# EDGAR Filing Document

**Accession Number:** 0001605803
**File Stem:** 0001410368-26-030411
**Filing Date:** 2026-3
**Character Count:** 99894
**Document Hash:** d7c98d5c9645a624746b75cd274f99d6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-030411.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0001410368-26-030411

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Lattice Strategies Trust
- **CENTRAL INDEX KEY:** 0001605803

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23002
- **FILM NUMBER:** 26792292

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

## Series and Classes Contracts Data

### Hartford Disciplined US Equity ETF (Series ID: S000078063)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000238811 | Hartford Disciplined US Equity ETF | HDUS            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Lattice Strategies Trust

- **b. Investment Company Act file number:** 811-23002

- **c. CIK number of Registrant:** 0001605803

- **d. LEI of Registrant:** 549300X74R262ISYFF63

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

  - **Street Address 1:** 690 Lee Road

  - **City:** Wayne

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** Hartford Disciplined US Equity ETF

- **b. EDGAR series identifier (if any):** S000078063

- **c. LEI of Series:** 549300JI9M6VL5ZMRN14

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $160016356.30

**Total Liabilities:** $647491.69

**Net Assets:** $159368864.61

**Cash Not Reported:** $280808.37

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238811 | 0.72%                | -0.60%               | 1.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-345233.32              | $1311503.63                                |
| Month 2  | $-66318.33               | $-1145424.24                               |
| Month 3  | $-364405.04              | $3211427.77                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T Inc                             | AT&T Inc                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     29184 | NS      | $764912.64    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                  | Abbott Laboratories                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      6594 | NS      | $720724.20    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                           | AbbVie Inc                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1576 | NS      | $351463.76    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                            | Adobe Inc                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       303 | NS      | $88854.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc           | Advanced Micro Devices Inc                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      2615 | NS      | $619048.95    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                    | Agree Realty Corp                                                           | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |       952 | NS      | $68762.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                           | Airbnb Inc                                                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      1588 | NS      | $205439.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                   | Albertsons Cos Inc                                                          | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     21657 | NS      | $360589.05    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphabet Inc                         | Alphabet Inc                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     23553 | NS      | $7960914.00   | 5.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                     | Altria Group Inc                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     25334 | NS      | $1570454.66   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                       | Amazon.com Inc                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     23827 | NS      | $5701801.10   | 3.58%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                | American Homes 4 Rent                                                       | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |      4214 | NS      | $131982.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc     | American International Group Inc                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      1748 | NS      | $130890.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                          | Cencora Inc                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       481 | NS      | $172784.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                            | Amgen Inc                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       566 | NS      | $193504.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                        | Amphenol Corp                                                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      4175 | NS      | $601534.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc        | Annaly Capital Management Inc                                               | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |     13401 | NS      | $308357.01    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                | Antero Midstream Corp                                                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18658 | NS      | $351143.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                            | Apple Inc                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     27728 | NS      | $7194861.44   | 4.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                         | Appfolio Inc                                                                | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       168 | NS      | $31899.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                | Applied Materials Inc                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      4999 | NS      | $1611277.68   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                        | AppLovin Corp                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       546 | NS      | $258318.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                       | AptarGroup Inc                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      4584 | NS      | $572770.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                 | Ares Management Corp                                                        | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       536 | NS      | $80223.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                  | Arista Networks Inc                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      2384 | NS      | $337908.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                         | Autodesk Inc                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       166 | NS      | $41976.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                          | Autoliv Inc                                                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      2758 | NS      | $334379.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                       | AutoNation Inc                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $60264.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                  | Avery Dennison Corp                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1239 | NS      | $229846.89    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The     | Bank of New York Mellon Corp/The                                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      5449 | NS      | $653444.08    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                     | W R Berkley Corp                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      2952 | NS      | $202448.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc               | Berkshire Hathaway Inc                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       255 | NS      | $122535.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                           | Biogen Inc                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       449 | NS      | $80770.61     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                        | H&R Block Inc                                                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      1896 | NS      | $74797.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                 | Booking Holdings Inc                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       170 | NS      | $850312.80    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp               | Boston Scientific Corp                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      6973 | NS      | $652184.69    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                     | Boyd Gaming Corp                                                            | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      5433 | NS      | $459305.82    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co              | Bristol-Myers Squibb Co                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     17567 | NS      | $967063.35    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc   | Broadridge Financial Solutions Inc                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       453 | NS      | $89290.83     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                         | Broadcom Inc                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     11018 | NS      | $3650263.40   | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc           | CF Industries Holdings Inc                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      5058 | NS      | $471557.34    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc            | CH Robinson Worldwide Inc                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      3839 | NS      | $748413.05    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                        | CME Group Inc                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2024 | NS      | $585057.44    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                   | Coterra Energy Inc                                                          | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      2344 | NS      | $67624.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc           | Cadence Design Systems Inc                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1156 | NS      | $342592.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                  | Cal-Maine Foods Inc                                                         | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     13020 | NS      | $1087560.60   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp           | Capital One Financial Corp                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       242 | NS      | $52981.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                  | Cardinal Health Inc                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2890 | NS      | $621003.20    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                      | Caterpillar Inc                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1057 | NS      | $694829.52    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc               | CenterPoint Energy Inc                                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     23081 | NS      | $916084.89    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                  | Cheniere Energy Inc                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       614 | NS      | $129873.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                         | Chevron Corp                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8763 | NS      | $1550174.70   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                    | Cisco Systems Inc                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     11199 | NS      | $877105.68    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                          | Cintas Corp                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4662 | NS      | $892260.18    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                        | Citigroup Inc                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      5906 | NS      | $683383.26    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                    | Clean Harbors Inc                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       164 | NS      | $42625.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                        | Clorox Co/The                                                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      2802 | NS      | $316037.58    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                       | Cloudflare Inc                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      1636 | NS      | $290144.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc           | Coca-Cola Consolidated Inc                                                  | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      2636 | NS      | $400830.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                     | Coca-Cola Co/The                                                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      4842 | NS      | $362230.02    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp  | Cognizant Technology Solutions Corp                                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1351 | NS      | $110863.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                  | Coinbase Global Inc                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       994 | NS      | $193571.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                 | Colgate-Palmolive Co                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      7369 | NS      | $665347.01    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                       | ConocoPhillips                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      1046 | NS      | $109024.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp            | Constellation Energy Corp                                                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       621 | NS      | $174302.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                          | Corteva Inc                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       977 | NS      | $71125.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc             | Crowdstrike Holdings Inc                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      1475 | NS      | $651072.38    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                          | Cummins Inc                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      3033 | NS      | $1755561.06   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                        | DTE Energy Co                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      3213 | NS      | $431762.94    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                     | DT Midstream Inc                                                            | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       272 | NS      | $34277.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                         | Danaher Corp                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       187 | NS      | $40932.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc               | Darden Restaurants Inc                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      2433 | NS      | $485018.55    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                          | Datadog Inc                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       915 | NS      | $118327.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                | Dell Technologies Inc                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       341 | NS      | $39024.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc            | Dick's Sporting Goods Inc                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       859 | NS      | $173518.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc             | Digital Realty Trust Inc                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      2352 | NS      | $390314.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc               | Dolby Laboratories Inc                                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      3655 | NS      | $234614.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Donaldson Co Inc                     | Donaldson Co Inc                                                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     11117 | NS      | $1133266.98   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                         | DoorDash Inc                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       696 | NS      | $142415.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                          | Dropbox Inc                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     40074 | NS      | $1021085.52   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                     | Duke Energy Corp                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       181 | NS      | $21964.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                 | Dycom Industries Inc                                                        | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       791 | NS      | $288232.49    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                    | EOG Resources Inc                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      2972 | NS      | $333250.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                       | EPR Properties                                                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |      1136 | NS      | $61616.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc             | EastGroup Properties Inc                                                    | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |       744 | NS      | $135140.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                             | eBay Inc                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1772 | NS      | $161641.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                           | Ecolab Inc                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1358 | NS      | $382942.42    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp            | Edwards Lifesciences Corp                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1167 | NS      | $94947.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                      | EMCOR Group Inc                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       466 | NS      | $335860.18    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                | Encompass Health Corp                                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      1137 | NS      | $107480.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                           | Evergy Inc                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      1809 | NS      | $138804.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                         | Exelixis Inc                                                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      2543 | NS      | $105178.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                    | Expedia Group Inc                                                           | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       394 | NS      | $104346.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                     | Exxon Mobil Corp                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     10770 | NS      | $1522878.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                   | Meta Platforms Inc                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5760 | NS      | $4127040.00   | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                          | Fastenal Co                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      8167 | NS      | $354121.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc             | Ferguson Enterprises Inc                                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      1830 | NS      | $462001.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                      | First Solar Inc                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       884 | NS      | $199359.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                     | FirstEnergy Corp                                                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      7277 | NS      | $344493.18    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                        | Ford Motor Co                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      3865 | NS      | $53646.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                             | Fox Corp                                                                    | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      5748 | NS      | $418339.44    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc               | Franklin Resources Inc                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      1087 | NS      | $28935.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc       | GE HealthCare Technologies Inc                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       747 | NS      | $58990.59     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc    | Gaming and Leisure Properties Inc                                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |     16446 | NS      | $735958.50    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                | General Dynamics Corp                                                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       443 | NS      | $155532.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                  | General Electric Co                                                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2597 | NS      | $796733.63    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                  | Gilead Sciences Inc                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      8461 | NS      | $1201038.95   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Gitlab Inc                           | Gitlab Inc                                                                  | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |       841 | NS      | $29418.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The          | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        75 | NS      | $70155.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc         | American Healthcare REIT Inc                                                | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |      9491 | NS      | $445222.81    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc               | Guidewire Software Inc                                                      | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       748 | NS      | $105288.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                   | HCA Healthcare Inc                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       519 | NS      | $253412.13    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc          | Jack Henry & Associates Inc                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      3223 | NS      | $577593.83    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                       | Hershey Co/The                                                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      2474 | NS      | $481811.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                   | Home Depot Inc/The                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1496 | NS      | $560386.64    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                    | Hormel Foods Corp                                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     11053 | NS      | $272014.33    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc            | Host Hotels & Resorts Inc                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |      1703 | NS      | $31556.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                          | Hubbell Inc                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       105 | NS      | $51233.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                          | HubSpot Inc                                                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       244 | NS      | $68320.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc       | JB Hunt Transport Services Inc                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       449 | NS      | $91021.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH         | Huntington Bancshares Inc/OH                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      5241 | NS      | $91612.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc               | IDEXX Laboratories Inc                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        99 | NS      | $66375.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                        | Ingredion Inc                                                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      3043 | NS      | $359378.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                           | Insmed Inc                                                                  | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       823 | NS      | $129104.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc        | Interactive Brokers Group Inc                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      1181 | NS      | $88433.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                     | InterDigital Inc                                                            | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1405 | NS      | $458648.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp | International Business Machines Corp                                        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      3662 | NS      | $1123135.40   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                           | Intuit Inc                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1006 | NS      | $501913.52    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                  | JPMorgan Chase & Co                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      6520 | NS      | $1994402.80   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                            | Jabil Inc                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       748 | NS      | $177418.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                    | Johnson & Johnson                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     13700 | NS      | $3113325.00   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                             | KLA Corp                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       949 | NS      | $1355115.06   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                  | Kimberly-Clark Corp                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2623 | NS      | $262273.77    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                    | Kinder Morgan Inc                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     20369 | NS      | $621050.81    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                   | Kraft Heinz Co/The                                                          | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      2259 | NS      | $53628.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                        | Kroger Co/The                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      3728 | NS      | $234304.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc           | LPL Financial Holdings Inc                                                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       651 | NS      | $237289.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                    | Lam Research Corp                                                           | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      6907 | NS      | $1612508.22   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                 | Lamar Advertising Co                                                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |      7802 | NS      | $1001074.62   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                | Lantheus Holdings Inc                                                       | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       910 | NS      | $60897.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                 | Las Vegas Sands Corp                                                        | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      1791 | NS      | $94439.43     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                       | Eli Lilly & Co                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1132 | NS      | $1174053.80   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                       | Lowe's Cos Inc                                                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       506 | NS      | $135132.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                        | M&T Bank Corp                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1098 | NS      | $243283.86    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp              | Marathon Petroleum Corp                                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       304 | NS      | $53561.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                     | Markel Group Inc                                                            | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        48 | NS      | $97950.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc               | Marvell Technology Inc                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1202 | NS      | $94861.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                       | Mastercard Inc                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1896 | NS      | $1021545.84   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                          | Maximus Inc                                                                 | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      4359 | NS      | $411663.96    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                      | McDonald's Corp                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       367 | NS      | $115605.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                        | McKesson Corp                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        82 | NS      | $68159.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                       | Merck & Co Inc                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      4511 | NS      | $497427.97    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                       | Microsoft Corp                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     18596 | NS      | $8001672.84   | 5.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                | Micron Technology Inc                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3245 | NS      | $1346285.60   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                       | Morgan Stanley                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4701 | NS      | $859342.80    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc               | Mueller Industries Inc                                                      | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      2472 | NS      | $336538.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                       | NRG Energy Inc                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      2448 | NS      | $373638.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                           | NetApp Inc                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      3083 | NS      | $297047.05    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                          | Netflix Inc                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      9784 | NS      | $816866.16    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc                     | Viper Energy Inc                                                            | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2020 | NS      | $85526.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                   | Rithm Capital Corp                                                          | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |     57093 | NS      | $624597.42    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                | New York Times Co/The                                                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     11563 | NS      | $847683.53    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                       | NewMarket Corp                                                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1741 | NS      | $1167845.39   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                            | News Corp                                                                   | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     17860 | NS      | $482755.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                  | Northern Trust Corp                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      5642 | NS      | $843084.06    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                          | Nutanix Inc                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      1203 | NS      | $47313.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                          | NVIDIA Corp                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     57825 | NS      | $11052092.25  | 6.93%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                      | OGE Energy Corp                                                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       663 | NS      | $28959.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                    | Chord Energy Corp                                                           | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      5507 | NS      | $552021.68    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp      | Old Republic International Corp                                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     11171 | NS      | $437568.07    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc       | Omega Healthcare Investors Inc                                              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |     26544 | NS      | $1164750.72   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                          | Oracle Corp                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4774 | NS      | $785704.92    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                        | Owens Corning                                                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       471 | NS      | $56444.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                      | TXNM Energy Inc                                                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     23198 | NS      | $1366826.16   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                   | PPG Industries Inc                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      3054 | NS      | $353134.02    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America            | Packaging Corp of America                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1415 | NS      | $314908.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc            | Palantir Technologies Inc                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      6332 | NS      | $928207.88    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc               | Palo Alto Networks Inc                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       469 | NS      | $82998.93     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                 | Parker-Hannifin Corp                                                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       120 | NS      | $112300.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                          | PepsiCo Inc                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     12653 | NS      | $1943880.39   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp               | Permian Resources Corp                                                      | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     11254 | NS      | $181527.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                           | Pfizer Inc                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      9492 | NS      | $250968.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                        | Pinterest Inc                                                               | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |      4708 | NS      | $104188.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc               | T Rowe Price Group Inc                                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     10492 | NS      | $1108794.56   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The              | Procter & Gamble Co/The                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      3900 | NS      | $591903.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc  | Public Service Enterprise Group Inc                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       710 | NS      | $58475.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                         | QUALCOMM Inc                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      2593 | NS      | $393072.87    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                           | Qualys Inc                                                                  | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       820 | NS      | $108158.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                | Quest Diagnostics Inc                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      2590 | NS      | $484407.70    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                | RPM International Inc                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      3656 | NS      | $391045.76    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                    | Ralph Lauren Corp                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       161 | NS      | $56899.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc          | Raymond James Financial Inc                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      3385 | NS      | $561436.10    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                             | RTX Corp                                                                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       725 | NS      | $145674.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                   | Realty Income Corp                                                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |      1023 | NS      | $62566.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp               | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      4533 | NS      | $129190.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                           | ResMed Inc                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       403 | NS      | $104098.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                          | ROBLOX Corp                                                                 | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |       691 | NS      | $45440.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                          | Rollins Inc                                                                 | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     12907 | NS      | $817529.38    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc                           | Rubrik Inc                                                                  | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |      2177 | NS      | $121803.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                     | Ryder System Inc                                                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      3429 | NS      | $655899.12    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                   | SEI Investments Co                                                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      9670 | NS      | $849509.50    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc           | Sabra Health Care REIT Inc                                                  | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |     22086 | NS      | $413670.78    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                       | Salesforce Inc                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1384 | NS      | $293809.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The              | Charles Schwab Corp/The                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1413 | NS      | $146838.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                       | ServiceNow Inc                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       827 | NS      | $96767.27     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The              | Sherwin-Williams Co/The                                                     | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       447 | NS      | $158524.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                  | Shift4 Payments Inc                                                         | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       299 | NS      | $17652.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Simon Property Group Inc             | Simon Property Group Inc                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      2249 | NS      | $430256.19    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc               | Skyworks Solutions Inc                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      2836 | NS      | $158135.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                        | Snowflake Inc                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       796 | NS      | $153389.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                            | Block Inc                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      2838 | NS      | $171500.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                  | STAG Industrial Inc                                                         | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |      8538 | NS      | $320260.38    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc          | Starwood Property Trust Inc                                                 | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |     43501 | NS      | $779972.93    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                    | State Street Corp                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1292 | NS      | $169071.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                         | Stryker Corp                                                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      2662 | NS      | $983768.72    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc             | Super Micro Computer Inc                                                    | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       527 | NS      | $15340.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                       | TD SYNNEX Corp                                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       323 | NS      | $51250.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                  | Synchrony Financial                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      2143 | NS      | $155646.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                      | TJX Cos Inc/The                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      4365 | NS      | $653920.65    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                      | T-Mobile US Inc                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1513 | NS      | $298378.73    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                            | Tesla Inc                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      5397 | NS      | $2322922.77   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                | Texas Instruments Inc                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1896 | NS      | $408682.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                  | Texas Roadhouse Inc                                                         | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      1314 | NS      | $236336.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                | 3M Co                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      1440 | NS      | $220550.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                            | Toast Inc                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      6093 | NS      | $189553.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                    | Tractor Supply Co                                                           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       698 | NS      | $35514.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                | Travelers Cos Inc/The                                                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      2055 | NS      | $584668.05    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                | Uber Technologies Inc                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      4051 | NS      | $324282.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions Inc                     | UL Solutions Inc                                                            | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     12545 | NS      | $881035.35    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                      | Ulta Beauty Inc                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       728 | NS      | $471278.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc         | United Airlines Holdings Inc                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      1472 | NS      | $150615.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc               | UnitedHealth Group Inc                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1433 | NS      | $411170.69    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                           | Unum Group                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       777 | NS      | $59028.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                 | Urban Outfitters Inc                                                        | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       986 | NS      | $69858.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                    | Veeva Systems Inc                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       353 | NS      | $71983.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                         | Veralto Corp                                                                | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      8342 | NS      | $825691.16    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                         | VeriSign Inc                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1789 | NS      | $436927.47    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc           | Verizon Communications Inc                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     37138 | NS      | $1653383.76   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                   | Vertiv Holdings Co                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       605 | NS      | $112638.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                  | VICI Properties Inc                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     26642 | NS      | $748107.36    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                             | Visa Inc                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4183 | NS      | $1346214.89   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                          | Walmart Inc                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      7610 | NS      | $906655.40    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                     | Wells Fargo & Co                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      7566 | NS      | $684647.34    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc     | West Pharmaceutical Services Inc                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       497 | NS      | $114866.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                     | Wynn Resorts Ltd                                                            | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      1110 | NS      | $119269.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                      | Xcel Energy Inc                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       403 | NS      | $30652.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                          | Zscaler Inc                                                                 | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       210 | NS      | $42002.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange          | SP500 MIC EMIN FUTMAR26                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        11 | NC      | $4078.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors         | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    622081 | NS      | $622080.75    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                         | Allegion plc                                                                | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       434 | NS      | $71779.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                            | Amcor PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     12356 | NS      | $546753.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd            | Axis Capital Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      3775 | NS      | $389504.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                        | Accenture PLC                                                               | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       798 | NS      | $210384.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                              | CRH PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      6135 | NS      | $750985.35    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                       | Eaton Corp PLC                                                              | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      1093 | NS      | $384102.06    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                    | Everest Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        27 | NS      | $8944.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC            | Janus Henderson Group PLC                                                   | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |      2127 | NS      | $102372.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc   | Johnson Controls International plc                                          | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |       658 | NS      | $78473.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                            | Linde PLC                                                                   | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       221 | NS      | $100990.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                        | Medtronic PLC                                                               | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     13567 | NS      | $1396858.32   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                   | Royalty Pharma PLC                                                          | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |      1971 | NS      | $82151.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC      | Seagate Technology Holdings PLC                                             | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       309 | NS      | $125976.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                  | TE Connectivity PLC                                                         | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |       853 | NS      | $190031.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC               | Trane Technologies PLC                                                      | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1929 | NS      | $811298.82    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                            | Chubb Ltd                                                                   | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2094 | NS      | $648218.64    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd                            | JFrog Ltd                                                                   | CUSIP: 000000000<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |      1331 | NS      | $72938.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd          | Royal Caribbean Cruises Ltd                                                 | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       734 | NS      | $238293.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                             | Flex Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |       380 | NS      | $23955.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-19

**Name of Applicant:** Lattice Strategies Trust

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer