# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0001752724-23-045187
**Filing Date:** 2023-2
**Character Count:** 91711
**Document Hash:** efc7526fb6bc4deba0f1f653d1da6224
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045187.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045187

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286
- **IRS NUMBER:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 23680506

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan U.S. Large Cap Core Plus Fund (Series ID: S000002849)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000007809 | Class I      | JLPSX           |
| C000007811 | Class A      | JLCAX           |
| C000007812 | Class C      | JLPCX           |
| C000033532 | Class R5     | JCPRX           |
| C000070626 | Class R2     | JLPZX           |
| C000195233 | Class R6     | JLPYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan U.S. Large Cap Core Plus Fund

- **b. EDGAR series identifier (if any):** S000002849

- **c. LEI of Series:** 54930016EZ7EBWGG9022

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1625947756.95

**Total Liabilities:** $320674276.37

**Net Assets:** $1305273480.58

**Cash Not Reported:** $2255641.28

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000070626 | 6.97%                | 6.45%                | -4.96%               |
| Class ID C000007809 | 7.00%                | 6.49%                | -4.94%               |
| Class ID C000195233 | 7.03%                | 6.51%                | -4.93%               |
| Class ID C000007811 | 6.98%                | 6.52%                | -4.96%               |
| Class ID C000033532 | 6.97%                | 6.57%                | -4.97%               |
| Class ID C000007812 | 6.87%                | 6.49%                | -4.97%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $25068615.98             | $77329728.53                               |
| Month 2  | $48147748.18             | $48240968.35                               |
| Month 3  | $76585145.28             | $-148415855.32                             |

**Designated Index Information**

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

- **Index Identifier:** SP500GRUSD0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Coinbase Global, Inc.                         | Coinbase Global, Inc., Class A                | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |    -95893 | NS      | $-3393653.27  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                               | Eaton Corp. plc                               | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |    105730 | NS      | $16594323.50  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                        | Monster Beverage Corp.                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    153662 | NS      | $15601302.86  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                           | Cisco Systems, Inc.                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Short            | EC               | CORP              | US        |   -105180 | NS      | $-5010775.20  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                   | CH Robinson Worldwide, Inc.                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Short            | EC               | CORP              | US        |    -57517 | NS      | $-5266256.52  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                         | SL Green Realty Corp.                         | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Short            | EC               | CORP              | US        |    -56496 | NS      | $-1905039.85  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                             | Exxon Mobil Corp.                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    358111 | NS      | $39499643.30  | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                  | Nasdaq, Inc.                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Short            | EC               | CORP              | US        |    -20378 | NS      | $-1250190.30  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                | Alphabet, Inc., Class A                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    308111 | NS      | $27184633.53  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                       | International Paper Co.                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               | CORP              | US        |   -117881 | NS      | $-4082219.03  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                               | CME Group, Inc.                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     96308 | NS      | $16195153.28  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                         | National Fuel Gas Co.                         | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Short            | EC               | CORP              | US        |    -37978 | NS      | $-2404007.40  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                              | PulteGroup, Inc.                              | CUSIP: 745867101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -15400 | NS      | $-701162.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                        | Verisk Analytics, Inc.                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Short            | EC               | CORP              | US        |     -3469 | NS      | $-612000.98   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                  | NVIDIA Corp.                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     79267 | NS      | $11584079.38  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                               | Starbucks Corp.                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |    -18925 | NS      | $-1877360.00  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                       | KeyCorp                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Short            | EC               | CORP              | US        |   -132172 | NS      | $-2302436.24  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                    | PG&E Corp.                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    630465 | NS      | $10251360.90  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                              | Amazon.com, Inc.                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    555300 | NS      | $46645200.00  | 3.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                 | BioMarin Pharmaceutical, Inc.                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     72850 | NS      | $7539246.50   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies, Inc.                   | FleetCor Technologies, Inc.                   | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     10382 | NS      | $1906965.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                              | CVS Health Corp.                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Short            | EC               | CORP              | US        |    -33622 | NS      | $-3133234.18  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.               | Hilton Worldwide Holdings, Inc.               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     59997 | NS      | $7581220.92   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp.                                    | Hess Corp.                                    | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Short            | EC               | CORP              | US        |    -29511 | NS      | $-4185250.02  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                            | Henry Schein, Inc.                            | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Short            | EC               | CORP              | US        |    -51236 | NS      | $-4092219.32  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                        | Northrop Grumman Corp.                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     25168 | NS      | $13731912.48  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                       | Applied Materials, Inc.                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Short            | EC               | CORP              | US        |    -61204 | NS      | $-5960045.52  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                      | Bristol-Myers Squibb Co.                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    262990 | NS      | $18922130.50  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                      | HP, Inc.                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Short            | EC               | CORP              | US        |    -46974 | NS      | $-1262191.38  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                               | Eli Lilly & Co.                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     34932 | NS      | $12779522.88  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                 | Danaher Corp.                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     28450 | NS      | $7551199.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                  | ROBLOX Corp., Class A                         | CUSIP: 771049103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -48270 | NS      | $-1373764.20  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                                 | Stryker Corp.                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     23555 | NS      | $5758961.95   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                                 | Autoliv, Inc.                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Short            | EC               | CORP              | US        |    -29430 | NS      | $-2253749.40  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                        | Howmet Aerospace, Inc.                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    347014 | NS      | $13675821.74  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                | Alphabet, Inc., Class C                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     83867 | NS      | $7441518.91   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                            | Devon Energy Corp.                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Short            | EC               | CORP              | US        |    -35693 | NS      | $-2195476.43  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                  | Neurocrine Biosciences, Inc.                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     22656 | NS      | $2706032.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co. (The)                              | Clorox Co. (The)                              | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Short            | EC               | CORP              | US        |    -35172 | NS      | $-4935686.76  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                       | Boston Scientific Corp.                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    379869 | NS      | $17576538.63  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                             | Eversource Energy                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Short            | EC               | CORP              | US        |    -26783 | NS      | $-2245486.72  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                  | Intuit, Inc.                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     40998 | NS      | $15957241.56  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                  | Biogen, Inc.                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     44804 | NS      | $12407123.68  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                    | Constellation Brands, Inc., Class A           | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     45575 | NS      | $10562006.25  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                      | SBA Communications Corp.                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     13477 | NS      | $3777737.87   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                    | Microchip Technology, Inc.                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |    -48633 | NS      | $-3416468.25  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co.                          | General Electric Co.                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Short            | EC               | CORP              | US        |    -87080 | NS      | $-7296433.20  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                  | Allegion plc                                  | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Short            | EC               | CORP              | IE        |    -34504 | NS      | $-3631891.04  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                   | Apple, Inc.                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    386401 | NS      | $50205081.93  | 3.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.               | Automatic Data Processing, Inc.               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     34972 | NS      | $8353411.92   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                          | NextEra Energy, Inc.                          | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    240292 | NS      | $20088411.20  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works, Inc.                     | Illinois Tool Works, Inc.                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Short            | EC               | CORP              | US        |    -16871 | NS      | $-3716681.30  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                         | Sun Communities, Inc.                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     64973 | NS      | $9291139.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                 | Hubbell, Inc.                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Short            | EC               | CORP              | US        |     -5718 | NS      | $-1341900.24  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                  | Hexcel Corp.                                  | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Short            | EC               | CORP              | US        |    -22941 | NS      | $-1350077.85  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                          | American Express Co.                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     24866 | NS      | $3673951.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                       | Uber Technologies, Inc.                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    278078 | NS      | $6876868.94   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                             | Johnson & Johnson                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     54451 | NS      | $9618769.15   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                              | Mastercard, Inc., Class A                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    126166 | NS      | $43871703.18  | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                   | Capital One Financial Corp.                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Short            | EC               | CORP              | US        |    -36537 | NS      | $-3396479.52  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                | DTE Energy Co.                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     11023 | NS      | $1295533.19   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                         | American Homes 4 Rent, Class A                | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     89557 | NS      | $2699247.98   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                         | Paycom Software, Inc.                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Short            | EC               | CORP              | US        |     -5879 | NS      | $-1824312.49  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                  | PACCAR, Inc.                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Short            | EC               | CORP              | US        |    -20187 | NS      | $-1997907.39  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                      | Skyworks Solutions, Inc.                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Short            | EC               | CORP              | US        |    -14665 | NS      | $-1336421.45  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                     | Extra Space Storage, Inc.                     | CUSIP: 30225T102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -26773 | NS      | $-3940450.14  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                                | Ford Motor Co.                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |   -191962 | NS      | $-2232518.06  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                    | TransUnion                                    | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Short            | EC               | CORP              | US        |    -27767 | NS      | $-1575777.25  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                         | Global Payments, Inc.                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Short            | EC               | CORP              | US        |    -16229 | NS      | $-1611864.28  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                        | Juniper Networks, Inc.                        | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     39259 | NS      | $1254717.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                  | Waters Corp.                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Short            | EC               | CORP              | US        |     -8536 | NS      | $-2924262.88  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                   | United Parcel Service, Inc., Class B          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     54841 | NS      | $9533559.44   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                      | Marvell Technology, Inc.                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31004 | NS      | $1148388.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                 | Raymond James Financial, Inc.                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     70536 | NS      | $7536771.60   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                        | WEC Energy Group, Inc.                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Short            | EC               | CORP              | US        |    -19096 | NS      | $-1790440.96  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                | Teradyne, Inc.                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |    230171 | NS      | $20105436.85  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                              | Globe Life, Inc.                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     75242 | NS      | $9070423.10   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                             | HF Sinclair Corp.                             | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22547 | NS      | $1169963.83   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)      | PNC Financial Services Group, Inc. (The)      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Short            | EC               | CORP              | US        |     -7675 | NS      | $-1212189.50  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                       | Progressive Corp. (The)                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    198394 | NS      | $25733685.74  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                               | ASML Holding NV (Registered)                  | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     20604 | NS      | $11258025.60  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                          | Edison International                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Short            | EC               | CORP              | US        |    -61574 | NS      | $-3917337.88  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp.                          | Xerox Holdings Corp.                          | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Short            | EC               | CORP              | US        |    -51284 | NS      | $-748746.40   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT, Inc.                       | Orion Office REIT, Inc.                       | CUSIP: 68629Y103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -1 | NS      | $-6.83        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                      | Lumen Technologies, Inc.                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Short            | EC               | CORP              | US        |   -516671 | NS      | $-2697022.62  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                    | AT&T, Inc.                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Short            | EC               | CORP              | US        |   -104668 | NS      | $-1926937.88  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                           | Acuity Brands, Inc.                           | CUSIP: 00508Y102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -11589 | NS      | $-1919254.29  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                     | UDR, Inc.                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     80372 | NS      | $3112807.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                        | Trane Technologies plc                        | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     79637 | NS      | $13386183.33  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                      | Franklin Resources, Inc.                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Short            | EC               | CORP              | US        |   -122550 | NS      | $-3232869.00  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                       | Mohawk Industries, Inc.                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Short            | EC               | CORP              | US        |    -14685 | NS      | $-1501100.70  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                  | Fastenal Co.                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Short            | EC               | CORP              | US        |    -67260 | NS      | $-3182743.20  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                            | Southern Co. (The)                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |    -19529 | NS      | $-1394565.89  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                  | Chipotle Mexican Grill, Inc.                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9500 | NS      | $13181155.00  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                              | Paramount Global, Class B                     | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | EC               | CORP              | US        |   -245739 | NS      | $-4148074.32  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co.                             | Campbell Soup Co.                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Short            | EC               | CORP              | US        |    -80173 | NS      | $-4549817.75  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                            | General Motors Co.                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Short            | EC               | CORP              | US        |    -31717 | NS      | $-1066959.88  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                          | Dollar General Corp.                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     13674 | NS      | $3367222.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                   | Deere & Co.                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     60276 | NS      | $25843937.76  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group, Inc.                         | TransDigm Group, Inc.                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2203 | NS      | $1387118.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                  | Ventas, Inc.                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     75892 | NS      | $3418934.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software, Inc.                          | Coupa Software, Inc.                          | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |     36517 | NS      | $2891050.89   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                        | Freeport-McMoRan, Inc.                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    109134 | NS      | $4147092.