# EDGAR Filing Document

**Accession Number:** 0001338561
**File Stem:** 0001752724-23-042393
**Filing Date:** 2023-2
**Character Count:** 204390
**Document Hash:** e8d1a309cc9b68b142690ada1c5a4cb7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-042393.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-042393

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nuveen S&P 500 Dynamic Overwrite Fund
- **CENTRAL INDEX KEY:** 0001338561
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21809
- **FILM NUMBER:** 23672955

**BUSINESS ADDRESS:**
- **STREET 1:** 333 WEST WACKER DRIVE
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-917-8146

**MAIL ADDRESS:**
- **STREET 1:** 333 WEST WACKER DRIVE
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Nuveen Equity Premium & Growth Fund
- **DATE OF NAME CHANGE:** 20050913

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nuveen S&P 500 Dynamic Overwrite Fund

- **b. Investment Company Act file number:** 811-21809

- **c. CIK number of Registrant:** 0001338561

- **d. LEI of Registrant:** 549300OISXORNCZINQ77

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

  - **Street Address 1:** 333 W. Wacker Dr

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-917-7700

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

- **a. Name of Series:** Nuveen S&P 500 Dynamic Overwrite Fund

- **c. LEI of Series:** 549300OISXORNCZINQ77

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $269424653.00

**Total Liabilities:** $3664379.00

**Net Assets:** $265760274.00

**Cash Not Reported:** $791.00

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 7.55%                | 3.51%                | -3.43%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10529890.45             | $10780182.33                               |
| Month 2  | $683947.66               | $13593432.22                               |
| Month 3  | $220616.02               | $-16636356.67                              |

**Designated Index Information**

- **Index Name:** SPXX BM - 55% CBOE BUY WRITE MONTHLY INDEX (BXM) and 45% S&P500

- **Index Identifier:** 55% BXM00000, 45% SPN:SP50

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RPM International Inc                               | RPM International Inc                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      5603 | NS      | $546012.35    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                            | Phillips Edison & Co Inc                                                    | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      7163 | NS      | $228069.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                       | Repligen Corp                                                               | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       471 | NS      | $79745.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                          | MasTec Inc                                                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       595 | NS      | $50771.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                   | Flowers Foods Inc                                                           | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     12862 | NS      | $369653.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                            | Manhattan Associates Inc                                                    | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       537 | NS      | $65191.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                            | Sarepta Therapeutics Inc                                                    | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |       632 | NS      | $81894.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp             | Science Applications International Corp                                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       596 | NS      | $66114.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                | Matador Resources Co                                                        | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      1119 | NS      | $64051.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 Index                                       | S&P 500 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -20 | NC      | $-33100.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                         | Masimo Corp                                                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       285 | NS      | $42165.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                    | Radian Group Inc                                                            | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      1111 | NS      | $21186.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                     | Macerich Co/The                                                             | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      2787 | NS      | $31381.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                            | Marsh & McLennan Cos Inc                                                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      8946 | NS      | $1480384.08   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                | MGIC Investment Corp                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      2768 | NS      | $35984.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                       | Empire State Realty Trust Inc                                               | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |      6198 | NS      | $41774.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                                     | RingCentral Inc                                                             | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      1278 | NS      | $45241.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                   | NorthWestern Corp                                                           | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      3208 | NS      | $190362.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                   | GEO Group Inc/The                                                           | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      2741 | NS      | $30013.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| STAAR Surgical Co                                   | STAAR Surgical Co                                                           | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       428 | NS      | $20775.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                          | Lattice Semiconductor Corp                                                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       741 | NS      | $48076.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                               | Shockwave Medical Inc                                                       | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       217 | NS      | $44617.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                  | CNX Resources Corp                                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      4084 | NS      | $68774.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                             | Bristol-Myers Squibb Co                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     20156 | NS      | $1450224.20   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                              | Intuitive Surgical Inc                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      4778 | NS      | $1267842.30   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                          | Neurocrine Biosciences Inc                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1283 | NS      | $153241.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc                      | AMC Entertainment Holdings Inc                                              | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |      1257 | NS      | $5115.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Broadstone Net Lease Inc                            | Broadstone Net Lease Inc                                                    | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      3021 | NS      | $48970.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                           | New Jersey Resources Corp                                                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      2125 | NS      | $105442.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                        | Thermo Fisher Scientific Inc                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      4185 | NS      | $2304637.65   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                                | Pilgrim's Pride Corp                                                        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      1393 | NS      | $33055.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                         | Denbury Inc                                                                 | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |       555 | NS      | $48296.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                          | Xenia Hotels & Resorts Inc                                                  | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      2214 | NS      | $29180.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                     | McDonald's Corp                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      8883 | NS      | $2340936.99   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                                | Lamar Advertising Co                                                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      2825 | NS      | $266680.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                    | UniFirst Corp/MA                                                            | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       258 | NS      | $49791.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                             | Brandywine Realty Trust                                                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      4774 | NS      | $29360.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                    | Schlumberger Ltd                                                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     14792 | NS      | $790780.32    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                       | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    259831 | NS      | $259830.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                                 | Curtiss-Wright Corp                                                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       341 | NS      | $56943.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                              | Arch Capital Group Ltd                                                      | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | US        |      9746 | NS      | $611853.88    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                          | Pfizer Inc                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     50011 | NS      | $2562563.64   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                  | IPG Photonics Corp                                                          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       414 | NS      | $39193.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                                | Range Resources Corp                                                        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      4093 | NS      | $102406.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                               | SoFi Technologies Inc                                                       | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |     12265 | NS      | $56541.65     | 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        |      4325 | NS      | $1485118.50   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                         | PepsiCo Inc                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     16493 | NS      | $2979625.38   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                         | Trex Co Inc                                                                 | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       397 | NS      | $16805.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                          | Verizon Communications Inc                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     36333 | NS      | $1431520.20   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co                                        | Coca-Cola Co                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     46630 | NS      | $2966134.30   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                                 | BellRing Brands Inc                                                         | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      1115 | NS      | $28588.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                   | Hamilton Lane Inc                                                           | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       492 | NS      | $31428.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                                | SL Green Realty Corp                                                        | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       468 | NS      | $15780.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                               | Antero Resources Corp                                                       | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      2150 | NS      | $66628.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                         | Avantor Inc                                                                 | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |      1708 | NS      | $36021.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                          | SeaWorld Entertainment Inc                                                  | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |       746 | NS      | $39918.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                        | Graphic Packaging Holding Co                                                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10647 | NS      | $236895.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                          | Casey's General Stores Inc                                                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       362 | NS      | $81214.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                         | Datadog Inc                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       330 | NS      | $24255.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                         | Wayfair Inc                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |       902 | NS      | $29666.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                            | Lyft Inc                                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      3979 | NS      | $43848.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                      | Eli Lilly & Co                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      6826 | NS      | $2497223.84   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc                               | Bill.com Holdings Inc                                                       | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       387 | NS      | $42167.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                 | Abbott Laboratories                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     19910 | NS      | $2185918.90   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                  | First Horizon Corp                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     13281 | NS      | $325384.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                        | Portland General Electric Co                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      7972 | NS      | $390628.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                              | Louisiana-Pacific Corp                                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      1873 | NS      | $110881.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                    | Booz Allen Hamilton Holding Corp                                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      1292 | NS      | $135039.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                           | Ionis Pharmaceuticals Inc                                                   | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       787 | NS      | $29724.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                       | BlackRock Inc                                                               | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      1880 | NS      | $1332224.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                               | Tenet Healthcare Corp                                                       | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      2273 | NS      | $110899.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group Inc                                     | Lucid Group Inc                                                             | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5385 | NS      | $36779.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup Inc                                       | Citigroup Inc                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     24922 | NS      | $1127222.06   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                            | Acadia Healthcare Co Inc                                                    | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |       699 | NS      | $57541.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                          | ALLETE Inc                                                                  | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      1162 | NS      | $74960.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                    | Zillow Group Inc                                                            | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      3107 | NS      | $100076.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co          | American Equity Investment Life Holding Co                                  | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      3357 | NS      | $153146.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                      | Five Below Inc                                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       280 | NS      | $49523.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                              | Berry Global Group Inc                                                      | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |       860 | NS      | $51969.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                          | Cabot Corp                                                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      4387 | NS      | $293227.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                       | Boeing Co/The                                                               | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      6047 | NS      | $1151893.03   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                    | Pure Storage Inc                                                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      3243 | NS      | $86782.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                      | ConocoPhillips                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     13367 | NS      | $1577306.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                         | Summit Hotel Properties Inc                                                 | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |      4169 | NS      | $30100.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                   | Middleby Corp/The                                                           | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      1095 | NS      | $146620.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp                                | AGNC Investment Corp                                                        | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      4596 | NS      | $47568.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                            | United States Steel Corp                                                    | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      3022 | NS      | $75701.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                          | Unum Group                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      6369 | NS      | $261320.07    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                                | Univar Solutions Inc                                                        | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      1913 | NS      | $60833.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                      | Wendy's Co/The                                                              | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      4542 | NS      | $102785.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     23030 | NS      | $4068249.50   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                | Booking Holdings Inc                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       481 | NS      | $969349.68    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                             | KBR Inc                                                                     | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      2665 | NS      | $140712.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                          | LPL Financial Holdings Inc                                                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       269 | NS      | $58149.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                  | Trade Desk Inc/The                                                          | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       632 | NS      | $28332.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                     | Otter Tail Corp                                                             | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       730 | NS      | $42858.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                      | Murphy USA Inc                                                              | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |         5 | NS      | $1397.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc                    | Atlas Air Worldwide Holdings Inc                                            | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       453 | NS      | $45662.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                                | JetBlue Airways Corp                                                        | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      5123 | NS      | $33197.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                            | Western Alliance Bancorp                                                    | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      1431 | NS      | $85230.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                           | Olin Corp                                                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      5989 | NS      | $317057.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc          | Fidelity National Information Services Inc                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      9519 | NS      | $645864.15    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                        | Autodesk Inc                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      2833 | NS      | $529402.71    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                       | Interactive Brokers Group Inc                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       962 | NS      | $69600.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                     | Hecla Mining Co                                                             | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     14773 | NS      | $82137.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                   | RLJ Lodging Trust                                                           | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3073 | NS      | $32543.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                    | Black Hills Corp                                                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      3388 | NS      | $238311.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc                       | Zoom Video Communications Inc                                               | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      1985 | NS      | $134463.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                       | Intercontinental Exchange Inc                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      8753 | NS      | $897970.27    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                            | Visa Inc                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     16613 | NS      | $3451516.88   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                            | NIKE Inc                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     13368 | NS      | $1564189.68   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                         | Honeywell International Inc                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     11326 | NS      | $2427161.80   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                       | CME Group Inc                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      4266 | NS      | $717370.56    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                          | Sensient Technologies Corp                                                  | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      1517 | NS      | $110619.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                                      | Stericycle Inc                                                              | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      1037 | NS      | $51735.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                      | S&P Global Inc                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      4479 | NS      | $1500196.26   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                         | Dropbox Inc                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      2055 | NS      | $45990.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                         | Phillips 66                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      4795 | NS      | $499063.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                            | Anywhere Real Estate Inc                                                    | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      1786 | NS      | $11412.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                        | Six Flags Entertainment Corp                                                | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      2073 | NS      | $48197.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                          | Macy's Inc                                                                  | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      3604 | NS      | $74422.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                      | Eaton Corp PLC                                                              | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |      6072 | NS      | $953000.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                    | Haemonetics Corp                                                            | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       581 | NS      | $45695.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                   | Agree Realty Corp                                                           | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5517 | NS      | $391320.81    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                          | Rapid7 Inc                                                                  | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |       454 | NS      | $15426.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                           | Block Inc                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       411 | NS      | $25827.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc            | Knight-Swift Transportation Holdings Inc                                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       979 | NS      | $51309.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                  | Union Pacific Corp                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      8439 | NS      | $1747463.73   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                                    | Copa Holdings SA                                                            | CUSIP: P31076105<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | US        |       942 | NS      | $78346.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                                    | Black Knight Inc                                                            | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      1395 | NS      | $86141.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                      | Microsoft Corp                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     64364 | NS      | $15435774.48  | 5.81%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                        | SiteOne Landscape Supply Inc                                                | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       271 | NS      | $31793.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | Fixed Income Clearing Corp                                                  | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1046283 | PA      | $1046282.97   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| MKS INSTRUMENTS INC                                 | MKS INSTRUMENTS INC                                                         | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      2390 | NS      | $202504.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                                | Southern Copper Corp                                                        | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      2973 | NS      | $179539.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp                         | United States Cellular Corp                                                 | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      1094 | NS      | $22809.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                              | Jones Lang LaSalle Inc                                                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1231 | NS      | $196184.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                          | Apple Hospitality REIT Inc                                                  | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      5269 | NS      | $83144.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                        | Alphabet Inc                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     51060 | NS      | $4505023.80   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                           | Brighthouse Financial Inc                                                   | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      2593 | NS      | $132943.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                                  | TFS Financial Corp                                                          | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3026 | NS      | $43604.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                     | First Solar Inc                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        64 | NS      | $9586.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                           | Dick's Sporting Goods Inc                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      1137 | NS      | $136769.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                             | Arthur J Gallagher & Co                                                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      5688 | NS      | $1072415.52   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                                      | Royal Gold Inc                                                              | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      3190 | NS      | $359576.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                 | Tronox Holdings PLC                                                         | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |      8818 | NS      | $120894.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                          | Intuit Inc                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      2810 | NS      | $1093708.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                          | Southwest Gas Holdings Inc                                                  | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       860 | NS      | $53216.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                              | Berkshire Hathaway Inc                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     16125 | NS      | $4981012.50   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                       | Snowflake Inc                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       151 | NS      | $21674.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp/The                              | Howard Hughes Corp/The                                                      | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |       538 | NS      | $41113.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                  | Unity Software Inc                                                          | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      1252 | NS      | $35794.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                    | Altria Group Inc                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     17306 | NS      | $791057.26    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                              | UnitedHealth Group Inc                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      8873 | NS      | $4704287.14   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                                        | Amedisys Inc                                                                | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       655 | NS      | $54718.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                         | Bruker Corp                                                                 | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      2547 | NS      | $174087.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc                                   | MicroStrategy Inc                                                           | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |        55 | NS      | $7786.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ashland Inc                                         | Ashland Inc                                                                 | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1939 | NS      | $208500.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                           | United Parcel Service Inc                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      9091 | NS      | $1580379.44   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                         | Ovintiv Inc                                                                 | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |      2767 | NS      | $140314.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                            | Simply Good Foods Co/The                                                    | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1554 | NS      | $59098.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                                 | Travel + Leisure Co                                                         | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       855 | NS      | $31122.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                               | Encompass Health Corp                                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      2253 | NS      | $134751.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                      | AutoNation Inc                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       839 | NS      | $90024.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                       | United Community Banks Inc/GA                                               | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      2094 | NS      | $70777.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                       | First American Financial Corp                                               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       774 | NS      | $40511.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                          | Humana Inc                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1783 | NS      | $913234.77    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                | Deckers Outdoor Corp                                                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       233 | NS      | $93004.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                                | BWX Technologies Inc                                                        | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      1033 | NS      | $59996.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                            | Highwoods Properties Inc                                                    | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      2856 | NS      | $79910.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                  | Outfront Media Inc                                                          | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      1895 | NS      | $31419.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                                 | Harley-Davidson Inc                                                         | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      2305 | NS      | $95888.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc                   | First Industrial Realty Trust Inc                                           | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13690 | NS      | $660679.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                | Lockheed Martin Corp                                                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      2947 | NS      | $1433686.03   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health Inc                                  | Signify Health Inc                                                          | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1410 | NS      | $40410.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                      | Cloudflare Inc                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       805 | NS      | $36394.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co                           | Goodyear Tire & Rubber Co                                                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      1876 | NS      | $19041.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                         | Inspire Medical Systems Inc                                                 | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |       512 | NS      | $128962.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                                  | Planet Fitness Inc                                                          | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      1641 | NS      | $129310.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Inc                                  | Coupa Software Inc                                                          | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |       791 | NS      | $62623.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                       | Timken Co/The                                                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       731 | NS      | $51659.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                                | Cleveland-Cliffs Inc                                                        | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |      4597 | NS      | $74057.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                              | Boston Beer Co Inc/The                                                      | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       188 | NS      | $61949.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                              | Southwestern Energy Co                                                      | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     14618 | NS      | $85515.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                            | United Therapeutics Corp                                                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       502 | NS      | $139601.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                        | Exelixis Inc                                                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      4414 | NS      | $70800.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                        | Semtech Corp                                                                | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |       644 | NS      | $18476.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                  | Meta Platforms Inc                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     21025 | NS      | $2530148.50   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                 | Axon Enterprise Inc                                                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       243 | NS      | $40320.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                     | TJX Cos Inc/The                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     13766 | NS      | $1095773.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                    | Vail Resorts Inc                                                            | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       173 | NS      | $41234.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                 | American Express Co                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      6691 | NS      | $988595.25    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                      | AptarGroup Inc                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       438 | NS      | $48171.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                     | Concentrix Corp                                                             | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       343 | NS      | $45673.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                         | Healthcare Realty Trust Inc                                                 | CUSIP: 42225P501<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |        98 | NS      | $1888.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                         | Netflix Inc                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      4304 | NS      | $1269163.52   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                        | Simpson Manufacturing Co Inc                                                | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       548 | NS      | $48585.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                          | Intel Corp                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     41460 | NS      | $1095787.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                                  | Teladoc Health Inc                                                          | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      3394 | NS      | $80268.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                   | Devon Energy Corp                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     12492 | NS      | $768382.92    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                               | Arrow Electronics Inc                                                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      1329 | NS      | $138973.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                         | Starwood Property Trust Inc                                                 | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      4129 | NS      | $75684.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                | Colgate-Palmolive Co                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     10458 | NS      | $823985.82    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                            | Elanco Animal Health Inc                                                    | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      5649 | NS      | $69030.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                             | WESCO International Inc                                                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       686 | NS      | $85887.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                 | Meritage Homes Corp                                                         | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       491 | NS      | $45270.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp Ltd                                  | Atlassian Corp Ltd                                                          | CUSIP: 049468101<br>LEI: 549300AGBII4MWBVJY22 | Long             | EC               | CORP              | US        |       249 | NS      | $32041.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                           | Lear Corp                                                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      2778 | NS      | $344527.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                   | Post Holdings Inc                                                           | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      2590 | NS      | $233773.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                         | AMN Healthcare Services Inc                                                 | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       524 | NS      | $53877.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                 | Elevance Health Inc                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2682 | NS      | $1375785.54   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                             | Aramark                                                                     | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      3034 | NS      | $125425.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                     | OGE Energy Corp                                                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     18829 | NS      | $744686.95    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                   | Cisco Systems Inc                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     45597 | NS      | $2172241.08   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                    | Boyd Gaming Corp                                                            | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      2536 | NS      | $138288.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                 | JPMorgan Chase & Co                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     28382 | NS      | $3806026.20   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                    | Carlisle Cos Inc                                                            | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1139 | NS      | $268405.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                          | Floor & Decor Holdings Inc                                                  | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |       517 | NS      | $35998.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                      | ChampionX Corp                                                              | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      1887 | NS      | $54704.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                           | Amgen Inc                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      6353 | NS      | $1668551.92   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                              | CACI International Inc                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       270 | NS      | $81159.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                  | Crown Holdings Inc                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      5526 | NS      | $454292.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                  | Home Depot Inc/The                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      9955 | NS      | $3144386.30   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                  | RH                                                                          | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       512 | NS      | $136801.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                               | Lantheus Holdings Inc                                                       | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       697 | NS      | $35519.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                                 | Exact Sciences Corp                                                         | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      1713 | NS      | $84810.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                            | Fox Factory Holding Corp                                                    | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       606 | NS      | $55285.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                  | NextEra Energy Inc                                                          | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24479 | NS      | $2046444.40   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                     | EMCOR Group Inc                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       740 | NS      | $109601.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                                      | PDC Energy Inc                                                              | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       826 | NS      | $52434.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc                      | National Retail Properties Inc                                              | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      8772 | NS      | $401406.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                     | Fair Isaac Corp                                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       142 | NS      | $84998.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                            | American States Water Co                                                    | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       480 | NS      | $44424.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                               | US Foods Holding Corp                                                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      2236 | NS      | $76068.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                           | Sonos Inc                                                                   | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      4109 | NS      | $69442.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                               | Robinhood Markets Inc                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      3649 | NS      | $29702.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                           | Janus Henderson Group PLC                                                   | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | US        |      1228 | NS      | $28882.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                      | Rocket Cos Inc                                                              | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13006 | NS      | $91042.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                         | Hubbell Inc                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       744 | NS      | $174601.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                             | Darling Ingredients Inc                                                     | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      1429 | NS      | $89441.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                           | AGCO Corp                                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       967 | NS      | $134113.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                                  | Hostess Brands Inc                                                          | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4040 | NS      | $90657.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                | International Business Machines Corp                                        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      8292 | NS      | $1168259.88   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                        | Reliance Steel & Aluminum Co                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       555 | NS      | $112354.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                   | National Storage Affiliates Trust                                           | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1038 | NS      | $37492.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                               | Spotify Technology SA                                                       | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | US        |      1223 | NS      | $96555.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                           | Stepan Co                                                                   | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       577 | NS      | $61427.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                               | Dell Technologies Inc                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      4805 | NS      | $193257.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                           | Tesla Inc                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     18449 | NS      | $2272547.82   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                              | Comstock Resources Inc                                                      | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |       175 | NS      | $2399.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                  | Houlihan Lokey Inc                                                          | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       496 | NS      | $43231.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                                | National Fuel Gas Co                                                        | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      1299 | NS      | $82226.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                      | Merck & Co Inc                                                              | CUSIP: N/A<br>LEI: 4YV9Y5M8S0BRK1RP0397       | N/A              | DE               | CORP              | US        |       -50 | NC      | $-3475.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                                          | Lazard Ltd                                                                  | CUSIP: G54050102<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |      1234 | NS      | $42782.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                        | DoorDash Inc                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       979 | NS      | $47794.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                    | Ryman Hospitality Properties Inc                                            | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |       940 | NS      | $76873.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                             | ExlService Holdings Inc                                                     | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       185 | NS      | $31344.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                               | Element Solutions Inc                                                       | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     15298 | NS      | $278270.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                           | Toast Inc                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      1592 | NS      | $28703.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                       | Selective Insurance Group Inc                                               | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      1002 | NS      | $88787.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                   | Marriott Vacations Worldwide Corp                                           | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       972 | NS      | $130821.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                        | Balchem Corp                                                                | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       337 | NS      | $41151.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                      | Salesforce Inc                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      9236 | NS      | $1224601.24   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                               | Antero Midstream Corp                                                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4761 | NS      | $51371.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                               | Travelers Cos Inc/The                                                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      6012 | NS      | $1127189.88   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                              | Equitable Holdings Inc                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      8363 | NS      | $240018.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                           | Apple Inc                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    127076 | NS      | $16510984.68  | 6.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                             | Charles Schwab Corp/The                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     15100 | NS      | $1257226.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                          | Amdocs Ltd                                                                  | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | US        |      2579 | NS      | $234431.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                       | Pinterest Inc                                                               | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5089 | NS      | $123560.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                          | Splunk Inc                                                                  | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |      1619 | NS      | $139379.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                  | Analog Devices Inc                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      7908 | NS      | $1297149.24   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                    | First Citizens BancShares Inc/NC                                            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       262 | NS      | $198690.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                      | SSR Mining Inc                                                              | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |      5367 | NS      | $84100.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                       | Independence Realty Trust Inc                                               | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      7923 | NS      | $133581.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                             | KB Home                                                                     | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     10067 | NS      | $320633.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                        | Freshpet Inc                                                                | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       646 | NS      | $34089.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                         | MongoDB Inc                                                                 | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       421 | NS      | $82869.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                       | Medtronic PLC                                                               | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |     18956 | NS      | $1473260.32   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                        | Chevron Corp                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18163 | NS      | $3260076.87   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                          | Alcoa Corp                                                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      2176 | NS      | $98942.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                               | Envista Holdings Corp                                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      5911 | NS      | $199023.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                         | Wix.com Ltd                                                                 | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | US        |       410 | NS      | $31500.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                             | ITT Inc                                                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      1070 | NS      | $86777.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                               | Costco Wholesale Corp                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      4856 | NS      | $2216764.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The                     | Hanover Insurance Group Inc/The                                             | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       863 | NS      | $116617.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                       | Cable One Inc                                                               | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |        37 | NS      | $26338.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                                 | Affirm Holdings Inc                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1672 | NS      | $16168.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Pebblebrook Hotel Trust                             | Pebblebrook Hotel Trust                                                     | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      1633 | NS      | $21865.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Total Stock Market ETF                     | Vanguard Total Stock Market ETF                                             | CUSIP: 922908769<br>LEI: N/A                  | Long             | EC               | RF                | US        |     15000 | NS      | $2867850.00   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                        | Alkermes PLC                                                                | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2527 | NS      | $66030.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                             | Magnolia Oil & Gas Corp                                                     | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1940 | NS      | $45493.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                | Western Union Co/The                                                        | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      3260 | NS      | $44890.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                              | Cousins Properties Inc                                                      | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      4246 | NS      | $107381.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                         | Enovis Corp                                                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |       450 | NS      | $24084.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                              | Webster Financial Corp                                                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      2227 | NS      | $105426.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board Options Exchange SPX Volatility Index | Chicago Board Options Exchange SPX Volatility Index                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        50 | NC      | $2000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                   | MP Materials Corp                                                           | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $58272.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                        | Alphabet Inc                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     46619 | NS      | $4136503.87   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                                   | Inari Medical Inc                                                           | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       767 | NS      | $48750.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                       | Service Corp International/US                                               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      1227 | NS      | $84834.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                         | CONMED Corp                                                                 | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      1373 | NS      | $121702.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisker Inc                                          | Fisker Inc                                                                  | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Long             | EC               | CORP              | US        |      5520 | NS      | $40130.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Amazon.com Inc                                      | Amazon.com Inc                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     77160 | NS      | $6481440.00   | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                       | Owens Corning                                                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      2476 | NS      | $211202.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                           | Halozyme Therapeutics Inc                                                   | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      1972 | NS      | $112206.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                          | Watsco Inc                                                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      1031 | NS      | $257131.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                                   | Clean Harbors Inc                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       638 | NS      | $72808.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                         | IDACORP Inc                                                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      2579 | NS      | $278145.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                      | Transocean Ltd                                                              | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | US        |     16647 | NS      | $75910.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                | Chart Industries Inc                                                        | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       298 | NS      | $34338.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                           | Esab Corp                                                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       450 | NS      | $21114.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                           | Axis Capital Holdings Ltd                                                   | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1126 | NS      | $60995.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                      | Ziff Davis Inc                                                              | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       412 | NS      | $32589.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                   | SITE Centers Corp                                                           | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      4261 | NS      | $58205.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                     | McDonald's Corp                                                             | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | N/A              | DE               | CORP              | US        |       -35 | NC      | $-262.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                         | Enhabit Inc                                                                 | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |       494 | NS      | $6501.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                         | Oracle Corp                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     15047 | NS      | $1229941.78   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                 | Cheniere Energy Inc                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       326 | NS      | $48886.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                  | Capri Holdings Ltd                                                          | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | US        |      1164 | NS      | $66720.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                   | Hyatt Hotels Corp                                                           | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      3523 | NS      | $318655.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                              | Boston Scientific Corp                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     28668 | NS      | $1326468.36   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International Inc                    | Sunnova Energy International Inc                                            | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |       617 | NS      | $11112.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                            | Equitrans Midstream Corp                                                    | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |      4475 | NS      | $29982.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                   | GXO Logistics Inc                                                           | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       935 | NS      | $39915.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc                                          | UiPath Inc                                                                  | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |      3502 | NS      | $44510.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                         | Neogen Corp                                                                 | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     11229 | NS      | $171017.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                           | Brookfield Renewable Corp                                                   | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2908 | NS      | $80086.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                        | HB Fuller Co                                                                | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      3334 | NS      | $238781.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                  | Voya Financial Inc                                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      5055 | NS      | $310831.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                           | Taylor Morrison Home Corp                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      4602 | NS      | $139670.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                       | Hudson Pacific Properties Inc                                               | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1750 | NS      | $17027.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                     | PennyMac Financial Services Inc                                             | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       440 | NS      | $24930.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc                      | New York Community Bancorp Inc                                              | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      4106 | NS      | $35311.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                               | Avis Budget Group Inc                                                       | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       183 | NS      | $29999.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                           | Merit Medical Systems Inc                                                   | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      1111 | NS      | $78458.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                      | Starbucks Corp                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     13527 | NS      | $1341878.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     15489 | NS      | $1316874.78   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                           | Performance Food Group Co                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       826 | NS      | $48230.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                            | Service Properties Trust                                                    | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |      2605 | NS      | $18990.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                           | Jabil Inc                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      3219 | NS      | $219535.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                      | TechnipFMC PLC                                                              | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | US        |      8230 | NS      | $100323.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                            | Okta Inc                                                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |       258 | NS      | $17629.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                         | NVIDIA Corp                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     23078 | NS      | $3372618.92   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                        | Comcast Corp                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     46008 | NS      | $1608899.76   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                             | XPO Inc                                                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      2805 | NS      | $93378.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                        | Hain Celestial Group Inc/The                                                | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      2288 | NS      | $37019.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                                   | Lithia Motors Inc                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       343 | NS      | $70225.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                            | Saia Inc                                                                    | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       463 | NS      | $97081.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                     | ICU Medical Inc                                                             | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       885 | NS      | $139369.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                          | Elastic NV                                                                  | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | US        |       515 | NS      | $26522.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                                | Medpace Holdings Inc                                                        | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       557 | NS      | $118312.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                                 | PotlatchDeltic Corp                                                         | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      1742 | NS      | $76630.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                  | Steel Dynamics Inc                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1173 | NS      | $114602.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 Index                                       | S&P 500 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -300 | NC      | $-2158500.00  | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                    | QuidelOrtho Corp                                                            | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |       689 | NS      | $59026.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                 | PayPal Holdings Inc                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     12890 | NS      | $918025.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                        | Prologis Inc                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     12178 | NS      | $1372825.94   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                             | Box Inc                                                                     | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      1466 | NS      | $45636.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                                     | Pegasystems Inc                                                             | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |       592 | NS      | $20270.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                       | Ingevity Corporation                                                        | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      1130 | NS      | $79597.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                            | Silicon Laboratories Inc                                                    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       352 | NS      | $47755.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                    | Wells Fargo & Co                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     35245 | NS      | $1455266.05   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC                    | Sensata Technologies Holding PLC                                            | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |      2872 | NS      | $115971.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                              | eXp World Holdings Inc                                                      | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |       588 | NS      | $6515.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Seritage Growth Properties                          | Seritage Growth Properties                                                  | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |      1070 | NS      | $12658.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                         | Zscaler Inc                                                                 | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       219 | NS      | $24506.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                       | Dynatrace Inc                                                               | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       866 | NS      | $33167.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                          | Mattel Inc                                                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      2412 | NS      | $43030.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH                     | American Financial Group Inc/OH                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1449 | NS      | $198918.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                           | Spire Inc                                                                   | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       707 | NS      | $48684.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                           | Avnet Inc                                                                   | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       311 | NS      | $12931.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                                       | Dril-Quip Inc                                                               | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      1072 | NS      | $29126.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                         | Cognex Corp                                                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |       914 | NS      | $43058.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                             | IAC Inc                                                                     | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      1216 | NS      | $53990.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                              | Universal Display Corp                                                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       521 | NS      | $56288.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                      | Lowe's Cos Inc                                                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      7792 | NS      | $1552478.08   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                                   | Acuity Brands Inc                                                           | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       221 | NS      | $36599.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                             | NOV Inc                                                                     | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      4568 | NS      | $95425.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                              | Marvell Technology Inc                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1025 | NS      | $37966.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                     | CVS Health Corp                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     13685 | NS      | $1275305.15   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                            | Microchip Technology Inc                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     10021 | NS      | $703975.25    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                         | Vistra Corp                                                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      8660 | NS      | $200912.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                | Bank of America Corp                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     66289 | NS      | $2195491.68   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                 | Cal-Maine Foods Inc                                                         | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       605 | NS      | $32942.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                             | Karuna Therapeutics Inc                                                     | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       253 | NS      | $49714.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                         | ROBLOX Corp                                                                 | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1382 | NS      | $39331.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                          | Globant SA                                                                  | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | US        |       340 | NS      | $57174.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                            | Jazz Pharmaceuticals PLC                                                    | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | US        |       512 | NS      | $81566.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                               | Skyline Champion Corp                                                       | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       610 | NS      | $31421.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                         | Livent Corp                                                                 | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      2479 | NS      | $49257.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                       | Coherent Corp                                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      2269 | NS      | $79641.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                           | Kinsale Capital Group Inc                                                   | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       196 | NS      | $51257.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                                          | Seagen Inc                                                                  | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       790 | NS      | $101522.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                 | Clearway Energy Inc                                                         | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      5568 | NS      | $177452.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                      | Mastercard Inc                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      8329 | NS      | $2896243.17   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                              | Valmont Industries Inc                                                      | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |        54 | NS      | $17856.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                       | Primerica Inc                                                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      1650 | NS      | $234003.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                 | Coinbase Global Inc                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       820 | NS      | $29019.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                        | Omnicell Inc                                                                | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       352 | NS      | $17747.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                           | Scotts Miracle-Gro Co/The                                                   | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      3550 | NS      | $172494.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                        | Penumbra Inc                                                                | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       433 | NS      | $96325.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One              | Liberty Media Corp-Liberty Formula One                                      | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1107 | NS      | $59147.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                            | AT&T Inc                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     64987 | NS      | $1196410.67   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                              | Liberty Broadband Corp                                                      | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      2501 | NS      | $189700.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                     | Caterpillar Inc                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      5593 | NS      | $1339859.08   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                         | Walmart Inc                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     13662 | NS      | $1937134.98   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                         | Popular Inc                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | US        |      1034 | NS      | $68574.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                           | Palantir Technologies Inc                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      8904 | NS      | $57163.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc                                 | Spirit Airlines Inc                                                         | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |      3683 | NS      | $71744.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                      | Merck & Co Inc                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     23887 | NS      | $2650262.65   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                            | Horizon Therapeutics Plc                                                    | CUSIP: G46188101<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |       551 | NS      | $62703.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                            | RLI Corp                                                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |       654 | NS      | $85850.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc                              | Altair Engineering Inc                                                      | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |       791 | NS      | $35966.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                            | ASGN Inc                                                                    | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       558 | NS      | $45465.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc                             | Mirati Therapeutics Inc                                                     | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |       462 | NS      | $20933.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                         | Avient Corp                                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      1074 | NS      | $36258.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                         | Cummins Inc                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      3551 | NS      | $860371.79    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                                      | NewMarket Corp                                                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       152 | NS      | $47288.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                          | Vertex Pharmaceuticals Inc                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      3439 | NS      | $993114.42    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                            | Cullen/Frost Bankers Inc                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      1105 | NS      | $147738.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                        | Danaher Corp                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      7053 | NS      | $1872007.26   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                                 | Thor Industries Inc                                                         | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      1369 | NS      | $103345.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc                      | Tempur Sealy International Inc                                              | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      6710 | NS      | $230354.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                          | AbbVie Inc                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     16944 | NS      | $2738319.84   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                              | Option Care Health Inc                                                      | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      1588 | NS      | $47782.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                          | HEICO Corp                                                                  | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      2029 | NS      | $311735.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                          | Airbnb Inc                                                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       344 | NS      | $29412.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                              | Chesapeake Energy Corp                                                      | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       999 | NS      | $94275.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                     | Murphy Oil Corp                                                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      1550 | NS      | $66665.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                 | Liberty Media Corp-Liberty SiriusXM                                         | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4866 | NS      | $191282.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                             | Consolidated Edison Inc                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     15920 | NS      | $1517335.20   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                          | Deere & Co                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      3017 | NS      | $1293568.92   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                     | Equity LifeStyle Properties Inc                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      8817 | NS      | $569578.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                         | Target Corp                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      5646 | NS      | $841479.84    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                             | IAA Inc                                                                     | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      2022 | NS      | $80880.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                        | Visteon Corp                                                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       742 | NS      | $97075.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                       | TopBuild Corp                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       219 | NS      | $34271.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                          | Hilton Grand Vacations Inc                                                  | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      1128 | NS      | $43473.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                              | Paylocity Holding Corp                                                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       281 | NS      | $54587.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                           | Adobe Inc                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      4769 | NS      | $1604911.57   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc                          | Americold Realty Trust Inc                                                  | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |      5198 | NS      | $147155.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                       | Clarivate PLC                                                               | CUSIP: G21810109<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | US        |      6728 | NS      | $56111.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                                | Federated Hermes Inc                                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      1462 | NS      | $53085.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                       | Advanced Drainage Systems Inc                                               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       726 | NS      | $59510.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                             | Marathon Petroleum Corp                                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     10200 | NS      | $1187178.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                       | Affiliated Managers Group Inc                                               | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       713 | NS      | $112960.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                         | Penske Automotive Group Inc                                                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       542 | NS      | $62292.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                             | Wintrust Financial Corp                                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      1884 | NS      | $159235.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                        | Doximity Inc                                                                | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1637 | NS      | $54937.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                  | Royalty Pharma PLC                                                          | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |      1490 | NS      | $58884.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                     | Philip Morris International Inc                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     13855 | NS      | $1402264.55   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                      | Amazon.com Inc                                                              | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               | CORP              | US        |        50 | NC      | $275.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                               | Uber Technologies Inc                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      1498 | NS      | $37045.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                              | Guidewire Software Inc                                                      | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       721 | NS      | $45105.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                         | Kennedy-Wilson Holdings Inc                                                 | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      2209 | NS      | $34747.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                          | Raytheon Technologies Corp                                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     16848 | NS      | $1700300.16   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                                     | TripAdvisor Inc                                                             | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      1337 | NS      | $24039.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                          | Twilio Inc                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      1577 | NS      | $77209.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                        | Oshkosh Corp                                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      1377 | NS      | $121437.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                  | WillScot Mobile Mini Holdings Corp                                          | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      3189 | NS      | $144047.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                 | Kimberly-Clark Corp                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      5225 | NS      | $709293.75    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                            | EastGroup Properties Inc                                                    | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      2341 | NS      | $346608.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                            | Roku Inc                                                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      1622 | NS      | $66015.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                   | Gaming and Leisure Properties Inc                                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      7702 | NS      | $401197.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                           | Bunge Ltd                                                                   | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | US        |      1783 | NS      | $177889.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                           | Minerals Technologies Inc                                                   | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       765 | NS      | $46450.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                    | BJ's Wholesale Club Holdings Inc                                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      1493 | NS      | $98776.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                        | SM Energy Co                                                                | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       902 | NS      | $31416.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                      | Plug Power Inc                                                              | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |      2012 | NS      | $24888.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chemours Co/The                                     | Chemours Co/The                                                             | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      7188 | NS      | $220096.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                                    | Life Storage Inc                                                            | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      2987 | NS      | $294219.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                          | Brixmor Property Group Inc                                                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     15872 | NS      | $359818.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                              | Permian Resources Corp                                                      | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      3926 | NS      | $36904.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                                      | DraftKings Inc                                                              | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4245 | NS      | $48350.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WW Grainger Inc                                     | WW Grainger Inc                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1331 | NS      | $740368.75    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                         | HubSpot Inc                                                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        79 | NS      | $22841.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                             | Procter & Gamble Co/The                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     22455 | NS      | $3403279.80   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co                                      | Walt Disney Co                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     18144 | NS      | $1576350.72   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                        | Texas Capital Bancshares Inc                                                | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       650 | NS      | $39201.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                      | Omega Healthcare Investors Inc                                              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      5266 | NS      | $147184.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                              | Penn Entertainment Inc                                                      | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1730 | NS      | $51381.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                                 | Silgan Holdings Inc                                                         | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |       974 | NS      | $50492.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                            | Tandem Diabetes Care Inc                                                    | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      1122 | NS      | $50433.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                             | Illinois Tool Works Inc                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      6761 | NS      | $1489448.30   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                        | Broadcom Inc                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3862 | NS      | $2159360.06   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                                       | Valvoline Inc                                                               | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      1434 | NS      | $46820.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Technip Energies NV                                 | Technip Energies NV                                                         | CUSIP: 87854Y109<br>LEI: 724500FLODI49NSCIP70 | Long             | EC               | CORP              | NL        |      2888 | NS      | $45215.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Lancaster Colony Corp                               | Lancaster Colony Corp                                                       | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       427 | NS      | $84247.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc                | Innovative Industrial Properties Inc                                        | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       144 | NS      | $14594.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                 | Emerson Electric Co                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      8927 | NS      | $857527.62    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                           | ZoomInfo Technologies Inc                                                   | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1991 | NS      | $59949.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                               | Burlington Stores Inc                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       291 | NS      | $59003.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc                         | Frontier Group Holdings Inc                                                 | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |      3101 | NS      | $31847.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                    | Exxon Mobil Corp                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     39104 | NS      | $4313171.20   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                            | Crowdstrike Holdings Inc                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      1058 | NS      | $111396.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                              | Motorola Solutions Inc                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      2450 | NS      | $631389.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                    | Under Armour Inc                                                            | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     11692 | NS      | $118790.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                               | Applied Materials Inc                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     16232 | NS      | $1580672.16   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                               | Texas Instruments Inc                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     10681 | NS      | $1764714.82   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                        | KKR & Co Inc                                                                | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      5343 | NS      | $248022.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                           | Five9 Inc                                                                   | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      1172 | NS      | $79531.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                         | Nutanix Inc                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      2273 | NS      | $59211.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                        | QUALCOMM Inc                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     11276 | NS      | $1239683.44   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                          | Qualys Inc                                                                  | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       291 | NS      | $32658.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                               | Euronet Worldwide Inc                                                       | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       857 | NS      | $80883.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                  | Sonoco Products Co                                                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      2568 | NS      | $155903.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc          | Fidelity National Information Services Inc                                  | CUSIP: N/A<br>LEI: 6WQI0GK1PRFVBA061U48       | N/A              | DE               | CORP              | US        |        50 | NC      | $125.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                               | Rivian Automotive Inc                                                       | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1133 | NS      | $20881.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                       | Renasant Corp                                                               | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      1205 | NS      | $45295.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                    | Duke Energy Corp                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     18646 | NS      | $1920351.54   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                        | Exponent Inc                                                                | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       488 | NS      | $48355.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                          | Adient PLC                                                                  | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |       890 | NS      | $30874.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                         | GoDaddy Inc                                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      2561 | NS      | $191614.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                                 | Leggett & Platt Inc                                                         | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      1448 | NS      | $46669.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc                | Bright Horizons Family Solutions Inc                                        | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       477 | NS      | $30098.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                         | Axonics Inc                                                                 | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |       763 | NS      | $47710.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                                  | Globus Medical Inc                                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      3598 | NS      | $267223.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                                       | Wolfspeed Inc                                                               | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |       597 | NS      | $41216.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                                   | Syneos Health Inc                                                           | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      2153 | NS      | $78972.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                       | Blackline Inc                                                               | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |       499 | NS      | $33567.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                           | Graco Inc                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      4172 | NS      | $280608.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                               | Lumentum Holdings Inc                                                       | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       851 | NS      | $44396.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                              | Palo Alto Networks Inc                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      1366 | NS      | $190611.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                                 | Williams-Sonoma Inc                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       627 | NS      | $72054.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                       | Teradata Corp                                                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      1110 | NS      | $37362.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                       | McKesson Corp                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2513 | NS      | $942676.56    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                       | Automatic Data Processing Inc                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      4506 | NS      | $1076303.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                                  | Verint Systems Inc                                                          | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      1105 | NS      | $40089.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                    | Reinsurance Group of America Inc                                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       943 | NS      | $133990.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                            | Lennox International Inc                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      1359 | NS      | $325113.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                              | Synovus Financial Corp                                                      | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      1095 | NS      | $41117.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                                        | DocuSign Inc                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       365 | NS      | $20228.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                           | Park Hotels & Resorts Inc                                                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      6410 | NS      | $75573.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                           | Archer-Daniels-Midland Co                                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      8727 | NS      | $810301.95    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** Nuveen S&P 500 Dynamic Overwrite Fund

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Vice President and Funds Controller