# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0001752724-23-067504
**Filing Date:** 2023-3
**Character Count:** 145367
**Document Hash:** c55d7cfa2731931f5aaca0b7cb4264aa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067504.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067504

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Greenwood Street Trust
- **CENTRAL INDEX KEY:** 0001898391
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23762
- **FILM NUMBER:** 23763602

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Fidelity Hedged Equity Fund (Series ID: S000077302)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000237599 | Fidelity Hedged Equity Fund                  | FEQHX           |
| C000237630 | Fidelity Advisor Hedged Equity Fund: Class I | FEQJX           |
| C000237631 | Fidelity Advisor Hedged Equity Fund: Class Z | FEQZX           |
| C000237632 | Fidelity Advisor Hedged Equity Fund: Class C | FEQDX           |
| C000237633 | Fidelity Advisor Hedged Equity Fund: Class M | FEQNX           |
| C000237634 | Fidelity Advisor Hedged Equity Fund: Class A | FEQAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Greenwood Street Trust

- **b. Investment Company Act file number:** 811-23762

- **c. CIK number of Registrant:** 0001898391

- **d. LEI of Registrant:** 549300467DYGTZIRI308

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Hedged Equity Fund

- **b. EDGAR series identifier (if any):** S000077302

- **c. LEI of Series:** 549300YGDAORMI8A5T30

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

- **a. Date of fiscal year-end:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $50366449.84

**Total Liabilities:** $146038.47

**Net Assets:** $50220411.37

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000237634 | -1.96%               | -10.89%              | -1.79%               |
| Class ID C000237633 | 0.38%                | -8.78%               | 0.56%                |
| Class ID C000237599 | 4.02%                | -5.41%               | 4.21%                |
| Class ID C000237632 | 2.92%                | -6.48%               | 3.10%                |
| Class ID C000237631 | 4.02%                | -5.41%               | 4.21%                |
| Class ID C000237630 | 4.02%                | -5.41%               | 4.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $56311.56                | $2243428.45                                |
| Month 2  | $-8446.18                | $-2687699.44                               |
| Month 3  | $131192.11               | $2677513.22                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EXLSERVICE HOLDINGS INC                  | EXLSERVICE HOLDINGS INC                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |        69 | NS      | $11771.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC             | UNITED AIRLINES HOLDINGS INC             | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      1211 | NS      | $59290.56     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC           | TEMPUR SEALY INTERNATIONAL INC           | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |       346 | NS      | $14099.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES CORE TOTAL USD BOND MARKET ETF   | iShares Core S and P 500 ETF             | CUSIP: 464287200<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |      3199 | NS      | $1306183.69   | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORP                              | CHEMED CORP                              | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        43 | NS      | $21721.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                            | COHERENT CORP                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       511 | NS      | $22177.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC             | THERMO FISHER SCIENTIFIC INC             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       626 | NS      | $357026.58    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                    | CAMDEN PROPERTY TRUST - REIT             | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       958 | NS      | $118035.18    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                        | STATE STREET CORP                        | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1179 | NS      | $107678.07    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                    | COSTCO WHOLESALE CORP                    | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       719 | NS      | $367509.66    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                   | ARCH CAPITAL GROUP LTD                   | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |      1677 | NS      | $107914.95    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                           | CLOUDFLARE INC                           | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       222 | NS      | $11746.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDS NV                   | LYONDELLBASELL INDS CLASS A              | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |      1204 | NS      | $116414.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                               | WATSCO INC                               | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |        77 | NS      | $22127.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                               | UNUM GROUP                               | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       330 | NS      | $13869.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                    | PROCTER and GAMBLE CO                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      3565 | NS      | $507584.70    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                          | XCEL ENERGY INC                          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      2527 | NS      | $173781.79    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                    | ARROW ELECTRONICS INC                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       207 | NS      | $24320.43     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and CO INC                           | KKR and CO INC                           | CUSIP: 48251W104<br>LEI: 549300JOHU21WRN2Z451 | Long             | EC               | CORP              | US        |       571 | NS      | $31867.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE   | LIBERTY FORMULA ONE-A                    | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       237 | NS      | $15092.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL CORP                              | MARKEL CORP                              | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        25 | NS      | $35224.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC                    | DELL TECHNOLOGIES INC CL C               | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       210 | NS      | $8530.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC                              | GODADDY INC CL A                         | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       275 | NS      | $22585.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INC              | HEALTHCARE REALTY TRUST INC              | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |       881 | NS      | $18967.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                | JANUS HENDERSON GROUP PLC                | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |       303 | NS      | $7853.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOCUSIGN INC                             | DOCUSIGN INC                             | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       322 | NS      | $19526.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH INC                   | OPTION CARE HEALTH INC                   | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       314 | NS      | $9065.18      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC           | FORTUNE BRANDS INNOVATIONS INC           | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       330 | NS      | $21288.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                | AMGEN INC                                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       892 | NS      | $225140.80    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN and BROWN INC                      | BROWN and BROWN INC                      | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      1440 | NS      | $84326.40     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2752 | NS      | $406608.00    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                | APPLE INC                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     21362 | NS      | $3082322.98   | 6.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                | JABIL INC                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       341 | NS      | $26812.83     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC               | BRIXMOR PPTY GROUP INC                   | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      1005 | NS      | $23647.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                  | ARAMARK                                  | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |       113 | NS      | $5031.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH             | HUNTINGTON BANCSHARES INC                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      6206 | NS      | $94145.02     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                              | DROPBOX INC CL A                         | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       960 | NS      | $22300.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP                        | MARATHON OIL CORP                        | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      2955 | NS      | $81173.85     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                           | ROYAL GOLD INC                           | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       132 | NS      | $16767.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC               | ADVANCED MICRO DEVICES INC               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      2662 | NS      | $200049.30    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                           | AMAZON.COM INC                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     12741 | NS      | $1313979.33   | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTL CORP                   | OLD REPUBLIC INTL CORP                   | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       928 | NS      | $24489.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES INC               | SOLAREDGE TECHNOLOGIES INC               | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       113 | NS      | $36061.69     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                | CH ROBINSON WORLDWIDE INC                | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       545 | NS      | $54592.65     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                       | CONOCOPHILLIPS                           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      2007 | NS      | $244593.09    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                             | OSHKOSH CORP                             | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       148 | NS      | $14915.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                          | OGE ENERGY CORP                          | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       508 | NS      | $19974.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                         | CARLISLE COS INC                         | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        93 | NS      | $23329.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                               | DOVER CORP                               | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       946 | NS      | $143631.18    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                           | MICROSOFT CORP                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     10663 | NS      | $2642398.03   | 5.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC                     | TRADEWEB MARKETS INC A                   | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       111 | NS      | $8273.94      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                           | SERVICENOW INC                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       402 | NS      | $182962.26    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                            | FORD MOTOR CO                            | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      7852 | NS      | $106080.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC/NC         | FIRST CITIZENS BANCSHARES INC CL A       | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        16 | NS      | $12442.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                        | LAM RESEARCH CORP                        | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       453 | NS      | $226545.30    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                  | KITE REALTY GROUP TRUST                  | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       665 | NS      | $14430.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                            | ACCENTURE PLC CL A                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      1186 | NS      | $330953.30    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                 | VISA INC CL A                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      2562 | NS      | $589798.02    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS CO                       | SEI INV CORP                             | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       379 | NS      | $23660.97     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                | LINDE PLC                                | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      1064 | NS      | $352120.16    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                  | BRISTOL-MYERS SQUIBB CO                  | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      3774 | NS      | $274181.10    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                               | ALCOA CORP                               | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       268 | NS      | $14000.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                   | JONES LANG LASALLE INC                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |        82 | NS      | $15159.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                            | INGREDION INC                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       239 | NS      | $24569.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD                     | ASSURED GUARANTY LTD                     | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |       213 | NS      | $13333.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                      | HARLEY-DAVIDSON INC                      | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |       279 | NS      | $12842.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                | AXIS CAPITAL HOLDINGS LTD                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       148 | NS      | $9260.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)            | GOLDMAN SACHS GROUP INC                  | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       683 | NS      | $249848.23    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                | ADOBE INC                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       733 | NS      | $271459.22    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INS GROUP INC                    | HANOVER INSURANCE GROUP INC              | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       148 | NS      | $19917.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE BANCSHARES INC/MO               | COMMERCE BANCSHARES INC                  | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       325 | NS      | $21632.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                       | STEEL DYNAMICS INC                       | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       511 | NS      | $61647.04     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES INC                      | SUN COMMUNITIES INC - REIT               | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       295 | NS      | $46273.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                  | ITT INC                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       287 | NS      | $26286.33     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                | AFLAC INC                                | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      2708 | NS      | $199038.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                    | ON SEMICONDUCTOR CORP                    | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1171 | NS      | $86009.95     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLASSIAN CORP PLC                       | ATLASSIAN CORP PLC CLS A                 | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |        88 | NS      | $14222.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES INC                        | PNM RESOURCES INC                        | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       300 | NS      | $14844.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC            | REGENERON PHARMACEUTICALS INC            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       171 | NS      | $129698.37    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                       | META PLATFORMS INC CL A                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3374 | NS      | $502624.78    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC             | APOLLO GLOBAL MANAGEMENT INC             | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       404 | NS      | $28595.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                         | IDEX CORPORATION                         | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       499 | NS      | $119600.32    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES INC           | NATIONAL RETAIL PROPERTIES INC           | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       466 | NS      | $22065.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                       | NEXTERA ENERGY INC                       | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3972 | NS      | $296430.36    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                               | INTUIT INC                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       507 | NS      | $214293.69    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                      | SCHWAB CHARLES CORP                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      2467 | NS      | $190995.14    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                           | PDC ENERGY INC                           | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       171 | NS      | $11581.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                              | DATADOG INC CL A                         | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       218 | NS      | $16308.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC              | HONEYWELL INTL INC                       | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1206 | NS      | $251426.88    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                   | CHESAPEAKE ENERGY CORP                   | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       199 | NS      | $17257.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC                             | EVERCORE INC A                           | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       215 | NS      | $27909.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                | CUBESMART                                | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       476 | NS      | $21796.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE INC                         | LIFE STORAGE INC                         | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |       173 | NS      | $18690.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                               | PACCAR INC                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      1251 | NS      | $136746.81    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                 | CROWDSTRIKE HOLDINGS INC                 | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       122 | NS      | $12919.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                       | HCA HEALTHCARE INC                       | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       479 | NS      | $122178.53    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC        | FIRST INDUSTRIAL REALTY TRUST            | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       409 | NS      | $21820.