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc            | Johnson Controls International plc            | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Short            | EC               | CORP              | IE        |    -97805 | NS      | $-6259520.00  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                  | CarMax, Inc.                                  | CUSIP: 143130102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -19672 | NS      | $-1197828.08  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                    | Sherwin-Williams Co. (The)                    | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     18858 | NS      | $4475569.14   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                      | Diamondback Energy, Inc.                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     44531 | NS      | $6090950.18   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                   | Kinsale Capital Group, Inc.                   | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Short            | EC               | CORP              | US        |     -8671 | NS      | $-2267639.92  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                   | Amgen, Inc.                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Short            | EC               | CORP              | US        |     -6622 | NS      | $-1739202.08  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                             | Duke Energy Corp.                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |    -33708 | NS      | $-3471586.92  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                 | Jack Henry & Associates, Inc.                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Short            | EC               | CORP              | US        |     -7308 | NS      | $-1282992.48  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                              | S&P Global, Inc.                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     33299 | NS      | $11153167.06  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                     | Linde plc                                     | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |     50035 | NS      | $16320416.30  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                | AutoZone, Inc.                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       489 | NS      | $1205962.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                         | Lockheed Martin Corp.                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Short            | EC               | CORP              | US        |     -7195 | NS      | $-3500295.55  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.               | Principal Financial Group, Inc.               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Short            | EC               | CORP              | US        |    -38425 | NS      | $-3224626.00  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                     | T. Rowe Price Group, Inc.                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |    -17302 | NS      | $-1886956.12  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                      | Roper Technologies, Inc.                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     19861 | NS      | $8581739.49   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                          | Conagra Brands, Inc.                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | EC               | CORP              | US        |    -36303 | NS      | $-1404926.10  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                    | Sarepta Therapeutics, Inc.                    | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     23235 | NS      | $3010791.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery, Inc.                   | Warner Bros Discovery, Inc.                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Short            | EC               | CORP              | US        |   -202233 | NS      | $-1917166.69  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                           | Abbott Laboratories                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     70078 | NS      | $7693863.62   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                          | Meta Platforms, Inc., Class A                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    175023 | NS      | $21062267.82  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.              | Air Products and Chemicals, Inc.              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     33341 | NS      | $10277696.66  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                        | Costco Wholesale Corp.                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     28347 | NS      | $12940405.50  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX, Inc.                                     | WEX, Inc.                                     | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     59424 | NS      | $9724737.60   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                   | Keysight Technologies, Inc.                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     45015 | NS      | $7700716.05   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                 | Comcast Corp., Class A                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    133128 | NS      | $4655486.16   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                | QUALCOMM, Inc.                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | EC               | CORP              | US        |    -20759 | NS      | $-2282244.46  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                  | Kohl's Corp.                                  | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Short            | EC               | CORP              | US        |    -48721 | NS      | $-1230205.25  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co.                 | Canadian National Railway Co.                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     20797 | NS      | $2472347.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                         | Gilead Sciences, Inc.                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Short            | EC               | CORP              | US        |    -24880 | NS      | $-2135948.00  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                 | Equifax, Inc.                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Short            | EC               | CORP              | US        |    -15186 | NS      | $-2951550.96  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.         | Public Service Enterprise Group, Inc.         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    169852 | NS      | $10406832.04  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                 | Netflix, Inc.                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     49583 | NS      | $14621035.04  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                      | Arthur J Gallagher & Co.                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     37395 | NS      | $7050453.30   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                    | US Bancorp                                    | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     57680 | NS      | $2515424.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                     | PPL Corp.                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     69015 | NS      | $2016618.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                             | Wells Fargo & Co.                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    517357 | NS      | $21361670.53  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                 | PepsiCo, Inc.                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     78753 | NS      | $14227516.98  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                 | Corning, Inc.                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     58556 | NS      | $1870278.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                           | Fifth Third Bancorp                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    155205 | NS      | $5092276.05   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    147687 | NS      | $12556348.74  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                    | Simon Property Group, Inc.                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Short            | EC               | CORP              | US        |    -41504 | NS      | $-4875889.92  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                         | Electronic Arts, Inc.                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Short            | EC               | CORP              | US        |    -14922 | NS      | $-1823169.96  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                             | T-Mobile US, Inc.                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     85567 | NS      | $11979380.00  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                  | Advanced Micro Devices, Inc.                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    246818 | NS      | $15986401.86  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                          | Northern Trust Corp.                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Short            | EC               | CORP              | US        |    -12972 | NS      | $-1147892.28  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                  | Stanley Black & Decker, Inc.                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Short            | EC               | CORP              | US        |    -52830 | NS      | $-3968589.60  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                  | Vertex Pharmaceuticals, Inc.                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     39330 | NS      | $11357717.40  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                             | Lowe's Cos., Inc.                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     77560 | NS      | $15453054.40  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                          | Analog Devices, Inc.                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     96390 | NS      | $15810851.70  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                    | eBay, Inc.                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Short            | EC               | CORP              | US        |    -95582 | NS      | $-3963785.54  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp.                                   | Masco Corp.                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Short            | EC               | CORP              | US        |    -24926 | NS      | $-1163296.42  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                         | Colgate-Palmolive Co.                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     66556 | NS      | $5243947.24   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                  | Zoetis, Inc.                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Short            | EC               | CORP              | US        |     -7828 | NS      | $-1147193.40  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                          | Allstate Corp. (The)                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Short            | EC               | CORP              | US        |    -33394 | NS      | $-4528226.40  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)         | Interpublic Group of Cos., Inc. (The)         | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Short            | EC               | CORP              | US        |    -98065 | NS      | $-3266545.15  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                      | VF Corp.                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Short            | EC               | CORP              | US        |    -40453 | NS      | $-1116907.33  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.           | Take-Two Interactive Software, Inc.           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     33694 | NS      | $3508556.22   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                   | RenaissanceRe Holdings Ltd.                   | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      6845 | NS      | $1261054.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc               | Seagate Technology Holdings plc               | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |    211769 | NS      | $11141167.09  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                  | Verizon Communications, Inc.                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Short            | EC               | CORP              | US        |    -35693 | NS      | $-1406304.20  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.             | American Electric Power Co., Inc.             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Short            | EC               | CORP              | US        |    -32716 | NS      | $-3106384.20  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp.                                    | IDEX Corp.                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Short            | EC               | CORP              | US        |    -19319 | NS      | $-4411107.27  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                | ConocoPhillips                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    146990 | NS      | $17344820.00  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica, Inc.                                | Comerica, Inc.                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Short            | EC               | CORP              | US        |    -24397 | NS      | $-1630939.45  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.           | Huntington Ingalls Industries, Inc.           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Short            | EC               | CORP              | US        |    -20564 | NS      | $-4743703.52  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                | Citizens Financial Group, Inc.                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Short            | EC               | CORP              | US        |    -32732 | NS      | $-1288658.84  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                    | Charles Schwab Corp. (The)                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    188991 | NS      | $15735390.66  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                              | Boeing Co. (The)                              | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |    -34254 | NS      | $-6525044.46  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding, Inc.                    | Ceridian HCM Holding, Inc.                    | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Short            | EC               | CORP              | US        |    -33374 | NS      | $-2140942.10  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                          | Ingersoll Rand, Inc.                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    208464 | NS      | $10892244.00  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                           | Coca-Cola Co. (The)                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    218171 | NS      | $13877857.31  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                  | Evergy, Inc.                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Short            | EC               | CORP              | US        |    -21945 | NS      | $-1380998.85  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                        | Norfolk Southern Corp.                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     41295 | NS      | $10175913.90  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                           | General Mills, Inc.                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |    -27207 | NS      | $-2281306.95  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                                     | Dow, Inc.                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     12482 | NS      | $628967.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                    | Procter & Gamble Co. (The)                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     56146 | NS      | $8509487.76   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings, Inc.                 | Endeavor Group Holdings, Inc., Class A        | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    475479 | NS      | $10717296.66  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                  | Exelon Corp.                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Short            | EC               | CORP              | US        |    -66710 | NS      | $-2883873.30  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                        | Truist Financial Corp.                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    208976 | NS      | $8992237.28   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                               | BlackRock, Inc.                               | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Short            | EC               | CORP              | US        |     -1409 | NS      | $-998459.67   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                   | Huntington Bancshares, Inc.                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Short            | EC               | CORP              | US        |   -158175 | NS      | $-2230267.50  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                           | Synchrony Financial                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Short            | EC               | CORP              | US        |    -53956 | NS      | $-1772994.16  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                 | Estee Lauder Cos., Inc. (The), Class A        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     21462 | NS      | $5324936.82   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                        | 3M Co.                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Short            | EC               | CORP              | US        |    -43881 | NS      | $-5262209.52  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                              | Kroger Co. (The)                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Short            | EC               | CORP              | US        |   -132882 | NS      | $-5923879.56  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                    | Edwards Lifesciences Corp.                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Short            | EC               | CORP              | US        |    -34024 | NS      | $-2538530.64  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                           | Omnicom Group, Inc.                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Short            | EC               | CORP              | US        |   -116822 | NS      | $-9529170.54  | -0.73%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                              | AutoNation, Inc.                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23420 | NS      | $2512966.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                  | Humana, Inc.                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      7373 | NS      | $3776376.87   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                               | Microsoft Corp.                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    346225 | NS      | $83031679.50  | 6.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                         | Bank of America Corp.                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    120314 | NS      | $3984799.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                              | BorgWarner, Inc.                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Short            | EC               | CORP              | US        |    -88914 | NS      | $-3578788.50  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                | Prologis, Inc.                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    119236 | NS      | $13441474.28  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                    | NIKE, Inc., Class B                           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     39830 | NS      | $4660508.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                              | AptarGroup, Inc.                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Short            | EC               | CORP              | US        |    -17056 | NS      | $-1875818.88  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund              | JPMorgan Prime Money Market Fund, Class IM    | CUSIP: 46637K844<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  17627001 | NS      | $17635814.91  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Berkley Corp.                              | WR Berkley Corp.                              | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Short            | EC               | CORP              | US        |    -19277 | NS      | $-1398931.89  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                 | Paychex, Inc.                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |    -26454 | NS      | $-3057024.24  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                       | Waste Connections, Inc.                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     39225 | NS      | $5199666.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                 | Honeywell International, Inc.                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    110308 | NS      | $23639004.40  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.               | Martin Marietta Materials, Inc.               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     23853 | NS      | $8061598.41   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                   | Intel Corp.                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | EC               | CORP              | US        |   -136259 | NS      | $-3601325.37  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp.                   | Raytheon Technologies Corp.                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    168749 | NS      | $17030149.08  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                      | Intuitive Surgical, Inc.                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     40576 | NS      | $10766841.60  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                  | Mondelez International, Inc., Class A         | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     77078 | NS      | $5137248.70   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                  | AbbVie, Inc.                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    226944 | NS      | $36676419.84  | 2.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                           | Iron Mountain, Inc.                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               | CORP              | US        |    -43221 | NS      | $-2154566.85  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                       | Western Union Co. (The)                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Short            | EC               | CORP              | US        |   -343795 | NS      | $-4734057.15  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                           | Union Pacific Corp.                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     45013 | NS      | $9320841.91   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                         | NXP Semiconductors NV                         | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |    248031 | NS      | $39196338.93  | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                         | Western Digital Corp.                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     18723 | NS      | $590710.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                              | Baker Hughes Co.                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    303534 | NS      | $8963359.02   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.               | Regeneron Pharmaceuticals, Inc.               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     18194 | NS      | $13126789.06  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                        | Booking Holdings, Inc.                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      6208 | NS      | $12510858.24  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                | Signature Bank                                | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Short            | EC               | CORP              | US        |     -9114 | NS      | $-1050115.08  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                 | Sempra Energy                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     15675 | NS      | $2422414.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                             | Hershey Co. (The)                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     21431 | NS      | $4962776.67   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                           | Donaldson Co., Inc.                           | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Short            | EC               | CORP              | US        |    -66293 | NS      | $-3902668.91  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                           | EOG Resources, Inc.                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     69201 | NS      | $8962913.52   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign, Inc.                                | DocuSign, Inc.                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     41991 | NS      | $2327141.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                      | UnitedHealth Group, Inc.                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     87531 | NS      | $46407185.58  | 3.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                | Thermo Fisher Scientific, Inc.                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     48819 | NS      | $26884135.11  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                 | Moderna, Inc.                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Short            | EC               | CORP              | US        |    -32516 | NS      | $-5840523.92  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                          | Kimberly-Clark Corp.                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Short            | EC               | CORP              | US        |    -14111 | NS      | $-1915568.25  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                     | O'Reilly Automotive, Inc.                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     19226 | NS      | $16227320.78  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp.                                   | Dover Corp.                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     73274 | NS      | $9922032.34   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                      | Advance Auto Parts, Inc.                      | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Short            | EC               | CORP              | US        |     -9732 | NS      | $-1430895.96  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group, Inc. (The) | Hartford Financial Services Group, Inc. (The) | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Short            | EC               | CORP              | US        |    -19358 | NS      | $-1467917.14  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                              | McDonald's Corp.                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     45326 | NS      | $11944760.78  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                        | General Dynamics Corp.                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Short            | EC               | CORP              | US        |     -5611 | NS      | $-1392145.21  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                    | Elanco Animal Health, Inc.                    | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    263184 | NS      | $3216108.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                           | Kinder Morgan, Inc.                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    303866 | NS      | $5493897.28   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                         | Leidos Holdings, Inc.                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |    112448 | NS      | $11828405.12  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co. (The)                         | Kraft Heinz Co. (The)                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |    -17660 | NS      | $-718938.60   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                             | Yum! Brands, Inc.                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |    116653 | NS      | $14940916.24  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                  | Charter Communications, Inc., Class A         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     35913 | NS      | $12178098.30  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                | Enbridge, Inc.                                | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |   -123736 | NS      | $-4838077.60  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                         | Dominion Energy, Inc.                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    138257 | NS      | $8477919.24   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                                | Westlake Corp.                                | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Short            | EC               | CORP              | US        |    -14119 | NS      | $-1447762.26  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                                | Celanese Corp.                                | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Short            | EC               | CORP              | US        |    -12561 | NS      | $-1284236.64  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                            | Lam Research Corp.                            | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      2778 | NS      | $1167593.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co.                     | Molson Coors Beverage Co., Class B            | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Short            | EC               | CORP              | US        |    -36424 | NS      | $-1876564.48  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                             | Caterpillar, Inc.                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Short            | EC               | CORP              | US        |     -6040 | NS      | $-1446942.40  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                | Hewlett Packard Enterprise Co.                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |   -386680 | NS      | $-6171412.80  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                | M&T Bank Corp.                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     11878 | NS      | $1723022.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                      | CenterPoint Energy, Inc.                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    152484 | NS      | $4572995.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                  | NetApp, Inc.                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | EC               | CORP              | US        |    -22750 | NS      | $-1366365.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co.                          | Eastman Chemical Co.                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     43222 | NS      | $3519999.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                       | Burlington Stores, Inc.                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     72977 | NS      | $14796816.52  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.             | Booz Allen Hamilton Holding Corp.             | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     76798 | NS      | $8026926.96   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                 | Workday, Inc., Class A                        | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     39917 | NS      | $6679311.61   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                     | CSX Corp.                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    125039 | NS      | $3873708.22   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                   | Block, Inc.                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     19058 | NS      | $1197604.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                   | Sysco Corp.                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Short            | EC               | CORP              | US        |    -30217 | NS      | $-2310089.65  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer