 | NS      | $216601.79    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Aptiv PLC                                      | CUSIP: G6095L109<br>LEI: N/A | Long             | EC               | CORP              | JE        |      2132 | NS      | $198553.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Fidelity National Information Services, Inc.   | CUSIP: 31620M106<br>LEI: N/A | Long             | EC               | CORP              | US        |      2830 | NS      | $192015.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Microsoft Corp.                                | CUSIP: 594918104<br>LEI: N/A | Long             | EC               | CORP              | US        |       811 | NS      | $194494.02    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Alexandria Real Estate Equities, Inc.          | CUSIP: 015271109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1332 | NS      | $194032.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Kinder Morgan, Inc.                            | CUSIP: 49456B101<br>LEI: N/A | Long             | EC               | CORP              | US        |     11396 | NS      | $206039.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | McCormick & Co., Inc./ MD                      | CUSIP: 579780206<br>LEI: N/A | Long             | EC               | CORP              | US        |      2332 | NS      | $193299.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | UDR, Inc.                                      | CUSIP: 902653104<br>LEI: N/A | Long             | EC               | CORP              | US        |      4986 | NS      | $193107.78    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Fastenal Co.                                   | CUSIP: 311900104<br>LEI: N/A | Long             | EC               | CORP              | US        |      3902 | NS      | $184642.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | ConocoPhillips                                 | CUSIP: 20825C104<br>LEI: N/A | Long             | EC               | CORP              | US        |      1808 | NS      | $213344.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | AES Corp.                                      | CUSIP: 00130H105<br>LEI: N/A | Long             | EC               | CORP              | US        |      6973 | NS      | $200543.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Elevance Health, Inc.                          | CUSIP: 036752103<br>LEI: N/A | Long             | EC               | CORP              | US        |       379 | NS      | $194415.63    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Nisource, Inc.                                 | CUSIP: 65473P105<br>LEI: N/A | Long             | EC               | CORP              | US        |      7261 | NS      | $199096.62    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Zebra Technologies Corp.                       | CUSIP: 989207105<br>LEI: N/A | Long             | EC               | CORP              | US        |       791 | NS      | $202820.31    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Brown & Brown, Inc.                            | CUSIP: 115236101<br>LEI: N/A | Long             | EC               | CORP              | US        |      3458 | NS      | $197002.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Willis Towers Watson PLC                       | CUSIP: G96629103<br>LEI: N/A | Long             | EC               | CORP              | IE        |       814 | NS      | $199088.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | PTC, Inc.                                      | CUSIP: 69370C100<br>LEI: N/A | Long             | EC               | CORP              | US        |      1641 | NS      | $196985.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Signature Bank                                 | CUSIP: 82669G104<br>LEI: N/A | Long             | EC               | CORP              | US        |      1678 | NS      | $193339.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Fox Corporation                                | CUSIP: 35137L105<br>LEI: N/A | Long             | EC               | CORP              | US        |      4434 | NS      | $134660.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Public Storage                                 | CUSIP: 74460D109<br>LEI: N/A | Long             | EC               | CORP              | US        |       668 | NS      | $187166.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Delta Air Lines, Inc.                          | CUSIP: 247361702<br>LEI: N/A | Long             | EC               | CORP              | US        |      5884 | NS      | $193348.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Lam Research Corp.                             | CUSIP: 512807108<br>LEI: N/A | Long             | EC               | CORP              | US        |       442 | NS      | $185772.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Agilent Technologies, Inc.                     | CUSIP: 00846U101<br>LEI: N/A | Long             | EC               | CORP              | US        |      1300 | NS      | $194545.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Yum! Brands, Inc.                              | CUSIP: 988498101<br>LEI: N/A | Long             | EC               | CORP              | US        |      1557 | NS      | $199420.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Carrier Global Corp.                           | CUSIP: 14448C104<br>LEI: N/A | Long             | EC               | CORP              | US        |      4623 | NS      | $190698.75    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Lennar Corp.                                   | CUSIP: 526057104<br>LEI: N/A | Long             | EC               | CORP              | US        |      2247 | NS      | $203353.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Weyerhaeuser Co.                               | CUSIP: 962166104<br>LEI: N/A | Long             | EC               | CORP              | US        |      6318 | NS      | $195858.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Mohawk Industries, Inc.                        | CUSIP: 608190104<br>LEI: N/A | Long             | EC               | CORP              | US        |      2000 | NS      | $204440.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Jack Henry & Associates, Inc.                  | CUSIP: 426281101<br>LEI: N/A | Long             | EC               | CORP              | US        |      1096 | NS      | $192413.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Atmos Energy Corp.                             | CUSIP: 049560105<br>LEI: N/A | Long             | EC               | CORP              | US        |      1690 | NS      | $189398.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | SBA Communications Corp.                       | CUSIP: 78410G104<br>LEI: N/A | Long             | EC               | CORP              | US        |       690 | NS      | $193413.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Comcast Corp.                                  | CUSIP: 20030N101<br>LEI: N/A | Long             | EC               | CORP              | US        |      5631 | NS      | $196916.07    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Schlumberger Ltd.                              | CUSIP: 806857108<br>LEI: N/A | Long             | EC               | CORP              | CW        |      4234 | NS      | $226349.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Cboe Global Markets, Inc.                      | CUSIP: 12503M108<br>LEI: N/A | Long             | EC               | CORP              | US        |      1599 | NS      | $200626.53    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Leidos Holdings, Inc.                          | CUSIP: 525327102<br>LEI: N/A | Long             | EC               | CORP              | US        |      1861 | NS      | $195758.59    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | News Corp.                                     | CUSIP: 65249B109<br>LEI: N/A | Long             | EC               | CORP              | US        |      8396 | NS      | $152807.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Globe Life, Inc.                               | CUSIP: 37959E102<br>LEI: N/A | Long             | EC               | CORP              | US        |      1707 | NS      | $205778.85    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | W.W. Grainger, Inc.                            | CUSIP: 384802104<br>LEI: N/A | Long             | EC               | CORP              | US        |       338 | NS      | $188012.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | MetLife, Inc.                                  | CUSIP: 59156R108<br>LEI: N/A | Long             | EC               | CORP              | US        |      2755 | NS      | $199379.35    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Chubb Ltd.                                     | CUSIP: H1467J104<br>LEI: N/A | Long             | EC               | CORP              | CH        |       915 | NS      | $201849.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Wabtec Corp.                                   | CUSIP: 929740108<br>LEI: N/A | Long             | EC               | CORP              | US        |      1981 | NS      | $197723.61    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | VF Corp.                                       | CUSIP: 918204108<br>LEI: N/A | Long             | EC               | CORP              | US        |      7053 | NS      | $194733.33    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | News Corp.                                     | CUSIP: 65249B208<br>LEI: N/A | Long             | EC               | CORP              | US        |      2589 | NS      | $47741.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Eastman Chemical Co.                           | CUSIP: 277432100<br>LEI: N/A | Long             | EC               | CORP              | US        |      2335 | NS      | $190162.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Dollar Tree, Inc.                              | CUSIP: 256746108<br>LEI: N/A | Long             | EC               | CORP              | US        |      1398 | NS      | $197733.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Take-Two Interactive Software, Inc.            | CUSIP: 874054109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1949 | NS      | $202949.37    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | O'Reilly Automotive, Inc.                      | CUSIP: 67103H107<br>LEI: N/A | Long             | EC               | CORP              | US        |       240 | NS      | $202567.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Berkshire Hathaway, Inc.                       | CUSIP: 084670702<br>LEI: N/A | Long             | EC               | CORP              | US        |       649 | NS      | $200476.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Carnival Corp.                                 | CUSIP: 143658300<br>LEI: N/A | Long             | EC               | CORP              | PA        |     22421 | NS      | $180713.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | AmerisourceBergen Corp.                        | CUSIP: 03073E105<br>LEI: N/A | Long             | EC               | CORP              | US        |      1203 | NS      | $199349.13    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Intuitive Surgical, Inc.                       | CUSIP: 46120E602<br>LEI: N/A | Long             | EC               | CORP              | US        |       735 | NS      | $195032.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Teledyne Technologies, Inc.                    | CUSIP: 879360105<br>LEI: N/A | Long             | EC               | CORP              | US        |       491 | NS      | $196355.81    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | DaVita, Inc.                                   | CUSIP: 23918K108<br>LEI: N/A | Long             | EC               | CORP              | US        |      2675 | NS      | $199742.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | ServiceNow, Inc.                               | CUSIP: 81762P102<br>LEI: N/A | Long             | EC               | CORP              | US        |       505 | NS      | $196076.35    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Jacobs Solutions, Inc.                         | CUSIP: 46982L108<br>LEI: N/A | Long             | EC               | CORP              | US        |      1639 | NS      | $196794.73    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Newell Brands, Inc.                            | CUSIP: 651229106<br>LEI: N/A | Long             | EC               | CORP              | US        |     14797 | NS      | $193544.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Raytheon Technologies Corp.                    | CUSIP: 75513E101<br>LEI: N/A | Long             | EC               | CORP              | US        |      2024 | NS      | $204262.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Federal Realty Investment Trust                | CUSIP: 313745101<br>LEI: N/A | Long             | EC               | CORP              | US        |      1847 | NS      | $186620.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Loews Corp.                                    | CUSIP: 540424108<br>LEI: N/A | Long             | EC               | CORP              | US        |      3521 | NS      | $205379.93    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | CSX Corp.                                      | CUSIP: 126408103<br>LEI: N/A | Long             | EC               | CORP              | US        |      6330 | NS      | $196103.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Otis Worldwide Corp.                           | CUSIP: 68902V107<br>LEI: N/A | Long             | EC               | CORP              | US        |      2534 | NS      | $198437.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Charter Communications, Inc.                   | CUSIP: 16119P108<br>LEI: N/A | Long             | EC               | CORP              | US        |       522 | NS      | $177010.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Expeditors International of Washington, Inc.   | CUSIP: 302130109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1843 | NS      | $191524.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Ross Stores, Inc.                              | CUSIP: 778296103<br>LEI: N/A | Long             | EC               | CORP              | US        |      1731 | NS      | $200917.17    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Costco Wholesale Corp.                         | CUSIP: 22160K105<br>LEI: N/A | Long             | EC               | CORP              | US        |       412 | NS      | $188078.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Bio-Techne Corp.                               | CUSIP: 09073M104<br>LEI: N/A | Long             | EC               | CORP              | US        |      2464 | NS      | $204216.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Equifax, Inc.                                  | CUSIP: 294429105<br>LEI: N/A | Long             | EC               | CORP              | US        |      1007 | NS      | $195720.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Marriott International, Inc.                   | CUSIP: 571903202<br>LEI: N/A | Long             | EC               | CORP              | US        |      1234 | NS      | $183730.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Essex Property Trust, Inc.                     | CUSIP: 297178105<br>LEI: N/A | Long             | EC               | CORP              | US        |       926 | NS      | $196237.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | State Street Corp.                             | CUSIP: 857477103<br>LEI: N/A | Long             | EC               | CORP              | US        |      2516 | NS      | $195166.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Dollar General Corp.                           | CUSIP: 256677105<br>LEI: N/A | Long             | EC               | CORP              | US        |       818 | NS      | $201432.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Incyte Corp.                                   | CUSIP: 45337C102<br>LEI: N/A | Long             | EC               | CORP              | US        |      2416 | NS      | $194053.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Northrop Grumman Corp.                         | CUSIP: 666807102<br>LEI: N/A | Long             | EC               | CORP              | US        |       376 | NS      | $205149.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Principal Financial Group, Inc.                | CUSIP: 74251V102<br>LEI: N/A | Long             | EC               | CORP              | US        |      2258 | NS      | $189491.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Arthur J Gallagher & Co.                       | CUSIP: 363576109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1037 | NS      | $195515.98    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Raymond James Financial, Inc.                  | CUSIP: 754730109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1753 | NS      | $187308.05    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Thermo Fisher Scientific, Inc.                 | CUSIP: 883556102<br>LEI: N/A | Long             | EC               | CORP              | US        |       355 | NS      | $195494.95    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | EOG Resources, Inc.                            | CUSIP: 26875P101<br>LEI: N/A | Long             | EC               | CORP              | US        |      1635 | NS      | $211765.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Norwegian Cruise Lines Holdings Ltd.           | CUSIP: G66721104<br>LEI: N/A | Long             | EC               | CORP              | BM        |     12956 | NS      | $158581.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Lamb Weston Holdings, Inc.                     | CUSIP: 513272104<br>LEI: N/A | Long             | EC               | CORP              | US        |      2324 | NS      | $207672.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | McDonald's Corp.                               | CUSIP: 580135101<br>LEI: N/A | Long             | EC               | CORP              | US        |       731 | NS      | $192640.43    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Capital One Financial Corp.                    | CUSIP: 14040H105<br>LEI: N/A | Long             | EC               | CORP              | US        |      2107 | NS      | $195866.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Becton Dickinson and Co                        | CUSIP: 075887109<br>LEI: N/A | Long             | EC               | CORP              | US        |       804 | NS      | $204457.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Camden Property Trust                          | CUSIP: 133131102<br>LEI: N/A | Long             | EC               | CORP              | US        |      1715 | NS      | $191874.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Northern Trust Corp.                           | CUSIP: 665859104<br>LEI: N/A | Long             | EC               | CORP              | US        |      2263 | NS      | $200252.87    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Old Dominion Freight Line, Inc.                | CUSIP: 679580100<br>LEI: N/A | Long             | EC               | CORP              | US        |       681 | NS      | $193254.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Darden Restaurants, Inc.                       | CUSIP: 237194105<br>LEI: N/A | Long             | EC               | CORP              | US        |      1395 | NS      | $192970.35    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | MasterCard, Inc.                               | CUSIP: 57636Q104<br>LEI: N/A | Long             | EC               | CORP              | US        |       570 | NS      | $198206.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | W.R. Berkley Corp.                             | CUSIP: 084423102<br>LEI: N/A | Long             | EC               | CORP              | US        |      2704 | NS      | $196229.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Public Service Enterprise Group, Inc.          | CUSIP: 744573106<br>LEI: N/A | Long             | EC               | CORP              | US        |      3327 | NS      | $203845.29    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Biogen, Inc.                                   | CUSIP: 09062X103<br>LEI: N/A | Long             | EC               | CORP              | US        |       697 | NS      | $193013.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Marsh & McLennan Cos., Inc.                    | CUSIP: 571748102<br>LEI: N/A | Long             | EC               | CORP              | US        |      1162 | NS      | $192287.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Bank of New York Mellon Corp./The              | CUSIP: 064058100<br>LEI: N/A | Long             | EC               | CORP              | US        |      4448 | NS      | $202472.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Edwards LifeSciences Corp.                     | CUSIP: 28176E108<br>LEI: N/A | Long             | EC               | CORP              | US        |      2687 | NS      | $200477.07    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Fifth Third Bancorp                            | CUSIP: 316773100<br>LEI: N/A | Long             | EC               | CORP              | US        |      6047 | NS      | $198402.07    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Activision Blizzard, Inc.                      | CUSIP: 00507V109<br>LEI: N/A | Long             | EC               | CORP              | US        |      2646 | NS      | $202551.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | NetApp, Inc.                                   | CUSIP: 64110D104<br>LEI: N/A | Long             | EC               | CORP              | US        |      3094 | NS      | $185825.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | American Express Co.                           | CUSIP: 025816109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1292 | NS      | $190893.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Zoetis, Inc.                                   | CUSIP: 98978V103<br>LEI: N/A | Long             | EC               | CORP              | US        |      1296 | NS      | $189928.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Texas Instruments, Inc.                        | CUSIP: 882508104<br>LEI: N/A | Long             | EC               | CORP              | US        |      1142 | NS      | $188681.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | General Motors Co.                             | CUSIP: 37045V100<br>LEI: N/A | Long             | EC               | CORP              | US        |      5195 | NS      | $174759.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Home Depot, Inc./The                           | CUSIP: 437076102<br>LEI: N/A | Long             | EC               | CORP              | US        |       620 | NS      | $195833.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Republic Services, Inc.                        | CUSIP: 760759100<br>LEI: N/A | Long             | EC               | CORP              | US        |      1465 | NS      | $188970.35    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Rockwell Automation, Inc.                      | CUSIP: 773903109<br>LEI: N/A | Long             | EC               | CORP              | US        |       766 | NS      | $197298.62    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | PPG Industries, Inc.                           | CUSIP: 693506107<br>LEI: N/A | Long             | EC               | CORP              | US        |      1525 | NS      | $191753.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Ecolab, Inc.                                   | CUSIP: 278865100<br>LEI: N/A | Long             | EC               | CORP              | US        |      1323 | NS      | $192575.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Cooper Cos, Inc./ The                          | CUSIP: 216648402<br>LEI: N/A | Long             | EC               | CORP              | US        |       643 | NS      | $212620.81    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Franklin Resources, Inc.                       | CUSIP: 354613101<br>LEI: N/A | Long             | EC               | CORP              | US        |      7479 | NS      | $197296.02    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Synchrony Financial                            | CUSIP: 87165B103<br>LEI: N/A | Long             | EC               | CORP              | US        |      5665 | NS      | $186151.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Alphabet, Inc.                                 | CUSIP: 02079K305<br>LEI: N/A | Long             | EC               | CORP              | US        |      1135 | NS      | $100141.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Netflix, Inc.                                  | CUSIP: 64110L106<br>LEI: N/A | Long             | EC               | CORP              | US        |       621 | NS      | $183120.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Honeywell International, Inc.                  | CUSIP: 438516106<br>LEI: N/A | Long             | EC               | CORP              | US        |       940 | NS      | $201442.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | PPL Corp.                                      | CUSIP: 69351T106<br>LEI: N/A | Long             | EC               | CORP              | US        |      6869 | NS      | $200712.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Mid-America Apartment Communities, Inc.        | CUSIP: 59522J103<br>LEI: N/A | Long             | EC               | CORP              | US        |      1230 | NS      | $193097.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | APA Corp.                                      | CUSIP: 03743Q108<br>LEI: N/A | Long             | EC               | CORP              | US        |      4751 | NS      | $221776.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Fox Corp. - Class B                            | CUSIP: 35137L204<br>LEI: N/A | Long             | EC               | CORP              | US        |      2042 | NS      | $58094.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Howmet Aerospace Inc.                          | CUSIP: 443201108<br>LEI: N/A | Long             | EC               | CORP              | US        |      5233 | NS      | $206232.53    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | PepsiCo, Inc.                                  | CUSIP: 713448108<br>LEI: N/A | Long             | EC               | CORP              | US        |      1086 | NS      | $196196.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | DXC Technology Co.                             | CUSIP: 23355L106<br>LEI: N/A | Long             | EC               | CORP              | US        |      7556 | NS      | $200234.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Live Nation Entertainment, Inc.                | CUSIP: 538034109<br>LEI: N/A | Long             | EC               | CORP              | US        |      2771 | NS      | $193249.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Verizon Communications, Inc.                   | CUSIP: 92343V104<br>LEI: N/A | Long             | EC               | CORP              | US        |      5318 | NS      | $209529.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Zions Bancorporation                           | CUSIP: 989701107<br>LEI: N/A | Long             | EC               | CORP              | US        |      4187 | NS      | $205832.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | International Paper Co.                        | CUSIP: 460146103<br>LEI: N/A | Long             | EC               | CORP              | US        |      5512 | NS      | $190880.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Comerica, Inc.                                 | CUSIP: 200340107<br>LEI: N/A | Long             | EC               | CORP              | US        |      3016 | NS      | $201619.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | FleetCor Technologies, Inc.                    | CUSIP: 339041105<br>LEI: N/A | Long             | EC               | CORP              | US        |      1084 | NS      | $199109.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | KeyCorp                                        | CUSIP: 493267108<br>LEI: N/A | Long             | EC               | CORP              | US        |     11416 | NS      | $198866.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | WEC Energy Group, Inc.                         | CUSIP: 92939U106<br>LEI: N/A | Long             | EC               | CORP              | US        |      2078 | NS      | $194833.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Amgen, Inc.                                    | CUSIP: 031162100<br>LEI: N/A | Long             | EC               | CORP              | US        |       714 | NS      | $187524.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Invitation Homes, Inc.                         | CUSIP: 46187W107<br>LEI: N/A | Long             | EC               | CORP              | US        |      6296 | NS      | $186613.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Boston Properties, Inc.                        | CUSIP: 101121101<br>LEI: N/A | Long             | EC               | CORP              | US        |      2986 | NS      | $201793.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Martin Marietta Materials, Inc.                | CUSIP: 573284106<br>LEI: N/A | Long             | EC               | CORP              | US        |       557 | NS      | $188249.29    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Lockheed Martin Corp.                          | CUSIP: 539830109<br>LEI: N/A | Long             | EC               | CORP              | US        |       412 | NS      | $200433.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Waste Management, Inc.                         | CUSIP: 94106L109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1192 | NS      | $187000.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Amazon.com, Inc.                               | CUSIP: 023135106<br>LEI: N/A | Long             | EC               | CORP              | US        |      2232 | NS      | $187488.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Devon Energy Corp.                             | CUSIP: 25179M103<br>LEI: N/A | Long             | EC               | CORP              | US        |      3336 | NS      | $205197.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | CarMax, Inc.                                   | CUSIP: 143130102<br>LEI: N/A | Long             | EC               | CORP              | US        |      3027 | NS      | $184314.03    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Marathon Oil Corp.                             | CUSIP: 565849106<br>LEI: N/A | Long             | EC               | CORP              | US        |      7599 | NS      | $205704.93    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Masco Corp.                                    | CUSIP: 574599106<br>LEI: N/A | Long             | EC               | CORP              | US        |      4033 | NS      | $188220.11    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | ResMed, Inc.                                   | CUSIP: 761152107<br>LEI: N/A | Long             | EC               | CORP              | US        |       905 | NS      | $188357.65    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Southwest Airlines Co.                         | CUSIP: 844741108<br>LEI: N/A | Long             | EC               | CORP              | US        |      5232 | NS      | $176161.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Parker-Hannifin Corp.                          | CUSIP: 701094104<br>LEI: N/A | Long             | EC               | CORP              | US        |       687 | NS      | $199917.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Air Products & Chemicals, Inc.                 | CUSIP: 009158106<br>LEI: N/A | Long             | EC               | CORP              | US        |       632 | NS      | $194820.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | NXP Semiconductors NV                          | CUSIP: N6596X109<br>LEI: N/A | Long             | EC               | CORP              | NL        |      1171 | NS      | $185053.13    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Johnson Controls International PLC             | CUSIP: G51502105<br>LEI: N/A | Long             | EC               | CORP              | IE        |      3024 | NS      | $193536.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Discover Financial Services                    | CUSIP: 254709108<br>LEI: N/A | Long             | EC               | CORP              | US        |      1931 | NS      | $188909.73    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Intercontinental Exchange, Inc.                | CUSIP: 45866F104<br>LEI: N/A | Long             | EC               | CORP              | US        |      1924 | NS      | $197383.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | NVR, Inc.                                      | CUSIP: 62944T105<br>LEI: N/A | Long             | EC               | CORP              | US        |        43 | NS      | $198340.94    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Analog Devices, Inc.                           | CUSIP: 032654105<br>LEI: N/A | Long             | EC               | CORP              | US        |      1179 | NS      | $193391.37    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Deere & Co.                                    | CUSIP: 244199105<br>LEI: N/A | Long             | EC               | CORP              | US        |       458 | NS      | $196372.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Xcel Energy, Inc.                              | CUSIP: 98389B100<br>LEI: N/A | Long             | EC               | CORP              | US        |      2847 | NS      | $199603.17    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Invesco Ltd.                                   | CUSIP: G491BT108<br>LEI: N/A | Long             | EC               | CORP              | BM        |     10838 | NS      | $194975.62    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Adobe Systems, Inc.                            | CUSIP: 00724F101<br>LEI: N/A | Long             | EC               | CORP              | US        |       601 | NS      | $202254.53    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Cigna Corp.                                    | CUSIP: 125523100<br>LEI: N/A | Long             | EC               | CORP              | US        |       599 | NS      | $198472.66    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | MSCI, Inc.                                     | CUSIP: 55354G100<br>LEI: N/A | Long             | EC               | CORP              | US        |       404 | NS      | $187928.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | KLA-Tencor Corp.                               | CUSIP: 482480100<br>LEI: N/A | Long             | EC               | CORP              | US        |       505 | NS      | $190400.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | TE Connectivity Ltd.                           | CUSIP: H84989104<br>LEI: N/A | Long             | EC               | CORP              | CH        |      1634 | NS      | $187583.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | CME Group, Inc.                                | CUSIP: 12572Q105<br>LEI: N/A | Long             | EC               | CORP              | US        |      1112 | NS      | $186993.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Trimble, Inc.                                  | CUSIP: 896239100<br>LEI: N/A | Long             | EC               | CORP              | US        |      3458 | NS      | $174836.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Lyondellbasell Industries NV                   | CUSIP: N53745100<br>LEI: N/A | Long             | EC               | CORP              | NL        |      2442 | NS      | $202759.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Celanese Corp.                                 | CUSIP: 150870103<br>LEI: N/A | Long             | EC               | CORP              | US        |      1943 | NS      | $198652.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Automatic Data Processing, Inc.                | CUSIP: 053015103<br>LEI: N/A | Long             | EC               | CORP              | US        |       774 | NS      | $184877.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Altria Group, Inc.                             | CUSIP: 02209S103<br>LEI: N/A | Long             | EC               | CORP              | US        |      4258 | NS      | $194633.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Copart, Inc.                                   | CUSIP: 217204106<br>LEI: N/A | Long             | EC               | CORP              | US        |      3118 | NS      | $189855.02    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Host Hotels & Resorts, Inc.                    | CUSIP: 44107P104<br>LEI: N/A | Long             | EC               | CORP              | US        |     11242 | NS      | $180434.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Dover Corp.                                    | CUSIP: 260003108<br>LEI: N/A | Long             | EC               | CORP              | US        |      1449 | NS      | $196209.09    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Eli Lilly & Co.                                | CUSIP: 532457108<br>LEI: N/A | Long             | EC               | CORP              | US        |       551 | NS      | $201577.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Xylem, Inc.                                    | CUSIP: 98419M100<br>LEI: N/A | Long             | EC               | CORP              | US        |      1788 | NS      | $197699.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | TJX Cos., Inc./The                             | CUSIP: 872540109<br>LEI: N/A | Long             | EC               | CORP              | US        |      2547 | NS      | $202741.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | General Dynamics Corp.                         | CUSIP: 369550108<br>LEI: N/A | Long             | EC               | CORP              | US        |       805 | NS      | $199728.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Merck & Co., Inc.                              | CUSIP: 58933Y105<br>LEI: N/A | Long             | EC               | CORP              | US        |      1828 | NS      | $202816.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | L3 Harris Technologies, Inc.                   | CUSIP: 502431109<br>LEI: N/A | Long             | EC               | CORP              | US        |       923 | NS      | $192177.83    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Cummins, Inc.                                  | CUSIP: 231021106<br>LEI: N/A | Long             | EC               | CORP              | US        |       835 | NS      | $202312.15    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Arista Networks, Inc.                          | CUSIP: 040413106<br>LEI: N/A | Long             | EC               | CORP              | US        |      1555 | NS      | $188699.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | General Electric, Co.                          | CUSIP: 369604301<br>LEI: N/A | Long             | EC               | CORP              | US        |      2442 | NS      | $204615.18    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Aon PLC                                        | CUSIP: G0403H108<br>LEI: N/A | Long             | EC               | CORP              | IE        |       651 | NS      | $195391.14    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | CDW Corp.                                      | CUSIP: 12514G108<br>LEI: N/A | Long             | EC               | CORP              | US        |      1072 | NS      | $191437.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Stanley Black & Decker, Inc.                   | CUSIP: 854502101<br>LEI: N/A | Long             | EC               | CORP              | US        |      2510 | NS      | $188551.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | VICI Properties, Inc.                          | CUSIP: 925652109<br>LEI: N/A | Long             | EC               | CORP              | US        |      5861 | NS      | $189896.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | PerkinElmer, Inc.                              | CUSIP: 714046109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1430 | NS      | $200514.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Freeport-McMoRan, Inc.                         | CUSIP: 35671D857<br>LEI: N/A | Long             | EC               | CORP              | US        |      5153 | NS      | $195814.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | NRG Energy, Inc.                               | CUSIP: 629377508<br>LEI: N/A | Long             | EC               | CORP              | US        |      6161 | NS      | $196043.02    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Wells Fargo & Co.                              | CUSIP: 949746101<br>LEI: N/A | Long             | EC               | CORP              | US        |      4680 | NS      | $193237.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | United Continental Holdings, Inc.              | CUSIP: 910047109<br>LEI: N/A | Long             | EC               | CORP              | US        |      4621 | NS      | $174211.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Welltower, Inc.                                | CUSIP: 95040Q104<br>LEI: N/A | Long             | EC               | CORP              | US        |      2983 | NS      | $195535.65    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Assurant, Inc.                                 | CUSIP: 04621X108<br>LEI: N/A | Long             | EC               | CORP              | US        |      1525 | NS      | $190716.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Coterra Energy, Inc.                           | CUSIP: 127097103<br>LEI: N/A | Long             | EC               | CORP              | US        |      8124 | NS      | $199606.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Ralph Lauren Corp.                             | CUSIP: 751212101<br>LEI: N/A | Long             | EC               | CORP              | US        |      1849 | NS      | $195383.83    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Prudential Financial, Inc.                     | CUSIP: 744320102<br>LEI: N/A | Long             | EC               | CORP              | US        |      1962 | NS      | $195140.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Best Buy Co, Inc.                              | CUSIP: 086516101<br>LEI: N/A | Long             | EC               | CORP              | US        |      2431 | NS      | $194990.51    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Cadence Design Systems, Inc.                   | CUSIP: 127387108<br>LEI: N/A | Long             | EC               | CORP              | US        |      1215 | NS      | $195177.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | STERIS PLC                                     | CUSIP: G8473T100<br>LEI: N/A | Long             | EC               | CORP              | IE        |      1036 | NS      | $191338.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Kimberly-Clark Corp.                           | CUSIP: 494368103<br>LEI: N/A | Long             | EC               | CORP              | US        |      1461 | NS      | $198330.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Ameren Corp.                                   | CUSIP: 023608102<br>LEI: N/A | Long             | EC               | CORP              | US        |      2244 | NS      | $199536.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Pioneer Natural Resources Co.                  | CUSIP: 723787107<br>LEI: N/A | Long             | EC               | CORP              | US        |       929 | NS      | $212174.31    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Packaging Corp. of America                     | CUSIP: 695156109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1472 | NS      | $188283.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Paychex, Inc.                                  | CUSIP: 704326107<br>LEI: N/A | Long             | EC               | CORP              | US        |      1664 | NS      | $192291.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Bio-Rad Laboratories, Inc.                     | CUSIP: 090572207<br>LEI: N/A | Long             | EC               | CORP              | US        |       478 | NS      | $200994.22    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Regions Financial Corp.                        | CUSIP: 7591EP100<br>LEI: N/A | Long             | EC               | CORP              | US        |      9032 | NS      | $194729.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Fortinet, Inc.                                 | CUSIP: 34959E109<br>LEI: N/A | Long             | EC               | CORP              | US        |      3815 | NS      | $186515.35    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Snap-on, Inc.                                  | CUSIP: 833034101<br>LEI: N/A | Long             | EC               | CORP              | US        |       850 | NS      | $194216.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Alaska Air Group, Inc.                         | CUSIP: 011659109<br>LEI: N/A | Long             | EC               | CORP              | US        |      4463 | NS      | $191641.22    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Consolidated Edison, Inc.                      | CUSIP: 209115104<br>LEI: N/A | Long             | EC               | CORP              | US        |      2060 | NS      | $196338.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Quest Diagnostics, Inc.                        | CUSIP: 74834L100<br>LEI: N/A | Long             | EC               | CORP              | US        |      1336 | NS      | $209003.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | T. Rowe Price Group, Inc.                      | CUSIP: 74144T108<br>LEI: N/A | Long             | EC               | CORP              | US        |      1660 | NS      | $181039.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Cognizant Technology Solutions Corp.           | CUSIP: 192446102<br>LEI: N/A | Long             | EC               | CORP              | US        |      3409 | NS      | $194960.71    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Boston Scientific Corp.                        | CUSIP: 101137107<br>LEI: N/A | Long             | EC               | CORP              | US        |      4302 | NS      | $199053.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | MGM Resorts International                      | CUSIP: 552953101<br>LEI: N/A | Long             | EC               | CORP              | US        |      5471 | NS      | $183442.63    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Williams Cos, Inc./The                         | CUSIP: 969457100<br>LEI: N/A | Long             | EC               | CORP              | US        |      6102 | NS      | $200755.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Philip Morris International, Inc.              | CUSIP: 718172109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1948 | NS      | $197157.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | First Republic Bank                            | CUSIP: 33616C100<br>LEI: N/A | Long             | EC               | CORP              | US        |      1700 | NS      | $207213.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Meta Platforms, Inc.                           | CUSIP: 30303M102<br>LEI: N/A | Long             | EC               | CORP              | US        |      1716 | NS      | $206503.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Intuit, Inc.                                   | CUSIP: 461202103<br>LEI: N/A | Long             | EC               | CORP              | US        |       497 | NS      | $193442.34    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | IDEX Corp.                                     | CUSIP: 45167R104<br>LEI: N/A | Long             | EC               | CORP              | US        |       845 | NS      | $192938.85    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Morgan Stanley                                 | CUSIP: 617446448<br>LEI: N/A | Long             | EC               | CORP              | US        |      2223 | NS      | $188999.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Hasbro, Inc.                                   | CUSIP: 418056107<br>LEI: N/A | Long             | EC               | CORP              | US        |      3343 | NS      | $203956.43    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Bristol-Myers Squibb Co.                       | CUSIP: 110122108<br>LEI: N/A | Long             | EC               | CORP              | US        |      2522 | NS      | $181457.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Microchip Technology, Inc.                     | CUSIP: 595017104<br>LEI: N/A | Long             | EC               | CORP              | US        |      2621 | NS      | $184125.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | F5, Inc.                                       | CUSIP: 315616102<br>LEI: N/A | Long             | EC               | CORP              | US        |      1330 | NS      | $190868.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Colgate-Palmolive Co.                          | CUSIP: 194162103<br>LEI: N/A | Long             | EC               | CORP              | US        |      2557 | NS      | $201466.03    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Monster Beverage Corp.                         | CUSIP: 61174X109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1988 | NS      | $201841.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Evergy, Inc.                                   | CUSIP: 30034W106<br>LEI: N/A | Long             | EC               | CORP              | US        |      3187 | NS      | $200557.91    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Eaton Corp. PLC                                | CUSIP: G29183103<br>LEI: N/A | Long             | EC               | CORP              | IE        |      1256 | NS      | $197129.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | United Parcel Service, Inc.                    | CUSIP: 911312106<br>LEI: N/A | Long             | EC               | CORP              | US        |      1120 | NS      | $194700.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Targa Resources Corp.                          | CUSIP: 87612G101<br>LEI: N/A | Long             | EC               | CORP              | US        |      2898 | NS      | $213003.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Simon Property Group, Inc.                     | CUSIP: 828806109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1704 | NS      | $200185.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Charles River Laboratories International, Inc. | CUSIP: 159864107<br>LEI: N/A | Long             | EC               | CORP              | US        |       946 | NS      | $206133.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Coinbase Global, Inc.                          | CUSIP: 19260Q107<br>LEI: N/A | Long             | EC               | CORP              | US        |      5369 | NS      | $190008.91    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Booking Holdings, Inc.                         | CUSIP: 09857L108<br>LEI: N/A | Long             | EC               | CORP              | US        |        99 | NS      | $199512.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Truist Financial Corp.                         | CUSIP: 89832Q109<br>LEI: N/A | Long             | EC               | CORP              | US        |      4726 | NS      | $203359.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | American International Group, Inc.             | CUSIP: 026874784<br>LEI: N/A | Long             | EC               | CORP              | US        |      3181 | NS      | $201166.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Expedia INC.                                   | CUSIP: 30212P303<br>LEI: N/A | Long             | EC               | CORP              | US        |      2114 | NS      | $185186.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Entergy Corp.                                  | CUSIP: 29364G103<br>LEI: N/A | Long             | EC               | CORP              | US        |      1702 | NS      | $191475.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Dow, Inc.                                      | CUSIP: 260557103<br>LEI: N/A | Long             | EC               | CORP              | US        |      3962 | NS      | $199645.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Iron Mountain, Inc.                            | CUSIP: 46284V101<br>LEI: N/A | Long             | EC               | CORP              | US        |      3655 | NS      | $182201.75    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Illinois Tool Works, Inc.                      | CUSIP: 452308109<br>LEI: N/A | Long             | EC               | CORP              | US        |       905 | NS      | $199371.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Danaher Corp.                                  | CUSIP: 235851102<br>LEI: N/A | Long             | EC               | CORP              | US        |       739 | NS      | $196145.38    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | DTE Energy Co.                                 | CUSIP: 233331107<br>LEI: N/A | Long             | EC               | CORP              | US        |      1697 | NS      | $199448.41    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | VeriSign, Inc.                                 | CUSIP: 92343E102<br>LEI: N/A | Long             | EC               | CORP              | US        |      1006 | NS      | $206672.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | DuPont de Nemours, Inc.                        | CUSIP: 26614N102<br>LEI: N/A | Long             | EC               | CORP              | US        |      2887 | NS      | $198134.81    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | PulteGroup, Inc.                               | CUSIP: 745867101<br>LEI: N/A | Long             | EC               | CORP              | US        |      4528 | NS      | $206159.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Albemarle Corp.                                | CUSIP: 012653101<br>LEI: N/A | Long             | EC               | CORP              | US        |       786 | NS      | $170451.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Fiserv, Inc.                                   | CUSIP: 337738108<br>LEI: N/A | Long             | EC               | CORP              | US        |      1976 | NS      | $199714.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Edison International                           | CUSIP: 281020107<br>LEI: N/A | Long             | EC               | CORP              | US        |      3023 | NS      | $192323.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Viatris, Inc.                                  | CUSIP: 92556V106<br>LEI: N/A | Long             | EC               | CORP              | US        |     18448 | NS      | $205326.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | S&P Global, Inc.                               | CUSIP: 78409V104<br>LEI: N/A | Long             | EC               | CORP              | US        |       573 | NS      | $191920.62    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | WestRock Co.                                   | CUSIP: 96145D105<br>LEI: N/A | Long             | EC               | CORP              | US        |      5543 | NS      | $194891.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Crown Castle International Corp.               | CUSIP: 22822V101<br>LEI: N/A | Long             | EC               | CORP              | US        |      1423 | NS      | $193015.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Autodesk, Inc.                                 | CUSIP: 052769106<br>LEI: N/A | Long             | EC               | CORP              | US        |      1024 | NS      | $191354.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Dentsply Sirona, Inc.                          | CUSIP: 24906P109<br>LEI: N/A | Long             | EC               | CORP              | US        |      6572 | NS      | $209252.48    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | AbbVie, Inc.                                   | CUSIP: 00287Y109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1219 | NS      | $197002.59    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Pfizer, Inc.                                   | CUSIP: 717081103<br>LEI: N/A | Long             | EC               | CORP              | US        |      3845 | NS      | $197017.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | QUALCOMM, Inc.                                 | CUSIP: 747525103<br>LEI: N/A | Long             | EC               | CORP              | US        |      1671 | NS      | $183709.74    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Chipotle Mexican Grill, Inc.                   | CUSIP: 169656105<br>LEI: N/A | Long             | EC               | CORP              | US        |       131 | NS      | $181761.19    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Lowe's Cos., Inc.                              | CUSIP: 548661107<br>LEI: N/A | Long             | EC               | CORP              | US        |       986 | NS      | $196450.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Transdigm Group                                | CUSIP: 893641100<br>LEI: N/A | Long             | EC               | CORP              | US        |       326 | NS      | $205265.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Citigroup, Inc.                                | CUSIP: 172967424<br>LEI: N/A | Long             | EC               | CORP              | US        |      4434 | NS      | $200549.82    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Amcor PLC                                      | CUSIP: G0250X107<br>LEI: N/A | Long             | EC               | CORP              | US        |     16077 | NS      | $191477.07    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Corning, Inc.                                  | CUSIP: 219350105<br>LEI: N/A | Long             | EC               | CORP              | US        |      6023 | NS      | $192374.62    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | AutoZone, Inc.                                 | CUSIP: 053332102<br>LEI: N/A | Long             | EC               | CORP              | US        |        81 | NS      | $199760.58    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Lincoln National Corp.                         | CUSIP: 534187109<br>LEI: N/A | Long             | EC               | CORP              | US        |      6282 | NS      | $192983.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Sherwin-Williams Co./The                       | CUSIP: 824348106<br>LEI: N/A | Long             | EC               | CORP              | US        |       787 | NS      | $186778.71    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Quanta Services, Inc.                          | CUSIP: 74762E102<br>LEI: N/A | Long             | EC               | CORP              | US        |      1343 | NS      | $191377.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Amphenol Corp.                                 | CUSIP: 032095101<br>LEI: N/A | Long             | EC               | CORP              | US        |      2533 | NS      | $192862.62    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | JPMorgan Chase & Co.                           | CUSIP: 46625H100<br>LEI: N/A | Long             | EC               | CORP              | US        |      1504 | NS      | $201686.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | AT&T, Inc.                                     | CUSIP: 00206R102<br>LEI: N/A | Long             | EC               | CORP              | US        |     10417 | NS      | $191776.97    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Sysco Corp.                                    | CUSIP: 871829107<br>LEI: N/A | Long             | EC               | CORP              | US        |      2419 | NS      | $184932.55    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | West Pharmaceutical Services, Inc.             | CUSIP: 955306105<br>LEI: N/A | Long             | EC               | CORP              | US        |       832 | NS      | $195811.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Nucor Corp.                                    | CUSIP: 670346105<br>LEI: N/A | Long             | EC               | CORP              | US        |      1352 | NS      | $178207.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Tesla, Inc.                                    | CUSIP: 88160R101<br>LEI: N/A | Long             | EC               | CORP              | US        |      1111 | NS      | $136852.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Church & Dwight Co., Inc.                      | CUSIP: 171340102<br>LEI: N/A | Long             | EC               | CORP              | US        |      2485 | NS      | $200315.85    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Dominion Resources, Inc.                       | CUSIP: 25746U109<br>LEI: N/A | Long             | EC               | CORP              | US        |      3413 | NS      | $209285.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | IDEXX Laboratories, Inc.                       | CUSIP: 45168D104<br>LEI: N/A | Long             | EC               | CORP              | US        |       473 | NS      | $192965.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Applied Materials, Inc.                        | CUSIP: 038222105<br>LEI: N/A | Long             | EC               | CORP              | US        |      1852 | NS      | $180347.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Steel Dynamics, Inc.                           | CUSIP: 858119100<br>LEI: N/A | Long             | EC               | CORP              | US        |      1960 | NS      | $191492.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Advance Auto Parts, Inc.                       | CUSIP: 00751Y106<br>LEI: N/A | Long             | EC               | CORP              | US        |      1363 | NS      | $200401.89    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Exelon Corp.                                   | CUSIP: 30161N101<br>LEI: N/A | Long             | EC               | CORP              | US        |      4801 | NS      | $207547.23    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Estee Lauder Cos, Inc./The                     | CUSIP: 518439104<br>LEI: N/A | Long             | EC               | CORP              | US        |       827 | NS      | $205186.97    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | DexCom, Inc.                                   | CUSIP: 252131107<br>LEI: N/A | Long             | EC               | CORP              | US        |      1708 | NS      | $193413.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Medtronic PLC                                  | CUSIP: G5960L103<br>LEI: N/A | Long             | EC               | CORP              | IE        |      2530 | NS      | $196631.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Cincinnati Financial Corp.                     | CUSIP: 172062101<br>LEI: N/A | Long             | EC               | CORP              | US        |      1877 | NS      | $192186.03    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Verisk Analytics, Inc.                         | CUSIP: 92345Y106<br>LEI: N/A | Long             | EC               | CORP              | US        |      1090 | NS      | $192297.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Gartner, Inc.                                  | CUSIP: 366651107<br>LEI: N/A | Long             | EC               | CORP              | US        |       579 | NS      | $194625.06    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Paramount Global                               | CUSIP: 92556H206<br>LEI: N/A | Long             | EC               | CORP              | US        |     10456 | NS      | $176497.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | M&T Bank Corp.                                 | CUSIP: 55261F104<br>LEI: N/A | Long             | EC               | CORP              | US        |      1314 | NS      | $190608.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | FedEx Corp.                                    | CUSIP: 31428X106<br>LEI: N/A | Long             | EC               | CORP              | US        |      1154 | NS      | $199872.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Prologis, Inc.                                 | CUSIP: 74340W103<br>LEI: N/A | Long             | EC               | CORP              | US        |      1710 | NS      | $192768.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Progressive Corp./The                          | CUSIP: 743315103<br>LEI: N/A | Long             | EC               | CORP              | US        |      1537 | NS      | $199364.27    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Mondelez International, Inc.                   | CUSIP: 609207105<br>LEI: N/A | Long             | EC               | CORP              | US        |      2966 | NS      | $197683.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Citizens Financial Group, Inc.                 | CUSIP: 174610105<br>LEI: N/A | Long             | EC               | CORP              | US        |      4994 | NS      | $196613.78    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Monolithic Power Systems, Inc.                 | CUSIP: 609839105<br>LEI: N/A | Long             | EC               | CORP              | US        |       515 | NS      | $182109.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Realty Income Corp.                            | CUSIP: 756109104<br>LEI: N/A | Long             | EC               | CORP              | US        |      3086 | NS      | $195744.98    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Pentair PLC                                    | CUSIP: G7S00T104<br>LEI: N/A | Long             | EC               | CORP              | IE        |      4413 | NS      | $198496.74    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Kimco Realty Corp.                             | CUSIP: 49446R109<br>LEI: N/A | Long             | EC               | CORP              | US        |      9160 | NS      | $194008.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | AvalonBay Communities, Inc.                    | CUSIP: 053484101<br>LEI: N/A | Long             | EC               | CORP              | US        |      1172 | NS      | $189301.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | AMETEK, Inc.                                   | CUSIP: 031100100<br>LEI: N/A | Long             | EC               | CORP              | US        |      1430 | NS      | $199799.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | JM Smucker Co./The                             | CUSIP: 832696405<br>LEI: N/A | Long             | EC               | CORP              | US        |      1286 | NS      | $203779.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | First Solar, Inc.                              | CUSIP: 336433107<br>LEI: N/A | Long             | EC               | CORP              | US        |      1317 | NS      | $197273.43    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | LKQ Corp.                                      | CUSIP: 501889208<br>LEI: N/A | Long             | EC               | CORP              | US        |      3736 | NS      | $199539.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | McKesson Corp.                                 | CUSIP: 58155Q103<br>LEI: N/A | Long             | EC               | CORP              | US        |       535 | NS      | $200689.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Laboratory Corp of America Holdings            | CUSIP: 50540R409<br>LEI: N/A | Long             | EC               | CORP              | US        |       851 | NS      | $200393.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Avery Dennison Corp.                           | CUSIP: 053611109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1119 | NS      | $202539.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Electronic Arts, Inc.                          | CUSIP: 285512109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1595 | NS      | $194877.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Moody's Corp.                                  | CUSIP: 615369105<br>LEI: N/A | Long             | EC               | CORP              | US        |       691 | NS      | $192526.42    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | PACCAR, Inc.                                   | CUSIP: 693718108<br>LEI: N/A | Long             | EC               | CORP              | US        |      1964 | NS      | $194377.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Kellogg Co.                                    | CUSIP: 487836108<br>LEI: N/A | Long             | EC               | CORP              | US        |      2750 | NS      | $195910.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Visa, Inc.                                     | CUSIP: 92826C839<br>LEI: N/A | Long             | EC               | CORP              | US        |       953 | NS      | $197995.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Keysight Technologies, Inc.                    | CUSIP: 49338L103<br>LEI: N/A | Long             | EC               | CORP              | US        |      1101 | NS      | $188348.07    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | DISH Network Corp.                             | CUSIP: 25470M109<br>LEI: N/A | Long             | EC               | CORP              | US        |     13492 | NS      | $189427.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | BorgWarner, Inc.                               | CUSIP: 099724106<br>LEI: N/A | Long             | EC               | CORP              | US        |      4914 | NS      | $197788.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Campbell Soup Co.                              | CUSIP: 134429109<br>LEI: N/A | Long             | EC               | CORP              | US        |      3573 | NS      | $202767.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Hartford Financial Services Group, Inc./The    | CUSIP: 416515104<br>LEI: N/A | Long             | EC               | CORP              | US        |      2665 | NS      | $202086.95    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Mosaic Co./The                                 | CUSIP: 61945C103<br>LEI: N/A | Long             | EC               | CORP              | US        |      4248 | NS      | $186359.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Lumen Technologies, Inc.                       | CUSIP: 550241103<br>LEI: N/A | Long             | EC               | CORP              | US        |     36225 | NS      | $189094.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Exxon Mobil Corp.                              | CUSIP: 30231G102<br>LEI: N/A | Long             | EC               | CORP              | US        |      1921 | NS      | $211886.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Arch Capital Group Ltd.                        | CUSIP: G0450A105<br>LEI: N/A | Long             | EC               | CORP              | BM        |      3312 | NS      | $207927.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | American Tower Corp.                           | CUSIP: 03027X100<br>LEI: N/A | Long             | EC               | CORP              | US        |       930 | NS      | $197029.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | International Business Machines Corp.          | CUSIP: 459200101<br>LEI: N/A | Long             | EC               | CORP              | US        |      1353 | NS      | $190624.17    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Caesars Entertainment, Inc.                    | CUSIP: 12769G100<br>LEI: N/A | Long             | EC               | CORP              | US        |      4031 | NS      | $167689.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | ONEOK, Inc.                                    | CUSIP: 682680103<br>LEI: N/A | Long             | EC               | CORP              | US        |      3129 | NS      | $205575.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Intel Corp.                                    | CUSIP: 458140100<br>LEI: N/A | Long             | EC               | CORP              | US        |      7043 | NS      | $186146.49    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Humana, Inc.                                   | CUSIP: 444859102<br>LEI: N/A | Long             | EC               | CORP              | US        |       373 | NS      | $191046.87    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Vulcan Materials Co.                           | CUSIP: 929160109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1090 | NS      | $190869.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Boeing Co./The                                 | CUSIP: 097023105<br>LEI: N/A | Long             | EC               | CORP              | US        |      1108 | NS      | $211062.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | UnitedHealth Group, Inc.                       | CUSIP: 91324P102<br>LEI: N/A | Long             | EC               | CORP              | US        |       369 | NS      | $195636.42    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Cisco Systems, Inc.                            | CUSIP: 17275R102<br>LEI: N/A | Long             | EC               | CORP              | US        |      4104 | NS      | $195514.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Nordson Corp.                                  | CUSIP: 655663102<br>LEI: N/A | Long             | EC               | CORP              | US        |       853 | NS      | $202775.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Rollins, Inc.                                  | CUSIP: 775711104<br>LEI: N/A | Long             | EC               | CORP              | US        |      5164 | NS      | $188692.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Tyler Technologies, Inc.                       | CUSIP: 902252105<br>LEI: N/A | Long             | EC               | CORP              | US        |       615 | NS      | $198282.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Micron Technology, Inc.                        | CUSIP: 595112103<br>LEI: N/A | Long             | EC               | CORP              | US        |      3624 | NS      | $181127.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Digital Realty Trust, Inc.                     | CUSIP: 253868103<br>LEI: N/A | Long             | EC               | CORP              | US        |      1859 | NS      | $186401.93    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Regeneron Pharmaceuticals, Inc.                | CUSIP: 75886F107<br>LEI: N/A | Long             | EC               | CORP              | US        |       265 | NS      | $191194.85    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Bank of America Corp.                          | CUSIP: 060505104<br>LEI: N/A | Long             | EC               | CORP              | US        |      6142 | NS      | $203423.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Emerson Electric Co.                           | CUSIP: 291011104<br>LEI: N/A | Long             | EC               | CORP              | US        |      2112 | NS      | $202878.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Akamai Technologies, Inc.                      | CUSIP: 00971T101<br>LEI: N/A | Long             | EC               | CORP              | US        |      2234 | NS      | $188326.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Zimmer Biomet Holdings, Inc.                   | CUSIP: 98956P102<br>LEI: N/A | Long             | EC               | CORP              | US        |      1599 | NS      | $203872.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | SPDR S&P 500 ETF Trust                         | CUSIP: 78462F103<br>LEI: N/A | Long             | EC               | CORP              | US        |       380 | NS      | $145323.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Alliant Energy Corp.                           | CUSIP: 018802108<br>LEI: N/A | Long             | EC               | CORP              | US        |      3596 | NS      | $198535.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Illumina, Inc.                                 | CUSIP: 452327109<br>LEI: N/A | Long             | EC               | CORP              | US        |       967 | NS      | $195527.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | eBay, Inc.                                     | CUSIP: 278642103<br>LEI: N/A | Long             | EC               | CORP              | US        |      4557 | NS      | $188978.79    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Vertex Pharmaceuticals, Inc.                   | CUSIP: 92532F100<br>LEI: N/A | Long             | EC               | CORP              | US        |       637 | NS      | $183952.86    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Eversource Energy                              | CUSIP: 30040W108<br>LEI: N/A | Long             | EC               | CORP              | US        |      2366 | NS      | $198365.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Catalent, Inc.                                 | CUSIP: 148806102<br>LEI: N/A | Long             | EC               | CORP              | US        |      4451 | NS      | $200339.51    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Broadcom, Inc.                                 | CUSIP: 11135F101<br>LEI: N/A | Long             | EC               | CORP              | US        |       365 | NS      | $204082.45    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Baxter International, Inc.                     | CUSIP: 071813109<br>LEI: N/A | Long             | EC               | CORP              | US        |      3796 | NS      | $193482.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Las Vegas Sands Corp.                          | CUSIP: 517834107<br>LEI: N/A | Long             | EC               | CORP              | US        |      4203 | NS      | $202038.21    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | MarketAxess Holdings, Inc.                     | CUSIP: 57060D108<br>LEI: N/A | Long             | EC               | CORP              | US        |       708 | NS      | $197454.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | American Electric Power Co., Inc.              | CUSIP: 025537101<br>LEI: N/A | Long             | EC               | CORP              | US        |      2059 | NS      | $195502.05    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Sempra Energy                                  | CUSIP: 816851109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1234 | NS      | $190702.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Whirlpool Corp.                                | CUSIP: 963320106<br>LEI: N/A | Long             | EC               | CORP              | US        |      1383 | NS      | $195639.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Garmin Ltd.                                    | CUSIP: H2906T109<br>LEI: N/A | Long             | EC               | CORP              | US        |      2093 | NS      | $193162.97    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Universal Health Services, Inc.                | CUSIP: 913903100<br>LEI: N/A | Long             | EC               | CORP              | US        |      1562 | NS      | $220070.18    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Apple, Inc.                                    | CUSIP: 037833100<br>LEI: N/A | Long             | EC               | CORP              | US        |      1399 | NS      | $181772.07    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Roper Technologies, Inc.                       | CUSIP: 776696106<br>LEI: N/A | Long             | EC               | CORP              | US        |       461 | NS      | $199193.49    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Brown-Forman Corp.                             | CUSIP: 115637209<br>LEI: N/A | Long             | EC               | CORP              | US        |      2928 | NS      | $192311.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | salesforce.com, Inc.                           | CUSIP: 79466L302<br>LEI: N/A | Long             | EC               | CORP              | US        |      1516 | NS      | $201006.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Cintas Corp.                                   | CUSIP: 172908105<br>LEI: N/A | Long             | EC               | CORP              | US        |       439 | NS      | $198261.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Charles Schwab Corp./The                       | CUSIP: 808513105<br>LEI: N/A | Long             | EC               | CORP              | US        |      2491 | NS      | $207400.66    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | NIKE, Inc.                                     | CUSIP: 654106103<br>LEI: N/A | Long             | EC               | CORP              | US        |      1817 | NS      | $212607.17    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Hewlett Packard Enterprise Co.                 | CUSIP: 42824C109<br>LEI: N/A | Long             | EC               | CORP              | US        |     12315 | NS      | $196547.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Trane Technologies PLC                         | CUSIP: G8994E103<br>LEI: N/A | Long             | EC               | CORP              | IE        |      1135 | NS      | $190782.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Hilton Worldwide Holdings, Inc.                | CUSIP: 43300A203<br>LEI: N/A | Long             | EC               | CORP              | US        |      1447 | NS      | $182842.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | ANSYS, Inc.                                    | CUSIP: 03662Q105<br>LEI: N/A | Long             | EC               | CORP              | US        |       822 | NS      | $198586.98    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Advanced Micro Devices, Inc.                   | CUSIP: 007903107<br>LEI: N/A | Long             | EC               | CORP              | US        |      2899 | NS      | $187768.23    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Ford Motor Co.                                 | CUSIP: 345370860<br>LEI: N/A | Long             | EC               | CORP              | US        |     15089 | NS      | $175485.07    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Cardinal Health, Inc.                          | CUSIP: 14149Y108<br>LEI: N/A | Long             | EC               | CORP              | US        |      2564 | NS      | $197094.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Broadridge Financial Solutions, Inc.           | CUSIP: 11133T103<br>LEI: N/A | Long             | EC               | CORP              | US        |      1400 | NS      | $187782.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Tyson Foods, Inc.                              | CUSIP: 902494103<br>LEI: N/A | Long             | EC               | CORP              | US        |      3120 | NS      | $194220.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Hormel Foods Corp.                             | CUSIP: 440452100<br>LEI: N/A | Long             | EC               | CORP              | US        |      4229 | NS      | $192630.95    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | NortonLifeLock, Inc.                           | CUSIP: 668771108<br>LEI: N/A | Long             | EC               | CORP              | US        |      8772 | NS      | $187983.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Wal-Mart Stores, Inc.                          | CUSIP: 931142103<br>LEI: N/A | Long             | EC               | CORP              | US        |      1369 | NS      | $194110.51    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Paycom Software, Inc.                          | CUSIP: 70432V102<br>LEI: N/A | Long             | EC               | CORP              | US        |       633 | NS      | $196426.23    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | CVS Health Corp.                               | CUSIP: 126650100<br>LEI: N/A | Long             | EC               | CORP              | US        |      1956 | NS      | $182279.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Everest Re Group Ltd.                          | CUSIP: G3223R108<br>LEI: N/A | Long             | EC               | CORP              | BM        |       598 | NS      | $198099.46    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Mettler-Toledo International, Inc.             | CUSIP: 592688105<br>LEI: N/A | Long             | EC               | CORP              | US        |       137 | NS      | $198026.65    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Regency Centers Corp.                          | CUSIP: 758849103<br>LEI: N/A | Long             | EC               | CORP              | US        |      3026 | NS      | $189125.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | FirstEnergy Corp.                              | CUSIP: 337932107<br>LEI: N/A | Long             | EC               | CORP              | US        |      4794 | NS      | $201060.36    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Procter & Gamble Co./The                       | CUSIP: 742718109<br>LEI: N/A | Long             | EC               | CORP              | US        |      1318 | NS      | $199756.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | CMS Energy Corp.                               | CUSIP: 125896100<br>LEI: N/A | Long             | EC               | CORP              | US        |      3196 | NS      | $202402.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Enphase Energy, Inc.                           | CUSIP: 29355A107<br>LEI: N/A | Long             | EC               | CORP              | US        |       622 | NS      | $164805.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | American Airlines Group, Inc.                  | CUSIP: 02376R102<br>LEI: N/A | Long             | EC               | CORP              | US        |     14698 | NS      | $186958.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Textron, Inc.                                  | CUSIP: 883203101<br>LEI: N/A | Long             | EC               | CORP              | US        |      2774 | NS      | $196399.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | CBRE Group, Inc.                               | CUSIP: 12504L109<br>LEI: N/A | Long             | EC               | CORP              | US        |      2622 | NS      | $201789.12    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Synopsys, Inc.                                 | CUSIP: 871607107<br>LEI: N/A | Long             | EC               | CORP              | US        |       610 | NS      | $194766.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Norfolk Southern Corp.                         | CUSIP: 655844108<br>LEI: N/A | Long             | EC               | CORP              | US        |       815 | NS      | $200832.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Genuine Parts Co.                              | CUSIP: 372460105<br>LEI: N/A | Long             | EC               | CORP              | US        |      1091 | NS      | $189299.41    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Caterpillar, Inc.                              | CUSIP: 149123101<br>LEI: N/A | Long             | EC               | CORP              | US        |       875 | NS      | $209615.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Juniper Networks, Inc.                         | CUSIP: 48203R104<br>LEI: N/A | Long             | EC               | CORP              | US        |      6142 | NS      | $196298.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Hologic Inc                                    | CUSIP: 436440101<br>LEI: N/A | Long             | EC               | CORP              | US        |      2688 | NS      | $201089.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Oracle Corp.                                   | CUSIP: 68389X105<br>LEI: N/A | Long             | EC               | CORP              | US        |      2490 | NS      | $203532.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | PayPal Holdings, Inc.                          | CUSIP: 70450Y103<br>LEI: N/A | Long             | EC               | CORP              | US        |      2703 | NS      | $192507.66    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Linde Public Limited Company                   | CUSIP: G5494J103<br>LEI: N/A | Long             | EC               | CORP              | IE        |       598 | NS      | $195055.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Bath & Body Works, Inc.                        | CUSIP: 070830104<br>LEI: N/A | Long             | EC               | CORP              | US        |      4701 | NS      | $198100.14    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Ulta Beauty, Inc.                              | CUSIP: 90384S303<br>LEI: N/A | Long             | EC               | CORP              | US        |       422 | NS      | $197947.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Newmont Goldcorp Corp.                         | CUSIP: 651639106<br>LEI: N/A | Long             | EC               | CORP              | US        |      4286 | NS      | $202299.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Goldman Sachs Group, Inc./The                  | CUSIP: 38141G104<br>LEI: N/A | Long             | EC               | CORP              | US        |       553 | NS      | $189889.14    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | FactSet Research Systems, Inc.                 | CUSIP: 303075105<br>LEI: N/A | Long             | EC               | CORP              | US        |       443 | NS      | $177736.03    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Skyworks Solutions, Inc.                       | CUSIP: 83088M102<br>LEI: N/A | Long             | EC               | CORP              | US        |      2104 | NS      | $191737.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Occidental Petroleum Corp.                     | CUSIP: 674599105<br>LEI: N/A | Long             | EC               | CORP              | US        |      3177 | NS      | $200119.23    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Moderna, Inc.                                  | CUSIP: 60770K107<br>LEI: N/A | Long             | EC               | CORP              | US        |      1122 | NS      | $201533.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Hess Corp.                                     | CUSIP: 42809H107<br>LEI: N/A | Long             | EC               | CORP              | US        |      1538 | NS      | $218119.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Pinnacle West Capital Corp.                    | CUSIP: 723484101<br>LEI: N/A | Long             | EC               | CORP              | US        |      2566 | NS      | $195118.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Kraft Heinz Co./The                            | CUSIP: 500754106<br>LEI: N/A | Long             | EC               | CORP              | US        |      4979 | NS      | $202695.09    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | International Flavors & Fragrances, Inc.       | CUSIP: 459506101<br>LEI: N/A | Long             | EC               | CORP              | US        |      1854 | NS      | $194373.36    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A    | Walt Disney Co./The                            | CUSIP: 254687106<br>LEI: N/A | Long             | EC               | CORP              | US        |      2130 | NS      | $185054.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-01

**Name of Applicant:** INDEX FUNDS

**Signature:** Michael G. Willis

**Name of Signer:** Michael G. Willis

**Title:** Principal Executive Officer