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE           | S and P 500 INDX PUT 2400 11/17/2023     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        61 | NC      | $99125.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TORO CO                                  | TORO CO                                  | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       118 | NS      | $13159.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIA INC                                 | SAIA INC                                 | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |        59 | NS      | $16094.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                            | WOLFSPEED INC                            | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |       111 | NS      | $8548.11      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION             | ANTERO RES CORP                          | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       362 | NS      | $10440.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE CAPITAL CORP                       | STORE CAPITAL CORP                       | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |       668 | NS      | $21516.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES INC                   | WERNER ENTERPRISES INC                   | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |       312 | NS      | $14654.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LTD                         | SCHLUMBERGER LTD                         | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      2621 | NS      | $149344.58    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN FORMAN CORP                        | BROWN FORMAN CORP NON VTG CL B           | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1343 | NS      | $89416.94     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC              | BIOMARIN PHARMACEUTICAL INC              | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       104 | NS      | $11996.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES INC                   | DOLBY LABORATORIES INC CL A              | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       283 | NS      | $22515.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                    | STIFEL FINANCIAL CORP                    | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       363 | NS      | $24469.83     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PHYSICIANS REALTY TRUST                  | PHYSICIANS REALTY TRUST                  | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |       877 | NS      | $13909.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY SIRIUSXM      | LIBERTY SIRIUS GROUP-A                   | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       501 | NS      | $20350.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE           | S and P 500 INDX PUT 3770 04/21/2023     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        45 | NC      | $207900.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                            | BLACKROCK INC                            | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       289 | NS      | $219411.69    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORP                            | HUNTSMAN CORP                            | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |       798 | NS      | $25288.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                               | BIOGEN INC                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       298 | NS      | $86688.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COMPANIES INC                     | COOPER COMPANIES INC                     | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       300 | NS      | $104679.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                       | REGAL REXNORD CORP                       | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       156 | NS      | $21715.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                           | MURPHY USA INC                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        14 | NS      | $3808.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                         | MERCK and CO INC NEW                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      3956 | NS      | $424913.96    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                | KEYSIGHT TECHNOLOGIES INC                | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       788 | NS      | $141327.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL and ALUMINUM CO           | RELIANCE STEEL and ALUMINUM CO           | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        66 | NS      | $15011.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                  | WEX INC                                  | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |        63 | NS      | $11653.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                | CAESARS ENTERTAINMENT INC                | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |       470 | NS      | $24468.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                            | LOWES COS INC                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1050 | NS      | $218662.50    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORP NEW                           | HEICO CORP                               | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       256 | NS      | $43763.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST INC             | MEDICAL PPTY TR INC                      | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      1511 | NS      | $19567.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR INC                              | AVANTOR INC                              | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       935 | NS      | $22346.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                 | DICKS SPORTING GOODS INC                 | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       183 | NS      | $23929.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYLOCITY HLDG CORP                      | PAYLOCITY HOLDING CORP                   | CUSIP: 70438V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $9789.63      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN TECHNOLOGY INC                     | ASPEN TECHNOLOGY INC                     | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |        47 | NS      | $9341.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                            | MIDDLEBY CORP                            | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        94 | NS      | $14612.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                | WARNER BROS DISCOVERY INC                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      3545 | NS      | $52536.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                        | DISH NETWORK CORP A                      | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      1470 | NS      | $21153.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2420 | NS      | $214073.20    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                       | ROYALTY PHARMA PLC                       | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |       476 | NS      | $18654.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                               | LOEWS CORP                               | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      1879 | NS      | $115520.92    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                       | CROWN HOLDINGS INC                       | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       387 | NS      | $34117.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                 | COTY INC CL A                            | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      1753 | NS      | $17459.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                               | INTEL CORP                               | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      6503 | NS      | $183774.78    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD REALTY TRUST                   | AMERICOLD REALTY TRUST                   | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |       455 | NS      | $14291.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                       | UNION PACIFIC CORP                       | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1135 | NS      | $231755.65    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORP                        | HORMEL FOODS CORP                        | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      1874 | NS      | $84910.94     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                    | AECOM                                    | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       343 | NS      | $29933.61     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGEN INC                               | SEAGEN INC                               | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $14784.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR INC                          | MORNINGSTAR INC                          | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |        55 | NS      | $13358.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO                | PERFORMANCE FOOD GROUP CO                | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       180 | NS      | $11037.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                           | HOME DEPOT INC                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1655 | NS      | $536501.35    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                           | HALLIBURTON CO                           | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      2225 | NS      | $91714.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                        | CLEAN HARBORS INC                        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       175 | NS      | $22802.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                       | RH                                       | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |        49 | NS      | $15287.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                | OCCIDENTAL PETROLEUM CORP                | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      1507 | NS      | $97638.53     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                               | CIENA CORP                               | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       192 | NS      | $9987.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP               | RAYTHEON TECHNOLOGIES CORP               | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      2673 | NS      | $266899.05    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                             | TELEFLEX INC                             | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       248 | NS      | $60368.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                     | COLGATE-PALMOLIVE CO                     | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      2867 | NS      | $213677.51    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                              | POPULAR INC                              | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       261 | NS      | $17915.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC                                  | GAP INC                                  | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       940 | NS      | $12755.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORP                            | WESTLAKE CORP                            | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |       126 | NS      | $15466.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                  | CONSOLIDATED EDISON INC                  | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1799 | NS      | $171462.69    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                           | STARBUCKS CORP                           | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1796 | NS      | $196015.44    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                              | HUBBELL INC                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        91 | NS      | $20830.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                              | CUMMINS INC                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       636 | NS      | $158707.44    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCS INC                     | MANHATTAN ASSOCIATES INC                 | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       150 | NS      | $19554.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING CO             | GRAPHIC PACKAGING HOLDING CO             | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       945 | NS      | $22765.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                  | WINTRUST FINANCIAL CORP                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       267 | NS      | $24422.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING PLC         | SENSATA TECHNOLOGIES HOLDING PLC         | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |       546 | NS      | $27764.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                               | PFIZER INC                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      8364 | NS      | $369354.24    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                | TESLA INC                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      3726 | NS      | $645417.72    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                   | CACI INTERNATIONAL INC                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        71 | NS      | $21874.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC         | REINSURANCE GROUP OF AMERICA             | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |        96 | NS      | $14569.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                | HEALTHPEAK PPTYS INC                     | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      3612 | NS      | $99257.76     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP (IND)               | OLD NATIONAL BANCORP (IND)               | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |       697 | NS      | $12197.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORP                              | GENTEX CORP                              | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |       545 | NS      | $16082.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS INC                                | MACYS INC                                | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |        85 | NS      | $2008.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC                              | ZSCALER INC                              | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       120 | NS      | $14899.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                              | TARGET CORP                              | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1111 | NS      | $191247.54    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TR             | FEDERAL REALTY INVESTMENT TR             | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |       692 | NS      | $77178.76     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT INC                              | HUBSPOT INC                              | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        43 | NS      | $14921.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST INC            | INDEPENDENCE REALTY TR INC               | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      1109 | NS      | $20882.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                        | POST HOLDINGS INC                        | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       139 | NS      | $13198.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                            | SNOWFLAKE INC CL A                       | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        47 | NS      | $7352.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                    | SPOTIFY TECHNOLOGY SA                    | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |       137 | NS      | $15442.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                              | AMEREN CORP                              | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1851 | NS      | $160796.37    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS INC                            | TOLL BROTHERS INC                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       465 | NS      | $27662.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OKTA INC                                 | OKTA INC CL A                            | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |       224 | NS      | $16488.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                 | WILLIS TOWERS WATSON PLC                 | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |       394 | NS      | $100150.86    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                              | WALMART INC                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2288 | NS      | $329174.56    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS INC                      | MKS INSTRUMENTS INC                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       242 | NS      | $24761.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                 | SLM CORP                                 | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |       781 | NS      | $13722.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                              | CINTAS CORP                              | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       429 | NS      | $190364.46    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                          | CMS ENERGY CORP                          | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      2381 | NS      | $150455.39    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                              | IDACORP INC                              | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       180 | NS      | $19045.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                  | KBR INC                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       435 | NS      | $22285.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                     | THE BOOKING HOLDINGS INC                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        60 | NS      | $146046.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL INC                       | GLOBUS MEDICAL INC                       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       355 | NS      | $26802.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELADOC HEALTH INC                       | TELADOC HEALTH INC                       | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |       224 | NS      | $6585.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC            | PRINCIPAL FINL GROUP INC                 | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      1234 | NS      | $114206.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARENT INC       | FRONTIER COMMUNICATIONS PARENT INC       | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       527 | NS      | $15604.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW INC                           | FIVE BELOW INC                           | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |        67 | NS      | $13207.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                           | GLOBE LIFE INC                           | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       581 | NS      | $70213.85     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                 | NIKE INC CL B                            | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      1941 | NS      | $247147.53    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                      | EASTMAN CHEMICAL CO                      | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       938 | NS      | $82703.46     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HLDGS INC                         | PAYPAL HLDGS INC                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      1883 | NS      | $153445.67    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE                     | WESTERN UNION CO                         | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      1374 | NS      | $19469.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC GROUP INC                            | LHC GROUP INC                            | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |        79 | NS      | $12529.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                             | NISOURCE INC                             | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      4249 | NS      | $117909.75    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE           | S and P 500 INDX PUT 3730 02/17/2023     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        35 | NC      | $18025.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC            | JEFFERIES FINANCIAL GROUP INC            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       727 | NS      | $28556.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP INC           | NEW YORK COMMUNITY BANCORP INC           | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      1404 | NS      | $14025.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC            | SELECTIVE INSURANCE GROUP INC            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       143 | NS      | $13585.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                               | VMWARE INC CL A                          | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |       177 | NS      | $21677.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                         | VAIL RESORTS INC                         | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |        93 | NS      | $24397.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                  | NEXSTAR MEDIA GROUP INC                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       108 | NS      | $22115.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA INC                              | MODERNA INC                              | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       527 | NS      | $92783.62     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL.COM HOLDINGS INC                    | BILL.COM HOLDINGS INC                    | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |        85 | NS      | $9827.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES INC               | CASEY GENERAL STORES                     | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |        54 | NS      | $12739.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                | LEAR CORP NEW                            | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       163 | NS      | $23762.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP               | LATTICE SEMICONDUCTOR CORP               | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       221 | NS      | $16749.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                          | BERKLEY (WR) CORP                        | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      1535 | NS      | $107664.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES INC                | PROSPERITY BANCSHARES INC                | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       324 | NS      | $24578.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                | QIAGEN NV                                | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |       471 | NS      | $23079.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                            | PRIMERICA INC                            | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |        91 | NS      | $14719.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR and DECOR HOLDINGS INC             | FLOOR and DECOR HOLDINGS INC             | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |       161 | NS      | $14613.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                        | HYATT HOTELS CORP CL A                   | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |       243 | NS      | $26516.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                             | FORTIVE CORP                             | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      1720 | NS      | $117011.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTE GROUP INC                          | PULTEGROUP INC                           | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1937 | NS      | $110195.93    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                              | MAXIMUS INC                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       337 | NS      | $25224.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                      | TEXAS ROADHOUSE INC                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       295 | NS      | $29626.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC           | GE HEALTHCARE TECHNOLOGIES INC WI        | CUSIP: 36266G107<br>LEI: MESVVMK28W96MOVF7R93 | Long             | EC               | CORP              | US        |      1079 | NS      | $75012.08     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                             | WOODWARD INC                             | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       132 | NS      | $13498.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                   | BOSTON SCIENTIFIC CORP                   | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      4921 | NS      | $227596.25    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO            | HEWLETT PACKARD ENTERPRISE CO            | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      5537 | NS      | $89311.81     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC | KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       412 | NS      | $24349.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LILLY (ELI) and CO                       | LILLY (ELI) and CO                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1162 | NS      | $399902.30    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                           | APTARGROUP INC                           | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       201 | NS      | $23243.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                       | FIRST HORIZON CORP                       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       835 | NS      | $20649.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                             | COCA COLA CO                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      6784 | NS      | $415994.88    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                    | ANTERO MIDSTREAM CORP                    | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1266 | NS      | $13799.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                      | ABBOTT LABORATORIES                      | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      3102 | NS      | $342926.10    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY CO                               | HERSHEY CO (THE)                         | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       814 | NS      | $182824.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                             | WP CAREY INC                             | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       422 | NS      | $36093.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                      | GENERAL ELECTRIC CO                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2358 | NS      | $189771.84    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       724 | NS      | $423547.24    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY INC                       | ENPHASE ENERGY INC                       | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       226 | NS      | $50031.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PL                                | STERIS PLC                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       423 | NS      | $87353.73     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD LTD                               | LAZARD LTD CL A                          | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |       192 | NS      | $7695.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                | OLIN CORP                                | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |       229 | NS      | $14791.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                          | CATERPILLAR INC                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       772 | NS      | $194767.88    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC               | LPL FINL HLDGS INC                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |        86 | NS      | $20392.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                  | NATIONAL FUEL GAS CO NJ                  | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       202 | NS      | $11728.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                | BRIGHTHOUSE FINANCIAL INC                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       239 | NS      | $13448.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                           | WHIRLPOOL CORP                           | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       273 | NS      | $42476.07     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGODB INC                              | MONGODB INC CL A                         | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        63 | NS      | $13495.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                             | QUALCOMM INC                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1776 | NS      | $236580.96    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                         | COMCAST CORP CL A                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      8032 | NS      | $316059.20    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                   | TEXAS INSTRUMENTS INC                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1756 | NS      | $311180.76    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP        | MARRIOTT VACATIONS WORLD                 | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       156 | NS      | $24966.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                   | INTUITIVE SURGICAL INC                   | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       678 | NS      | $166577.82    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                               | DEXCOM INC                               | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       661 | NS      | $70786.49     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON TOOLS CORP                       | SNAP-ON INCORPORATED                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       319 | NS      | $79344.87     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORP                               | MASCO CORPORATION                        | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      1640 | NS      | $87248.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                          | MURPHY OIL CORP                          | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       533 | NS      | $23244.13     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                     | ARES MANAGEMENT CORP CL A                | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       297 | NS      | $24648.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX HOLDINGS CORP                      | XEROX HOLDINGS CORP                      | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |       829 | NS      | $13579.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC          | FIDELITY NATIONAL FINL INC               | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       662 | NS      | $29147.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARL CORP                            | ALBEMARLE CORP                           | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       227 | NS      | $63889.15     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APT CMNTYS INC               | MID AMERICA APT CMNTY INC                | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       763 | NS      | $127207.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE           | S and P 500 INDX PUT 2450 12/15/2023     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        58 | NC      | $114260.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL               | BERKSHIRE HATHAWAY INC CL B              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      2966 | NS      | $923968.32    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                 | LENNOX INTERNATIONAL INC                 | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        87 | NS      | $22673.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC DEL                    | KINDER MORGAN INC                        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      6951 | NS      | $127203.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC                 | CULLEN FROST BANKERS INC                 | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |        82 | NS      | $10682.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC               | VERIZON COMMUNICATIONS INC               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      9222 | NS      | $383358.54    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                    | BURLINGTON STORES INC                    | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        57 | NS      | $13100.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC          | PHILIP MORRIS INTL INC                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2166 | NS      | $225783.84    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS INC            | LINCOLN ELECTRIC HLDGS INC               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       150 | NS      | $25030.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                           | SALESFORCE INC                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1513 | NS      | $254138.61    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP                     | AGNC INVESTMENT CORP                     | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      1821 | NS      | $21123.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust             | Fidelity Cash Central Fund               | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    575432 | NS      | $575547.06    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSUNION                               | TRANSUNION                               | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |       353 | NS      | $25327.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                     | LOCKHEED MARTIN CORP                     | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       433 | NS      | $200591.58    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                    | AMERICAN HOMES 4 RENT                    | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      1299 | NS      | $44542.71     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                             | DOORDASH INC                             | CUSIP: 25809K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       236 | NS      | $13669.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL GROUP INC                   | BERRY GLOBAL GROUP INC                   | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |       410 | NS      | $25309.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE           | S and P 500 INDX PUT 2550 01/19/2024     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        47 | NC      | $118675.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC        | GAMING AND LEISURE PROPRTI INC           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |       423 | NS      | $22655.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                | BLOCK INC CL A                           | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       362 | NS      | $29582.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE INC                           | BLACKSTONE INC                           | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       266 | NS      | $25525.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                    | ELEMENT SOLUTIONS INC                    | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      1132 | NS      | $23183.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                         | BLACK HILLS CORP                         | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       262 | NS      | $18963.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HLDGS INC                      | SIRIUS XM HLDGS INC                      | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |      3724 | NS      | $21561.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORP                                | AGCO CORP                                | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        99 | NS      | $13674.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT REALTY CAPITAL INC                | SPIRIT RLTY CAP INC                      | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |       366 | NS      | $16060.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP CO                         | CAMPBELL SOUP CO                         | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      2094 | NS      | $108741.42    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST INC                            | PINTEREST INC CL A                       | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       493 | NS      | $12960.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC               | VERTEX PHARMACEUTICALS INC               | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       438 | NS      | $141517.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                         | EXXON MOBIL CORP                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      6366 | NS      | $738519.66    | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                       | ALLY FINANCIAL INC                       | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      1003 | NS      | $32587.47     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                             | DANAHER CORP                             | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1122 | NS      | $296634.36    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                            | TOPBUILD CORP                            | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |        89 | NS      | $17805.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                      | WILLIAMS-SONOMA INC                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       110 | NS      | $14843.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD               | RENAISSANCERE HLDGS LTD                  | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |        71 | NS      | $13893.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                          | DOLLAR TREE INC                          | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       544 | NS      | $81697.92     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                    | ENCOMPASS HEALTH CORP                    | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       406 | NS      | $25354.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS INC                   | PALO ALTO NETWORKS INC                   | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       118 | NS      | $18719.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                | AVNET INC                                | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       102 | NS      | $4679.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC            | AFFILIATED MANAGERS GRP INC              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |        87 | NS      | $15028.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                           | MCDONALDS CORP                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1409 | NS      | $376766.60    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC NEW                       | TETRA TECH INC                           | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |        89 | NS      | $13841.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGGETT and PLATT INC                    | LEGGETT and PLATT INC                    | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |       562 | NS      | $20546.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM INC                      | LANDSTAR SYSTEM INC                      | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       138 | NS      | $23850.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                       | VOYA FINANCIAL INC                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       393 | NS      | $27419.61     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP        | MADISON SQUARE GARDEN SPORTS CORP        | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        82 | NS      | $14910.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP NEW                         | CHEVRON CORP                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2773 | NS      | $482557.46    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER INC                          | FOOT LOCKER INC                          | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |       354 | NS      | $15402.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                       | CNX RESOURCES CORP                       | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |       725 | NS      | $12129.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                 | ACADIA HEALTHCARE CO INC                 | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |       248 | NS      | $20836.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                | BOEING CO                                | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       862 | NS      | $183606.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORP         | BOOZ ALLEN HAMILTON HLDG CL A            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       207 | NS      | $19590.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION             | ENVISTA HOLDINGS CORP                    | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |       398 | NS      | $15518.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FINL CORP                    | FIRST AMERICAN FINANCIAL CORP            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       263 | NS      | $16271.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD               | AXALTA COATING SYSTEMS LTD               | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      1372 | NS      | $41297.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                 | BUILDERS FIRSTSOURCE                     | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       192 | NS      | $15302.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                | LINCOLN NATIONAL CORP                    | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       373 | NS      | $13215.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                | UNITED PARCEL SERVICE INC CL B           | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1348 | NS      | $249690.04    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                     | HOWMET AEROSPACE INC                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      2065 | NS      | $84024.85     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                              | GENPACT LTD                              | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |       441 | NS      | $20850.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                              | NETFLIX INC                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       676 | NS      | $239209.36    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                       | SONOCO PRODUCTS CO                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       336 | NS      | $20532.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC              | ALNYLAM PHARMACEUTICALS INC              | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        56 | NS      | $12678.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                               | TWILIO INC CLASS A                       | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       267 | NS      | $15977.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                          | INTL BUS MACH CORP                       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1585 | NS      | $213547.05    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      2763 | NS      | $268922.79    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP  | SCIENCE APPLICATIONS INTERNATIONAL CORP  | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       215 | NS      | $22312.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL UTILITIES INC                  | ESSENTIAL UTILITIES INC                  | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |       665 | NS      | $31075.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WENDYS CO                                | WENDYS CO                                | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      1033 | NS      | $23035.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC                      | SILGAN HOLDINGS INC                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |       451 | NS      | $24304.39     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATLS INC                          | EAGLE MATERIALS INC                      | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       108 | NS      | $15776.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                            | VALVOLINE INC                            | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |       404 | NS      | $14810.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP NEW                    | DEVON ENERGY CORP                        | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      1794 | NS      | $113452.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                    | MICRON TECHNOLOGY INC                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      2356 | NS      | $142066.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      2490 | NS      | $219667.80    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC            | ANNALY CAPITAL MGMT INC REIT             | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      1278 | NS      | $29994.66     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC          | EQUITY LIFESTYLE PPTYS INC               | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       346 | NS      | $24835.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                   | SYNOVUS FINANCIAL CORP.                  | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       415 | NS      | $17409.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RES CORP                           | TARGA RESOURCES CORP                     | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       798 | NS      | $59865.96     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC              | STARWOOD PROPERTY TRUST INC              | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      1653 | NS      | $34531.17     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                   | FAIR ISAAC CORP                          | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        23 | NS      | $15316.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING NEW                        | OWENS CORNING INC                        | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       255 | NS      | $24645.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                              | NVIDIA CORP                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3744 | NS      | $731465.28    | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                  | UDR INC                                  | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      2081 | NS      | $88629.79     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP       | WILLSCOT MOBILE MINI HOLDINGS CORP       | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |       283 | NS      | $13714.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE GROUP INC/THE                    | CARLYLE GROUP INC (THE)                  | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |       747 | NS      | $26869.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYS INC                            | VEEVA SYS INC CL A                       | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       120 | NS      | $20466.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                    | JPMORGAN CHASE and CO                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      4870 | NS      | $681605.20    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                         | CENTENE CORP                             | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1118 | NS      | $85236.32     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                           | MASTERCARD INC CL A                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1281 | NS      | $474738.60    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM VIDEO COMMUNICATIONS INC            | ZOOM VIDEO COMMUNICATIONS INC CL A       | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       181 | NS      | $13575.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                       | WELLS FARGO and CO                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      6888 | NS      | $322840.56    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                   | WEBSTER FINANCIAL                        | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       260 | NS      | $13689.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO INC                                  | XPO INC                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       194 | NS      | $7732.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STERICYCLE INC                           | STERICYCLE INC                           | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |       437 | NS      | $23514.97     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION              | BANK OF AMERICA CORPORATION              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     12531 | NS      | $444599.88    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC                               | SPLUNK INC                               | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |       235 | NS      | $22505.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                | GRACO INC                                | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       321 | NS      | $21930.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                              | WORKDAY INC CL A                         | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       159 | NS      | $28847.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC          | BJS WHSL CLUB HLDGS INC                  | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       261 | NS      | $18914.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                           | AMETEK INC NEW                           | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       897 | NS      | $129993.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                           | TD SYNNEX CORP                           | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       222 | NS      | $22677.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                            | DTE ENERGY CO                            | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1225 | NS      | $142553.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                 | SOUTHERN COPPER CORP                     | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       215 | NS      | $16170.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                  | SBA COMMUNICATIONS CORP                  | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       341 | NS      | $101457.73    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                               | AIRBNB INC CLASS A                       | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       189 | NS      | $20999.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAINGER (W.W.) INC                      | WW GRAINGER INC                          | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       177 | NS      | $104337.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                 | EASTGROUP PPTYS INC                      | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       129 | NS      | $21704.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC           | OMEGA HEALTHCARE INVESTORS INC           | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |       638 | NS      | $18782.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                               | HUMANA INC                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       387 | NS      | $198027.90    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                   | EQUITABLE HOLDINGS INC                   | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      1138 | NS      | $36495.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                              | PEPSICO INC                              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2309 | NS      | $394885.18    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB CORP PA                              | FNB CORP PA                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |       784 | NS      | $11187.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                      | GILEAD SCIENCES INC                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      2001 | NS      | $167963.94    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1593 | NS      | $795209.67    | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                              | EXELON CORP                              | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      3794 | NS      | $160068.86    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                            | BUNGE LIMITED                            | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |       222 | NS      | $22000.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL DISPLAY CORP                   | UNIVERSAL DISPLAY CORP                   | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       116 | NS      | $15373.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC                    | RPM INTERNATIONAL INC                    | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       248 | NS      | $22297.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                              | ASHLAND INC                              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       203 | NS      | $22181.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                 | ETSY INC                                 | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       277 | NS      | $38109.66     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                      | AMERICAN TOWER CORP                      | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       892 | NS      | $199263.88    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL INSTRUMENT CORP                 | NATIONAL INSTRUMENT CORP                 | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |       502 | NS      | $27108.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE INC                            | DYNATRACE INC                            | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       332 | NS      | $12758.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                          | ROSS STORES INC                          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1192 | NS      | $140882.48    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                        | FLOWERS FOODS INC                        | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |       761 | NS      | $21072.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                    | US FOODS HOLDING CORP                    | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       730 | NS      | $27834.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                             | INSULET CORP                             | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        46 | NS      | $13216.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDL RLTY INC                    | REXFORD INDUSTRIAL REALTY INC            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |       346 | NS      | $21960.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                    | EAST WEST BANCORP INC                    | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       378 | NS      | $29680.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                           | AMDOCS LTD                               | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |       243 | NS      | $22338.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                              | OVINTIV INC                              | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       689 | NS      | $33919.47     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORP                      | CURTISS WRIGHT CORPORATION               | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |        73 | NS      | $12103.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                      | JOHNSON and JOHNSON                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      4411 | NS      | $720845.62    | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLS GROUP INC                 | AMERICAN AIRLINES GROUP INC              | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3183 | NS      | $51373.62     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS and RESORTS INC           | WYNDHAM HOTELS and RESORTS INC           | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       325 | NS      | $25190.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO             | AMERICAN FINL GROUP INC OHIO             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       158 | NS      | $22529.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HLDG CORP           | INTEGRA LIFESCIENCES HLDS CORP           | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |       181 | NS      | $10371.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                        | TRACTOR SUPPLY CO.                       | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       321 | NS      | $73184.79     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                        | CISCO SYSTEMS INC                        | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |      7934 | NS      | $386147.78    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                              | VISTRA CORP                              | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       287 | NS      | $6618.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                      | AMERICAN EXPRESS CO                      | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1130 | NS      | $197670.90    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SS and C TECHNOLOGIES HLDGS INC          | SS and C TECHNOLOGIES HOLDINGS INC       | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       396 | NS      | $23898.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BANK                             | CADENCE BANK                             | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |       740 | NS      | $18929.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                     | LAS VEGAS SANDS CORP                     | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       741 | NS      | $43719.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                    | REPUBLIC SERVICES INC                    | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1326 | NS      | $165511.32    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                   | GUIDEWIRE SOFTWARE INC                   | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       328 | NS      | $24022.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORP                              | MASIMO CORP                              | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |        44 | NS      | $7483.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP DEL                        | CELANESE CORP                            | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       598 | NS      | $73673.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                             | ALPHABET INC CL A                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     16823 | NS      | $1662785.32   | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VITESSE ENERGY INC                       | VITESSE ENERGY INC                       | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85 | NS      | $1356.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | UBER TECHNOLOGIES INC                    | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       683 | NS      | $21125.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                      | CHENIERE ENERGY INC                      | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       212 | NS      | $32391.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                             | NEWMONT CORP                             | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      2076 | NS      | $109882.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP INC            | INTERACTIVE BROKERS GROUP INC            | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       298 | NS      | $23822.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE           | S and P 500 INDX PUT 3700 03/17/2023     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        36 | NC      | $66600.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                     | LAMAR ADVERTISING CO CL A                | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |        96 | NS      | $10227.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                             | ENTEGRIS INC                             | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       415 | NS      | $33494.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG CO                               | KELLOGG CO                               | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      1678 | NS      | $115077.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                           | DISNEY (WALT) CO                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      3168 | NS      | $343696.32    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                        | RALPH LAUREN CORP                        | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       221 | NS      | $27370.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer