# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001752724-23-049077
**Filing Date:** 2023-3
**Character Count:** 174513
**Document Hash:** a01c6d44844fc6bf6e602462e2da5166
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049077.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049077

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRANSAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000778207
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04419
- **FILM NUMBER:** 23690791

**BUSINESS ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202
- **BUSINESS PHONE:** 720-482-8836

**MAIL ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES TRUST
- **DATE OF NAME CHANGE:** 20050511

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES FUND INC
- **DATE OF NAME CHANGE:** 20010501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WRL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Transamerica S&P 500 Index VP (Series ID: S000057299)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000182875 | Service      |  |
| C000197834 | Initial      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TRANSAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-04419

- **c. CIK number of Registrant:** 0000778207

- **d. LEI of Registrant:** 5493000QR1WGXIM5V222

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

  - **Street Address 1:** 1801 CALIFORNIA STREET

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202

  - **Telephone number:** 720-493-4256

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

- **a. Name of Series:** Transamerica S&P 500 Index VP

- **b. EDGAR series identifier (if any):** S000057299

- **c. LEI of Series:** 549300L4W860DHB67440

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $477261861.63

**Total Liabilities:** $198807.79

**Net Assets:** $477063053.84

**Cash Not Reported:** $4115613.71

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000182875 | 8.06%                | 5.56%                | -5.79%               |
| Class ID C000197834 | 8.15%                | 5.53%                | -5.76%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $449292.82               | $33857235.53                               |
| Month 2  | $0.00                    | $25224685.77                               |
| Month 3  | $68057.27                | $-29337825.13                              |

### Schedule of Portfolio Investments

| Name                                         | Title                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                  | Honeywell International, Inc.                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      9865 | NS      | $2114069.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                  | Discover Financial Services                    | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      4070 | NS      | $398168.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                     | FMC Corp.                                      | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      1797 | NS      | $224265.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                     | EQT Corp.                                      | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      5277 | NS      | $178520.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                 | Nordson Corp.                                  | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       803 | NS      | $190889.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc | Charles River Laboratories International, Inc. | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       756 | NS      | $164732.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                             | EPAM Systems, Inc.                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       861 | NS      | $282184.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                            | Cisco Systems, Inc.                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     60513 | NS      | $2882839.32   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                               | Albemarle Corp.                                | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1693 | NS      | $367143.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                 | Assurant, Inc.                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       771 | NS      | $96421.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                               | Salesforce, Inc.                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     14675 | NS      | $1945758.25   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                   | Intuit, Inc.                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      4138 | NS      | $1610592.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                      | Dow, Inc.                                      | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     10546 | NS      | $531412.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                    | L3Harris Technologies, Inc.                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2789 | NS      | $580697.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                | BlackRock, Inc.                                | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      2205 | NS      | $1562529.15   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                      | Zebra Technologies Corp.                       | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       779 | NS      | $199743.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                    | Warner Bros Discovery, Inc.                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     33023 | NS      | $313058.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                    | United Parcel Service, Inc.                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     10710 | NS      | $1861826.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                          | Dollar General Corp.                           | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3286 | NS      | $809177.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                            | DISH Network Corp.                             | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      3276 | NS      | $45995.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                | Accenture PLC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      9289 | NS      | $2478676.76   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                          | DENTSPLY SIRONA, Inc.                          | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      2988 | NS      | $95137.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                           | Equity Residential                             | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |      4871 | NS      | $287389.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                   | AMETEK, Inc.                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3356 | NS      | $468900.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc               | American Electric Power Co., Inc.              | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      7611 | NS      | $722664.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                            | General Motors Co.                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     21104 | NS      | $709938.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                         | Western Digital Corp.                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      4886 | NS      | $154153.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                 | Comerica, Inc.                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      2001 | NS      | $133766.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                    | Teledyne Technologies, Inc.                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       690 | NS      | $275937.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                | Welltower, Inc.                                | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |      6988 | NS      | $458063.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc   | Expeditors International of Washington, Inc.   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      2480 | NS      | $257721.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                             | Genuine Parts Co.                              | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      2072 | NS      | $359512.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                     | MSCI, Inc.                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1176 | NS      | $547039.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                   | Chipotle Mexican Grill, Inc.                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       405 | NS      | $561933.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                  | Viatris, Inc.                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     17706 | NS      | $197067.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                         | Progressive Corp.                              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      8602 | NS      | $1115765.42   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                  | Jack Henry & Associates, Inc.                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      1080 | NS      | $189604.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                    | Pool Corp.                                     | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       611 | NS      | $184723.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                  | American Water Works Co., Inc.                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      2692 | NS      | $410314.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                   | Vertex Pharmaceuticals, Inc.                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      3773 | NS      | $1089566.94   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                          | Dominion Energy, Inc.                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     12120 | NS      | $743198.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                   | Mondelez International, Inc.                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     20063 | NS      | $1337198.95   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                           | Union Pacific Corp.                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      9011 | NS      | $1865907.77   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     38495 | NS      | $6800141.75   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                           | Realty Income Corp.                            | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |      9254 | NS      | $586981.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                              | McDonald's Corp.                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     10794 | NS      | $2844542.82   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                   | NetApp, Inc.                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      3225 | NS      | $193693.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                    | Hess Corp.                                     | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      4118 | NS      | $584014.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                       | UnitedHealth Group, Inc.                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     13757 | NS      | $7293686.26   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                | Clorox Co.                                     | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      1757 | NS      | $246559.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                     | Molson Coors Beverage Co.                      | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      2857 | NS      | $147192.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc              | Philip Morris International, Inc.              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     22740 | NS      | $2301515.40   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                           | United Rentals, Inc.                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1044 | NS      | $371058.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp         | International Business Machines Corp.          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     13269 | NS      | $1869469.41   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                  | Pentair PLC                                    | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      2528 | NS      | $113709.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                           | Valero Energy Corp.                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      5733 | NS      | $727288.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                | Amphenol Corp.                                 | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      8664 | NS      | $659676.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                             | Wells Fargo & Co.                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     55896 | NS      | $2307945.84   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                          | Northern Trust Corp.                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      2998 | NS      | $265293.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                    | News Corp.                                     | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      5836 | NS      | $106215.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                      | Marathon Petroleum Corp.                       | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      6904 | NS      | $803556.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                              | PerkinElmer, Inc.                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      1861 | NS      | $260949.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                           | NextEra Energy, Inc.                           | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29145 | NS      | $2436522.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                | Hilton Worldwide Holdings, Inc.                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      4001 | NS      | $505566.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                      | UDR, Inc.                                      | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |      4404 | NS      | $170566.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                            | General Mills, Inc.                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      8673 | NS      | $727231.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                | DR Horton, Inc.                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      4668 | NS      | $416105.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                  | Paychex, Inc.                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      4672 | NS      | $539896.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                            | Marathon Oil Corp.                             | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      9958 | NS      | $269563.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                     | MarketAxess Holdings, Inc.                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       533 | NS      | $148648.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                             | Schlumberger Ltd.                              | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     20853 | NS      | $1114801.38   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                   | AbbVie, Inc.                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     26050 | NS      | $4209940.50   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                            | Tractor Supply Co.                             | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1632 | NS      | $367151.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                | Universal Health Services, Inc.                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       950 | NS      | $133845.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                    | Ball Corp.                                     | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      4466 | NS      | $228391.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC              | Seagate Technology Holdings PLC                | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      2820 | NS      | $148360.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc               | Air Products & Chemicals, Inc.                 | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      3262 | NS      | $1005544.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                   | Ventas, Inc.                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      5842 | NS      | $263182.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                 | Thermo Fisher Scientific, Inc.                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      5779 | NS      | $3182437.51   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                        | Costco Wholesale Corp.                         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      6523 | NS      | $2977749.50   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                            | Expedia Group, Inc.                            | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2169 | NS      | $190004.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                         | Everest Re Group Ltd.                          | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       552 | NS      | $182861.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                            | Brown-Forman Corp.                             | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      2712 | NS      | $178124.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                 | Teradyne, Inc.                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      2241 | NS      | $195751.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp          | Cognizant Technology Solutions Corp.           | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      7560 | NS      | $432356.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                   | Masco Corp.                                    | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      3205 | NS      | $149577.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                     | eBay, Inc.                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      8150 | NS      | $337980.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                         | WEC Energy Group, Inc.                         | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      4556 | NS      | $427170.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                            | EOG Resources, Inc.                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      8636 | NS      | $1118534.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                       | Arch Capital Group Ltd.                        | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      5520 | NS      | $346545.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                        | 3M Co.                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      8171 | NS      | $979866.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                     | NIKE, Inc.                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     18484 | NS      | $2162812.84   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                     | Agilent Technologies, Inc.                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      4352 | NS      | $651276.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                        | Micron Technology, Inc.                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     15958 | NS      | $797580.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                         | Regency Centers Corp.                          | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      2341 | NS      | $146312.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                         | Williams Cos., Inc.                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     17762 | NS      | $584369.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                  | Snap-on, Inc.                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       782 | NS      | $178679.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                | Citigroup, Inc.                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     28460 | NS      | $1287245.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                    | Linde PLC                                      | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      7254 | NS      | $2366109.72   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                 | Walgreens Boots Alliance, Inc.                 | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     10395 | NS      | $388357.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                    | Chubb Ltd.                                     | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      6129 | NS      | $1352057.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                            | Omnicom Group, Inc.                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      3061 | NS      | $249685.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                    | Amcor PLC                                      | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     22130 | NS      | $263568.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The         | PNC Financial Services Group, Inc.             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      5932 | NS      | $936900.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                    | Caesars Entertainment, Inc.                    | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      3199 | NS      | $133078.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                        | General Dynamics Corp.                         | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      3332 | NS      | $826702.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                              | Xcel Energy, Inc.                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      7980 | NS      | $559477.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                   | DaVita, Inc.                                   | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       903 | NS      | $67427.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                          | SVB Financial Group                            | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       839 | NS      | $193087.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                | Mosaic Co.                                     | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      5085 | NS      | $223078.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                 | Allegion PLC                                   | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      1266 | NS      | $133259.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                 | Comcast Corp.                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     63288 | NS      | $2213181.36   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                    | Qorvo, Inc.                                    | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      1492 | NS      | $135234.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                | Celanese Corp.                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      1471 | NS      | $150395.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                           | PPG Industries, Inc.                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      3431 | NS      | $431413.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                  | Invesco Ltd.                                   | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      6473 | NS      | $116449.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                            | Atmos Energy Corp.                             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      2039 | NS      | $228510.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                | Marriott International, Inc.                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      4019 | NS      | $598388.91    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                 | Moody's Corp.                                  | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      2335 | NS      | $650577.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                     | Fox Corp.                                      | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      4345 | NS      | $131957.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                     | PPL Corp.                                      | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     10995 | NS      | $321273.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                  | Exelon Corp.                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     14463 | NS      | $625235.49    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                   | Nucor Corp.                                    | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      3819 | NS      | $503382.39    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                  | Cintas Corp.                                   | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1261 | NS      | $569492.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                    | FleetCor Technologies, Inc.                    | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      1096 | NS      | $201313.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                | Medtronic PLC                                  | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     19518 | NS      | $1516938.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                          | Paycom Software, Inc.                          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       718 | NS      | $222802.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                        | Truist Financial Corp.                         | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     19636 | NS      | $844937.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                  | Corteva, Inc.                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     10466 | NS      | $615191.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                   | Advanced Micro Devices, Inc.                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     23796 | NS      | $1541266.92   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                 | Huntington Bancshares, Inc.                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     20583 | NS      | $290220.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                           | Enphase Energy, Inc.                           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      1975 | NS      | $523296.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                           | Coterra Energy, Inc.                           | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     11767 | NS      | $289115.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                  | PepsiCo, Inc.                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     20297 | NS      | $3666856.02   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                        | Texas Instruments, Inc.                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     13301 | NS      | $2197591.22   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                | CME Group, Inc.                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      5294 | NS      | $890239.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                          | Vulcan Materials Co.                           | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1908 | NS      | $334109.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                          | PayPal Holdings, Inc.                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     16702 | NS      | $1189516.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                 | Centene Corp.                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      8268 | NS      | $678058.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                 | Alphabet, Inc.                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     87938 | NS      | $7758769.74   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc                        | Boston Properties, Inc.                        | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |      2150 | NS      | $145297.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                     | Estee Lauder Cos., Inc.                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      3423 | NS      | $849280.53    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                       | Lumen Technologies, Inc.                       | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     13824 | NS      | $72161.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                  | Phillips 66                                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      7001 | NS      | $728664.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                     | Microchip Technology, Inc.                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      8160 | NS      | $573240.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                 | Prologis, Inc.                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     13553 | NS      | $1527829.69   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                        | Lincoln National Corp.                         | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      2300 | NS      | $70656.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                     | Visa, Inc.                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     24080 | NS      | $5002860.80   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                | Hewlett Packard Enterprise Co.                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     18605 | NS      | $296935.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                              | Southern Co.                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     16004 | NS      | $1142845.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                   | Zoetis, Inc.                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      6890 | NS      | $1009729.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                               | NRG Energy, Inc.                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3424 | NS      | $108951.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                          | Eastman Chemical Co.                           | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1940 | NS      | $157993.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                       | Boston Scientific Corp.                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     21070 | NS      | $974908.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                   | Zimmer Biomet Holdings, Inc.                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      3125 | NS      | $398437.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                    | Archer-Daniels-Midland Co.                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      8157 | NS      | $757377.45    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                   | ResMed, Inc.                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      2178 | NS      | $453307.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                          | Elevance Health, Inc.                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3505 | NS      | $1797959.85   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                  | Lennar Corp.                                   | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      3716 | NS      | $336298.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                              | Baker Hughes Co.                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14902 | NS      | $440056.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                           | J M Smucker Co.                                | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1592 | NS      | $252268.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                        | NXP Semiconductors NV                          | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      3800 | NS      | $600514.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                          | Leidos Holdings, Inc.                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      2056 | NS      | $216270.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                               | CBRE Group, Inc.                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      4601 | NS      | $354092.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                  | Raymond James Financial, Inc.                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      2803 | NS      | $299500.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                   | Biogen, Inc.                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      2090 | NS      | $578762.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                   | Fiserv, Inc.                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      9297 | NS      | $939647.79    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                         | Edison International                           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      5691 | NS      | $362061.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                      | Procter & Gamble Co.                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     34898 | NS      | $5289140.88   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                      | Akamai Technologies, Inc.                      | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      2234 | NS      | $188326.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                         | Generac Holdings, Inc.                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       875 | NS      | $88077.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                            | State Street Corp.                             | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      5336 | NS      | $413913.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                         | Lockheed Martin Corp.                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      3442 | NS      | $1674498.58   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                               | Lowe's Cos., Inc.                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      9156 | NS      | $1824241.44   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                | Old Dominion Freight Line, Inc.                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      1336 | NS      | $379130.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                   | Hasbro, Inc.                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1823 | NS      | $111221.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                  | Cummins, Inc.                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2040 | NS      | $494271.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                  | Royal Caribbean Cruises Ltd.                   | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      3252 | NS      | $160746.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                    | IDEX Corp.                                     | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      1077 | NS      | $245911.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                            | Ralph Lauren Corp.                             | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       631 | NS      | $66677.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                  | CDW Corp.                                      | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      2018 | NS      | $360374.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                       | Tyler Technologies, Inc.                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       616 | NS      | $198604.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                        | Norfolk Southern Corp.                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      3400 | NS      | $837828.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                              | Sealed Air Corp.                               | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      1995 | NS      | $99510.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                               | Microsoft Corp.                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    109702 | NS      | $26308733.64  | 5.51%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                               | A O Smith Corp.                                | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      1737 | NS      | $99425.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                         | Align Technology, Inc.                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1093 | NS      | $230513.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                             | Paramount Global                               | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      7190 | NS      | $121367.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                         | Targa Resources Corp.                          | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      3234 | NS      | $237699.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                              | Tyson Foods, Inc.                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      4249 | NS      | $264500.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                      | Becton Dickinson & Co.                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      4194 | NS      | $1066534.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                          | American Tower Corp.                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      6838 | NS      | $1448698.68   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                              | Dollar Tree, Inc.                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      3085 | NS      | $436342.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                    | Packaging Corp. of America                     | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1320 | NS      | $168841.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                           | IQVIA Holdings, Inc.                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      2720 | NS      | $557300.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                | Intercontinental Exchange, Inc.                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      8265 | NS      | $847906.35    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                        | Applied Materials, Inc.                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     12628 | NS      | $1229714.64   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                    | Occidental Petroleum Corp.                     | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     10846 | NS      | $683189.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                      | Rockwell Automation, Inc.                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1658 | NS      | $427051.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                  | Moderna, Inc.                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      4870 | NS      | $874749.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                    | Constellation Energy Corp.                     | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      4865 | NS      | $419411.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                   | Kellogg Co.                                    | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      3755 | NS      | $267506.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust              | Federal Realty Investment Trust                | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               |  | US        |      1122 | NS      | $113366.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                 | Stryker Corp.                                  | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      4950 | NS      | $1210225.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc            | Huntington Ingalls Industries, Inc.            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       570 | NS      | $131487.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                       | Trane Technologies PLC                         | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      3417 | NS      | $574363.53    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                 | Newmont Corp.                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     11583 | NS      | $546717.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc          | Alexandria Real Estate Equities, Inc.          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |      2230 | NS      | $324844.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                             | Zions Bancorp NA                               | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      2270 | NS      | $111593.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                   | Pinnacle West Capital Corp.                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1592 | NS      | $121055.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                     | Constellation Brands, Inc.                     | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      2409 | NS      | $558285.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                  | Trimble, Inc.                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      3667 | NS      | $185403.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                     | Willis Towers Watson PLC                       | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      1610 | NS      | $393773.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                  | NVIDIA Corp.                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     36666 | NS      | $5358369.24   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                              | Best Buy Co., Inc.                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      2942 | NS      | $235977.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                 | Chevron Corp.                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26202 | NS      | $4702996.98   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc           | Johnson Controls International PLC             | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     10080 | NS      | $645120.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                    | Adobe, Inc.                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      6814 | NS      | $2293115.42   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                      | KeyCorp                                        | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     13747 | NS      | $239472.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc            | Take-Two Interactive Software, Inc.            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      2369 | NS      | $246683.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                         | Waste Management, Inc.                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      5446 | NS      | $854368.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                 | Entergy Corp.                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      3036 | NS      | $341550.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                 | Alphabet, Inc.                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     77959 | NS      | $6917302.07   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                   | Cigna Corp.                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4490 | NS      | $1487716.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                     | Ceridian HCM Holding, Inc.                     | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      2178 | NS      | $139718.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                | M&T Bank Corp.                                 | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      2548 | NS      | $369612.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                | Sempra Energy                                  | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      4655 | NS      | $719383.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                      | O'Reilly Automotive, Inc.                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       923 | NS      | $779039.69    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                             | W R Berkley Corp.                              | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      2914 | NS      | $211468.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                              | CVS Health Corp.                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     19284 | NS      | $1797075.96   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                             | Crown Castle, Inc.                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      6374 | NS      | $864569.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                        | DuPont de Nemours, Inc.                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      7259 | NS      | $498185.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                 | Illumina, Inc.                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      2269 | NS      | $458791.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                           | Walt Disney Co.                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     26740 | NS      | $2323171.20   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                   | Garmin Ltd.                                    | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      2218 | NS      | $204699.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                          | Quanta Services, Inc.                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      2069 | NS      | $294832.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                  | Target Corp.                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      6805 | NS      | $1014217.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                  | Gartner, Inc.                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1177 | NS      | $395636.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                     | Marsh & McLennan Cos., Inc.                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      7327 | NS      | $1212471.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                | Principal Financial Group, Inc.                | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      3406 | NS      | $285831.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                  | Walmart, Inc.                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     20800 | NS      | $2949232.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                             | Coca-Cola Co.                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     57341 | NS      | $3647461.01   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                 | Fortinet, Inc.                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      9710 | NS      | $474721.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                | Robert Half International, Inc.                | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      1648 | NS      | $121671.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                  | American Airlines Group, Inc.                  | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9088 | NS      | $115599.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                               | Public Storage                                 | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |      2301 | NS      | $644717.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                   | Stanley Black & Decker, Inc.                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      2241 | NS      | $168343.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                   | PACCAR, Inc.                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      5075 | NS      | $502272.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                             | Exxon Mobil Corp.                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     60640 | NS      | $6688592.00   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                  | Corning, Inc.                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     11349 | NS      | $362487.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                            | Newell Brands, Inc.                            | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      5053 | NS      | $66093.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                       | Franklin Resources, Inc.                       | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      4053 | NS      | $106918.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                     | Etsy, Inc.                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      1870 | NS      | $223988.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                              | CMS Energy Corp.                               | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      4162 | NS      | $263579.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                    | Host Hotels & Resorts, Inc.                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     10048 | NS      | $161270.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                           | Steel Dynamics, Inc.                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      2453 | NS      | $239658.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                       | Darden Restaurants, Inc.                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1764 | NS      | $244014.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                         | Alaska Air Group, Inc.                         | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      1936 | NS      | $83131.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                        | McCormick & Co., Inc.                          | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      3744 | NS      | $310340.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                      | Activision Blizzard, Inc.                      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     10360 | NS      | $793058.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                      | Consolidated Edison, Inc.                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      5178 | NS      | $493515.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                | Martin Marietta Materials, Inc.                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       915 | NS      | $309242.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                             | CoStar Group, Inc.                             | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6015 | NS      | $464839.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                       | First Republic Bank                            | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      2682 | NS      | $326908.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                              | TJX Cos., Inc.                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     17144 | NS      | $1364662.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                  | Incyte Corp.                                   | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      2820 | NS      | $226502.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                        | Monster Beverage Corp.                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      5611 | NS      | $569684.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                     | Lamb Weston Holdings, Inc.                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      2045 | NS      | $182741.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                       | Berkshire Hathaway, Inc.                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     26526 | NS      | $8193881.40   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                               | Hershey Co.                                    | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      2145 | NS      | $496717.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                          | TransDigm Group, Inc.                          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       752 | NS      | $473496.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                  | Netflix, Inc.                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      6531 | NS      | $1925861.28   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                   | Cadence Design Systems, Inc.                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      4041 | NS      | $649146.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                            | Kimco Realty Corp.                             | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |      9235 | NS      | $195597.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                         | Juniper Networks, Inc.                         | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      4603 | NS      | $147111.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                       | Intuitive Surgical, Inc.                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      5218 | NS      | $1384596.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                 | Xylem, Inc.                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      2650 | NS      | $293010.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                   | Ecolab, Inc.                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      3599 | NS      | $523870.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                               | Mastercard, Inc.                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     12504 | NS      | $4348015.92   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                        | Republic Services, Inc.                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      2978 | NS      | $384132.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                     | AT&T, Inc.                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    104588 | NS      | $1925465.08   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                        | Southwest Airlines Co.                         | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      8646 | NS      | $291110.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                 | Broadcom, Inc.                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      5968 | NS      | $3336887.84   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                    | Amgen, Inc.                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      7869 | NS      | $2066714.16   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                         | Bank of America Corp.                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    102841 | NS      | $3406093.92   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                            | DXC Technology Co.                             | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      3390 | NS      | $89835.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                   | SolarEdge Technologies, Inc.                   | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       804 | NS      | $227749.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd           | Norwegian Cruise Line Holdings Ltd.            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      5945 | NS      | $72766.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                     | Essex Property Trust, Inc.                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |       975 | NS      | $206622.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                            | Hormel Foods Corp.                             | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      4285 | NS      | $195181.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                    | Tesla, Inc.                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     39524 | NS      | $4868566.32   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                   | U.S. Bancorp                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     20006 | NS      | $872461.66    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                             | Campbell Soup Co.                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      2816 | NS      | $159808.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                           | Home Depot, Inc.                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     15078 | NS      | $4762537.08   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                          | Alliant Energy Corp.                           | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      3681 | NS      | $203228.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                   | Intel Corp.                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     60589 | NS      | $1601367.27   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                        | Camden Property Trust                          | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      1550 | NS      | $173414.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                   | Evergy, Inc.                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      3454 | NS      | $217360.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                           | Conagra Brands, Inc.                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      6952 | NS      | $269042.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                            | Iron Mountain, Inc.                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |      4293 | NS      | $214006.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                         | Vornado Realty Trust                           | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |      2133 | NS      | $44387.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                    | PG&E Corp.                                     | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     23986 | NS      | $390012.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                               | BorgWarner, Inc.                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      3699 | NS      | $148884.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                         | Jacobs Solutions, Inc.                         | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1885 | NS      | $226331.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                 | Organon & Co.                                  | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      4142 | NS      | $115686.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                    | News Corp.                                     | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      1610 | NS      | $29688.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                          | Arista Networks, Inc.                          | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      3661 | NS      | $444262.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                          | Abbott Laboratories                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     25698 | NS      | $2821383.42   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                   | FedEx Corp.                                    | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      3550 | NS      | $614860.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial                            | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      6944 | NS      | $228179.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                | Ford Motor Co.                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     58516 | NS      | $680541.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                              | Match Group, Inc.                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      4195 | NS      | $174050.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                      | SBA Communications Corp.                       | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      1563 | NS      | $438124.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                           | Domino's Pizza, Inc.                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       538 | NS      | $186363.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                         | Parker-Hannifin Corp.                          | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1900 | NS      | $552900.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                     | CSX Corp.                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     30973 | NS      | $959543.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                            | Kinder Morgan, Inc.                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     28788 | NS      | $520487.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                             | Wynn Resorts Ltd.                              | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      1495 | NS      | $123292.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                    | Cincinnati Financial Corp.                     | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      2347 | NS      | $240309.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                  | Goldman Sachs Group, Inc.                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      4996 | NS      | $1715526.48   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                  | Rollins, Inc.                                  | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      3245 | NS      | $118572.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                         | Freeport-McMoRan, Inc.                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     21048 | NS      | $799824.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                               | ServiceNow, Inc.                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2984 | NS      | $1158597.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                       | CenterPoint Energy, Inc.                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      9049 | NS      | $271379.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                   | Sysco Corp.                                    | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      7424 | NS      | $567564.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                    | AvalonBay Communities, Inc.                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |      2087 | NS      | $337092.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                 | FactSet Research Systems, Inc.                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       542 | NS      | $217455.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc   | Fidelity National Information Services, Inc.   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      8824 | NS      | $598708.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                      | Sherwin-Williams Co.                           | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      3490 | NS      | $828281.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                   | Dexcom, Inc.                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      5721 | NS      | $647846.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                       | International Paper Co.                        | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      5166 | NS      | $178898.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                 | NiSource, Inc.                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      6047 | NS      | $165808.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                             | FirstEnergy Corp.                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      7971 | NS      | $334303.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                          | General Electric Co.                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     16137 | NS      | $1352119.23   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                     | APA Corp.                                      | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      4891 | NS      | $228311.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                   | Deere & Co.                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      4052 | NS      | $1737335.52   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                           | Analog Devices, Inc.                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      7596 | NS      | $1245971.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                      | Charles Schwab Corp.                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     22390 | NS      | $1864191.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                  | MetLife, Inc.                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      9753 | NS      | $705824.61    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                      | Illinois Tool Works, Inc.                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      4077 | NS      | $898163.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                    | MGM Resorts International                      | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      4503 | NS      | $150985.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                    | Aflac, Inc.                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      8437 | NS      | $606957.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                            | Eversource Energy                              | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      5182 | NS      | $434458.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                       | F5, Inc.                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       843 | NS      | $120978.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                             | Duke Energy Corp.                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     11319 | NS      | $1165743.81   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                           | Meta Platforms, Inc.                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     33027 | NS      | $3974469.18   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                   | Pfizer, Inc.                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     82684 | NS      | $4236728.16   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                 | VeriSign, Inc.                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1324 | NS      | $272002.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                              | Ross Stores, Inc.                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      5103 | NS      | $592305.21    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                              | Bio-Techne Corp.                               | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      2292 | NS      | $189960.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                  | Ameren Corp.                                   | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      3858 | NS      | $343053.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                              | First Solar, Inc.                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      1481 | NS      | $221838.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                   | Verizon Communications, Inc.                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     61922 | NS      | $2439726.80   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                        | Molina Healthcare, Inc.                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       839 | NS      | $277054.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                  | Oracle Corp.                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     22556 | NS      | $1843727.44   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                   | CarMax, Inc.                                   | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2261 | NS      | $137672.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                        | Bath & Body Works, Inc.                        | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3564 | NS      | $150186.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                   | Raytheon Technologies Corp.                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     21568 | NS      | $2176642.56   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                    | Edwards Lifesciences Corp.                     | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      8983 | NS      | $670221.63    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                               | Globe Life, Inc.                               | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      1371 | NS      | $165274.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                          | Avery Dennison Corp.                           | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1213 | NS      | $219553.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                            | Brown & Brown, Inc.                            | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      3440 | NS      | $195976.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                | Boeing Co.                                     | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      8227 | NS      | $1567161.23   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                 | Autodesk, Inc.                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3167 | NS      | $591817.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                      | Aon PLC                                        | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      3052 | NS      | $916027.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                     | Fox Corp.                                      | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2115 | NS      | $60171.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                              | Gen Digital, Inc.                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      8717 | NS      | $186805.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                            | Allstate Corp.                                 | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      3945 | NS      | $534942.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                   | Dover Corp.                                    | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      2119 | NS      | $286933.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                          | Cardinal Health, Inc.                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      4095 | NS      | $314782.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                       | AmerisourceBergen Corp.                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      2371 | NS      | $392898.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                          | TE Connectivity Ltd.                           | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |      4665 | NS      | $535542.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                       | Advance Auto Parts, Inc.                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       828 | NS      | $121740.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                          | Carrier Global Corp.                           | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     12418 | NS      | $512242.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                       | Roper Technologies, Inc.                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1544 | NS      | $667146.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                            | Devon Energy Corp.                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      9541 | NS      | $586866.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                 | LyondellBasell Industries NV                   | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      3633 | NS      | $301647.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                       | Skyworks Solutions, Inc.                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      2454 | NS      | $223633.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                             | Altria Group, Inc.                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     26471 | NS      | $1209989.41   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                          | VICI Properties, Inc.                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     13908 | NS      | $450619.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                     | LKQ Corp.                                      | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      3720 | NS      | $198685.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                               | Starbucks Corp.                                | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     16851 | NS      | $1671619.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                          | Emerson Electric Co.                           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      8750 | NS      | $840525.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc               | JB Hunt Transport Services, Inc.               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1228 | NS      | $214114.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                 | Citizens Financial Group, Inc.                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      7283 | NS      | $286731.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                     | Simon Property Group, Inc.                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      4775 | NS      | $560967.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                              | Yum! Brands, Inc.                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      4118 | NS      | $527433.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                | Live Nation Entertainment, Inc.                | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      2027 | NS      | $141362.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                               | PulteGroup, Inc.                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3474 | NS      | $158171.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc       | International Flavors & Fragrances, Inc.       | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      3803 | NS      | $398706.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings          | Laboratory Corp. of America Holdings           | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      1325 | NS      | $312011.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The             | Bank of New York Mellon Corp.                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     10790 | NS      | $491160.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                      | PTC, Inc.                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      1568 | NS      | $188222.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     19328 | NS      | $1643266.56   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                | Carnival Corp.                                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     14230 | NS      | $114693.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                              | Ulta Beauty, Inc.                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       752 | NS      | $352740.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                  | Westrock Co.                                   | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      3490 | NS      | $122708.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                 | Pioneer Natural Resources Co.                  | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      3472 | NS      | $792970.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                           | Ingersoll Rand, Inc.                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      5839 | NS      | $305087.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                              | Caterpillar, Inc.                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      7677 | NS      | $1839102.12   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                   | CF Industries Holdings, Inc.                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      2927 | NS      | $249380.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                 | Monolithic Power Systems, Inc.                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       669 | NS      | $236565.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                 | QUALCOMM, Inc.                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     16451 | NS      | $1808622.94   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                  | Textron, Inc.                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      3056 | NS      | $216364.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                            | Lam Research Corp.                             | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      2017 | NS      | $847745.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                 | AutoZone, Inc.                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       283 | NS      | $697928.94    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                        | ON Semiconductor Corp.                         | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      6309 | NS      | $393492.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                     | Ameriprise Financial, Inc.                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1579 | NS      | $491653.23    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                           | HCA Healthcare, Inc.                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      3134 | NS      | $752034.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                     | Bio-Rad Laboratories, Inc.                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       329 | NS      | $138341.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                          | Otis Worldwide Corp.                           | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      6190 | NS      | $484738.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                     | KLA Corp.                                      | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2064 | NS      | $778189.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                   | Copart, Inc.                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      6383 | NS      | $388660.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                 | AES Corp.                                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      9783 | NS      | $281359.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                        | Northrop Grumman Corp.                         | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2138 | NS      | $1166514.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The    | Hartford Financial Services Group, Inc.        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      4809 | NS      | $364666.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                       | Diamondback Energy, Inc.                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      2603 | NS      | $356038.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                      | NVR, Inc.                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        43 | NS      | $198340.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                          | Electronic Arts, Inc.                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      3858 | NS      | $471370.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                | McKesson Corp.                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2068 | NS      | $775748.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                       | Regions Financial Corp.                        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     13644 | NS      | $294164.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                         | Verisk Analytics, Inc.                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      2297 | NS      | $405236.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                   | Humana, Inc.                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1872 | NS      | $958819.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                 | Tapestry, Inc.                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      3434 | NS      | $130766.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                    | Keysight Technologies, Inc.                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2599 | NS      | $444610.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                  | Future                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        25 | NC      | $-103908.19   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                | Kroger Co.                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      9514 | NS      | $424134.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                 | United Airlines Holdings, Inc.                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      4662 | NS      | $175757.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                 | Fortive Corp.                                  | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      5111 | NS      | $328381.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                       | Church & Dwight Co., Inc.                      | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      3647 | NS      | $293984.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                 | Synopsys, Inc.                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2264 | NS      | $722872.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                    | Apple, Inc.                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    220058 | NS      | $28592135.94  | 5.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                 | Danaher Corp.                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      9608 | NS      | $2550155.36   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                    | ANSYS, Inc.                                    | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      1279 | NS      | $308993.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                | Regeneron Pharmaceuticals, Inc.                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1574 | NS      | $1135625.26   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                      | Cboe Global Markets, Inc.                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1573 | NS      | $197364.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                 | Teleflex, Inc.                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       709 | NS      | $176987.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                   | Signature Bank                                 | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       948 | NS      | $109228.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                         | Howmet Aerospace, Inc.                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      5670 | NS      | $223454.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                | Automatic Data Processing, Inc.                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      6123 | NS      | $1462539.78   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc        | Mid-America Apartment Communities, Inc.        | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      1699 | NS      | $266726.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                     | Prudential Financial, Inc.                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      5435 | NS      | $540565.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                     | Digital Realty Trust, Inc.                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      4201 | NS      | $421234.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                   | Nasdaq, Inc.                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      4975 | NS      | $305216.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                              | WW Grainger, Inc.                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       670 | NS      | $372687.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                  | Equifax, Inc.                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      1826 | NS      | $354901.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                          | Fifth Third Bancorp                            | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      9993 | NS      | $327870.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                              | T-Mobile U.S., Inc.                            | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      8738 | NS      | $1223320.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                          | Kimberly-Clark Corp.                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      5000 | NS      | $678750.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc             | Mettler-Toledo International, Inc.             | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       330 | NS      | $476998.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The             | Interpublic Group of Cos., Inc.                | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      5795 | NS      | $193031.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                        | Travelers Cos., Inc.                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3402 | NS      | $637840.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                   | Charter Communications, Inc.                   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      1616 | NS      | $547985.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                           | Kraft Heinz Co.                                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     11832 | NS      | $481680.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                              | Weyerhaeuser Co.                               | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     10655 | NS      | $330305.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                      | Extra Space Storage, Inc.                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      1912 | NS      | $281408.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                          | Delta Air Lines, Inc.                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      9577 | NS      | $314700.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                         | Las Vegas Sands Corp.                          | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      4936 | NS      | $237273.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                         | Booking Holdings, Inc.                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       577 | NS      | $1162816.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                       | T Rowe Price Group, Inc.                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      3232 | NS      | $352481.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                    | Aptiv PLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      3943 | NS      | $367211.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                         | Keurig Dr Pepper, Inc.                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     12632 | NS      | $450457.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                               | Merck & Co., Inc.                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     37348 | NS      | $4143760.60   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                  | Equinix, Inc.                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      1362 | NS      | $892150.86    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                    | Healthpeak Properties, Inc.                    | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |      7991 | NS      | $200334.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                           | Cooper Cos., Inc.                              | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       729 | NS      | $241058.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                      | VF Corp.                                       | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      4712 | NS      | $130098.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                         | Colgate-Palmolive Co.                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     12349 | NS      | $972977.71    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc           | Broadridge Financial Solutions, Inc.           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      1712 | NS      | $229630.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                        | Quest Diagnostics, Inc.                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1719 | NS      | $268920.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                   | STERIS PLC                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1428 | NS      | $263737.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                               | S&P Global, Inc.                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      4941 | NS      | $1654938.54   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc             | West Pharmaceutical Services, Inc.             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1057 | NS      | $248764.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                               | Whirlpool Corp.                                | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       820 | NS      | $115997.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                  | Waters Corp.                                   | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       888 | NS      | $304211.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                               | Eli Lilly & Co.                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     11617 | NS      | $4249963.28   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                      | Arthur J Gallagher & Co.                       | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      3066 | NS      | $578063.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                          | Global Payments, Inc.                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      4082 | NS      | $405424.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                             | Henry Schein, Inc.                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      2111 | NS      | $168605.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                          | JPMorgan Chase & Co.                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     43194 | NS      | $5792315.40   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                               | Halliburton Co.                                | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     13111 | NS      | $515917.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                               | Amazon.com, Inc.                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    130645 | NS      | $10974180.00  | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                       | HP, Inc.                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     12958 | NS      | $348181.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp     | Westinghouse Air Brake Technologies Corp.      | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      2753 | NS      | $274776.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                | DTE Energy Co.                                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      2891 | NS      | $339779.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                   | Loews Corp.                                    | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      2854 | NS      | $166473.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                 | Catalent, Inc.                                 | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2459 | NS      | $110679.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                       | Motorola Solutions, Inc.                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      2479 | NS      | $638863.09    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                       | IDEXX Laboratories, Inc.                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1216 | NS      | $496079.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                    | ONEOK, Inc.                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      6484 | NS      | $425998.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                  | Hologic, Inc.                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      3562 | NS      | $266473.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                        | Mohawk Industries, Inc.                        | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       784 | NS      | $80140.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                     | Baxter International, Inc.                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      7512 | NS      | $382886.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                      | Bristol-Myers Squibb Co.                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     31348 | NS      | $2255488.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                         | Invitation Homes, Inc.                         | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |      8256 | NS      | $244707.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                          | American Express Co.                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      8783 | NS      | $1297688.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                    | CH Robinson Worldwide, Inc.                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      1752 | NS      | $160413.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                   | Capital One Financial Corp.                    | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      5582 | NS      | $518902.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc          | Public Service Enterprise Group, Inc.          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      7243 | NS      | $443778.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc             | American International Group, Inc.             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     11075 | NS      | $700383.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                  | Fastenal Co.                                   | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      8325 | NS      | $393939.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                               | Eaton Corp. PLC                                | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      5882 | NS      | $923179.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                          | Gilead Sciences, Inc.                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     18416 | NS      | $1581013.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                               | ConocoPhillips                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     18283 | NS      | $2157394.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

**Name of Applicant:** TRANSAMERICA SERIES TRUST

**Signature:** Vincent Toner

**Name of Signer:** Vincent Toner

**Title:** Treasurer